In the conditional setting we provide a complete duality between quasiconvex risk measures defined on modules of the type and the appropriate class of dual functions. This is based on a general result which extends the usual Penot-Volle representation for quasiconvex real valued maps.
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.
Trend · papers per month
Extends portfolio optimization with two quasiconvex risk measures.
For , let be cocompact groups of isometries of hyperbolic space $\Hyp^n$ of real dimension , . Let be infinite index quasiconvex subgroups satisfying one of the following conditions: 1) limit set of is a codimension one topological sphere. 2) limit set of is an e…
New method assesses financial risk using model testing.
Study quasiconvex risk measures in volatile financial markets.
Paper discusses natural quasiconvexity and its relation to decomposable sums in risk measures.
Exact sequence results show infinite index quasiconvex subgroups in certain groups.
New method constructs non-quasiconvex subgroups in hyperbolic groups.
For relatively hyperbolic groups, we investigate conditions guaranteeing that the subgroup generated by two relatively quasiconvex subgroups and is relatively quasiconvex and isomorphic to . The main theorem extends results for quasiconvex subgroups of word-hyperbolic groups, an…
We study different notions of quasiconvexity for a subgroup of a relatively hyperbolic group The first result establishes equivalent conditions for to be relatively quasiconvex. As a corollary we obtain that the relative quasiconvexity is equivalent to the dynamical quasiconvexity. This answers to a questi…
Proves existence of certain subgroups in hyperbolic groups.
In this paper, we prove a limit set intersection theorem in relatively hyperbolic groups. Our approach is based on a study of dynamical quasiconvexity of relatively quasiconvex subgroups. Using dynamical quasiconvexity, many well-known results on limit sets of geometrically finite Kleinian groups are derived in general…
Study of quasiconvex subgroups in 3-manifold groups.
We provide a dual representation of quasiconvex maps between two lattices of random variables in terms of conditional expectations. This generalizes the dual representation of quasiconvex real valued functions and the dual representation of conditional convex maps.
Characterizes strongly quasiconvex subsets in hierarchically hyperbolic spaces.
Disc graphs are uniformly quasiconvex in curve graphs of surfaces.
New condition controls quasiconvex subgroups in hyperbolic 3-manifolds.
We explore the combination theorem for a group G splitting as a graph of relatively hyperbolic groups. Using the fine graph approach to relative hyperbolicity, we find short proofs of the relative hyperbolicity of G under certain conditions. We then provide a criterion for the relative quasiconvexity of a subgroup H de…
No hyperbolic group can have an infinite chain of free subgroups of fixed rank.
In this paper, we state two combination theorems for relatively quasiconvex subgroups in a relatively hyperbolic group. Applications are given to the separability of double cosets of certain relatively quasiconvex subgroups and the existence of closed surface subgroups in relatively hyperbolic groups.
New techniques reveal subgroup properties in Coxeter groups.
Study dual representations for quasiconvex systemic risk measures.
The study characterizes subgroup stability in finitely generated groups using the Morse boundary.
The paper introduces new geometric concepts to study quasiconvexity in hyperbolic groups.
We study functions whose truncations are convex or quasiconvex.
A group is coherent if all its finitely generated subgroups are finitely presented. In this article we provide a criterion for positively determining the coherence of a group. This criterion is based upon the notion of the perimeter of a map between two finite 2-complexes which is introduced here. In the groups to whic…
Suppose that all hyperbolic groups are residually finite. The following statements follow: In relatively hyperbolic groups with peripheral structures consisting of finitely generated nilpotent subgroups, quasiconvex subgroups are separable; Geometrically finite subgroups of non-uniform lattices in rank one symmetric sp…
Groups grow faster than their subgroups, proven using special tools.
Classifies hyperbolic groups with surface-like boundaries.
The paper provides conditions for amalgamation of certain subgroups and preserves convexity properties.
Paper shows non-convexity in solutions to Hessian equations.
New hierarchy for a special group type.
Let denote the genus orientable surface with punctures. We show that nested train track sequences constitute -quasiconvex subsets of the curve graph, effectivizing a theorem of Masur and Minsky. As a consequence, the genus disk set is -quasiconvex. We also show that splitti…
Stable and Morse subgroups coincide in mapping class groups.
Given a finite graph of relatively hyperbolic groups with its fundamental group relatively hyperbolic and edge groups quasi-isometrically embedded and relatively quasiconvex in vertex groups, we prove that vertex groups are relatively quasiconvex if and only if all the vertex groups have finite relative height in the f…
Ridge regression CV loss may have multiple local optima.
We show that two uniform lattices of a regular right-angled Fuchsian building are commensurable, provided the chamber is a polygon with at least six edges. We show that in an arbitrary Gromov-hyperbolic regular right-angled building associated to a graph product of finite groups, a uniform lattice is commensurable with…
For any finitely generated, non-elementary, torsion-free group that is hyperbolic relative to , we show that there exists a group containing such that is hyperbolic relative to and is not relatively quasiconvex in . This generalizes a result of I. Kapovich for hyperbo…
The paper proves conditions for cubulating surface-by-free groups.
We introduce a strong notion of quasiconvexity in finitely generated groups, which we call stability. Stability agrees with quasiconvexity in hyperbolic groups and is preserved under quasi-isometry for finitely generated groups. We show that the stable subgroups of mapping class groups are precisely the convex cocompac…
The paper develops algorithms to detect stability and Morse properties in various groups.
A random group contains many quasiconvex surface subgroups.
We explicate a number of notions of algebraic laminations existing in the literature, particularly in the context of an exact sequence of hyperbolic groups. These laminations arise in different contexts: existence of Cannon-Thurston maps; closed geodesics exiting ends of manifolds; dual to …
New principles for collapsing law-invariant functionals to means, extending beyond convexity.
We introduce and study the notion of relative rigidity for pairs $(X,\JJ)$ where 1) is a hyperbolic metric space and $\JJ$ a collection of quasiconvex sets 2) is a relatively hyperbolic group and $\JJ$ the collection of parabolics 3) is a higher rank symmetric space and $\JJ$ an equivariant collection of ma…
Study on integrals involving differential forms and convexity properties.
Proves stability pulls back under proper actions, with applications to mapping class groups and free groups.
The paper consists of two parts. In the first one we show that a relatively hyperbolic group splits as a star graph of groups whose central vertex group is finitely generated and the other vertex groups are maximal parabolic subgroups. As a corollary we obtain that every group which admits 3-discontinuous and 2-coc…