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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.

168,694 papers · 148 categories

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137275412549 · Jun 202019922001200920172026
48 results for null distribution

Study on null-projectability of Levi-Civita connections in neutral metrics.

problem Characterizing projectability of Levi-Civita connections along null parallel distributions.
method Analyzing projectability of torsion-free connections along foliations on manifolds, focusing on neutral metric signatures and mid-dimensional distributions.
result Extension of Patterson and Walker's Riemann extension metrics to null parallel distributions of any dimension.

Study of optical geometries with intrinsic torsion in general relativity.

problem Understanding null line distributions and their properties in Lorentzian manifolds.
method Investigation of intrinsic torsion and congruences of null curves, extending to generalized optical geometries.
result Characterization of conformal properties of null line distributions and congruences.

Locally, a screen integrable globally null manifold MM splits through a Riemannian leaf MM' of its screen distribution and a null curve C\mathcal{C} tangent to its radical distribution. The leaf MM' carries a lot of geometric information about MM and, in fact, forms a basis for the study of expanding and non-expan…

2019-08-01abs ↗pdf ↗

In the present paper, we show that the geometry of a screen integrable null hypersurface can be generated from an isometric immersion of a leaf of its screen distribution into the ambient space. We prove, under certain geometric conditions, that such immersions are contained in semi-Euclidean spheres or hyperbolic spac…

2019-06-12abs ↗pdf ↗

The purpose of the present work is to study (marginally) trapped submanifolds lying in a null hypersurface. Let $(M,g,N)\to\Bm(c)$ be a null hypersurface of a space-time with constant sectional curvature cc, endowed with a Screen Integrable and Conformal rigging NN. The (Marginally) Trapped Submanifolds we are intere…

2017-06-12abs ↗pdf ↗

Testing-by-betting strategies almost surely go bankrupt under null hypotheses.

problem Understanding the behavior of betting strategies under null hypotheses.
method Analyzed the asymptotics of betting strategies under null distributions, focusing on the almost sure divergence of sums.
result Testing-by-betting strategies go bankrupt with probability one under any non-degenerate null distribution.

Markov regime switching models have been used in numerous empirical studies in economics and finance. However, the asymptotic distribution of the likelihood ratio test statistic for testing the number of regimes in Markov regime switching models has been an unresolved problem. This paper derives the asymptotic distribu…

2018-01-21abs ↗pdf ↗

We propose to investigate test statistics for testing homogeneity in reproducing kernel Hilbert spaces. Asymptotic null distributions under null hypothesis are derived, and consistency against fixed and local alternatives is assessed. Finally, experimental evidence of the performance of the proposed approach on both ar…

2008-04-07abs ↗pdf ↗

An almost Robinson structure on an nn-dimensional Lorentzian manifold $(\mcM,g)$, where n=2m+εn=2m+ε, ε{0,1}ε\in \{ 0 ,1 \}, is a complex mm-plane distribution $\mcN$ that is totally null with respect to the complexified metric, and intersects its complex conjugate in a real null line distribution $\mcK$, say. When $\mcN$ an…

2014-04-23abs ↗pdf ↗

Finite resources limit false discovery rate control in structured hypothesis spaces.

problem Controlling false discovery rate in hypothesis testing with finite data and structured hypothesis spaces.
method Framework for exact FDR control and adaptive power maximization.
result Exact FDR control and adaptive power maximization.

Sequential tests for two-sample and independence testing using betting strategies.

problem Testing sequential data for two-sample and independence without kernel selection issues.
method Prediction-based betting strategies that adaptively determine distribution and joint distribution.
result Prediction-based tests outperform kernel-based approaches in high-dimensional or structured data settings.

The paper sets thresholds for testing correlation in hypergraphs, distinguishing between independent and correlated states.

problem Testing correlation between two hypergraphs under different models.
method Derives sharp information-theoretic thresholds for distinguishing between null and alternative hypotheses.
result The testing threshold decreases as the hypergraph's uniformity (m) increases, making correlation testing easier for higher uniformity.

In this study, we define a family of null curves in Minkowski 3-space and called null similar curves. We obtain some properties of these special curves. We show that two null curves are null similar curves if and only if these curves form a null Bertrand pair. Moreover, we obtain that the family of null geodesics and n…

2012-05-10abs ↗pdf ↗

Study on continuous sequence classification with distribution uncertainty.

problem Classifying continuous sequences with varying distribution uncertainty.
method Proposes distribution-free tests for three test designs: fixed-length, sequential, and two-phase tests.
result Error probabilities decay exponentially fast for all test designs.

