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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.

168,657 papers · 148 categories

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1122 · Jun 200619922001200920172026
29 results for self-affinities

Unified description of aesthetic curves through self-affinities.

problem Characterizing log-aesthetic curves and their properties.
method Reformulating and proving self-affinities of planar curves, integrating equiaffine geometry.
result Unified characterization of constant curvature curves in similarity and equiaffine geometries.

We test for departures from normal and independent and identically distributed (NIID) returns, when returns under the alternative hypothesis are self-affine. Self-affine returns are either fractionally integrated and long-range dependent, or drawn randomly from an L-stable distribution with infinite higher-order moment…

2014-01-28abs ↗pdf ↗

This paper studies closed 3-manifolds which are the attractors of a system of finitely many affine contractions that tile R3\mathbb{R}^3. Such attractors are called self-affine tiles. Effective characterization and recognition theorems for these 3-manifolds as well as theoretical generalizations of these results to hig…

2014-02-12abs ↗pdf ↗

We develop tools to study the topology and geometry of self-affine fractals in dimension three and higher. We use the self-affine structure and obtain rather detailed information about the connectedness of interior and boundary sets, and on the dimensions and intersections of boundary sets. As an application, we descri…

2010-02-03abs ↗pdf ↗

The paper examines properties of self-affine Sierpiński sponges using metric invariants.

problem Investigating properties of self-affine Sierpiński sponges using metric invariants.
method Examined through maximal power law property and perfectly disconnectedness.
result Characterized self-affine Sierpiński sponges by their metric properties.

Let AA be an expanding d×dd\times d matrix with integer entries and DZd{\mathcal D}\subset {\mathbb Z}^d be a finite digit set. Then the pair (A,D)(A, {\mathcal D}) defines a unique integral self-affine set K=A1(K+D)K=A^{-1}(K+{\mathcal D}). In this paper, by replacing the Euclidean norm with a pseudo-norm ww in terms of AA, we…

2017-04-24abs ↗pdf ↗

New tiles in higher dimensions are shown to be homeomorphic to balls.

problem Characterizing self-affine tiles in higher dimensions as balls.
method Using Brouwer's invariance of domain theorem and a horizontal distance tool.
result Necessary and sufficient conditions for tiles to be dd-dimensional tame balls.

Study finds a measure for sponge components of Lalley-Gatzouras type.

problem Understanding the distribution of δ-connected components in self-affine sponges.
method Generalized existing results to self-affine sponges of Lalley-Gatzouras type, proving a measure relationship.
result Existence of a Bernoulli measure for cylinder components with a specific asymptotic relation.

Self-affine tiles homeomorphic to a ball proven for a specific digit set.

problem Topology of self-affine tiles with collinear digit sets.
method Proving homeomorphism to a ball using integral self-affine tiles with collinear digit sets.
result A large class of integral self-affine tiles with collinear digit sets is homeomorphic to a closed 3-dimensional ball.

In this paper, we consider the connectedness of planar self-affine set T(A,D)T(A,\mathcal{D}) arising from an integral expanding matrix AA with characteristic polynomial f(x)=x2+bx+cf(x)=x^2+bx+c and a digit set D={0,1,,m}v\mathcal{D}=\{0,1,\dots, m\}v. The necessary and sufficient conditions only depending on b,c,mb,c,m are given for the $T(A…

2014-04-25abs ↗pdf ↗

Let MM be a 3×33\times 3 integer matrix each of whose eigenvalues is greater than 11 in modulus and let DZ3\mathcal{D}\subset\mathbb{Z}^3 be a set with D=detM|\mathcal{D}|=|\det M|, called digit set. The set equation MT=T+DMT = T+\mathcal{D} uniquely defines a nonempty compact set TR3T\subset \mathbb{R}^3. If TT has positive L…

2018-11-16abs ↗pdf ↗

We study the connectedness of the planar self-affine sets T(A,D)T(A,{\mathcal{D}}) generated by an integer expanding matrix AA with det(A)=3|\det(A)|=3 and a non-collinear digit set D={0,v,kAv}{\mathcal D}=\{0, v, kAv\} where kZ{0}k\in {\mathbb Z}\setminus\{0\} and vZ2v\in {\mathbb Z}^2 such that {v,Av}\{v, Av\} is linearly independent. By chec…

2012-08-18abs ↗pdf ↗

In the paper, we focus on the connectedness of planar self-affine sets T(A,D)T(A,{\mathcal{D}}) generated by an integer expanding matrix AA with det(A)=3|\det (A)|=3 and a collinear digit set D={0,1,b}v{\mathcal{D}}=\{0,1,b\}v, where b>1b>1 and vR2v\in {\mathbb{R}}^2 such that {v,Av}\{v, Av\} is linearly independent. We discuss the domain of…

2012-05-16abs ↗pdf ↗

Study on Hausdorff dimension of Anosov subgroup limit sets under specific affine complexity.

problem Investigating the Hausdorff dimension of Anosov subgroup limit sets with self-affine complexity.
method Analyzing the Hausdorff dimension of projective limit sets Λ1(Γ)Λ^1(Γ) of Anosov subgroups ΓΓ under specific assumptions about their affine complexity.
result The Hausdorff dimension of Λ1(Γ)Λ^1(Γ) is determined by the critical exponent of the first simple root under partial quasi-self-similarity.

Let T:=T(A,D)T:= T(A, {\mathcal D}) be a disk-like self-affine tile generated by an integral expanding matrix AA and a consecutive collinear digit set D{\mathcal D}, and let f(x)=x2+px+qf(x)=x^{2}+px+q be the characteristic polynomial of AA. In the paper, we identify the boundary T\partial T with a sofic system by constructing a ne…

2012-06-02abs ↗pdf ↗

Earlier we proposed the stochastic point process model, which reproduces a variety of self-affine time series exhibiting power spectral density S(f) scaling as power of the frequency f and derived a stochastic differential equation with the same long range memory properties. Here we present a stochastic differential eq…

2006-06-14abs ↗pdf ↗

A simple analytically solvable model exhibiting a 1/f spectrum in an arbitrarily wide frequency range was recently proposed by Kaulakys and Meskauskas (KM). Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is Brownian fluctuations of the average intervent time between subsequent pul…

2002-01-28abs ↗pdf ↗

An iterated function system ΦΦ consisting of contractive similarity mappings has a unique attractor FRdF \subseteq \mathbb{R}^d which is invariant under the action of the system, as was shown by Hutchinson [Hut]. This paper shows how the action of the function system naturally produces a tiling T\mathcal{T} of the con…

2006-06-05abs ↗pdf ↗

Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is a Brownian fluctuation of the average interevent time between subsequent pulses of the pulse sequence. In this paper we generalize the model of interevent time to reproduce a variety of self-affine time series exhibiting power spec…

2003-03-05abs ↗pdf ↗