arXiv research

The study examines the normal growth exponent of submanifolds in negatively curved manifolds.

Research examines coamenable subgroups in higher rank groups.

Let $Γ$ be a (non-elementary) convex co-compact group of isometries of a pinched Hadamard manifold $X$. We show that a normal subgroup $Γ_0$ has critical exponent equal to the critical exponent of $Γ$ if and only if $Γ/ Γ_0$ is amenable. We prove a similar result for the exponential growth rate of closed geodesics on $…

For a pinched Hadamard manifold $X$ and a discrete group of isometries $Γ$ of $X$, the critical exponent $δ_Γ$ is the exponential growth rate of the orbit of a point in $X$ under the action of $Γ$. We show that the critical exponent for any family $\mathcal{N}$ of normal subgroups of $Γ_0$ has the same coarse behaviour…

Equity activity is an essential topic for financial market studies. To explore its statistical regularities, we comprehensively examine the trading value, a measure of the equity activity, of the 3314 most-traded stocks in the U.S. equity market and find that (i) the trading values follow a log-normal distribution; (ii…

Sharp stability threshold found for deep residual architectures.

The study shows how geometric Weyl bulk-density exponent rigidifies spectral encodings in O-regularly varying classes.

We analyze a database comprising quarterly sales of 55624 pharmaceutical products commercialized by 3939 pharmaceutical firms in the period 1992--2001. We study the probability density function (PDF) of growth in firms and product sales and find that the width of the PDF of growth decays with the sales as a power law w…

Study shows exponential growth of Laplacian determinant on random hyperbolic surfaces.

Study critical exponents in normal subgroups of higher rank Lie groups.

For any geodesic current we associated a quasi-metric space. For a subclass of geodesic currents, called filling, it defines a metric and we study the critical exponent associated to this space. We show that is is equal to the exponential growth rate of the intersection function for closed curves.

Following the work of Okuyama, Takayasu and Takayasu [Okuyama, Takayasu and Takayasu 1999] we analyze huge databases of Japanese companies' financial figures and confirm that the Zipf's law, a power law distribution with the exponent -1, has been maintained over 30 years in the income distribution of Japanese companies…

Study of deep neural networks using finite-time Lyapunov exponents.

Strict concavity proven for growth indicator function of certain groups.

We address the question of the growth of firm size. To this end, we analyze the Compustat data base comprising all publicly-traded United States manufacturing firms within the years 1974-1993. We find that the distribution of firm sizes remains stable for the 20 years we study, i.e., the mean value and standard deviati…

We present a preferential attachment growth model to obtain the distribution $P(K)$ of number of units $K$ in the classes which may represent business firms or other socio-economic entities. We found that $P(K)$ is described in its central part by a power law with an exponent $φ=2+b/(1-b)$ which depends on the probabil…

Study approximates top Lyapunov exponents for surface mapping classes.

New CRM models for sparse networks with linear edge growth.

Effects of randomness on non-integer power law tails in multiplicatively interacting stochastic processes are investigated theoretically. Generally, randomness causes decrease of the exponent of tails and the growth rate of processes. Explicit calculations are performed for two examples: uniformly distributed and two p…

We study and generalize in various ways the model of rational expectation (RE) bubbles introduced by Blanchard and Watson in the economic literature. First, bubbles are argued to be the equivalent of Goldstone modes of the fundamental rational pricing equation, associated with the symmetry-breaking introduced by non-va…

Study critical exponents on hyperbolic surfaces with long boundaries using Weil-Petersson measures.

Critical volatility triggers log-normal to power-law transitions in interconnected systems.

The growth of business firms is an example of a system of complex interacting units that resembles complex interacting systems in nature such as earthquakes. Remarkably, work in econophysics has provided evidence that the statistical properties of the growth of business firms follow the same sorts of power laws that ch…

We prove that for a relatively hyperbolic group G there is a sequence of relatively hyperbolic proper quotients such that their growth rates converge to the growth rate of G. Under natural assumptions, the same conclusion holds for the critical exponent of a cusp-uniform action of G on a hyperbolic metric space. As a c…

We analyze the fluctuations in the gross domestic product (GDP) of 152 countries for the period 1950--1992. We find that (i) the distribution of annual growth rates for countries of a given GDP decays with ``fatter'' tails than for a Gaussian, and (ii) the width of the distribution scales as a power law of GDP with a s…

