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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.

168,742 papers · 148 categories

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48 results for subsequential limits

The study examines the behavior of Gaussian processes' minimums and overshoots.

problem Understanding the behavior of Gaussian processes' minimums and overshoots.
method Analyzing conditional distributions and subsequential limits of minimizers.
result The scaled overshoot converges to an exponential random variable with mean σ_*^2.

We investigate compactness phenomena involving free boundary minimal hypersurfaces in Riemannian manifolds of dimension less than eight. We provide natural geometric conditions that ensure strong one-sheeted graphical subsequential convergence, discuss the limit behaviour when multi-sheeted convergence happens and deri…

2017-05-17abs ↗pdf ↗

Study of Ricci flow convergence on surfaces with boundary.

problem Convergence of singular solutions to Ricci flow on compact surfaces with boundary.
method Subsequential convergence analysis of Ricci flow with prescribed geodesic curvature.
result Convergence does not depend on the sign of geodesic curvature of the boundary in the case of rotational symmetry.

We study the behaviour of the Kähler-Ricci flow on projective bundles. We show that if the initial metric is in a suitable Kähler class, then the fibers collapse in finite time and the metrics converge subsequentially in the Gromov-Hausdorff sense to a metric on the base.

2011-07-11abs ↗pdf ↗

Uniform estimates lead to Gromov-Hausdorff limits for Hermitian minimal models.

problem Uniform diameter and volume estimates for Chern-Ricci flow on Hermitian minimal models.
method Uniform diameter and volume estimates, local Kähler assumption, Perelman's reduced length, almost monotonicity formula for reduced volume.
result Gromov-Hausdorff convergence of the Chern-Ricci flow on Hermitian minimal models.

Given a Hermitian line bundle LML\to M over a closed, oriented Riemannian manifold MM, we study the asymptotic behavior, as ε0ε\to 0, of couples (uε,ε)(u_ε,\nabla_ε) critical for the rescalings \begin{align*} &E_ε(u,\nabla)=\int_M\Big(|\nabla u|^2+ε^2|F_\nabla|^2+\frac{1}{4ε^2}(1-|u|^2)^2\Big) \end{align*} of the self-dua…

2019-05-31abs ↗pdf ↗

Study shows translators can have non-removable singularities at infinity but eventually converge to unique planes.

problem Understanding singularities and convergence of translators at infinity.
method Global analysis of quasilinear soliton equations, sharp non-standard elliptic decay estimates, and potential theory.
result Finite entropy, finite genus translators converge to uniquely determined planes at infinity.

We establish the short-time existence of the Ricci flow on surfaces with a finite number of conic points, all with cone angle between 0 and 2π, where the cone angles remain fixed or change in some smooth prescribed way. For the angle-preserving flow we prove long-time existence and convergence. When the Troyanov angl…

2013-06-28abs ↗pdf ↗

Proposes BMME for optimizing nonsmooth nonconvex problems with block structure.

problem Optimizing nonsmooth nonconvex problems with block structure.
method Block Alternating Bregman Majorization Minimization with Extrapolation (BMME).
result Subsequential convergence to a first-order stationary point under mild assumptions, global convergence under stronger conditions.

For Ginzburg-Landau vortices, energy quantization holds only when density is less than 2.

problem Energy quantization in Ginzburg-Landau vortices for higher dimensions.
method Analyzing normalized energy measures and vorticity sets.
result Energy quantization only holds when density is less than 2.

We propose inertial versions of block coordinate descent methods for solving non-convex non-smooth composite optimization problems. Our methods possess three main advantages compared to current state-of-the-art accelerated first-order methods: (1) they allow using two different extrapolation points to evaluate the grad…

2019-03-05abs ↗pdf ↗

Study examines Yang-Mills-Higgs energy convergence to codimension-three area functional.

problem Asymptotic behavior of Yang-Mills-Higgs energy in large mass limit.
method Investigates the asymptotic behavior of Yang-Mills-Higgs energy in the large mass limit, proving convergence to the codimension-three area functional.
result The (n3)(n-3)-currents dual to the Yang-Mills-Higgs energy converge to a relative integral (n3)(n-3)-cycle.

This paper improves MI-based BCIs by applying transfer learning across all components.

problem Reducing calibration effort for new subjects in MI-based BCIs.
method Proposes TL in spatial filtering, feature engineering, and classification blocks, and adds data alignment.
result Integrating data alignment and sophisticated TL significantly improves classification performance and reduces calibration effort.

This paper studies the convergence of penalized energy to harmonic maps in Riemannian manifolds.

problem Analyzing the convergence of penalized energy to harmonic maps in Riemannian manifolds.
method Using the penalized energy functional and weak convergence techniques, the paper proves the energy identity for Ginzburg-Landau approximation of harmonic maps.
result The defect measure ν can be expressed as the sum of energies of harmonic spheres for arbitrary manifolds.

