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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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50101151201 · Jun 202019922001200920172026
48 results for supremum metric

We obtain supremum of the k-th normalized Steklov eigenvalues of all rotational symmetric conformal metrics on the cylinder with k>1. The case k=1 for all conformal metrics has been completely solved by Fraser and Schoen. We give geometric description in terms of minimal surfaces for metrics attaining the supremum. We …

2013-10-29abs ↗pdf ↗

On a Fano manifold M we study the supremum of the possible t such that there is a Kähler metric in c_1(M) with Ricci curvature bounded below by t. This is shown to be the same as the maximum existence time of Aubin's continuity path for finding Kähler-Einstein metrics. We show that on P^2 blown up in one point this sup…

2009-03-31abs ↗pdf ↗

Let LgL_g be the subcritical GJMS operator on an even-dimensional compact manifold (X,g)(X, g) and consider the zeta-regularized trace Trζ(Lg1)\mathrm{Tr}_ζ(L_g^{-1}) of its inverse. We show that if kerLg=0\ker L_g = 0, then the supremum of this quantity, taken over all metrics gg of fixed volume in the conformal class, is always g…

2017-04-24abs ↗pdf ↗

Let MM be a compact manifold of dimension nn. In this paper, we introduce the {\em Mass Function} $a \geq 0 \mapsto \xp{M}{a}$ (resp. $a \geq 0 \mapsto \xm{M}{a}$) which is defined as the supremum (resp. infimum) of the masses of all metrics on MM whose Yamabe constant is larger than aa and which are flat on a ball…

2018-06-20abs ↗pdf ↗

Paper relaxes triangle inequality for KL divergence between Gaussian distributions.

problem KL divergence does not satisfy triangle inequality for Gaussian distributions.
method Investigates relaxed triangle inequality and finds supremum.
result Supremum of KL divergence is found and conditions for attaining it are determined.

We study the set of volumes of constant scalar curvature one metrics on an atoroidal three-manifold.The infinum of this set is believed to be attained at a hyperbolic metric. We prove that the supremum of this set is always infinity. The technique is: minimal surfaces, Thurston norm in homology and new conformal invari…

1994-11-07abs ↗pdf ↗

Develops a new essential supremum concept for financial models.

problem Uncertainty in financial models with non-dominated, non-compact probability measures.
method Introduces quasi-sure essential supremum for real-valued functions and proves its properties.
result Bi-dual characterization of super-hedging cost and new results on aggregation of quasi-sure statements.

We study a particular class of open manifolds. In the category of Riemannian manifolds these are complete manifolds with cylindrical ends. We give a natural setting for the conformal geometry on such manifolds including an appropriate notion of the cylindrical Yamabe constant/invariant. This leads to a corresponding ve…

2001-07-23abs ↗pdf ↗

In this paper we consider a punctured Riemann surface endowed with a Hermitian metric which equals the Poincaré metric near the punctures and a holomorphic line bundle which polarizes the metric. We show that the Bergman kernel can be localized around the singularities and its local model is the Bergman kernel of the p…

2016-04-21abs ↗pdf ↗

The paper bounds the expectation of empirical processes indexed by Hölder classes.

problem Estimating the expectation of the supremum of empirical processes for distributions on bounded sets.
method Providing upper bounds on the expectation of the supremum of empirical processes indexed by Hölder classes.
result Deriving non-asymptotic risk bounds for estimating distributions using empirical processes and IPM.

We show how to compute lower bounds for the supremum Bayes error if the class-conditional distributions must satisfy moment constraints, where the supremum is with respect to the unknown class-conditional distributions. Our approach makes use of Curto and Fialkow's solutions for the truncated moment problem. The lower …

2011-05-15abs ↗pdf ↗

We consider the equivariant Yamabe problem, i.e. the Yamabe problem on the space of G-invariant metrics for a compact Lie group G. The G-Yamabe invariant is analogously defined as the supremum of the constant scalar curvatures of unit volume G-invariant metrics minimizing the total scalar curvature functional in their …

2006-04-18abs ↗pdf ↗

Study optimal control of diffusion processes with infimum or supremum costs.

problem Optimizing control of a diffusion process with costs dependent on its infimum or supremum.
method Introduced novel integral operators to solve two-dimensional singular control problems.
result Explicit solutions for optimal dividend problem with time-dependent preferences.

