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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.

169,096 papers · 148 categories

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70140209279 · Jun 202019922001200920182026
48 results for unrectifiable measures

We find necessary and sufficient conditions for a Lipschitz map f:REXf:\mathbb{R}E\to X, into a metric space to have the image with the kk-dimensional Hausdorff measure equal zero, Hk(f(E))=0H^k(f(E))=0. An interesting feature of our approach is that despite the fact that we are dealing with arbitrary metric spaces, we employ a …

2014-03-06abs ↗pdf ↗

We construct new examples of normal (metric) currents using inverse systems of cube complexes. For any N2N\ge 2 we provide examples of NN-dimensional normal currents whose associated vector fields are simple, and whose supports are purely 22-unrectifiable and have Nagata dimension NN. We show that in ll^\infty norm…

2015-08-04abs ↗pdf ↗

Study contact 3-manifolds using sub-Riemannian geometry, proving new properties of their Lipschitz homotopy groups.

problem Characterize the Lipschitz homotopy groups of contact 3-manifolds.
method Sub-Riemannian geometry, geometric measure theory, biLipschitz equivalence, purely unrectifiable sets.
result Contact 3-manifolds are K(π,1)K(\pi,1) spaces with uncountably generated first homotopy groups.

New insights into integrability and rectifiability in sub-Riemannian geometry.

problem Understanding rectifiability in sub-Riemannian spaces.
method Refined Frobenius Theorem for non-involutive distributions, new metric space class.
result Carnot-Carathéodory spaces are extremal in rectifiability.

The paper explores rectifiability in sub-Riemannian geometry, finding a smooth hypersurface with unique properties.

problem Finding a good notion of rectifiability in sub-Riemannian geometry, focusing on smooth hypersurfaces.
method Study of a specific smooth hypersurface in Carnot groups, analyzing its tangent groups and rectifiability properties.
result The existence of a CC^{\infty} hypersurface with uncountably many pairwise non-isomorphic tangent groups on every positive-measure subset.

The coarea formula is proven for Heisenberg group maps, addressing open questions.

problem Proving the coarea formula for Lipschitz maps from the Heisenberg group to Euclidean space.
method Introducing a new integral to define symplectic area of curves and proving convergence conditions.
result The coarea formula is established for CH1C^1_{\mathrm{H}} maps from the Heisenberg group to R2n\mathbb{R}^{2n}.

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.

New set-valued star-shaped risk measures introduced for better risk assessment.

problem Improving risk assessment in financial contexts.
method Developed new set-valued star-shaped risk measures and proved their representation theorems.
result Set-valued star-shaped risk measures can be represented as unions of set-valued convex risk measures.

Bayesian approach to robust risk measures under model uncertainty.

problem Representing robust risk measures as a single probability measure.
method Introducing two types of risk measures and analyzing their relation to robust risk measures.
result Robust risk measures can be represented by a mixture probability measure, a Bayesian approach.

The paper classifies 1-dimensional uniform measures in various dimensions.

problem Classifying uniformly distributed measures of dimension 1 in general codimension.
method Analyzing measures with connected 1-dimensional support and providing a partial classification for general measures.
result Uniform measures with connected 1-dimensional support are homogeneous measures.

The paper studies dynamic star-shaped risk measures and their representation.

problem Representing dynamic star-shaped risk measures and their properties.
method Representation theorems for dynamic monetary and star-shaped risk measures.
result Dynamic star-shaped risk measures can be represented as the lower envelope of a family of dynamic convex risk measures.

Transformers can interpolate between arbitrary measures.

problem Understanding the expressive power of Transformers as measure-to-measure maps.
method Provided an explicit choice of parameters for a single Transformer to match N arbitrary input measures to N arbitrary target measures.
result A single Transformer can interpolate between arbitrary measures.

Researchers compute the ratio between two normalizations of Thurston measure on measured laminations.

problem Computing the ratio between two normalizations of Thurston measure.
method Using the integral and symplectic structures on the space of measured laminations.
result Computed the ratio between two normalizations of Thurston measure.

New Bayesian method for spectral deconvolution with Poisson noise.

problem Estimating physical model parameters from noisy spectral data.
method Bayesian measurement framework applied to Poisson noise model.
result Clarifies relationship between measurement time and estimation limits.