We show that for a strongly convergent sequence of geometrically finite Kleinian groups with geometrically finite limit, the Cannon-Thurston maps of limit sets converge uniformly. If however the algebraic and geometric limits differ, as in the well known examples due to Kerckhoff and Thurston, then provided the geometr…

2011-07-05abs ↗pdf ↗

New examples show strong Kato limits can be branching and not satisfy known conditions.

problem Exploring the boundaries of strong Kato limits and their properties.
method Constructing specific examples of non-collapsed strong Kato limits.
result Found examples of strong Kato limits that are branching and do not satisfy CD(K,)\mathrm{CD}(K,\infty) or MCP(K,N)\mathrm{MCP}(K,N) conditions.

We explore the plane-wave limit of homogeneous spacetimes. For plane-wave limits along homogeneous geodesics the limit is known to be homogeneous and we exhibit the limiting metric in terms of Lie algebraic data. This simplifies many calculations and we illustrate this with several examples. We also investigate the beh…

2005-04-07abs ↗pdf ↗

The large-N limit of Segal-Bargmann transform on spheres is studied.

problem Understanding the behavior of Segal-Bargmann transform on spheres as dimension increases.
method Analyzing the large-N limit of the transform on SN1(N)S^{N-1}(\sqrt N), describing geometric models, and showing the transform remains unitary.
result The limiting transform is still a unitary map from the limiting domain onto the limiting range.

A limit group is the limit of a sequence of conjugates of the diagonal Cartan subgroup, C, of SL(3,R). We show C has 5 possible limit groups, up to conjugacy. Each limit group is determined by an equivalence class of nonstandard triangle, and we give a criterion for a sequence of conjugates of C to converge to each of …

2014-06-17abs ↗pdf ↗

We investigate the Penrose limits of classical string and M-theory backgrounds. We prove that the number of (super)symmetries of a supergravity background never decreases in the limit. We classify all the possible Penrose limits of AdS x S spacetimes and of supergravity brane solutions. We also present the Penrose limi…

2002-02-18abs ↗pdf ↗

Order positions are key variables in algorithmic trading. This paper studies the limiting behavior of order positions and related queues in a limit order book. In addition to the fluid and diffusion limits for the processes, fluctuations of order positions and related queues around their fluid limits are analyzed. As a…

2015-05-18abs ↗pdf ↗

Two price regimes identified in limit order books: close and far from quotes.

problem Understanding the distribution and behavior of limit orders in limit order books.
method Analysis of limit order book data in dimensions of price, time, lifetime, and volume.
result Identification of two distinct regimes in the limit order book: close and far from quotes.

Study compares price limit and circuit breaker effects in stock markets.

problem Preventing rapid and steep price drops in stock exchanges.
method Agent-based model for financial market simulation.
result Price limit and circuit breaker have similar effects under same conditions, but price limit less effective with shorter limit time range.

In this paper we derive a scaling limit for an infinite dimensional limit order book model driven by Hawkes random measures. The dynamics of the incoming order flow is allowed to depend on the current market price as well as on a volume indicator. With our choice of scaling the dynamics converges to a coupled SDE-ODE s…

2017-09-05abs ↗pdf ↗

Study of conformal limits in Nakajima quiver varieties.

problem Understanding the conformal limits of Nakajima quiver varieties.
method Defined and studied a conformal limit construction for Nakajima quiver varieties, proving it is a limit of a one-parameter family and gives a biholomorphic map.
result Proved the conformal limit is a biholomorphic map between Lagrangian submanifolds of different quiver varieties.

Study on the limits of projective special real manifolds and their symmetries.

problem Understanding the limits of projective special real manifolds.
method Evolution of defining polynomial and centro-affine fundamental form along curves.
result Found a list of possible limit geometries and a lower bound for symmetry groups.

New framework for understanding infinite-width neural networks.

problem Understanding the infinite-width limit behavior of neural networks.
method General framework to study limit behavior of neural models based on hyperparameter scaling.
result Derives scaling for existing mean-field and neural tangent kernel limits and introduces new dynamically stable limits.

Study examines infinite limits of transformer dynamics, identifying key parameterizations.

problem Understanding the training dynamics of transformer models in the feature learning regime.
method Analysis of infinite scaling limits using dynamical mean field theory.
result Identified parameterizations that admit well-defined infinite width and depth limits.

The aim of the paper is to investigate the relation between inverse limit of branched manifolds and codimension zero laminations. We give necessary and sufficient conditions for such an inverse limit to be a lamination. We also show that codimension zero laminations are inverse limits of branched manifolds. The inverse…

2012-04-28abs ↗pdf ↗

We examine the correlation of the limit price with the order book, when a limit order comes. We analyzed the Rebuild Order Book of Stock Exchange Electronic Trading Service, which is the centralized order book market of London Stock Exchange. As a result, the limit price is broadly distributed around the best price acc…

2007-02-04abs ↗pdf ↗

Troels Jorgensen conjectured that the algebraic and geometric limits of an algebraically convergent sequence of isomorphic Kleinian groups agree if there are no new parabolics in the algebraic limit. We prove that this conjecture holds in 'most' cases. In particular, we show that it holds when the domain of discontinui…

1999-03-12abs ↗pdf ↗