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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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16324864 · Jun 202619922001200920172026
48 results for sub-additive inequality

The paper establishes a sub-additive inequality for volume and ε-phase-transition spectra of Riemannian manifolds.

problem Analyzing the volume and ε-phase-transition spectra of Riemannian manifolds.
method Using the Almgren-Pitts width and Allen-Cahn approach.
result Proves sub-additive inequalities for volume and ε-phase-transition spectra.

We show that the Brill-Lindquist initial data provides a counterexample to a Riemannian Penrose inequality with charge conjectured by G. Gibbons. The observation illustrates a sub-additive characteristic of the area radii for the individual connected components of an outermost horizon as a lower bound of the ADM mass.

2010-12-19abs ↗pdf ↗

A new class of risk measures called cash sub-additive risk measures is introduced to assess the risk of future financial, nonfinancial and insurance positions. The debated cash additive axiom is relaxed into the cash sub additive axiom to preserve the original difference between the numeraire of the current reserve amo…

2007-10-22abs ↗pdf ↗

We address the problem of merging graph and feature-space information while learning a metric from structured data. Existing algorithms tackle the problem in an asymmetric way, by either extracting vectorized summaries of the graph structure or adding hard constraints to feature-space algorithms. Following a different …

2020-02-13abs ↗pdf ↗

Study on knot unknotting numbers and their behavior under connected sums.

problem Behavior of knot unknotting numbers under connected sums.
method Analyzing the band-unknotting number and its sub-additivity properties.
result Infinitely many examples showing unb(K1#K2)<unb(K1)+unb(K2)u_{nb}(K_1\#K_2) < u_{nb}(K_1) + u_{nb}(K_2) and unb(K1#K2)<unb(Ki)u_{nb}(K_1\#K_2) < u_{nb}(K_i) for i=1,2i=1,2.

The study examines different types of equilibria for stopping problems in one-dimensional diffusion processes.

problem Characterizing and comparing different types of equilibria for time-inconsistent stopping problems.
method Analyzes log sub-additive discount functions and one-dimensional diffusion processes to derive necessary and sufficient conditions for weak equilibria and other types of equilibria.
result Conditions for weak equilibria and their implications for other types of equilibria are provided.

We show that the asymptotic dimension of box spaces behaves (sub)additively with respect to extensions of groups. As a result, we obtain that for an elementary amenable group, the asymptotic dimension of any of its box spaces is bounded above by its Hirsch length. This bound is shown to be an equality for a large subcl…

2015-08-20abs ↗pdf ↗

This paper studies the question of whether minimal genus Heegaard splittings of exterior spaces of knots which are connected sums are weakly reducible or not. Furthermore it is shown that the Heegaard splittings of the knots used by Morimoto to show that tunnel number can be sub-additive are all strongly irreducible. T…

1999-12-21abs ↗pdf ↗

Study optimal stopping times for multi-dimensional processes with non-exponential discounting.

problem Optimal stopping in multi-dimensional processes with non-exponential discounting.
method Probabilistic potential theory to establish existence of optimal equilibria.
result Existence of optimal equilibria for multi-dimensional stopping problems.

Study on equivariant Heegaard genus of reducible 3-manifolds with group actions.

problem Understanding the equivariant Heegaard genus of reducible 3-manifolds with group actions.
method Thin position theory for 3-dimensional orbifolds to establish bounds on equivariant Heegaard genus.
result Sharp bounds on equivariant Heegaard genus of reducible manifolds, similar to tunnel number results.

To find a trade-off between profitability and prudence, financial practitioners need to choose appropriate risk measures. Two key points are: Firstly, investors' risk attitudes under uncertainty conditions should be an important reference for risk measures. Secondly, risk attitudes are not absolute. For different marke…

2019-07-27abs ↗pdf ↗

A multi-crossing (or n-crossing) is a singular point in a projection at which n strands cross so that each strand bisects the crossing. We generalize the classic result of Kauffman, Murasugi, and Thistlethwaite, which gives the upper bound on the span of the bracket polynomial of K as 4c_2(K), to the n-crossing number:…

2014-07-16abs ↗pdf ↗

Expected Shortfall (ES) in several variants has been proposed as remedy for the defi-ciencies of Value-at-Risk (VaR) which in general is not a coherent risk measure. In fact, most definitions of ES lead to the same results when applied to continuous loss distributions. Differences may appear when the underlying loss di…

2001-04-17abs ↗pdf ↗

This paper identifies and analyzes biases in risk-adjusted index weighting methods, affecting social welfare and market fairness.

problem Biases in risk-adjusted index weighting methods lead to tracking errors and fraud in indices and ETFs.
method Characterizes and analyzes the biases and adverse effects of risk-adjusted index weighting methods.
result These biases reduce social welfare and can enable harmful arbitrage activities.

We introduce a new notion of conditional nonlinear expectation under probability distortion. Such a distorted nonlinear expectation is not sub-additive in general, so it is beyond the scope of Peng's framework of nonlinear expectations. A more fundamental problem when extending the distorted expectation to a dynamic se…

2018-09-21abs ↗pdf ↗

Investigates VaR behavior for sums of one-sided random variables, showing impossibilities and conditions for super-additivity.

problem Investigates the behavior of Value-at-Risk (VaR) for sums of one-sided random variables.
method Analyzes the extremal aggregation behavior of VaR, introduces structural conditions for super-additivity.
result Characterizes when VaR is fully super-additive and provides unified framework for various dependence structures.

