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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.

169,341 papers · 148 categories

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6121723 · Feb 202419922001200920182026
48 results for quasiconvex duality

For i=1,2i= 1,2, let GiG_i be cocompact groups of isometries of hyperbolic space $\Hyp^n$ of real dimension nn, n3n \geq 3. Let HiGiH_i \subset G_i be infinite index quasiconvex subgroups satisfying one of the following conditions: 1) limit set of HiH_i is a codimension one topological sphere. 2) limit set of HiH_i is an e…

2008-09-25abs ↗pdf ↗

New method assesses financial risk using model testing.

problem Assessing risk in financial positions with uncertain pricing rules.
method Interpreting quasiconvex duality in Knightian uncertainty, using a basket of derivatives to test pricing models.
result Introduced Value&Risk measures to assess additional capital needed for financial positions.

Study quasiconvex risk measures in volatile financial markets.

problem Financial risk measurement in markets with variable volatility.
method Defined quasiconvex risk measures on Lp()L^{p(\cdot)} space with p()p(\cdot) as a random variable.
result Deduced dual representation for the defined quasiconvex risk measures.

Paper discusses natural quasiconvexity and its relation to decomposable sums in risk measures.

problem Understanding natural quasiconvexity and its implications in risk measures.
method Relates natural quasiconvexity to decomposable sums, proposes a general treatment of convexity index, and proves equivalence for certain spaces.
result Natural quasiconvexity and convexity are equivalent for conditional risk measures on LpL^p spaces under mild conditions.

For relatively hyperbolic groups, we investigate conditions guaranteeing that the subgroup generated by two relatively quasiconvex subgroups Q1Q_1 and Q2Q_2 is relatively quasiconvex and isomorphic to Q1Q1Q2Q2Q_1 \ast_{Q_1 \cap Q_2} Q_2. The main theorem extends results for quasiconvex subgroups of word-hyperbolic groups, an…

2012-03-26abs ↗pdf ↗

We study different notions of quasiconvexity for a subgroup HH of a relatively hyperbolic group G.G. The first result establishes equivalent conditions for HH to be relatively quasiconvex. As a corollary we obtain that the relative quasiconvexity is equivalent to the dynamical quasiconvexity. This answers to a questi…

2011-03-07abs ↗pdf ↗

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…

2010-09-08abs ↗pdf ↗

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.

2010-01-20abs ↗pdf ↗

Characterizes strongly quasiconvex subsets in hierarchically hyperbolic spaces.

problem Understanding the structure of strongly quasiconvex subsets in HHSs.
method Characterization through contracting properties, relative divergence, and hierarchical structure.
result Proves characterization of hyperbolically embedded subgroups in hierarchically hyperbolic groups.

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…

2012-11-08abs ↗pdf ↗

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.

2012-05-14abs ↗pdf ↗

Study dual representations for quasiconvex systemic risk measures.

problem Finding dual representations for quasiconvex systemic risk measures.
method Abstract infinite-dimensional setting, explicit formula for penalty function, nonstandard minimax inequality.
result Explicit formula for the penalty function of quasiconvex compositions.

The study characterizes subgroup stability in finitely generated groups using the Morse boundary.

problem Stability of subgroups in finitely generated groups.
method Using the Morse boundary, an equivalent characterization of subgroup stability is developed.
result Subgroup stability coincides with quasiconvexity in hyperbolic groups and convex cocompactness in mapping class groups.

The paper introduces new geometric concepts to study quasiconvexity in hyperbolic groups.

problem Characterizing quasiconvexity in hyperbolic and relatively hyperbolic groups.
method Introducing geometric height and graded relative hyperbolicity, using these to characterize quasiconvexity.
result Characterization of quasiconvexity in hyperbolic and relatively hyperbolic groups.

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…

2002-12-31abs ↗pdf ↗

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…

2008-11-25abs ↗pdf ↗

The paper provides conditions for amalgamation of certain subgroups and preserves convexity properties.

problem Conditions for amalgamation of subgroups in hierarchically hyperbolic groups.
method Study of amalgamation conditions and preservation of convexity properties.
result Conditions under which amalgamation preserves hierarchical quasiconvexity and strong quasiconvexity.

Let Sg,pS_{g,p} denote the genus gg orientable surface with pp punctures. We show that nested train track sequences constitute O((g,p)2)O((g,p)^{2})-quasiconvex subsets of the curve graph, effectivizing a theorem of Masur and Minsky. As a consequence, the genus gg disk set is O(g2)O(g^{2})-quasiconvex. We also show that splitti…

2013-06-06abs ↗pdf ↗

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…

2015-08-21abs ↗pdf ↗

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…

2009-04-17abs ↗pdf ↗

For any finitely generated, non-elementary, torsion-free group GG that is hyperbolic relative to P\mathbb P, we show that there exists a group GG^* containing GG such that GG^* is hyperbolic relative to P\mathbb P and GG is not relatively quasiconvex in GG^*. This generalizes a result of I. Kapovich for hyperbo…

2012-11-12abs ↗pdf ↗

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…

2014-04-18abs ↗pdf ↗

The paper develops algorithms to detect stability and Morse properties in various groups.

problem Detecting stability and Morse properties in finitely generated groups.
method Various detection and decidability algorithms for stability and Morse properties in specific types of groups.
result The algorithms provide a way to determine if a subgroup is stable or Morse in specific group types.

We explicate a number of notions of algebraic laminations existing in the literature, particularly in the context of an exact sequence 1HGQ11\to H\to G \to Q \to 1 of hyperbolic groups. These laminations arise in different contexts: existence of Cannon-Thurston maps; closed geodesics exiting ends of manifolds; dual to …

2015-06-26abs ↗pdf ↗

New principles for collapsing law-invariant functionals to means, extending beyond convexity.

problem Conditions for law-invariant functionals to reduce to means.
method Establishing collapse to the mean principles for non-convex functionals.
result General principles apply beyond convexity, including quasiconvex and Choquet integrals.

We introduce and study the notion of relative rigidity for pairs $(X,\JJ)$ where 1) XX is a hyperbolic metric space and $\JJ$ a collection of quasiconvex sets 2) XX is a relatively hyperbolic group and $\JJ$ the collection of parabolics 3) XX is a higher rank symmetric space and $\JJ$ an equivariant collection of ma…

2007-04-16abs ↗pdf ↗

Proves stability pulls back under proper actions, with applications to mapping class groups and free groups.

problem Stability of subgroups in mapping class groups and free groups.
method Proves stability pulls back under proper actions on metric spaces.
result Stability of convex cocompact subgroups in mapping class groups and free groups.