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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.

168,742 papers · 148 categories

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48 results for outer measure

Paper introduces a new outer measure for continuous price paths with instant enforcement.

problem Defining a new outer measure for continuous price paths with instant enforcement.
method Introducing an outer measure on the space [0,+)imesΩ[0, +\infty) imes \Omega that assigns zero value to instantly blockable sets.
result Proves BDG inequalities and an Itô-type integral for the modified measure.

We prove that for the harmonic measure associated to a random walk on Out(Fr)(F_r) satisfying some mild conditions, a typical tree in the boundary of Outer space is trivalent and nongeometric. This answers a question of M. Bestvina.

2019-04-22abs ↗pdf ↗

We solve the Plateau problem for marginally outer trapped surfaces in general Cauchy data sets. We employ the Perron method and tools from geometric measure theory to force and control a blow-up of Jang's equation. Substantial new geometric insights regarding the lower order properties of marginally outer trapped surfa…

2007-11-27abs ↗pdf ↗

Improved nested simulation for financial risk measurement.

problem Efficiently estimating nested risk measures in financial engineering.
method Reusing inner simulation outputs to improve efficiency and accuracy.
result The proposed approach outperforms standard nested simulation and regression methods.

The paper proposes an efficient nested simulation design using likelihood ratio method.

problem Designing nested simulations with fixed outer scenarios and minimizing simulation effort.
method Proposes a bi-level optimization problem to decide inner replications and pooling strategies.
result Optimized design achieves $\cO(Γ^{-1})$ mean squared error of estimators.

Outer automorphism groups of Coxeter groups are trivial except for small ranks.

problem Triviality of outer automorphism groups of Coxeter groups.
method Using Guirardel-Levitt outer space for free products, proving triviality and cyclic order for specific ranks.
result Outer automorphism groups are trivial except for small ranks.

We relate ergodic-theoretic properties of a very small tree or lamination to the behavior of folding and unfolding paths in Outer space that approximate it, and we obtain a criterion for unique ergodicity in both cases. Our main result is that non-unique ergodicity gives rise to a transverse decomposition of the foldin…

2014-10-31abs ↗pdf ↗

Formula for transgressions on polyhedral manifolds, linking face volumes and outer angles.

problem Computing topological invariants of polyhedral manifolds.
method Defining transgressions for Pfaffian of metric connections and applying to polyhedral manifolds.
result Derivation of an identity linking face volumes and outer angles of spherical and hyperbolic polyhedra.

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

problem Finiteness properties and contractibility of symmetric automorphisms of RAAGs.
method Definition of symmetric automorphism group, construction of symmetric Outer space, proof of contractibility.
result Finiteness properties and contractibility results for symmetric automorphisms of RAAGs.

New insights into optimizing Local SGD's outer optimizer for faster convergence.

problem Understanding the impact of outer optimizer and its hyperparameters in Local SGD.
method Analyzing convergence guarantees with new outer learning rates and momentum.
result Tuning the outer learning rate can improve convergence and handle inner learning rate ill-tuning.

We give estimates on the length of paths defined in the sphere model of outer space using a surgery process, and show that they make definite progress in some sense when they remain in some thick part of outer space. To do so, we relate the Lipschitz metric on outer space to a notion of intersection numbers.

2012-01-29abs ↗pdf ↗

Study improves curvature estimate for stable marginally outer trapped hypersurfaces with a free boundary.

problem Curvature estimate for stable marginally outer trapped hypersurfaces with a free boundary.
method Iteration argument based on uniform area bound.
result Improved curvature estimate for stable marginally outer trapped hypersurfaces.

The paper extends Lipschitz metric isometries between Outer Spaces of virtually free groups.

problem Extending isometry properties of Lipschitz metric to virtually free groups.
method Analyzing finite-index subgroups and their covers, identifying folding paths, and using deformation retraction.
result Existence of candidates for Lipschitz distance and deformation retraction of spine.

Novel framework for risk-sensitive reinforcement learning with robustness against uncertainty.

problem Risk-sensitive reinforcement learning with uncertainty in transition dynamics.
method Developed a risk-sensitive robust Markov decision process (RSRMDP), derived its Bellman equation, and proposed a Bayesian Dynamic Programming (Bayesian DP) algorithm.
result Demonstrated convergence to near-optimal policies and analyzed sample and computational complexities.