For every smooth del Pezzo surface SS, smooth curve CKSC\in|-K_{S}| and β(0,1]β\in(0,1], we compute the αα-invariant of Tian α(S,(1β)C)α(S,(1-β)C) and prove the existence of Kähler--Einstein metrics on SS with edge singularities along CC of angle 2πβ2πβ for ββ in certain interval. In particular we give lower bounds for the inva…

2014-05-20abs ↗pdf ↗

The systole of a compact non simply connected Riemannian manifold is the smallest length of a non-contractible closed curve ; the systolic ratio is the quotient (systole)n/volume(\mathrm{systole})^n/\mathrm{volume}. Its supremum on the set of all the riemannian metrics, is known to be finite for a large class of manifolds, including …

2008-04-09abs ↗pdf ↗

The Yamabe invariant Y(M) of a smooth compact manifold is roughly the supremum of the scalar curvatures of unit-volume constant-scalar-curvature Riemannian metrics g on M. (To be precise, one only considers those constant-scalar-curvature metrics which are Yamabe minimizers, but this technicality does not, e.g. affect …

2001-10-31abs ↗pdf ↗

A compact manifold is called Bieberbach if it carries a flat Riemannian metric. Bieberbach manifolds are aspherical, therefore the supremum of their systolic ratio, over the set of Riemannian metrics, is finite by a fundamental result of M. Gromov. We study the optimal systolic ratio of compact of 33-dimensional orien…

2009-12-19abs ↗pdf ↗

We prove that, given H<1|H|<1, a generic simple closed curve embedded in the asymptotic boundary of H3\mathbb{H}^3 (with respect to the supremum metric) bounds more than one complete surface embedded in H3\mathbb{H}^3 which has constant mean curvature HH. We remark that this is not true for the space of simple closed $…

2016-02-05abs ↗pdf ↗

Let (M,g) be a compact Riemannian manifold of dimension >2. We show that there is a metric h conformal to g and of volume 1 such that the first positive eigenvalue the conformal Laplacian with repect to h is arbitrarily large. A similar statement is proven for the first positive eigenvalue of the Dirac operator on a sp…

2007-08-03abs ↗pdf ↗

An elementary proof shows submodular functions can be represented as measure suprema.

problem Representing submodular functions as supremum of measures.
method Elementary proof using standard extension theorem of measures.
result Submodular functions can be expressed as supremum of measures.

In this paper we study the supremum of Perelman's λ-functional {λ}_M(g) on Riemannian 4-manifold M by using the Seiberg-Witten equations. We prove among others that, for a compact Kähler-Einstein complex surface (M, J, g_{0}) with negative scalar curvature, (i) If g_{1} is a Riemannian metric on M with λ_{M}(g_{1})= λ_…

2006-08-17abs ↗pdf ↗

New algorithm tackles subgroup fairness in AI with multiple sensitive attributes.

problem Heavy computational burdens and data sparsity in subgroup fairness for multiple sensitive attributes.
method Doubly Regressing Adversarial learning (DRAF) for subgroup fairness, focusing on subgroups with sufficient sample sizes and marginal fairness.
result DRAF algorithm reduces a surrogate fairness gap for supIPM with less computation than directly reducing supIPM.

The {\em drawdown} process YY of a completely asymmetric Lévy process XX is equal to XX reflected at its running supremum Xˉ\bar{X}: Y=XˉXY = \bar{X} - X. In this paper we explicitly express in terms of the scale function and the Lévy measure of XX the law of the sextuple of the first-passage time of YY over the leve…

2011-03-08abs ↗pdf ↗

Study short-term behavior of up-and-in barrier options using Malliavin calculus.

problem Analyzing the decay rate of up-and-in barrier option prices as maturity decreases.
method Use Malliavin calculus to analyze the law of the supremum of the log-price process.
result Derive upper bound on asymptotic decay rate of up-and-in barrier option prices.