We introduce a model of proportional growth to explain the distribution of business firm growth rates. The model predicts that the distribution is exponential in the central part and depicts an asymptotic power-law behavior in the tails with an exponent 3. Because of data limitations, previous studies in this field hav…

This paper considers the growth in the length of one-dimensional trajectories as they are passed through deep ReLU neural networks, which, among other things, is one measure of the expressivity of deep networks. We generalise existing results, providing an alternative, simpler method for lower bounding expected traject…

We introduce a model of proportional growth to explain the distribution $P(g)$ of business firm growth rates. The model predicts that $P(g)$ is Laplace in the central part and depicts an asymptotic power-law behavior in the tails with an exponent $ζ=3$. Because of data limitations, previous studies in this field have b…

Anosov subgroups' deformations affect limit cones and growth indicators continuously.

We empirically verify that the market capitalisations of coins and tokens in the cryptocurrency universe follow power-law distributions with significantly different values, with the tail exponent falling between 0.5 and 0.7 for coins, and between 1.0 and 1.3 for tokens. We provide a rationale for this, based on a simpl…

Near-interpolating models grow norms quickly, affecting generalization.

We consider the stochastic volatility model $dS_t = σ_t S_t dW_t,dσ_t = ωσ_t dZ_t$, with $(W_t,Z_t)$ uncorrelated standard Brownian motions. This is a special case of the Hull-White and the $β=1$ (log-normal) SABR model, which are widely used in financial practice. We study the properties of this model, discretized in …

Study shows how to learn optimal policies quickly in stochastic control problems.

Estimates for eigenfunctions and quasimodes on compact manifolds.

The paper proves Zimmer's conjecture for non-uniform lattices by controlling mass escape and Lyapunov exponents.

Employing data on the assessed value of land in 1974--2007 Japan, we exhibit a quasistatically varying log-normal distribution in the middle scale region. In the derivation, a Non-Gibrat's law under the detailed quasi-balance is adopted together with two approximations. The resultant distribution is power-law with the …

New method stabilizes deep neural networks by setting Lyapunov exponent to zero.

The state of a stochastic process evolving over a time $t$ is typically assumed to lie on a normal distribution whose width scales like $t^{1/2}$. However, processes where the probability distribution is not normal and the scaling exponent differs from $\frac{1}{2}$ are known. The search for possible origins of such "a…

We construct a Teichmueller curve uniformized by the Fuchsian triangle group (m,n,\infty) for every m<n. Our construction includes the Teichmueller curves constructed by Veech and Ward as special cases. The construction essentially relies on properties of hypergeometric differential operators. For small m, we find Bill…

nGPT learns to transfer learning rates across model dimensions and token horizons.

Growth of monetary assets and debts is commonly described by the formula of compound interest which for the case of continuous compounding is the exponential growth law. Its differential form is dc/dt = i c where dc/dt describes the rate of monetary growth, i the compounded interest rate and c the actual principal. Exp…

We give lower bounds for the growth of the number of Reeb chords and for the volume growth of Reeb flows on spherizations over closed manifolds M that are not of finite type, have virtually polycyclic fundamental group, and satisfy a mild assumption on the homology of the based loop space. For the special case of geode…

The paper is concerned with the problem of existence of solutions for the Heath-Jarrow-Morton equation with linear volatility. Necessary conditions and sufficient conditions for the existence of weak solutions and strong solutions are provided. It is shown that the key role is played by the logarithmic growth condition…

Regularization is used to find a solution that both fits the data and is sufficiently smooth, and thereby is very effective for designing and refining learning algorithms. But the influence of its exponent remains poorly understood. In particular, it is unclear how the exponent of the reproducing kernel Hilbert space~(…

In this paper, we show how the sampling properties of the Hurst exponent methods of estimation change with the presence of heavy tails. We run extensive Monte Carlo simulations to find out how rescaled range analysis (R/S), multifractal detrended fluctuation analysis (MF-DFA), detrending moving average (DMA) and genera…

mfBm models and forecasts volatility with different Hurst exponents and correlations.

The paper bounds growth indicator functions for discrete subgroups in algebraic groups.

In this paper, we prove that if a metric measure space satisfies the volume doubling condition and the Caffarelli-Kohn-Nirenberg inequality with same exponent n(n>1), then it has exactly n-dimensional volume growth. As application, we obtain geometric and topological properties of Alexandrov space, Riemannian manifold …