arXiv research

We prove that two-step analytic sub-Riemannian structures on a compact analytic manifold equipped with a smooth measure and Lipschitz Carnot groups satisfy measure contraction properties.

Study on curvature bounds and geodesic dimension in sub-Finsler Heisenberg groups.

Study Busemann spaces with measures under MCP, proving rigidity and structure theorems.

We prove that if $(X,\mathsf d,\mathfrak m)$ is an essentially non-branching metric measure space with $\mathfrak m(X)=1$, having Ricci curvature bounded from below by $K$ and dimension bounded from above by $N \in (1,\infty)$, understood as a synthetic condition called Measure-Contraction property, then a sharp isoper…

Study shows volume constraints lead to isoperimetric constant bounds in specific metric spaces.

The curvature-dimension condition is a generalization of the Bochner inequality to weighted Riemannian manifolds and general metric measure spaces. It is now known to be equivalent to evolution variational inequalities for the heat semigroup, and quadratic Wasserstein distance contraction properties at different times.…

Measure contraction property is a synthetic Ricci curvature lower bound for metric measure spaces. We consider Sasakian manifolds with non-negative Tanaka-Webster Ricci curvature equipped with the metric measure space structure defined by the sub-Riemannian metric and the Popp measure. We show that these spaces satisfy…

We give two examples of metric measure spaces satisfying the measure contraction property MCP(K,N) but having different topological dimensions at different regions of the space. The first one satisfies MCP(0,3) and contains a subset isometric to $\mathbb{R}$, but does not topologically split. The second space satisfies…

Measure contraction property is one of the possible generalizations of Ricci curvature bound to more general metric measure spaces. In this paper, we discover sufficient conditions for a three dimensional contact subriemannian manifold to satisfy this property.

The paper examines curvature-dimension bounds on sub-Finsler Heisenberg groups.

New sub-Riemannian structures fail synthetic curvature bounds.

Study on curvature exponent of sub-Finsler Heisenberg groups, proving N_min ≥ 5.

We prove a sharp Poincaré inequality for subsets $Ω$ of (essentially non-branching) metric measure spaces satisfying the Measure Contraction Property $\textrm{MCP}(K,N)$, whose diameter is bounded above by $D$. This is achieved by identifying the corresponding one-dimensional model densities and a localization argument…

Measure contraction properties $MCP(K,N)$ are synthetic Ricci curvature lower bounds for metric measure spaces which do not necessarily have smooth structures. It is known that if a Riemannian manifold has dimension $N$, then $MCP(K,N)$ is equivalent to Ricci curvature bounded below by $K$. On the other hand, it was ob…

Extends online learning to metric spaces using exponential weights.

Measure contraction properties are generalizations of the notion of Ricci curvature lower bounds in Riemannian geometry to more general metric measure spaces. In this paper, we give sufficient conditions for a Sasakian manifold equipped with a natural sub-Riemannian distance to satisfy these properties. Moreover, the s…

Study random walks on CAT(0) spaces with contracting elements, proving limit laws.

New insights into neural network complexity reveal better generalization performance.

The paper proves inequalities for optimal transport on sub-Finslerian manifolds.

Study introduces new curvature conditions for Lorentzian spaces using Rényi entropy.

In this paper we introduce a general notion of weak extension property for embeddings induced by a group actions. As an example, for the group H(M, m) of measure-preserving homeomorphisms of a noncompact manifold M, we deduce weak type extension theorems, and as an application we exhibit the local contractibility of th…

Sharp comparison theorems are derived for all eigenvalues of the (weighted) Laplacian, for various classes of weighted-manifolds (i.e. Riemannian manifolds endowed with a smooth positive density). Examples include Euclidean space endowed with strongly log-concave and log-convex densities, extensions to $p$-exponential …

We construct geodesics in the Wasserstein space of probability measure along which all the measures have an upper bound on their density that is determined by the densities of the endpoints of the geodesic. Using these geodesics we show that a local Poincaré inequality and the measure contraction property follow from t…

We implement a differential-geometric approach to normal forms for contracting measurable cocycles to $\mbox{Diff}^q({\bf R}^n, {\bf 0})$, $q \geq 2$. We obtain resonance polynomial normal forms for the contracting cocycle and its centralizer, via $C^q$ changes of coordinates. These are interpreted as nonstationary inv…

One of the peculiarities of power and gas markets is the delivery mechanism of forward contracts. The seller of a futures contract commits to deliver, say, power, over a certain period, while the classical forward is a financial agreement settled on a maturity date. Our purpose is to design a Heath-Jarrow-Morton framew…

Study non-Gaussian measures' concentration properties in metric spaces.