Distance correlation has gained much recent attention in the data science community: the sample statistic is straightforward to compute and asymptotically equals zero if and only if independence, making it an ideal choice to discover any type of dependency structure given sufficient sample size. One major bottleneck is…

2019-12-27abs ↗pdf ↗

Study uses topological signatures to quantify financial market complexity.

problem Capturing temporal organization beyond volatility measures.
method Null validated topological approach using L1L^1 norm of persistence landscapes.
result Persistence landscape norms reveal dynamical structure during market stress.

The paper proves asymptotic normality for multinomial logistic regression on null covariates.

problem Classical asymptotic normality results fail in high-dimensional multinomial logistic models.
method Developed asymptotic normality and chi-square results for multinomial logistic MLE on null covariates.
result Validated new methodology to test feature significance in high-dimensional classification problems.

Study on null helices in semi-Riemannian manifolds with special submanifolds.

problem Investigating geometric properties of null helices on totally umbilical submanifolds in 3D semi-Riemannian manifolds.
method Using the null Frenet frame and degenerate metric condition, equations and invariants characterizing null helices are derived.
result Equations and invariants characterizing null helices on totally umbilical submanifolds in 3D semi-Riemannian manifolds are obtained.

A family of maximum mean discrepancy (MMD) kernel two-sample tests is introduced. Members of the test family are called Block-tests or B-tests, since the test statistic is an average over MMDs computed on subsets of the samples. The choice of block size allows control over the tradeoff between test power and computatio…

2013-07-08abs ↗pdf ↗

A maximum principle for C^0 null hypersurfaces is obtained and used to derive a splitting theorem for spacetimes which contain null lines. As a consequence of this null splitting theorem, it is proved that an asymptotically simple vacuum (Ricci flat) spacetime which contains a null line is isometric to Minkowski space.

1999-09-27abs ↗pdf ↗

We clarify the relationship between the null geodesic completeness of an Einstein Lorentz manifold and its conformal Kobayashi pseudodistance. We show that an Einstein manifold has at least one incomplete null geodesic if its pseudodistancfe is nontrivial. If its pseudodistance is nondegenerate, all of its null geodesi…

2011-08-09abs ↗pdf ↗

Kernel tests assess equivalence between distributions without assuming specific moments.

problem Traditional goodness-of-fit tests fail to detect meaningful distributional differences.
method Proposes kernel-based tests using kernel Stein discrepancy and Maximum Mean Discrepancy.
result Tests assess the absence of meaningful distributional differences under controlled error rates.

Integrates outlier detection into neural networks for improved performance.

problem Lack of competency awareness in machine learning systems, especially in detecting outliers.
method Null Space Analysis (NuSA) of neural networks, computing and controlling null space projection.
result NuSA-trained networks maintain classification performance and detect outliers effectively.

Study on null hypersurfaces with constant angle in Lorentzian manifolds.

problem Understanding constant angle null hypersurfaces in Lorentzian manifolds.
method Introduced constant angle null hypersurfaces, analyzed with respect to a given ambient vector field, and provided classification results.
result Null hypersurfaces have a canonical principal direction when the vector field is closed and conformal.

Local classification of 4D Ricci solitons with specific algebra properties.

problem Classifying 4D Ricci solitons with a 2D Abelian Killing algebra.
method Local classification under specific curvature and symmetry conditions.
result Classification of Ricci solitons with orthogonally intransitive 2D Abelian Killing algebra.

Study on completeness of foliations and null Killing fields in Lorentzian manifolds.

problem Completeness of foliations and null Killing fields in Lorentzian manifolds.
method Analyzes different geometric settings and conditions for completeness, including totally geodesic lightlike foliations and specific affine structures.
result Characterizes completeness for null Killing fields and specific affine structures, and provides non-complete examples.

First, we prove that indefinite Sasakian manifolds do not admit any screen conformal rr-null submanifolds, tangent to the structure vector field. We, therefore, define a special class of null submanifolds, called; {\it contact screen conformal} rr-null submanifold of indefinite Sasakian manifolds. Several characteriz…

2019-11-06abs ↗pdf ↗

The study finds regular null hypersurfaces in a perturbed Schwarzschild black hole exterior.

problem Existence of regular null hypersurfaces in a perturbed Schwarzschild black hole.
method Proof of existence for null hypersurfaces in a perturbed Schwarzschild spacetime.
result Existence of many foliations by regular null hypersurfaces in the exterior region of a perturbed Schwarzschild black hole.

We study the geometry and holonomy of semi-Riemannian, time-like metric cones that are indecomposable, i.e., which do not admit a local decomposition into a semi-Riemannian product. This includes irreducible cones, for which the holonomy can be classified, as well as non irreducible cones. The latter admit a parallel d…

2019-02-07abs ↗pdf ↗