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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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123246368491 · Jun 202019922001200920172026
48 results for spectrum estimates

We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local XX-Whittle estimators -- as generalizations of their univariate counterparts. As the spectrum-based estimators are dependent on a part of the spectrum taken into consideration …

2014-08-28abs ↗pdf ↗

This work improves density estimation by characterizing pdf complexity using NL-spectrum.

problem Improving density estimation rates for general probability densities.
method Introducing NL-spectrum to characterize pdf complexity and deriving dimension-independent rates of convergence.
result Dimension-independent rates of convergence for fast density estimation.

Estimates area and spectrum of stable minimal surfaces in Euclidean and hyperbolic spaces.

problem Estimating the growth of area and spectrum of stable minimal surfaces.
method Elementary argument and stability inequality for Euclidean space; explicit area growth estimate for hyperbolic space; scalar curvature lower bound for spectrum.
result Minimal surfaces in Euclidean space grow like the Euclidean plane, and in hyperbolic space, explicit area growth estimates are derived.

Estimates eigenvalues and spectrum for graph substructures using isocapacitary constants.

problem Estimating eigenvalues and spectrum for graph substructures.
method Introducing Cheeger type constants via isocapacitary constants to estimate eigenvalues and spectrum.
result Estimates for first Dirichlet, Neumann, and Steklov eigenvalues, as well as the bottom of the spectrum of the Laplace operator and Dirichlet-to-Neumann operator.

Paper sharpens inequality linking curvature and spectrum on manifolds.

problem Linking scalar curvature and the bottom spectrum on complete manifolds.
method Using deformed Dirac operators and relative A^\widehat{A}-cowaist.
result Established a sharp inequality between scalar curvature and the bottom spectrum.

In all dimensions, we prove that the marked length spectrum of a Riemannian manifold (M,g)(M,g) with Anosov geodesic flow and non-positive curvature locally determines the metric in the sense that two close enough metrics with the same marked length spectrum are isometric. In addition, we provide a completely new stabilit…

2018-06-11abs ↗pdf ↗

Using Random Matrix Theory one can derive exact relations between the eigenvalue spectrum of the covariance matrix and the eigenvalue spectrum of its estimator (experimentally measured correlation matrix). These relations will be used to analyze a particular case of the correlations in financial series and to show that…

2003-12-18abs ↗pdf ↗

Study on spectral properties of Riemannian submersions with special fibers.

problem Analyzing spectral properties of Riemannian submersions with fibers of basic mean curvature.
method Comparing the spectrum of the total space with a Schrödinger operator on the base manifold, extending results on Riemannian coverings.
result Computed the bottom of the spectrum and Cheeger constant for connected, amenable Lie groups.

We consider a complete noncompact smooth Riemannian manifold MM with a weighted measure and the associated drifting Laplacian. We demonstrate that whenever the qq-Bakry-Émery Ricci tensor on MM is bounded below, then we can obtain an upper bound estimate for the heat kernel of the drifting Laplacian from the upper b…

2013-04-11abs ↗pdf ↗

In this paper, we study the spectral problem on a compact Finsler manifold with or without boundary. More precisely, given a certain collection of sets in Sobolev space H1,2(M)H^{1,2}(M) and a dimension-like function, we can define a corresponding spectrum. Such a spectrum satisfies nice properties. In particular, the eigen…

2018-06-11abs ↗pdf ↗

This paper concerns the L2L^2 essential spectrum of the Laplacian ΔΔ and the drift Laplacian ΔfΔ_f on complete Riemannian manifolds endowed with a weighted measure efd  volge^{-f}d\;vol_g. We prove that the essential spectrum of the drift Laplacian ΔfΔ_f is [0,+)[0,+\infty) provided the Bakry-Émery curvature tensor RicfRic_f is …

2013-02-07abs ↗pdf ↗

In this paper, we study the spectrums of faithful dimension pairs on a closed Finsler manifold and obtain a Gromov type and a Buser type lower bounds for eigenvalues. Furthermore, for the Lusternik-Schnirelmann spectrum, we not only obtain a better lower bound, but also estimate the multiplicity of each eigenvalue.

2018-06-14abs ↗pdf ↗

In this paper, we prove the invariance of the spectrum of the basic Dirac operator defined on a Riemannian foliation (M,F)(M,\mathcal{F}) with respect to a change of bundle-like metric. We then establish new estimates for its eigenvalues on spin flows in terms of the O'Neill tensor and the first eigenvalue of the Dirac op…

2008-09-14abs ↗pdf ↗

New stability estimate for metric rigidity in hyperbolic dynamics.

problem Metric rigidity in hyperbolic dynamics.
method Radial source estimates in Hölder-Zygmund spaces for uniformly hyperbolic dynamics.
result Metrics with same marked length spectrum are isometric in C3+εC^{3+\varepsilon}-close metrics in any dimension 2≥ 2.

