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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.

168,695 papers · 148 categories

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74148222296 · Jun 202019922001200920172026
48 results for random sections

Study shows mass distribution of random holomorphic sections follows a central limit theorem.

problem Understanding mass distribution of random holomorphic sections.
method Proved a central limit theorem for mass distribution of random holomorphic sections associated with positive line bundles.
result Almost every sequence of random holomorphic sections exhibits quantum ergodicity.

The paper equidistributes zeros of random polynomials and sections on manifolds.

problem Equidistribution of zeros of random polynomials and sections on manifolds.
method Weighted pluripotential theory, asymptotic Bernstein-Markov measures, variance estimation.
result Equidistribution holds for non-i.i.d. random coefficients and non-homogeneous manifolds.

The paper estimates variance of random sections on complex manifolds.

problem Estimating variance of random holomorphic sections on compact Kahler manifolds.
method Analyzes a sequence of smooth Hermitian holomorphic line bundles on a compact Kahler manifold X, considering specific probability measures.
result Provides variance estimates for various measures including Gaussian and Fubini-Study measures.

In this work we prove an universality result regarding the equidistribution of zeros of random holomorphic sections associated to a sequence of singular Hermitian holomorphic line bundles on a compact Kähler complex space XX. Namely, under mild moment assumptions, we show that the asymptotic distribution of zeros of r…

2017-09-27abs ↗pdf ↗

This thesis predicts the distribution of smoothed zeros of random sections on line bundles.

problem Predicting the distribution of smoothed zeros of random sections on line bundles.
method Developing smoothing operators on discrete surfaces and computing the expected sum of indices on each face.
result Predictions on the distribution of smoothed section's signed zeros with multiplicity.

Tian's theorem connects Chern classes of bundles to random section zeros and degeneracy sets.

problem Understanding the distribution of zeros and degeneracy sets of random holomorphic sections.
method Analyzing the pullback of Chern classes and computing currents of integration.
result The limit distribution of zeros of random sections is determined by the Chern form.

Study Bergman kernels and zero distributions of random sections on Kähler manifolds.

problem Asymptotic distribution of common zeros of random sections on Kähler manifolds.
method Analysis of Bergman kernels and equidistribution for sequences of line bundles.
result Established asymptotic expansion of Bergman kernels and equidistribution of zeros.

Study on zeros of Gaussian sections on semipositive line bundles on punctured Riemann surfaces.

problem Distribution of zeros of Gaussian sections on semipositive line bundles.
method Analysis of Bergman kernels and random zeros in high tensor powers.
result Equidistribution, large deviation estimates, central limit theorem, and number variances for zeros in the semi-classical limit.

The paper studies random systems of holomorphic sections on compact Kähler manifolds and proves equidistribution results.

problem Estimating the distribution of zeros of random holomorphic sections on compact Kähler manifolds.
method Asymptotic variance estimate for smooth linear statistics, equidistribution result derivation.
result Smooth positive closed form ω^k can be approximated by currents of integration along analytic subsets of X.

This is a technical report which explores the estimation methodologies on hyper-parameters in Markov Random Field and Gaussian Hidden Markov Random Field. In first section, we briefly investigate a theoretical framework on Metropolis-Hastings algorithm. Next, by using MH algorithm, we simulate the data from Ising model…

2017-11-20abs ↗pdf ↗

Study of random sections on complex spaces converging to equilibrium metrics.

problem Understanding the behavior of random holomorphic sections on complex spaces.
method Analyzing the convergence of normalized Fubini-Study currents and integration currents to the equilibrium metric's curvature.
result The normalized currents of integration along zero divisors converge almost surely to the curvature current of the equilibrium metric.

We prove that the Euler form of a metric connection on real oriented vector bundle EE over a compact oriented manifold MM can be identified, as a current, with the expectation of the random current defined by the zero-locus of a certain random section of the bundle. We also explain how to reconstruct probabilisticall…

2014-04-21abs ↗pdf ↗

The sectional curvature of a compact Riemannian manifold M can be seen as a random variable on the Grassmann bundle of 2-planes in TM endowed with the Fubini-Study volume density. In this article we calculate the moments of this random variable by integrating suitable local Riemannian invariants and discuss the distrib…

2017-07-20abs ↗pdf ↗

The study proves a central limit theorem for Gaussian holomorphic sections on Kähler manifolds.

problem Understanding statistical properties of zeros of random holomorphic sections.
method Proves a central limit theorem for smooth linear statistics of zero divisors of Gaussian sections in line bundles over Kähler manifolds.
result Derives first-order asymptotics and upper decay estimates for Bergman kernels.

We prove that a Gaussian ensemble of smooth random sections of a real vector bundle over compact manifold canonically defines a metric on the bundle together with a connection compatible with it. Additionally, we prove a refined Gauss-Bonnet-Chern theorem stating that if the bundle and the manifold are oriented, then t…

2014-08-25abs ↗pdf ↗

Geometric quantization results for Riemann surfaces with semi-positive line bundles.

problem Analyzing geometric quantization for Riemann surfaces with semi-positive line bundles.
method Exploring the Bergman kernel expansion and related results for induced Fubini-Study metrics, Toeplitz operators, and holomorphic torsion.
result Asymptotic results for holomorphic torsion and random sections.

