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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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21426384 · May 202619922001200920172026
48 results for unique ergodicity

We show that Masur's logarithmic law of geodesics in the moduli space of translation surfaces does not imply unique ergodicity of the translation flow, but that a similar law involving the flat systole of a Teichmüller geodesic does imply unique ergodicity. It shows that the flat geometry has a better control on ergodi…

2016-02-29abs ↗pdf ↗

We relate ergodic-theoretic properties of a very small tree or lamination to the behavior of folding and unfolding paths in Outer space that approximate it, and we obtain a criterion for unique ergodicity in both cases. Our main result is that non-unique ergodicity gives rise to a transverse decomposition of the foldin…

2014-10-31abs ↗pdf ↗

A measured solenoid is a laminated space endowed with a tranversal measure invariant by holonomy, as defined in arXiv:0910.2836. A measured solenoid immersed in a smooth manifold produces a closed current (known as generalized Ruelle-Sullivan current). Uniquely ergodic solenoids are those for which there is a unique (u…

2009-10-19abs ↗pdf ↗

We study the existence of a unique stationary distribution and ergodicity for a 2-dimensional affine process. The first coordinate is supposed to be a so-called alpha-root process with α\in(1,2]. The existence of a unique stationary distribution for the affine process is proved in case of α\in(1,2]; further, in case of…

2013-02-11abs ↗pdf ↗

We introduce the concept of solenoid as an abstract laminated space. We do a thorough study of solenoids, leading to the notion of ergodic and uniquely ergodic solenoids. We define generalized currents associated with immersions of oriented solenoids with a transversal measure into smooth manifolds, generalizing Ruelle…

2009-10-15abs ↗pdf ↗

In this paper we look at ergodic BSDEs in the case where the forward dynamics are given by the solution to a non-autonomous (time-periodic coefficients) Ornstein-Uhlenbeck SDE with Lévy noise, taking values in a separable Hilbert space. We establish the existence of a unique bounded solution to an infinite horizon disc…

2014-06-17abs ↗pdf ↗

Extends Masur's divergence theorem to complex tori and Kummer surfaces.

problem Establishing uniquely ergodic horizontal foliations for geodesic flows on moduli spaces.
method Defined and calculated horizontal foliations and geodesic flows on moduli spaces of Kähler metrics.
result Proved that horizontal foliations are uniquely ergodic if geodesic flows are recurrent.

Recent results on ergodic theory for Riemann surface laminations and foliations.

problem Ergodic theorems for laminations and foliations on Riemann surfaces.
method Leafwise Poincaré metric, directed positive harmonic currents, multiplicative cocycles, Lyapunov exponents.
result Definition and study of canonical Lyapunov exponents for singular holomorphic foliations.

Study equilibrium measures on manifolds without conjugate points with visibility covering.

problem Uniqueness and properties of equilibrium measures on manifolds without conjugate points.
method Analysis of geodesic flows, study of equilibrium measures, ergodic properties, and pressure gap.
result Equilibrium measures satisfy a weak pressure gap under certain conditions.

With their origin in thermodynamics and symbolic dynamics, Gibbs measures are crucial tools to study the ergodic theory of the geodesic flow on negatively curved manifolds. We develop a framework (through Patterson-Sullivan densities) allowing us to get rid of compactness assumptions on the manifold, and prove many exi…

2012-11-27abs ↗pdf ↗

Study invariant measures on measured laminations for subgroups of mapping class group.

problem Classify invariant Radon measures on space of measured laminations for subgroups of mapping class group.
method Geometric approach, focusing on recurrent measured laminations, explicitly constructing ergodic measures.
result Show uniquely ergodic for divergence-type subgroups, generalize results for full mapping class group.

In this paper we prove that the limit set of any Weil-Petersson geodesic ray with uniquely ergodic ending lamination is a single point in the Thurston compactification of Teichmüller space. On the other hand, we construct examples of Weil-Petersson geodesics with minimal nonuniquely ergodic ending laminations and limit…

2016-11-07abs ↗pdf ↗

We define generalized currents associated with immersions of abstract oriented solenoids with a transversal measure. We realize geometrically the full real homology of a compact manifold with these generalized currents, and more precisely with immersions of minimal uniquely ergodic solenoids. This makes precise and geo…

2009-10-15abs ↗pdf ↗

We consider the limit set in Thurston's compactification PMF of Teichmueller space of some Teichmueller geodesics defined by quadratic differentials with minimal but not uniquely ergodic vertical foliations. We show that a) there are quadratic differentials so that the limit set of the geodesic is a unique point, b) th…

2014-06-03abs ↗pdf ↗

We prove that a transversely equicontinuous minimal lamination on a locally compact metric space ZZ has a transversely invariant Radon measure. Moreover if the space ZZ is compact, then the tranversely invariant Radon measure is shown to be unique up to a scaling.