We present a general framework for measuring the liquidity risk. The theoretical framework defines a class of risk measures that incorporate the liquidity risk into the standard risk measures. We consider a one-period risk measurement model. The liquidity risk is defined as the risk that a given security or a portfolio…

2014-12-21abs ↗pdf ↗

New proof of Willmore inequality using geometric divergence inequality.

problem Proving the Willmore inequality for bounded domains.
method Using a parametric geometric inequality derived from a divergence form geometric differential inequality.
result New proofs of quantitative Willmore-type and weighted Minkowski inequalities.

The paper derives new inequalities on manifolds and applies them to convex hypersurfaces.

problem Deriving new inequalities on manifolds and convex hypersurfaces.
method Using Fourier theory and geometric implications of Poincare-type inequalities.
result Sharp Minkowski-type inequalities, including stability and Alexandrov-Fenchel inequalities.

The paper proves inequalities on Finsler manifolds under Ricci curvature bounds.

problem Proving (p,q)(p, q)-Sobolev and Nash inequalities on Finsler metric measure manifolds.
method Global pp-Poincaré inequality, (p,q)(p, q)-Sobolev inequality, Nash inequality derivation.
result Established global optimal (p,q)(p, q)-Sobolev inequality with a sharp constant.

The paper finds new inequalities for convex polygons.

problem Finding precise inequalities for convex polygons.
method Analytic isoperimetric inequalities based on Schur convex functions, followed by Bonnesen-style and inverse Bonnesen-style inequalities.
result Sharp discrete isoperimetric inequalities for planar convex polygons.

The study improves Bochner inequality on Finsler manifolds to derive important inequalities.

problem Improving Bochner inequality on Finsler manifolds to derive new inequalities.
method Using improved Bochner inequality and its integrated form, the study derives a sharp Poincaré-Lichnerowicz inequality, a new proof for logarithmic Sobolev inequality, and an estimate of geodesic ball volumes.
result Derivation of new inequalities and estimates on Finsler manifolds.

The paper proves various inequalities on gradient shrinking Ricci solitons.

problem Understanding geometric inequalities on gradient shrinking Ricci solitons.
method Proving multiple inequalities equivalent on complete gradient shrinking Ricci solitons.
result Various inequalities (Sobolev, logarithmic Sobolev, Schrödinger, etc.) are equivalent on gradient shrinking Ricci solitons.

The paper develops inequalities for log-concave functions and related surface areas.

problem Understanding log-concave functions and their inequalities.
method Establishing new inequalities through f-divergences and functional affine surface areas.
result New inequalities on functional affine surface area and bounds for Kullback-Leibler divergence.

Proves inequalities on curved spaces with positive curvature.

problem Proving inequalities on manifolds with nonnegative Ricci curvature.
method Analyzes manifolds with nonnegative Ricci curvature and Euclidean volume growth.
result Proves Heisenberg-Pauli-Weyl, Hardy-Sobolev, and Caffarelli-Kohn-Nirenberg inequalities.

The paper derives inequalities on Finsler manifolds, influenced by their curvatures.

problem Deriving inequalities on Finsler manifolds.
method Local and global geometric inequalities on Riemannian and Finsler manifolds.
result Generalized Caffarelli-Kohn-Nirenberg and Hardy type inequalities on Finsler manifolds.

New inequalities for convex curves with multiple geometric factors.

problem Establishing inequalities for convex curves with multiple geometric factors.
method Parametric isoperimetric-type inequalities for closed convex curves with parameter conditions and equality conditions.
result Derived new inequalities and improved versions of existing inequalities.

Alternative proofs for various inequalities on Riemannian manifolds.

problem Various functional inequalities on Riemannian manifolds.
method Generic functional inequality, Riccati pairs, solving Riccati-type ODE.
result Alternative proofs for multiple inequalities, including Hardy-type and Caccioppoli inequalities.

The paper establishes inequalities and gradient estimates for harmonic functions on Finsler measure spaces.

problem Functional and geometric inequalities on Finsler measure spaces.
method Local uniform Poincaré and Sobolev inequalities, mean value inequality, Harnack inequalities, and gradient estimates.
result Global gradient estimates for positive harmonic functions on Finsler measure spaces.

The paper proves a Harnack inequality for heat equations on Finsler metric measure manifolds.

problem Proving a Harnack inequality for positive solutions to heat equations on Finsler metric measure manifolds.
method Volume comparison theorem, weighted Poincaré inequality, local uniform Sobolev inequality, mean value inequalities.
result Derives a Harnack inequality for positive solutions to heat equations.

Extends Riemannian geometry inequalities with sharper estimates.

problem Deriving new inequalities on Riemannian manifolds.
method Investigates advanced Hardy and Rellich-type inequalities on complete noncompact manifolds with weight functions.
result Provides sharper estimates conforming to the geometry and structure of the manifold.

The paper explores how information geometry impacts classical CR inequalities.

problem Deriving and generalizing CR inequalities using information geometry.
method Examining Eguchi's theory and applying Amari-Nagoaka's theory to KL-divergence, and then extending to other divergences.
result Generalized CR inequalities derived from various divergences.

The paper proves inequalities for hypersurfaces in weighted manifolds.

problem Willmore-type inequalities for closed hypersurfaces in weighted manifolds.
method Analyzes weighted manifolds with nonnegative Bakry-Émery Ricci curvature, proving sharp inequalities and characterizing equality cases.
result Derives sharp Willmore-type and Willmore-like inequalities in steady and shrinking gradient Ricci solitons.