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298 papers, from 31 August 2026 to 5 November 2026: 270 arXiv preprints and 28 OpenAlex records.
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Martingality in EFM Signature Volatility Models
We establish a martingality criterion for the Exponentially Fading Memory (EFM) signature volatility model, extending the recent result of Abi Jaber, Gassiat, and Sotnikov (2026).Learning on-the-fly quasi-stationarity diagnostics from low-dimensional surrogates
Accelerated dynamics methods, such as parallel replica dynamics, require estimates of the decorrelation time, after which a process trapped in one of its metastable states is distributed according…Online Discrepancy of Sparse Random Vectors over Long Horizons
We study online vector balancing for independent sparse random vectors: each arrival is supported on a uniformly random set of $s$ of the $n$ coordinates, with nonzero entries equal to one (binary…Non-Ergodic Markovian Mirror Descent with Unbounded Noise
We analyze stochastic mirror descent for minimizing a convex objective expressed as an expectation under the stationary distribution of a Markov chain, using noisy subgradient observations along a…The German Tank Problem & Navigating by Scent
A robot searching for the source of an odor must eventually answer a notably hard question: have I arrived?Jensen gaps and the decomposition principle
We provide axiomatic characterizations of Jensen-gap functionals, which have the form $ρ(X)=\mathbb{E}[f(X)]-f(\mathbb{E}[X])$ for some real-valued function $f$ called the generator.On the continuity of conditional distributions and stratification for derivative pricing
Stratification can reduce the estimator variance in Monte Carlo simulations by partitioning the sample space according to a low-dimensional factor and sampling separately within the resulting…A Gaussian Process State Space Formulation for Materials Constitutive Modeling: Application to Quasi-brittle Materials
Constitutive models for history-dependent, path-dependent materials typically encode this dependence in prescribed functional forms through internal variables such as damage or plastic strain that…Kernelised covariance matrices, dimension reduction and imbalanced spectral clustering
The Gaussian Mixture Model (abbrv.Optimal Mixing for Local Edge-Coloring Dynamics on Trees
We study the mixing time of two local Markov chains for uniformly sampling proper edge colorings of trees.Multiple Stopping and Exercise Boundaries for American Put Options
This article studies a finite-horizon American put option with up to $m$ exercise rights under the risk-neutral Black--Scholes model, where consecutive exercises must be separated by a prescribed…Dimension-free regimes for unadjusted Langevin in ridge-separable models: A subspace robust Wasserstein analysis
The Unadjusted Langevin Algorithm (ULA) is widely used for high-dimensional Bayesian inference.Early learning in large residual networks
We study the early training dynamics of nonlinear residual networks with blocks of zero hidden layers as a model of more general residual networks.Mimicking Volatilities under Marginal Constraints via $q_x$-Bass Martingales: A Parallel Computing Approach
We study the calibration of continuous-time martingale models to observed derivative prices via a dynamic martingale optimal transport problem that penalizes deviations from the volatility of a…A Jump-Modified Wasserstein Gradient Flow for Maximum Mean Discrepancy with Energy Kernels
We study a jump-modified Wasserstein gradient flow of the squared maximum mean discrepancy generated by the energy kernels $K(z)=-|z|^q$, $0<q<2$, in every dimension $d\ge2$ as well as the…Self-normalized Bernstein Inequalities for Regenerative Processes and Applications to Learning Without Independence
We prove a self-normalized Bernstein inequality for bounded functions of a regenerative process with independent, identically distributed marked cycles of finite mean length.Differentially Private Synthetic Data via Generalized Moment Matching
We study $(\varepsilon,δ)$-differentially private synthetic data for arbitrary databases of $n$ records in $[-1,1]^d$ under a specified integral probability metric (IPM).Dynamics of the Liquidity Profile in Concentrated Liquidity Provision: An SPIDE Approach
We model the dynamics of the liquidity profile in Uniswap~V3 and other concentrated-liquidity automated market makers with a stochastic partial integro-differential equation (SPIDE).Improved rapid phase ordering for Ising dynamics on random regular graphs
We study Glauber dynamics for the Ising model on random $d$-regular graphs with $n$ vertices at low temperature, in the regime $β\geq C/d$ where $C,d$ are sufficiently large constants.Annealed correlation and quenched noise sensitivity in biased deep neural networks
In earlier work by Jonasson, Steif and Zetterqvist (2023), fully connected deep neural networks with layers of width $n$, i.i.d.\ standard Gaussian weights, sign activations and no bias terms were…