arXiv research

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

Deep-SITAR uses autoencoders to predict growth patterns.

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 show that a random 3-manifold with positive first Betti number admits a tower of cyclic covers with exponential torsion growth.

Dividend discount models have been developed in a deterministic setting. Some authors (Hurley and Johnson, 1994 and 1998; Yao, 1997) have introduced randomness in terms of stochastic growth rates, delivering closed-form expressions for the expected value of stock prices. This paper extends such previous results by dete…

Random walks on hyperbolic spaces show linear growth in translation lengths.

The study connects Kleinian group divergence to random walk recurrence.

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…

Random quotients of hyperbolic cubulated groups remain cubulated.

The paper examines linking numbers in grid models and finds polynomial moments.

We investigate the relation between economic growth and equality in a modified version of the agent-based asset exchange model (AEM). The modified model is a driven system that for a range of parameter space is effectively ergodic in the limit of an infinite system. We find that the belief that "a rising tide lifts all…

In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a continuous master equation. The derivation of elementary rates from known stationa…

New CRM models for sparse networks with linear edge growth.

Study growth patterns in random networks using i.i.d. perturbations.

Graphs with bounded degrees and non-negative Ollivier-Ricci curvature have subexponential growth and diffusive random walk.

GLMM trees identify subgroups with different growth patterns in longitudinal data.

Directly proves logarithmic systolic growth for all hyperbolic surfaces.

We revisit a recently introduced agent model[ACS {\bf 11}, 99 (2008)], where economic growth is a consequence of education (human capital formation) and innovation, and investigate the influence of the agents' social network, both on an agent's decision to pursue education and on the output of new ideas. Regular and ra…

We determine the asymptotic growth rate of the diameter of the random hyperbolic surfaces constructed by Brooks and Makover. This model consists of a uniform gluing of $2n$ hyperbolic ideal triangles along their sides followed by a compactification to get a random hyperbolic surface of genus roughly $n/2$. We show that…

A novel model-selection method for dynamic networks using synthetic data.

TLRF improves timely COVID-19 outbreak detection with small sample size counties.

Let Mod(S) denote the mapping class group of a compact, orientable surface S. We prove that finitely generated subgroups of Mod(S) which are not virtually abelian have uniform exponential growth with minimal growth rate bounded below by a constant depending only, and necessarily, on S. For the proof, we find in any suc…

Effective plant growth and yield prediction is an essential task for greenhouse growers and for agriculture in general. Developing models which can effectively model growth and yield can help growers improve the environmental control for better production, match supply and market demand and lower costs. Recent developm…

A new growth model for dynamic networks using Markovian latent points.

Study optimal healthcare spending under Epstein-Zin preferences for longevity.

Many popular random partition models, such as the Chinese restaurant process and its two-parameter extension, fall in the class of exchangeable random partitions, and have found wide applicability in model-based clustering, population genetics, ecology or network analysis. While the exchangeability assumption is sensib…

We calculate the optimal solutions of the fully heterogeneous Von Neumann expansion problem with $N$ processes and $P$ goods in the limit $N\to\infty$. This model provides an elementary description of the growth of a production economy in the long run. The system turns from a contracting to an expanding phase as $N$ in…

Is the large influence that mutual funds assert on the U.S. financial system spread across many funds, or is it is concentrated in only a few? We argue that the dominant economic factor that determines this is market efficiency, which dictates that fund performance is size independent and fund growth is essentially ran…

Studying Binomial and Gaussian return dynamics in discrete time, we show how excess volatility can be traded to create growth. We test our results on real world data to confirm the observed model phenomena while also highlighting implicit risks.

We consider a stochastic model of investment on an asset of a stock market for a prudent investor. She decides to buy permanent goods with a fraction $\a$ of the maximum amount of money owned in her life in order that her economic level never decreases. The optimal strategy is obtained by maximizing the exponential gro…

As most natural resources, fisheries are affected by random disturbances. The evolution of such resources may be modelled by a succession of deterministic process and random perturbations on biomass and/or growth rate at random times. We analyze the impact of the characteristics of the perturbations on the management o…

Study shows a central limit theorem for random coverings of manifolds with nilpotent groups.

We investigate the ergodic problem of growth-rate maximization under a class of risk constraints in the context of incomplete, Itô-process models of financial markets with random ergodic coefficients. Including {\em value-at-risk} (VaR), {\em tail-value-at-risk} (TVaR), and {\em limited expected loss} (LEL), these cons…

We propose and study a simple model of dynamical redistribution of capital in a diversified portfolio. We consider a hypothetical situation of a portfolio composed of N uncorrelated stocks. Each stock price follows a multiplicative random walk with identical drift and dispersion. The rules of our model naturally give r…

Near-interpolating models grow norms quickly, affecting generalization.

It has been widely observed that capitalization-weighted indexes can be beaten by surprisingly simple, systematic investment strategies. Indeed, in the U.S. stock market, equal-weighted portfolios, random-weighted portfolios, and other naive, non- optimized portfolios tend to outperform a capitalization-weighted index …

Random surfaces with long systoles created from graph theory ideas.

The paper studies random covers of torus knot complements and their statistical properties.

We determine the distribution of size and growthrates of German business firms in 1987-1997. We find a log-normal size distribution. The distribution of growth rates has fat tails. It can be fitted to an exponential in a narrow central region and is dominated by finite-sample-size effects far in its wings. We study the…

We introduce a stochastic price model where, together with a random component, a moving average of logarithmic prices contributes to the price formation. Our model is tested against financial datasets, showing an extremely good agreement with them. It suggests how to construct trading strategies which imply a capital g…

We establish spectral theorems for random walks on mapping class groups of connected, closed, oriented, hyperbolic surfaces, and on $\text{Out}(F_N)$. In both cases, we relate the asymptotics of the stretching factor of the diffeomorphism/automorphism obtained at time $n$ of the random walk to the Lyapunov exponent of …

This work's purpose is to understand the dynamics of some social systems whose properties can be captured by certain iterated function systems. To achieve this intension, we start from the theory of iterated function systems, and then we study two specific economic models on random utility function and optimal stochast…

This paper refines bounds on random walk speed in Teichmüller space.

We study extreme values of group-indexed stable random fields for discrete groups $G$ acting geometrically on spaces $X$ in the following cases: 1) $G$ acts freely, properly discontinuously by isometries on a CAT(-1) space $X$, 2) $G$ is a lattice in a higher rank Lie group, acting on a symmetric space $X$, 3) $G$ is t…

Study shows convergence rate for empirical minimizer of unbounded functions with fast growth.

The original Kelly criterion provides a strategy to maximize the long-term growth of winnings in a sequence of simple Bernoulli bets with an edge, that is, when the expected return on each bet is positive. The objective of this work is to consider more general models of returns and the continuous time, or high frequenc…

We provide two constructions of hyperbolic metrics on 3-manifolds with Heegaard splittings that satisfy certain topological conditions, which both apply to random Heegaard splittings with asymptotic probability 1. These constructions provide a lot of control on the resulting metric, allowing us to prove various results…

We suggest an analytical approach for Pareto-Zipf law, where we assume random multiplicative noise and fragmentation processes for the growth of the number of citizens of each city and the number of the cities, respectively.