The paper proves properties of Lipschitz spacetimes with bounded Ricci curvature.

We develop a pricing rule for life insurance under stochastic mortality in an incomplete market by assuming that the insurance company requires compensation for its risk in the form of a pre-specified instantaneous Sharpe ratio. Our valuation formula satisfies a number of desirable properties, many of which it shares w…

This paper shows moduli spaces of RCD(0,2) structures are contractible.

The paper explores coalescent contractions in contractible spaces, providing criteria and examples.

We construct a compact metric space that has any other compact metric space as a tangent, with respect to the Gromov-Hausdorff distance, at all points. Furthermore, we give examples of compact sets in the Euclidean unit cube, that have almost any other compact set of the cube as a tangent at all points or just in a den…

New calculus on spacetimes for nonlinear differential equations.

We study convexity and monotonicity properties of option prices in a model with jumps using the fact that these prices satisfy certain parabolic integro-differential equations. Conditions are provided under which preservation of convexity holds, i.e. under which the value, calculated under a chosen martingale measure, …

Developing a non-symmetric strainer theory for spaces with non-negative curvature beyond Alexandrov geometry.

In this paper we study a model-based approach to calculating approximately optimal policies in Markovian Decision Processes. In particular, we derive novel bounds on the loss of using a policy derived from a factored linear model, a class of models which generalize numerous previous models out of those that come with s…

Gabai showed that the Whitehead manifold is the union of two submanifolds each of which is homeomorphic to $\mathbb R^3$ and whose intersection is again homeomorphic to $\mathbb R^3$. Using a family of generalizations of the Whitehead Link, we show that there are uncountably many contractible 3-manifolds with this doub…

Study on symmetric automorphisms of RAAGs, proving finiteness properties and contractibility.

A financial contract's value is determined by a quantum measurement outcome, and a pricing state exists to value it.

Distortion (Denneberg 1990) is a well known premium calculation principle for insurance contracts. In this paper, we study sensitivity properties of distortion functionals w.r.t. the assumptions for risk aversion as well as robustness w.r.t. ambiguity of the loss distribution. Ambiguity is measured by the Wasserstein d…

The curvature-dimension condition fails in sub-Finsler geometry, extending previous results in sub-Riemannian geometry.

In the first part Busemann concavity as non-negative curvature is introduced and a bi-Lipschitz splitting theorem is shown. Furthermore, if the Hausdorff measure of a Busemann concave space is non-trivial then the space is doubling and satisfies a Poincaré condition and the measure contraction property. Using a compari…

Sharp upper bounds on inscribed radius for metric spaces with convex boundary.

A complex disproves a curvature property.

Refines d'Alembertian for signed Lorentz distance functions in metric measure spacetimes.

In an online contract selection problem there is a seller which offers a set of contracts to sequentially arriving buyers whose types are drawn from an unknown distribution. If there exists a profitable contract for the buyer in the offered set, i.e., a contract with payoff higher than the payoff of not accepting any c…

Geodesics found in spacetime satisfy curvature conditions.

This paper applies the Extreme-Value (EV) Generalised Pareto distribution to the extreme tails of the return distributions for the S&P500, FT100, DAX, Hang Seng, and Nikkei225 futures contracts. It then uses tail estimators from these contracts to estimate spectral risk measures, which are coherent risk measures that r…

We prove comparison theorems for the sub-Riemannian distortion coefficients appearing in interpolation inequalities. These results, which are equivalent to a sub-Laplacian comparison theorem for the sub-Riemannian distance, are obtained by introducing a suitable notion of sub-Riemannian Bakry-Émery curvature. The model…