Submodularity is studied for convex risk measures, including Expected Shortfall.

problem Characterizing submodularity in convex risk measures.
method Analyzing submodularity properties of law-invariant coherent risk measures, including Expected Shortfall and Value-at-Risk.
result AES is submodular only when it reduces to ES, and empirical analysis shows AES violations are less frequent than VaR and ES violations.

Paper compares graph and set partition measures for graph clustering.

problem Comparing graph clustering methods using different similarity measures.
method Introduces graph-aware partition similarity measures and compares them with set partition measures.
result Graph-aware measures provide complementary information to set partition measures.

The paper explores non-convex risk measures and their characterizations.

problem Characterizing non-convex risk measures without convexity or weak convexity.
method Characterizes monetary risk measures as lower envelopes of families of convex or coherent risk measures, considering law-invariance and SSD-consistency.
result Unified representation theorems for law-invariant risk measures, including VaR.

Dual representations for robust risk measures and uncertainty sets.

problem Characterizing continuity of robust risk measures and their uncertainty sets.
method Develop dual representations for robust risk measures and uncertainty sets based on distinct geometric assumptions.
result Two dual frameworks for consolidated uncertainty sets are complementary, not interchangeable.

A scalable approach to learning from probability measures using quantization.

problem Efficiently comparing and manipulating large sets of probability measures.
method Quantization of probability measures to a fixed support, followed by optimal transport computations.
result Consistency and convergence guarantees for quantized measures in various OT-based tasks.

The Cannon-Thurston map's pushed measures on the circle are singular with respect to sphere measures.

problem Understanding the behavior of geodesics and measures on fibered hyperbolic 3-manifolds.
method Properties of geodesics and measures on the circle and sphere are analyzed to prove singularity.
result Natural measures on the circle become singular with respect to measures on the sphere.

Risk measures for multivariate financial positions are studied in a utility-based framework. Under a certain incomplete preference relation, shortfall and divergence risk measures are defined as the optimal values of specific set minimization problems. The dual relationship between these two classes of multivariate ris…

2014-05-19abs ↗pdf ↗

New weighted surface area measures for convex bodies with applications.

problem Generalizing surface area measures to weighted Borel measures.
method Formulating and analyzing weighted surface area measures, proving integral formula and Bézout-type inequality.
result New integral formula for mixed measure of three bodies, generalizing Bézout-type inequality.

Standardized fairness measures for continuous risk scores using Wasserstein distance.

problem Quantifying and interpreting group disparities in continuous risk scores.
method Proposes standardized fairness measures based on Wasserstein distance for continuous scores.
result Proposed measures outperform ROC-based fairness measures by being more explicit and quantifying significant biases.

We study generalizations of Reifenberg's Theorem for measures in Rn\mathbb R^n under assumptions on the Jones' ββ-numbers, which appropriately measure how close the support is to being contained in a subspace. Our main results, which holds for general measures without density assumptions, give effective measure bounds…

2016-12-23abs ↗pdf ↗

The study evaluates AI model performance measures for medical use.

problem Selecting appropriate performance measures for AI models in medical practice.
method Assessed 32 performance measures across five domains for binary outcomes.
result 17 measures are both proper and reflect decision-analytic performance.

We introduce a weak notion of barycenter of a probability measure μμ on a metric measure space (X,d,m)(X, d, {\bf m}), with the metric dd and reference measure m{\bf m}. Under the assumption that optimal transport plans are given by mappings, we prove that our barycenter B(μ)B(μ) is well defined; it is a probability measur…

2017-03-28abs ↗pdf ↗

Study on convergence of Narasimhan-Simha measures on degenerating families of Riemann surfaces.

problem Analyzing the convergence of measures on degenerating families of Riemann surfaces.
method Hybrid space approach, using metrized curve complex and Hermitian pairing.
result Convergence of measures on hybrid space, extending to singular curves.

Stationary measures on hyperbolic surfaces with cusps are singular and stable under quasi-symmetries.

problem Understanding stationary measures on hyperbolic surfaces with cusps.
method Analyzing exponential decay of cusp excursions and proving quasi-symmetry stability.
result Stationary measures on hyperbolic surfaces with cusps are quasi-symmetrically stable and singular.

The paper establishes a connection between different risk measures and their risk contributions.

problem Understanding the relationship between conditional coherent and deviation risk measures.
method Axiomatic framework and continuous-time risk contribution analysis.
result Risk contributions of time-consistent risk measures are also time-consistent.