We show that any vacuum initial data set containing a marginally outer trapped surface S and satisfying a "no KIDs" condition can be perturbed near S so that S becomes strictly outer trapped in the new vacuum initial data set. This, together with the results in [9], gives a precise sense in which generic initial data c…

2013-08-28abs ↗pdf ↗

Subsurface projection has become indispensable in studying the geometry of the mapping class group and the curve complex of a surface. When the subsurface is an annulus, this projection is sometimes called relative twisting. We give two alternate versions of relative twisting for the outer automorphism group of a free …

2011-07-19abs ↗pdf ↗

We study the asymmetry of the Lipschitz metric d on Outer space. We introduce an (asymmetric) Finsler norm that induces d. There is an Out(F_n)-invariant potential Ψon Outer space such that when the Lipschitz norm is corrected by the derivative of Ψ, the resulting norm is quasisymmetric. As an application, we give new …

2009-10-28abs ↗pdf ↗

Outer automorphism group of hyperbolic groups is HHG under certain conditions.

problem Characterizing the outer automorphism group of hyperbolic groups.
method Proving finite-index subgroups are central extensions of orbifold mapping class groups with bounded Euler class.
result Outer automorphism group of a one-ended hyperbolic group is virtually a hierarchically hyperbolic group.

Study shows RAAG automorphisms and outer automorphisms are not relatively hyperbolic.

problem Characterizing automorphism and outer automorphism groups of RAAGs.
method Analyzing groups of RAAGs with at least 3 vertices, categorizing based on graph structure.
result Automorphism and outer automorphism groups of RAAGs are not relatively hyperbolic.

We introduce a canonical outer vector field on a Poisson manifold, also due independently to A. Weinstein. We view it as a global section of the sheaf of Poisson vector fields modulo the subsheaf of hamiltonian vector fields. We study this outer derivation mostly in the case of holomorphic Poisson manifolds.

1998-02-03abs ↗pdf ↗

We consider the class non-surjective irreducible endomorphisms of the free group FnF_n. We show that such an endomorphism φφ is topologically represented by a simplicial immersion f:GGf:G \rightarrow G of a marked graph GG; along the way we classify the dynamics of φ\partial φ acting on Fn\partial F_n: there are at mo…

2010-08-21abs ↗pdf ↗

Using Vovk's outer measure, which corresponds to a minimal superhedging price, the existence of quadratic variation is shown for "typical price paths" in the space of càdlàg functions possessing a mild restriction on the jumps directed downwards. In particular, this result includes the existence of quadratic variation …

2016-09-08abs ↗pdf ↗

We prove an analogue of the classical Steiner formula for the LpL_p affine surface area of a Minkowski outer parallel body for any real parameters pp. We show that the classical Steiner formula and the Steiner formula of Lutwak's dual Brunn Minkowski theory are special cases of this new Steiner formula. This new Stein…

2018-11-17abs ↗pdf ↗

In this paper we prove that a fully irreducible outer automorphism relative to a non-exceptional free factor system acts loxodromically on the relative free factor complex as defined by Handel and Mosher. We also prove a north-south dynamic result for the action of such outer automorphisms on the closure of relative ou…

2016-12-13abs ↗pdf ↗

Study reveals uniform difference in stretch factors between genus two handlebody group and outer automorphism group.

problem Analyzing the relationship between stretch factors in genus two handlebody group and outer automorphism group.
method Examined natural homomorphism from genus g handlebody group to outer automorphism group of free groups, focusing on pseudo-Anosov mapping classes and their stretch factors.
result Minimum stretch factor in genus two handlebody group is less than ten times the stretch factor of fully irreducible outer automorphism.

We define lines of minima in the thick part of Outer space for the free group Fn with n>2 generators. We show that these lines of minima are contracting for the Lipschitz metric. Every fully irreducible outer automorphism of Fn defines such a line a minima. Now let G be a subgroup of the outer automorphism group of Fn …

2009-11-18abs ↗pdf ↗

We show that the horoboundary of outer space for the Lipschitz metric is a quotient of Culler and Morgan's classical boundary, two trees being identified whenever their translation length functions are homothetic in restriction to the set of primitive elements of FNF_N. We identify the set of Busemann points with the s…

2014-07-14abs ↗pdf ↗

Outer space for RAAGs is a contractible finite-dimensional space for automorphisms.

problem Constructing a finite-dimensional space for outer automorphisms of RAAGs.
method Constructing a finite-dimensional space OΓ\mathcal{O}_\Gamma blending features of symmetric spaces and Outer space for free groups.
result The space OΓ\mathcal{O}_\Gamma is contractible, making the quotient a rational classifying space for extOut(AΓ) ext{Out}(A_\Gamma).

New space of currents defined for nonabelian free groups and malnormal subgroups.

problem Understanding growth under iteration of outer automorphisms of nonabelian free groups.
method Introducing a new topological space of currents relative to a malnormal subgroup system.
result Currents associated with elements not in conjugates of A\mathcal{A} are dense in the space of currents relative to A\mathcal{A}.