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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,181 papers · 148 categories

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1122 · Jun 202019922001200920182026
45 results for measure-preserving

The study shows finite measure-preserving isometry groups for certain metric measure spaces.

problem Understanding the structure of isometry groups in metric measure spaces.
method Analyzing synthetic negative Ricci curvature and Bakry-Émery Ricci curvature.
result The measure-preserving isometry group is finite for compact metric measure spaces with specific curvature conditions.

Unified theory of measure-preserving diffusions on manifolds.

problem Deriving a complete recipe for measure-preserving diffusions on manifolds.
method Developed a geometric theory that unifies and generalizes previous constructions, relying on intrinsic geometry of the target measure.
result The completeness result is a direct consequence of manifold topology and target measure geometry.

Study shows infinite-dimensional third bounded cohomology for non-orientable surfaces.

problem Understanding the third bounded cohomology of non-orientable surfaces.
method Analyzing measure-preserving homeomorphisms of non-orientable surfaces.
result Third bounded cohomology is infinite-dimensional.

Study curvatures of diffeomorphisms on non-orientable surfaces.

problem Computing curvatures of measure-preserving diffeomorphisms on non-orientable surfaces.
method Extending Arnold and Lukatskii's approach, computing curvatures and asymptotics.
result Computed curvatures and asymptotics for the Klein bottle and real projective plane.

We consider the relation between simplicial volume and two of its variants: the stable integral simplicial volume and the integral foliated simplicial volume. The definition of the latter depends on a choice of a measure preserving action of the fundamental group on a probability space. We show that integral foliated s…

2015-06-18abs ↗pdf ↗

Characterizes measures preserving compound mixed renewal process properties.

problem Preserving compound mixed renewal process properties under different probability measures.
method Characterization of progressively equivalent probability measures.
result Any compound mixed renewal process can be converted into a compound mixed Poisson process through a change of measures.

Holomorphic vector fields and anti-canonical divisors on complex manifolds are studied.

problem Existence of non-trivial holomorphic vector fields on compact complex manifolds.
method Vanishing result for measure preserving holomorphic vector fields, Gibbs stability, and log terminal singularities.
result No non-trivial holomorphic vector fields on compact complex manifolds with big anti-canonical line bundle.

The paper explores arbitrage opportunities in derivative markets under specific conditions.

problem Arbitrage opportunities in derivative markets under different conditions.
method Analyzes the relationship between pricing kernel monotonicity and stochastic arbitrage opportunities.
result Pricing kernel nonmonotonicity is equivalent to stochastic arbitrage opportunities under adequacy.

We consider modified scalar curvature functions for Riemannian manifolds equipped with smooth measures. Given a Riemannian submersion whose fiber transport is measure-preserving up to constants, we show that the modified scalar curvature of the base is bounded below in terms of the scalar curvatures of the total space …

2005-04-20abs ↗pdf ↗

We investigate the structure of a Finsler manifold of nonnegative weighted Ricci curvature including a straight line, and extend the classical Cheeger-Gromoll-Lichnerowicz splitting theorem. Such a space admits a diffeomorphic, measure-preserving splitting in general. As for a special class of Berwald spaces, we can pe…

2012-03-01abs ↗pdf ↗

Compact embeddings for invariant functions in metric-measure spaces.

problem Embedding functions with symmetry in metric-measure spaces.
method Analyzing HH-invariant functions in compact metric-measure spaces, extending to Riemannian manifolds.
result Obtained compact Sobolev embeddings for critical exponents.

Suppose M is a noncompact connected 2-manifold and m is a good Radon measure of M with m(partial M) = 0. Let H(M)_0 denote the identity component of the group of homeomorphisms of M equipped with the compact-open topology and let H(M; m)_0 denote the identity component of the subgroup consisting of m-preserving homeomo…

2005-07-16abs ↗pdf ↗

New framework uses simplicial and categorical methods to detect market inconsistencies.

problem Detecting inconsistencies in financial markets using non-measure-preserving transitions.
method Simplicial and categorical formulation of AB type arbitrage in filtered market systems.
result Holonomy along loops reveals global inconsistencies invisible at local levels.

We give necessary and sufficient conditions that show that both the group of isometries and the group of measure-preserving isometries are Lie groups for a large class of metric measure spaces. In addition we study, among other examples, whether spaces having a generalized lower Ricci curvature bound fulfill these requ…

2016-09-07abs ↗pdf ↗

Study graph products of groups, classifying them up to measure equivalence and rigidity.

problem Classifying graph products of groups up to measure equivalence and rigidity.
method Measure-theoretic and structural properties of von Neumann algebras, rigidity theorems.
result Quantified measure equivalence classification and rigidity theorems for graph products.

