Research
On-device research index

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

Trend · papers per month

80160239319 · May 202619922001200920172026
48 results for weak invariance principle

Study shows superdiffusive behavior in geodesic flows on curved surfaces.

problem Understanding the statistical behavior of geodesic flows on curved surfaces.
method Proved nonstandard central limit theorem with superdiffusive normalisation (tlogt)1/2(t\log t)^{1/2} for geodesic flows on nonpositively curved surfaces.
result Geodesic flows exhibit superdiffusive behavior with correlations decaying at rate t1t^{-1}.

We discuss the maximum modulus principle, and weak unique continuation, for CR functions on an abstract almost CR manifold M. We investigate these matters under the assumption of weak pseudoconcavity, and obtain sharp results about propagation along Sussmann leaves.

2007-11-09abs ↗pdf ↗

In this paper, we develop a new mathematical technique which allows us to express the joint distribution of a Markov process and its running maximum (or minimum) through the marginal distribution of the process itself. This technique is an extension of the classical reflection principle for Brownian motion, and it is o…

2013-08-09abs ↗pdf ↗

Any Riemannian manifold has a canonical collection of valuations (finitely additive measures) attached to it, known as the intrinsic volumes or Lipschitz-Killing valuations. They date back to the remarkable discovery of H. Weyl that the coefficients of the tube volume polynomial are intrinsic invariants of the metric. …

2019-12-19abs ↗pdf ↗

The paper proves a comparison principle for complex Monge-Ampère flows and solves a uniqueness problem.

problem Proving uniqueness of weak solutions to the pluripotential Cauchy-Dirichlet problem.
method Proving a comparison principle for the pluripotential complex Monge-Ampère flows.
result Proves the uniqueness of the weak solution to the pluripotential Cauchy-Dirichlet problem.

We investigate a variety of stability properties of Haezendonck-Goovaerts premium principles on their natural domain, namely Orlicz spaces. We show that such principles always satisfy the Fatou property. This allows to establish a tractable dual representation without imposing any condition on the reference Orlicz func…

2019-09-24abs ↗pdf ↗

New framework improves model robustness by focusing on stable relations across environments.

problem Standard supervised learning fails under data distribution shift.
method Gradient-based learning framework derived from the principle of independent causal mechanisms (ICM).
result Models generalize well to unseen scenarios, ignoring unstable relations.

The aim of this paper is to introduce new forms of the weak and Omori-Yau maximum principles for linear operators, notably for trace type operators, and show their usefulness, for instance, in the context of PDE's and in the theory of hypersurfaces. In the final part of the paper we consider a large class of non-linear…

2013-03-20abs ↗pdf ↗

Develops thermodynamic formalism for quasimorphisms on negatively curved spaces.

problem Analyzing quasimorphisms on negatively curved spaces.
method Thermodynamic formalism framework, Banach isomorphism, weak Livšic cohomology.
result Establishes Central Limit Theorem and invariance principle for unbounded quasimorphisms.

Study the averaging principle for non-autonomous slow-fast systems and apply it to financial local stochastic volatility models.

problem Understanding the behavior of non-autonomous slow-fast systems of stochastic differential equations.
method Prove the averaging principle under specific conditions and apply it to a financial model.
result Prices of derivatives converge to those calculated using the limit model under a risk-neutral measure.

The paper establishes maximum principles and stochastic completeness for pseudo-Hermitian manifolds.

problem Maximum principles and stochastic completeness for pseudo-Hermitian manifolds.
method Established generalized maximum principles and proved stochastic completeness equivalence.
result Stochastic completeness for the heat semigroup is equivalent to generalized maximum principles.

We present an axiomatic/synthetic account of the Huygens Principle of wave fronts. The primitive notions are "touching", and (a weak notion of ) metric. The paper simplifies some of the exposition of the author's "Metric spaces and SDG", Theory and Appl. of Categories 32 (2017), 803-822

2018-04-16abs ↗pdf ↗

FAIRM learns fair and generalizable models by enforcing invariance across different data distributions.

problem Addressing fairness and domain generalization in machine learning models under heterogeneous data.
method FAIRM is a training environment-based oracle that enforces invariance across different data distributions, providing theoretical guarantees and efficient algorithms for linear models.
result FAIRM achieves minimax optimal performance and outperforms existing methods in synthetic and MNIST data evaluations.

The paper defines a new equivalence relation for knot projections and finds an infinite number of distinct classes.

problem Classifying knot projections based on weak homotopy equivalence.
method Defining weak (1, 2, 3) homotopy and using it to find an invariant.
result There are an infinite number of weak (1, 2, 3) homotopy equivalence classes of knot projections.

