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.
This paper develops tools for nonreversible MCMC with convergence guarantees.
In this paper, we study the sharp constants of quantitative Hardy and Rellich inequalities on nonreversible Finsler manifolds equipped with arbitrary measures. In particular, these inequalities can be globally refined by adding remainder terms like the Brezis-Vázquez improvement, if Finsler manifolds are of strictly ne…
New gauge fields modify Fokker-Planck dynamics without changing the stationary state.
We use the contact invariant defined in [2] to construct a new invariant of Legendrian knots in Kronheimer and Mrowka's monopole knot homology theory (KHM), following a prescription of Stipsicz and Vértesi. Our Legendrian invariant improves upon an earlier Legendrian invariant in KHM defined by the second author in sev…
The paper proves concentration inequalities for diffusion processes.
Inference, prediction and control of complex dynamical systems from time series is important in many areas, including financial markets, power grid management, climate and weather modeling, or molecular dynamics. The analysis of such highly nonlinear dynamical systems is facilitated by the fact that we can often find a…