arXiv research

Study on volumes of random inscribed polytopes in projective geometries.

Markowitz simplified portfolio returns assuming constant trade volumes.

We prove a law of large numbers for the volumes of families of random hyperbolic mapping tori and Heegaard splittings providing a sharp answer to a conjecture of Dunfield and Thurston.

We describe a model of random links based on random 4-valent maps, which can be sampled due to the work of Schaeffer. We will look at the relationship between the combinatorial information in the diagram and the hyperbolic volume. Specifically, we show that for random alternating diagrams, the expected hyperbolic volum…

Paper reinterprets ARP algorithm and improves its analysis and speed.

The paper sets limits on the accuracy of macroeconomic forecasts based on statistical moments and trade volumes.

The study challenges the reliability of VaR due to market randomness.

We determine the expected curvature polynomial of random real projective varieties given as the zero set of independent random polynomials with Gaussian distribution, whose distribution is invariant under the action of the orthogonal group. In particular, the expected Euler characteristic of such random real projective…

Geometrically proves majorizing measure theorem on Hadamard manifolds.

Study on length spectrum of random hyperbolic 3-manifolds.

New model for links uses meander diagrams and combinatorics.

Market-based asset price probability depends on trade volumes and values, improving forecasts and reliability.

We relate some basic constructions of stochastic analysis to differential geometry, via random walk approximations. We consider walks on both Riemannian and sub-Riemannian manifolds in which the steps consist of travel along either geodesics or integral curves associated to orthonormal frames, and we give particular at…

We study the volume distribution of nodal domains of random band-limited functions on generic manifolds, and find that in the high energy limit a typical instance obeys a deterministic universal law, independent of the manifold. Some of the basic qualitative properties of this law, such as its support, monotonicity and…

This paper is mostly a survey of recent work on sequences of locally symmetric spaces whose Riemannian volume goes to infinity. We also work out some applications to random surfaces.

The paper examines how market trade values and volumes affect price autocorrelation.

The aim of this paper is to establish two fundamental measure-metric properties of particular random geometric graphs. We consider $\varepsilon$-neighborhood graphs whose vertices are drawn independently and identically distributed from a common distribution defined on a regular submanifold of $\mathbb{R}^K$. We show t…

Consider a $d\times d$ matrix $M$ whose rows are independent centered non-degenerate Gaussian vectors $ξ_1,...,ξ_d$ with covariance matrices $Σ_1,...,Σ_d$. Denote by $\mathcal{E}_i$ the location-dispersion ellipsoid of $ξ_i:\mathcal{E}_i={\mathbf{x}\in\mathbb{R}^d : \mathbf{x}^\topΣ_i^{-1} \mathbf{x}\leqslant1}$. We sh…

New method calculates Ricci curvature from distances between weighted volumes.

The study connects Kleinian group divergence to random walk recurrence.

Market-based portfolio variance measures risks using trade data.

Develops calculus for random submanifolds using zonoids.

Study shows systole behavior changes significantly for large genus hyperbolic surfaces.

Study of large-$n$ asymptotics for Weil-Petersson volumes of hyperbolic surfaces with cusps.

We prove Poisson approximation results for the bottom part of the length spectrum of a random closed hyperbolic surface of large genus. Here, a random hyperbolic surface is a surface picked at random using the Weil-Petersson volume form on the corresponding moduli space. As an application of our result, we compute the …

We generalize the recently discovered relationship between JT gravity and double-scaled random matrix theory to the case that the boundary theory may have time-reversal symmetry and may have fermions with or without supersymmetry. The matching between variants of JT gravity and matrix ensembles depends on the assumed s…

The paper calculates large genus limits for quadratic differential volumes and constants.

The paper finds lower bounds for volumes of complex geometric structures.

Interesting data often concentrate on low dimensional smooth manifolds inside a high dimensional ambient space. Random projections are a simple, powerful tool for dimensionality reduction of such data. Previous works have studied bounds on how many projections are needed to accurately preserve the geometry of these man…

On a sub-Riemannian manifold we define two type of Laplacians. The \emph{macroscopic Laplacian} $Δ_ω$, as the divergence of the horizontal gradient, once a volume $ω$ is fixed, and the \emph{microscopic Laplacian}, as the operator associated with a sequence of geodesic random walks. We consider a general class of rando…

Software finds ideal polyhedra with rational dihedral angles and volume maxima.

New volume functions for random hyperbolic surfaces link to spectral gaps.

The study examines how market trade randomness influences price and return volatility.

A bijection proves a polynomial volume for genus-0 hyperbolic surfaces with boundaries.

Study on variance of Laplace eigenfunctions on manifolds.

Linear statistics of random zero sets are integrals of smooth differential forms over the zero set and as such are smooth analogues of the volume of the random zero set inside a fixed domain. We derive an asymptotic expansion for the variance of linear statistics of the zero divisors of random holomorphic sections of p…

We introduce Gaussian-type measures on the manifold of all metrics with a fixed volume form on a compact Riemannian manifold of dimension $\geq 3$. For this random model we compute the characteristic function for the $L^2$ (Ebin) distance to the reference metric. In the Appendix, we study Lipschitz-type distance betwee…

We empirically analyze the price and liquidity responses to trade signs, traded volumes and signed traded volumes. Utilizing the singular value decomposition, we explore the interconnections of price responses and of liquidity responses across the whole market. The statistical characteristics of their singular vectors …

We propose a model for price formation in financial markets based on clearing of a standard call auction with random orders, and verify its validity for prediction of the daily closing price distribution statistically. The model considers random buy and sell orders, placed following demand- and supply-side valuation di…

We show that a steady-state stock-flow consistent macro-economic model can be represented as a Constraint Satisfaction Problem (CSP).The set of solutions is a polytope, which volume depends on the constraintsapplied and reveals the potential fragility of the economic circuit,with no need to study the dynamics. Several …

Study finds Calabi-Yau models' operator spectra match random matrix theory.

New chaos formula simplifies variance calculation for Gaussian nodal volumes.

The problem of determining the volume of a tubular neighbourhood has a long and rich history. Bounds on the volume of neighbourhoods of algebraic sets have turned out to play an important role in the probabilistic analysis of condition numbers in numerical analysis. We present a self-contained derivation of bounds on t…

We prove that square-tiled surfaces having fixed combinatorics of horizontal cylinder decomposition and tiled with smaller and smaller squares become asymptotically equidistributed in any ambient linear $GL(\mathbb R)$-invariant suborbifold defined over $\mathbb Q$ in the moduli space of Abelian differentials. Moreover…

Characterizes nodal volumes of Gaussian fields on manifolds, extending previous work.

Study on systole of random hyperbolic 3-manifolds, proving limit exists and calculating it.

The immense amount of daily generated and communicated data presents unique challenges in their processing. Clustering, the grouping of data without the presence of ground-truth labels, is an important tool for drawing inferences from data. Subspace clustering (SC) is a relatively recent method that is able to successf…

The call auction is a widely used trading mechanism, especially during the opening and closing periods of financial markets. In this paper, we study a standard call auction problem where orders are submitted according to Poisson processes, with random prices distributed according to a general distribution, and may be c…