Atiyah classes of DG manifolds of positive amplitude are invariant under weak equivalences.

problem Defining and studying Hochschild cohomology of DG manifolds of positive amplitude.
method Using poly-differential operators and derived intersection, proving invariance under weak equivalences.
result Hochschild cohomology of DG manifolds of positive amplitude is invariant under weak equivalences.

Paper proposes an algorithm to recover full supervision from weakly labeled data.

problem Machine learning requires expensive data annotation, motivating the use of weak supervision.
method The paper introduces a disambiguation principle and an empirical disambiguation algorithm for partial labelling.
result The algorithm achieves exponential convergence rates under learnability assumptions.

We provide a dynamic programming principle for stochastic optimal control problems with expectation constraints. A weak formulation, using test functions and a probabilistic relaxation of the constraint, avoids restrictions related to a measurable selection but still implies the Hamilton-Jacobi-Bellman equation in the …

2011-05-04abs ↗pdf ↗

New approach combines invariance and information bottleneck for OOD generalization.

problem OOD generalization failures in classification tasks.
method Revisit linear regression tasks, prove information bottleneck constraint necessary, propose combined approach.
result Combined invariance and information bottleneck approach improves OOD generalization.

Weak diffusion priors can still perform well in inverse problems.

problem Using mismatched or low-fidelity diffusion priors in inverse problems.
method Extensive experiments and theoretical analysis combining Bayesian-consistency theory and local-correlation analysis.
result Weak priors succeed when measurements are highly informative, and they fail in other regimes.

In this paper, we prove that on a Fano manifold MM which admits a Kähler-Ricci soliton $(\om,X)$, if the initial Kähler metric $\om_{\vphi_0}$ is close to $\om$ in some weak sense, then the weak Kähler-Ricci flow exists globally and converges in Cheeger-Gromov sense. Moreover, if $\vphi_0$ is also KXK_X-invariant, the…

2010-04-15abs ↗pdf ↗

Study explores weak generalized K-contact structures in contact metric spaces.

problem Exploring weak generalized K-contact structures in contact metric spaces.
method Introducing a weak (κ,μ)(κ,μ) condition and proving existence of K-contact and (κ,μ=2)(κ,μ=2)-structures.
result Existence of K-contact and (κ,μ=2)(κ,μ=2)-structures under certain conditions on the Boeckx invariant.

Alternative proof of weak solutions to mean curvature flow using minimizing movements.

problem Existence of weak solutions to mean curvature flow and volume preserving mean curvature flow.
method Proposes a new existence proof using a minimizing movements scheme and a novel proxy for distance.
result Unconditional convergence towards a De Giorgi solution for the minimizing movements scheme.

The paper proves stability of critical points for conformally invariant Lagrangians.

problem Stability of critical points for conformally invariant Lagrangians under weak convergence.
method Upper-semi-continuity of Morse index plus nullity established for critical points.
result The sum of Morse indices and nullity is bounded from above by the sum of the Morse indices plus the nullity of the weak limit and bubbles.

Weak correlations explain linear dynamics in deep learning models.

problem Understanding the linear structure in gradient-based learning algorithms.
method Characterization of weak correlations between derivatives and parameters.
result Weak correlations are the underlying principle for linearization in deep learning models.

We provide a probabilistic approach to studying minimal surfaces in three-dimensional Euclidean space. Following a discussion of the basic relationship between Brownian motion on a surface and minimality of the surface, we introduce a way of coupling Brownian motions on two minimal surfaces. This coupling is then used …

2008-05-05abs ↗pdf ↗

We introduce a new geometric evolution equation for hypersurfaces in asymptotically flat spacetime initial data sets, that unites the theory of marginally outer trapped surfaces (MOTS) with the study of inverse mean curvature flow in asymptotically flat Riemannian manifolds. A theory of weak solutions is developed usin…

2012-11-22abs ↗pdf ↗

New index principle shows indistinguishability of certain knot crossings.

problem Identifying indistinguishable crossings in knot diagrams.
method Developed a universal index function on knot diagrams that respects Reidemeister moves and sign of crossings.
result Crossings of the same sign in a classical knot diagram cannot be distinguished by any inherent property.

For any Engel 4-fold, we show that the scanning map from the space of Engel knots to the space of formal Engel knots is a weak homotopy equivalence when restricted to the complement of the orbits of the Engel kernel. This is a relative, parametric and close h-principle.

2017-10-30abs ↗pdf ↗