Researchers prove existence of metrics maximizing Laplace eigenvalue on all closed surfaces.

problem Proving the existence of metrics maximizing the first Laplace eigenvalue on closed surfaces.
method By contradiction and refinement of techniques, proving strict monotonicity under surface modifications.
result Existence of metrics maximizing the area-normalized first eigenvalue on all closed surfaces.

Let MM be a compact manifold with a metric gg and with a fixed spin structure χχ. Let λ_1+(g)λ\_1^+(g) be the first non-negative eigenvalue of the Dirac operator on (M,g,χ)(M,g,χ). We set τ(M,χ):=supinfλ_1+(g)τ(M,χ):= \sup \inf λ\_1^+(g) where the infimum runs over all metrics gg of volume 1 in a conformal class [g_0][g\_0] on MM and where the…

2006-07-27abs ↗pdf ↗

Derives integral representations for a Lévy process and its extremum, hitting time, with fast evaluation.

problem Efficiently evaluating the joint probability density function of a Lévy process, its supremum, and hitting time.
method Integral representations, Laplace-Fourier transforms, summation by parts, conformal deformation, trapezoid rules, Gaver-Wynn-Rho algorithm.
result Explicit calculations and fast evaluation of the joint cpdf for Lévy processes.

The Yamabe invariant Y(M) of a smooth compact manifold is roughly the supremum of the scalar curvatures of unit-volume constant-scalar curvature Riemannian metrics g on M. (To be absolutely precise, one only considers constant-scalar-curvature metrics which are Yamabe minimizers, but this does not affect the sign of th…

1997-02-13abs ↗pdf ↗

The Yamabe Invariant of a smooth compact manifold is by definition the supremum of the scalar curvatures of unit-volume Yamabe metrics on the manifold. For an explicit infinite class of 4-manifolds, we show that this invariant is positive but strictly less than that of the 4-sphere. This is done by using spin^c Dirac o…

1997-08-01abs ↗pdf ↗

In this paper, we extend the method in [TZhu5] to study the energy level L()L(\cdot) of Perelman's entropy λ()λ(\cdot) for Kähler-Ricci flow on a Fano manifold. Consequently, we first compute the supremum of λ()λ(\cdot) in Kähler class 2πc1(M)2πc_1(M) under an assumption that the modified Mabuchi's K-energy μ()μ(\cdot) defined …

2011-07-20abs ↗pdf ↗

The paper constructs optimal confidence bands for kernel gradient flow estimators.

problem Estimating generalization error and constructing confidence bands for kernel gradient flows.
method Established convergence rates and constructed optimal confidence bands under capacity-source condition.
result Optimal confidence bands for kernel gradient flows have shrinkage rates close to minimax optimal rates.

Study on stable translation lengths of surface homeomorphisms and their approximations.

problem Understanding stable translation lengths of homeomorphisms and their finite approximations.
method Comparing stable translation lengths of homeomorphisms and their finite approximations on curve graphs.
result Stable translation length of homeomorphisms with dense periodic points equals the supremum of their approximations.

Let (M,g)(M,g) be a smooth compact Riemannian manifold of dimension nn with smooth boundary M\partial M. Suppose that (M,g)(M,g) admits a scalar-flat conformal metric. We prove that the supremum of the isoperimetric quotient over the scalar-flat conformal class is strictly larger than the best constant of the isoperimetric…

2017-09-12abs ↗pdf ↗

In this note we find a formula for the supremum distribution of spectrally positive or negative Lévy processes with a broken linear drift. This gives formulas for ruin probabilities in the case when two insurance companies (or two branches of the same company) divide between them both claims and premia in some specifie…

2018-04-18abs ↗pdf ↗

We prove that if a geodesic metric measure space satisfies a comparison condition for isoperimetric profile and if the observable variance is maximal, then the space is foliated by minimal geodesics, where the observable variance is defined to be the supremum of the variance of 1-Lipschitz functions on the space. Our r…

2018-01-04abs ↗pdf ↗

We prove that on Fano manifolds, the Kähler-Ricci flow produces a "most destabilising" degeneration, with respect to a new stability notion related to the H-functional. This answers questions of Chen-Sun-Wang and He. We give two applications of this result. Firstly, we give a purely algebro-geometric formula for the su…

2016-12-21abs ↗pdf ↗