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Record W2953828662 · doi:10.1137/19m1270513

Optimal Brownian Stopping When the Source and Target Are Radially Symmetric Distributions

2020· preprint· en· W2953828662 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

fundA Canadian funder is recorded on the work.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueSIAM Journal on Control and Optimization · 2020
Typepreprint
Languageen
FieldMathematics
TopicStochastic processes and statistical mechanics
Canadian institutionsnot available
FundersSeventh Framework ProgrammeUniversity of British ColumbiaAlfred P. Sloan FoundationShanghaiTech UniversityAustrian Science FundNatural Sciences and Engineering Research Council of CanadaEuropean Commission
KeywordsBrownian motionOptimal stoppingDimension (graph theory)Order (exchange)Duality (order theory)Stopping timeCombinatoricsMathematicsSymmetry (geometry)PhysicsDistribution (mathematics)Mathematical analysisMathematical optimizationQuantum mechanicsGeometryStatistics

Abstract

fetched live from OpenAlex

Given two probability measures $μ, ν$ on $\mathbb{R}^d$, in subharmonic order, we describe optimal stopping times $τ$ that maximize/minimize the cost functional $\mathbb{E} |B_0 - B_τ|^α$, $α> 0$, where $(B_t)_t$ is Brownian motion with initial law $μ$ and with final distribution --once stopped at $τ$-- equal to $ν$. Under the assumption of radial symmetry on $μ$ and $ν$, we show that in dimension $d \geq 3$ and $α\neq 2$, there exists a unique optimal solution given by a non-randomized stopping time characterized as the hitting time to a suitably symmetric barrier. We also relate this problem to the optimal transportation problem for subharmonic martingales, and establish a duality result. This paper is an expanded version of a previously posted but not published work by the authors.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.003
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.596
Threshold uncertainty score0.853

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.003
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.027
GPT teacher head0.263
Teacher spread0.236 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it