Closed hyperbolic manifolds and manifolds with nonpositive sectional curvature are geometrically rigid under certain curvature conditions.

problem Geometric rigidity under scalar curvature lower bound
method Prove rigidity in the equality case of the sharp bottom spectrum estimate
result Closed manifolds with specific curvature conditions must be hyperbolic

Algorithm optimizes spectrum access for dynamic multi-user environments.

problem Optimizing spectrum access in uncoordinated multi-user environments with potential collisions.
method Stochastic multi-user bandit framework with estimation and allocation phases.
result Order-optimal system-wide regret of O(logT)O(\log T) for dynamic and static cases.

Paper excludes the lowest energy level as an accumulation point for harmonic maps into analytic manifolds.

problem Analytic manifolds and their harmonic maps energy spectrum.
method Exclusion of the lowest energy level as an accumulation point using obstructions to the gluing of harmonic spheres and Lojasiewicz-estimates.
result Proves that the lowest energy level is not an accumulation point for generic 3-manifolds.

We prove some estimates on the spectrum of the Laplacian of the total space of a Riemannian submersion in terms of the spectrum of the Laplacian of the base and the geometry of the fibers. When the fibers of the submersions are compact and minimal, we prove that the total space is discrete if and only if the base is di…

2010-01-06abs ↗pdf ↗

Paper proves ellipticity of certain Reeb orbits and estimates ECH spectrum on lens spaces.

problem Proving ellipticity of Reeb orbits in lens spaces and estimating ECH spectrum.
method Using rational self-linking number, Conley-Zehnder index, and ECH computations.
result First ECH spectrum on dynamically convex L(3,1) is estimated and shown to be equal to contact area infimum.

Study improves Hayashi-Yoshida estimator for high-dimensional stock covolatility.

problem Inconsistent performance of Hayashi-Yoshida estimator in high dimensions.
method Analyzed the limiting spectral distribution of the Hayashi-Yoshida estimator.
result Established the connection between the estimator's spectrum and the true covariance matrix in high dimensions.

Estimates the first eigenvalue of a Laplacian on self-shrinkers in Ricci shrinkers.

problem Estimating the first eigenvalue of a Laplacian on self-shrinkers in Ricci shrinkers.
method Analyzes the drifted Laplacian on hypersurfaces in Ricci shrinkers, proving a lower bound for the first nonzero eigenvalue.
result Provides a lower bound for the first nonzero eigenvalue of the drifted Laplacian on embedded f-minimal hypersurfaces.

Study the Bochner-Schrödinger operator on symplectic manifolds, proving gap existence and asymptotic kernel behavior.

problem Analyzing the spectrum and asymptotic behavior of the Bochner-Schrödinger operator on symplectic manifolds.
method Rough asymptotic description, existence proof, off-diagonal exponential estimate, complete asymptotic expansion.
result Existence of gaps in the spectrum and asymptotic kernel behavior.

A new debiasing method for high-dimensional regression with applications to PCR.

problem Debiasing in high-dimensional statistics with i.i.d. samples and sub-Gaussian covariates.
method Spectrum-Aware Debiasing using rescaled gradient descent with spectral information.
result Achieves debiasing in broader contexts with structured dependencies, heavy tails, and low-rank structures.

The salient properties of large empirical covariance and correlation matrices are studied for three datasets of size 54, 55 and 330. The covariance is defined as a simple cross product of the returns, with weights that decay logarithmically slowly. The key general properties of the covariance matrices are the following…

2009-03-09abs ↗pdf ↗

Sharp Steklov eigenvalue estimates for differential forms on manifolds.

problem Estimating the first positive eigenvalue of the Steklov eigenvalue problem for differential forms.
method Established a weighted Reilly formula for differential forms and applied it to geometric conditions.
result Sharp lower bound for the first positive eigenvalue of the Steklov eigenvalue problem on differential forms.

We study a relative trace formula for a compact Riemann surface with respect to a closed geodesic CC. This can be expressed as a relation between the period spectrum and the ortholength spectrum of CC. This provides a new proof of asymptotic results for both the periods of Laplacian eigenforms along CC as well estim…

2015-04-22abs ↗pdf ↗