2010-02-01abs ↗pdf ↗

Study on mean field games with singular controls and their applications.

problem Optimal productivity expansion in dynamic oligopolies.
method Existence and uniqueness of mean field equilibria through nonlinear equations, Abelian limit for discounted and ergodic games.
result Valid connection between discounted and ergodic games, approximation of Nash equilibria.

We define generalized currents associated with immersions of abstract solenoids with a transversal measure. We realize geometrically the full real homology of a compact manifold with these generalized currents, and more precisely with immersions of minimal uniquely ergodic solenoids. This makes precise and geometric De…

2007-02-16abs ↗pdf ↗

Study ergodic properties of geodesic flows on specific manifolds without conjugate points.

problem Ergodic properties of geodesic flows on uniform visibility manifolds without conjugate points.
method Comprehensive study including geometric properties, entropy gap assumption, and symbolic approach.
result Geodesic flow is ergodic with respect to Liouville measure under certain conditions.

In [Mas82] and [Vee78] it was proved independently that almost every interval exchange transformation is uniquely ergodic. The Birkhoff ergodic theorem implies that these maps mainly have uniformly distributed orbits. This raises the question under which conditions the orbits yield low-discrepancy sequences. The case o…

2017-11-20abs ↗pdf ↗

Study on Teichmüller rays' asymptotic behavior and distances.

problem Understanding the asymptotic behavior of Teichmüller rays.
method Explicit formula derivation for limiting Teichmüller distance under specific conditions.
result Two Teichmüller rays are asymptotic if their vertical measured foliations are modularly equivalent and their limit surfaces coincide.

Study magnetic Laplacians on hyperbolic surfaces, revealing three regimes of eigenfunction behavior.

problem Investigate semiclassical defect measures of magnetic Laplacians on hyperbolic surfaces.
method Analyze eigenfunctions in low, critical, and high energy regimes using quantum ergodicity and equidistribution.
result Eigenfunctions in different regimes converge to distinct measures: invariant, Liouville, or equidistributed.

The paper develops a model for sovereign debt dynamics with explicit maturity structure.

problem Analyzing the sustainability and risk of long-term sovereign debt issuance.
method Discrete-time model with explicit maturity structure, deterministic and stochastic extensions.
result The model identifies conditions for ergodic convergence and derives analytical formulas for key metrics.

Study on mapping class groups of non-orientable surfaces, proving some conjectures and refuting others.

problem Analogies between Fuchsian groups and mapping class groups of non-orientable surfaces.
method Analyzing limit sets, foliations, and geometric properties.
result Established parts of a conjecture about the limit set and provided evidence for and against the analogy.

In this paper we study the convergence behavior of grafting rays to the Thurston boundary of Teichmuller space. When the grafting is done along a weighted system of simple closed curves or along a maximal uniquely ergodic lamination this behavior is the same as for Teichmuller geodesics and lines of minima. We also sho…

2007-09-05abs ↗pdf ↗

We construct a counterexample for an analogue of Masur's criterion in the setting of Teichmüller space equipped with the Thurston metric. For that, we find a minimal, filling, non-uniquely ergodic lamination λλ on the seven-times punctured sphere with uniformly bounded annular projection distances. Then we show that a…

2019-03-03abs ↗pdf ↗

Paper constructs new non-Anosov Partially Hyperbolic Geodesic flows using conformal deformations.

problem Creating new non-Anosov Partially Hyperbolic Geodesic flows.
method Using conformal deformations to produce examples of partially hyperbolic geodesic flows.
result Proves ergodicity for the Liouville measure and uniqueness of the measure of maximal entropy.

Paper develops a theory for Patterson-Sullivan measures in higher rank symmetric spaces.

problem Establishing existence and uniqueness of Patterson-Sullivan measures in higher rank symmetric spaces.
method Develops theory for vector-valued horofunction boundaries and shadows.
result Proves existence and uniqueness of Patterson-Sullivan measures for transverse groups.

Develops measures for non-Borel Anosov groups on Furstenberg boundary.

problem Measuring non-Borel Anosov groups on the Furstenberg boundary.
method Theory of Patterson--Sullivan measures, strict convexity, entropy rigidity.
result Existence, uniqueness, and ergodicity of measures on Furstenberg boundary.

The article constructs a forward utility for markets with multiple default risks.

problem Characterizing forward performance processes in a market with multiple default risks.
method Using Jacod-Pham decomposition and recursive BSDEs, the article constructs a forward utility and proves its existence and uniqueness.
result The article identifies the risk-sensitive long-run growth rate of the optimal wealth process in a stochastic factor model with ergodic dynamics.