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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.

168,742 papers · 148 categories

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18365472 · Jun 202019922001200920172026
48 results for supremum norm

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 spectral distribution of twisted Laplacian on high genus hyperbolic surfaces.

problem Estimating spectral distribution of twisted Laplacian on hyperbolic surfaces.
method Estimate spectral distribution by supremum norm of harmonic form; show small supremum norm for high genus surfaces; prove uniform Weyl law.
result Prove uniform Weyl law for real parts of spectrum on high genus hyperbolic surfaces.

We prove that for a so-called sticky process SS there exists an equivalent probability QQ and a QQ-martingale S~\tilde{S} that is arbitrarily close to SS in Lp(Q)L^p(Q) norm. For continuous SS, S~\tilde{S} can be chosen arbitrarily close to SS in supremum norm. In the case where SS is a local martingale we may choo…

2015-09-28abs ↗pdf ↗

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 ↗

The paper proves a Moser-Trudinger inequality for zero-mean functions in 2D.

problem Proving a Moser-Trudinger inequality for zero-mean functions in 2D.
method Analyzing the supremum of a specific integral over functions in W1,2(Ω)W^{1,2}(Ω) with zero mean and bounded gradient norm.
result The supremum is finite and can be attained for β(0,1)β \in (0,1), partially generalizing Chang and Yang's result.

Consider vector valued harmonic maps of at most linear growth, defined on a complete non-compact Riemannian manifold with non-negative Ricci curvature. For the norm square of the pull-back of the target volume form by such maps, we report a strong maximum principle, and equalities among its supremum, its asymptotic ave…

2018-01-08abs ↗pdf ↗

Deep belief networks can approximate any multivariate density with binary hidden units.

problem Approximating multivariate probability densities with binary hidden units.
method Sharp quantitative bounds on approximation error in terms of hidden units.
result Deep belief networks can approximate any multivariate density with binary hidden units under mild integrability requirements.

It is our purpose to study complete self-shrinkers in Euclidean space. By introducing a generalized maximum principle for L\mathcal{L}-operator, we give estimates on supremum and infimum of the squared norm of the second fundamental form of self-shrinkers without assumption on \emph{polynomial volume growth}, which is…

2012-02-06abs ↗pdf ↗

Quantum neural networks approximate periodic functions more efficiently.

problem Approximating periodic functions with quantum neural networks.
method Using Jackson's inequality to construct a QNN that approximates a trigonometric polynomial of the function.
result Quantum neural networks can achieve better approximation results with fewer parameters for smoother functions.

Proves continuum limits of Lipschitz learning using Γ-convergence.

problem Semi-supervised learning with graph-based methods and continuum limits of pp-Laplacian learning.
method Proves continuum limits of Lipschitz learning using Γ-convergence.
result Proves ΓΓ-convergence in the LL^\infty-topology to the supremum norm of the gradient.

Sharp lower bound for Hodge Laplacian on Kähler hyperbolic manifolds.

problem Finding a sharp lower bound for the spectrum of the Hodge Laplacian.
method Explicitly expressed in terms of the supremum norm of the 1-form.
result Explicit spectral lower bounds for bounded symmetric domains.

We consider the setting of Reeb graphs of piecewise linear functions and study distances between them that are stable, meaning that functions which are similar in the supremum norm ought to have similar Reeb graphs. We define an edit distance for Reeb graphs and prove that it is stable and universal, meaning that it pr…

2018-01-05abs ↗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 ↗

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.

Let XX be an infinite Riemann surface equipped with its conformal hyperbolic metric such that the action of the covering group π1(X)π_1(X) on X~\tilde{X} is of the first kind-i.e., the surface XX is equal to its convex core. We first prove that any geodesic lamination on XX is nowhere dense. Given a fixed geodesic pant…

2019-02-09abs ↗pdf ↗

Gradient descent on Hadamard manifolds converges to boundary points, solving optimization problems.

problem Optimization on Hadamard manifolds with unbounded convex functions.
method Gradient descent, duality theorem, moment-weight inequality.
result Gradient descent converges to boundary points, solving optimization problems.

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 ↗

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.

We consider 2-dimensional orientable self-shrinkers ΣΣ for the Mean Curvature Flow of polynomial volume growth immersed in Rn\mathbb R^n. We look at closed one forms minimizing the norm $\int_Σ\eterm |ω|^2$ in their cohomology class. Any closed form satisfying the Euler-Lagrange equation for this minimization will be …

2012-03-30abs ↗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.

We prove that the supremum of principal curvatures of a minimal embedded disc in hyperbolic three-space spanning a quasicircle in the boundary at infinity is estimated in a sublinear way by the norm of the quasicircle in the sense of universal Teichmüller space, if the quasicircle is sufficiently close to being the bou…

2014-11-13abs ↗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.

Let (M,J,Ω)(M,J,Ω) be a closed polarized complex manifold of Kähler type. Let GG be the maximal compact subgroup of the automorphism group of (M,J)(M,J). On the space of Kähler metrics that are invariant under GG and represent the cohomology class ΩΩ, we define a flow equation whose critical points are extremal metrics, tho…

2003-10-22abs ↗pdf ↗

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 ↗

The study describes the structure of surfaces with constant mean curvature in 3-manifolds.

problem Understanding the geometry of surfaces with constant mean curvature in 3-manifolds.
method Proves a structure theorem describing the local geometry around points of maximum second fundamental form norm.
result Describes how ambient geometry is organized around points of maximum second fundamental form norm.

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.

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 ↗

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.

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 ↗

We introduce a general non-parametric independence test between right-censored survival times and covariates, which may be multivariate. Our test statistic has a dual interpretation, first in terms of the supremum of a potentially infinite collection of weight-indexed log-rank tests, with weight functions belonging to …

2019-12-08abs ↗pdf ↗

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.

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 ↗

Study identifies numerical signs of blow-up in hydrodynamic equations.

problem Determining if numerical results of blow-up are genuine or artifacts.
method Geometrically consistent spatiotemporal discretization of complexified Euler equations.
result Identification of a signature based on supremum norm growth rates of vorticity.

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 ↗

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 ↗