GMMNs model cross-sectional dependence for better option pricing and simulation.

problem Modeling cross-sectional dependence between stochastic processes.
method Generative moment matching networks (GMMNs) for geometric Brownian motions and ARMA-GARCH models.
result GMMNs produce dependent quasi-random samples with variance reduction.

We give, as LL grows to infinity, an explicit lower bound of order Ln/mL^{n/m} for the expected Betti numbers of the vanishing locus of a random linear combination of eigenvectors of PP with eigenvalues below LL. Here, PP denotes an elliptic self-adjoint pseudo-differential operator of order $m\textgreater{}0$, bound…

2015-03-05abs ↗pdf ↗

We study a tower of normal coverings over a compact Kähler manifold with holomorphic line bundles. When the line bundle is sufficiently positive, we obtain an effective estimate, which implies the Bergman stability. As a consequence, we deduce the equidistribution for zero currents of random holomorphic sections. Furth…

2014-10-08abs ↗pdf ↗

Study compares Islamic banks' accounting and market performance.

problem Assessing the relationship between Islamic banks' accounting and market performance.
method Selected six Islamic banks, collected data from 2009-2013, used random-effect models.
result Superior accounting performance does not correlate with superior market performance.

Fold maps associated to geodesic random walks on curved spaces.

problem Understanding the behavior of geodesic random walks on curved surfaces.
method Analyzing mappings from the unit tangent sphere to a manifold with non-positive curvature.
result For odd powers of the unit tangent sphere, these mappings are fold maps.

The paper introduces tests for missing data models based on graph assumptions.

problem Verification of assumptions in missing data models is insufficiently addressed.
method The paper explores three classes of missing data models and designs goodness-of-fit tests.
result The paper provides new insights and tests for missing data graphical models.

We show that integration over a GG-manifold MM can be reduced to integration over a minimal section ΣΣ with respect to an induced weighted measure and integration over a homogeneous space G/NG/N. We relate our formula to integration formulae for polar actions and calculate some weight functions. In case of a compact …

2009-01-16abs ↗pdf ↗

We build a simple diagnostic criterion for approximate factor structure in large cross-sectional equity datasets. Given a model for asset returns with observable factors, the criterion checks whether the error terms are weakly cross-sectionally correlated or share at least one unobservable common factor. It only requir…

2016-12-15abs ↗pdf ↗

The study examines spaces of holomorphic sections vanishing along subvarieties in complex spaces.

problem Analyzing the dimensions of spaces of holomorphic sections vanishing along subvarieties in complex spaces.
method Using complex geometry and analytic subsets, the study examines the dimensions of spaces of holomorphic sections vanishing along subvarieties.
result Conditions on subvarieties ensure the dimension of spaces of holomorphic sections extending from subvarieties.

We show that normalized currents of integration along the common zeros of random mm-tuples of sections of powers of mm singular Hermitian big line bundles on a compact Kähler manifold distribute asymptotically to the wedge product of the curvature currents of the metrics. If the Hermitian metrics are Hölder with sing…

2015-06-04abs ↗pdf ↗

Let XX be a compact normal complex space of dimension nn, and LL be a holomorphic line bundle on XX. Suppose Σ=(Σ1,,Σ)Σ=(Σ_1,\ldots,Σ_\ell) is an \ell-tuple of distinct irreducible proper analytic subsets of XX, τ=(τ1,,τ)τ=(τ_1,\ldots,τ_\ell) is an \ell-tuple of positive real numbers, and consider the space H00(X,Lp)H^0_0 (X, L^p)

2019-09-01abs ↗pdf ↗

The paper characterizes the geometry and topology of spin random fields.

problem Understanding the expected geometry and topology of spin random fields.
method Investigating the asymptotic behavior of geometric and topological functionals for spin random fields under scaling assumptions.
result Explicit results for monochromatic fields, showing non-universal asymptotic behavior and new generalized models.

This paper proposes asal, a new GAN based active learning method that generates high entropy samples. Instead of directly annotating the synthetic samples, ASAL searches similar samples from the pool and includes them for training. Hence, the quality of new samples is high and annotations are reliable. To the best of o…

2018-08-20abs ↗pdf ↗

The paper studies the distribution of random degeneracy sets on complex manifolds.

problem Distribution of random degeneracy sets on compact Kähler manifolds.
method Asymptotic expansion of induced Grassmannian Chern forms, meromorphic transforms, and Wishart distribution.
result Normalized currents converge to curvature forms with quantitative estimates.

We discuss positive closed currents and Fubini-Study currents on orbifolds, as well as Bergman kernels of singular Hermitian orbifold line bundles. We prove that the Fubini-Study currents associated to high powers of a semipositive singular line bundle converge weakly to the curvature current on the set where the curva…

2012-10-20abs ↗pdf ↗

High-performing equity factor with Sharpe ratio above 13 out-of-sample.

problem Hidden cross-sectional predictability in stock returns.
method Regime-conditional signal activation combining value and short-term reversal signals.
result Annualized returns of 158.6% with 12.0% volatility, strong performance out-of-sample.