Let G be a group acting on the plane by orientation-preserving homeomorphisms. We show that if for some k>0 there is a ball of radius r > k/\sqrt{3} such that each point x in the ball satisfies |gx -hx| < k for all g, h in G, and the action of G satisfies a nonwandering hypothesis, then the action has a global fixed po…

2011-03-25abs ↗pdf ↗

We introduce an universum of the Polish (=complete separable metric) space - the convex cone of distance matrices and study its geometry. It happened that the generic Polish spaces in this sense of this universum is so called Urysohn spaces defined by P.S.Urysohn in 20-th, and generic metric triple (= metric space with…

2002-03-01abs ↗pdf ↗

Derives conditions for no arbitrage in financial markets with stochastic or diffusion models.

problem Existence and absence of arbitrage in financial markets with stochastic or diffusion models.
method Integral tests, martingale and strict local martingale properties of stochastic exponentials, Markov switching models.
result Conditions for the existence of minimal martingale measure and its preservation under Markov switching.

MixFlows uses a mixture of flows for efficient variational inference.

problem Efficient and reliable variational inference for complex models.
method A new variational family of mixed flows with efficient algorithms and convergence guarantees.
result MixFlows provides more reliable posterior approximations and comparable sample quality to MCMC methods.

In this note, we embed the set of all Fricke characters of a free group F -- the set of all characters of representations of F into SL(2,C) -- as an irreducible affine variety V in complex affine space of dimension 2^n-1. Using the Horowitz generating set as the indeterminates, we show that the ideal I of all polynomia…

2003-11-07abs ↗pdf ↗

The paper defines and proves non-triviality of volume and Euler classes in bounded cohomology of transformation groups.

problem Defining and proving non-triviality of volume and Euler classes in bounded cohomology.
method Definition and proof of non-triviality of volume and Euler classes in bounded cohomology of transformation groups.
result Non-triviality of volume and Euler classes in bounded cohomology of transformation groups.

Geometric methods solve sampling, optimisation, inference, and adaptive decision-making.

problem Efficient solutions for sampling, optimisation, inference, and adaptive decision-making.
method Derive algorithms exploiting geometric structures of Hamiltonian systems, Hilbertian subspaces, and information geometry.
result Wide range of geometric theories emerge in these fields, enabling efficient solutions.

HSMC improves SSM inference and model learning for nonlinear datasets.

problem Inference and model learning of nonlinear state space models.
method Hamiltonian Sequential Monte Carlo (HSMC) augmented with Hamiltonian Monte Carlo (HMC) on Riemannian manifold.
result HSMC can approximate the posterior of latent states arbitrarily well and improve SSMs realized by GP and NN.

Develops a new method for learning discrete distributions without embedding them in a continuous space.

problem Challenges in learning discrete distributions using current methodologies.
method Introduces a MAD invertible map and a mixed variational flow (MAD Mix) for discrete distributions.
result MAD Mix produces more reliable approximations than continuous-embedding flows.

Study simplicial volume via foliated simplices and duality.

problem Calculate simplicial volume using foliated simplices and duality.
method Defined real singular foliated homology, constructed foliated fundamental class, and established isometric isomorphism with measurable bounded cohomology.
result Norm of foliated fundamental class equals simplicial volume of MM.

The paper proves actions of lattices in higher rank groups have cost one.

problem Fixed price question for higher rank semisimple Lie groups.
method Low intensity Poisson point processes and geometry of Voronoi tessellations.
result Proves all probability measure preserving actions of lattices in higher rank groups have cost one.

Develop conformal prediction for dyadic regression under complex missingness.

problem Conformal prediction for dyadic regression under complex missingness mechanisms.
method Developing general technical tools and conformal prediction procedures for dyadic regression under complex missingness.
result Establishing asymptotic validity of weighted conformal prediction under a nonparametric graphon model for missingness mechanism.

Study geometric and representation theory of statistical transformation models.

problem Understand relationships between induced structures and actions on measure spaces.
method Investigate geometric properties and symplectic actions on induced structures.
result Show equivariance of action and relationships between tangent bundles and projectivizations.

Proposes methods to aggregate prediction intervals for domain shift uncertainty.

problem Uncertainty quantification in distribution shifts.
method Aggregates prediction intervals for minimal width and adequate coverage.
result Effective methodologies for unsupervised domain shift under labeled source and unlabeled target.

Neural network implementation of Brenier's polar factorization for vector fields.

problem Implementing Brenier's polar factorization theorem for vector fields using neural networks.
method Parameterizing the convex function uu as an input convex neural network and estimating the measure-preserving map MM.
result Practical neural implementation of Brenier's polar factorization theorem.

The paper characterizes measures preserving independence through planar web geometry.

problem Characterizing measures with preserved independence.
method Planar web geometry and inhomogeneous Abelian functional equations.
result The independence-preserving property is preserved by coordinatewise reparametrizations and forms a natural invariant.

A closed equilateral random walk in 3-space is a selection of unit length vectors giving the steps of the walk conditioned on the assumption that the sum of the vectors is zero. The sample space of such walks with nn edges is the (2n3)(2n-3)-dimensional Riemannian manifold of equilateral closed polygons in R3\mathbb{R}^3

2013-10-22abs ↗pdf ↗