過去の記録

2010年01月08日(金)

談話会・数理科学講演会

16:30-17:30   数理科学研究科棟(駒場) 123号室
お茶&Coffee&お菓子: 16:00～16:30 (コモンルーム)

[ 講演概要 ]

2010年01月07日(木)

作用素環セミナー

16:30-18:00   数理科学研究科棟(駒場) 128号室
Luc Rey-Bellet 氏 (Univ. Massachusetts)
Large deviations, Billiards, and Non-equilibrium Statistical Mechanics

GCOEセミナー

16:30-18:00   数理科学研究科棟(駒場) 128号室
LucRey-Bellet 氏 (Univ. Massachusetts)
Large deviations, Billiards, and Non-equilibrium Statistical Mechanics
[ 講演概要 ]
Large deviations have applications in many aspects of statistical mechanics. New applications for the steady states of non-equilibrium statistical mechanics have emerged during the past ten years and these applications deal with the fluctuations of the entropy production. After discussing some general aspects of entropy production we turn to concrete examples, in particular billiards with and without external forces and discuss large deviations theorems for such systems.

2010年01月05日(火)

トポロジー火曜セミナー

16:30-18:30   数理科学研究科棟(駒場) 056号室
Tea: 16:00 - 16:30 コモンルーム

The volume growth of hyperkaehler manifolds of type $A_{\\infty}$
[ 講演概要 ]

複素解析幾何セミナー

16:30-18:00   数理科学研究科棟(駒場) 126号室

Alan Huckleberry 氏 (Ruhr-Universität Bochum)
Hyperbolicity of cycle spaces and automorphism groups of flag domains

応用解析セミナー

16:00-17:30   数理科学研究科棟(駒場) 002号室
Hatem Zaag 氏 (CNRS / パリ北大学)
A Liouville theorem for a semilinear heat equation with no gradient structure
[ 講演概要 ]
We prove a Liouville Theorem for entire solutions of a vector
valued semilinear heat equation with no gradient structure. Classical tools such as the maximum principle or energy techniques break down and have to be replaced by a new approach. These tools involve a very good understanding of the dynamical system formulation of the equation in the selfsimilar setting. Using the Liouville Theorem, we derive uniform estimates for blow-up solutions of the same equation.

2009年12月16日(水)

統計数学セミナー

15:00-16:10   数理科学研究科棟(駒場) 128号室
Stefano Maria Iacus 氏 (Department of Economics, Business and Statistics, University of Milan, Italy)
ecent results on volatility change point analysis for discretely sampled stochastic differential equations
[ 講演概要 ]
In this seminar we review recent advances on change point analysis for the volatility component of stochastic differential equations under different discrete sampling schemes. We consider both ergodic and high frequency and non ergodic cases. Results have been obtained by means of least squares, CUSUM tests and quasi-maximum likelihood approach. We show an application to the recent financial crisis and finally present a Monte Carlo study to compare the three methods under different setups.

Join work with Prof. Nakahiro Yoshida.
[ 講演参考URL ]
http://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2009/12.html

2009年12月15日(火)

Lie群論・表現論セミナー

17:00-18:00   数理科学研究科棟(駒場) 056号室
トポロジー火曜セミナーと合同です。この週に砂田利一氏の集中講義が行われます

Open Problems in Discrete Geometric Analysis
[ 講演概要 ]
Discrete geometric analysis is a hybrid field of several traditional disciplines: graph theory, geometry, theory of discrete groups, and probability. This field concerns solely analysis on graphs, a synonym of "1-dimensional cell complex". In this talk, I shall discuss several open problems related to the discrete Laplacian, a "protagonist" in discrete geometric analysis. Topics dealt with are 1. Ramanujan graphs, 2. Spectra of covering graphs, 3. Zeta functions of finitely generated groups.
[ 講演参考URL ]

トポロジー火曜セミナー

17:00-18:00   数理科学研究科棟(駒場) 056号室
Tea: 16:40 - 17:00 コモンルーム

Open Problems in Discrete Geometric Analysis
[ 講演概要 ]
Discrete geometric analysis is a hybrid field of several traditional disciplines: graph theory, geometry, theory of discrete groups, and probability. This field concerns solely analysis on graphs, a synonym of "1-dimensional cell complex". In this talk, I shall discuss several open problems related to the discrete Laplacian, a "protagonist" in discrete geometric analysis. Topics dealt with are 1. Ramanujan graphs, 2. Spectra of covering graphs, 3. Zeta functions of finitely generated groups.

2009年12月14日(月)

統計数学セミナー

14:00-15:10   数理科学研究科棟(駒場) 128号室
L. VOSTRIKOVA 氏 (LAREMA, Departement de Mathematiques, Universite d’Angers, FRANCE)
On the stability of contingent claimes in incomplet models under statistical estimations.
[ 講演概要 ]
In exponential semi-martingale setting for risky asset we estimate the difference of prices of options when initial physical measure P and corresponding martingale measure Q change to tilde{P} and tilde{Q} respectively. Then, we estimate L1 distance of option’s prices for corresponding parametric models with known and estimated parameters. The results are applied to exponential Levy models with special choise of martingale measure as Esscher measure, minimal entropy measure and f^q -minimal martingale measure. We illustrate our results by considering GMY and CGMY models.
[ 講演参考URL ]
http://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2009/11.html

代数幾何学セミナー

14:40-16:10   数理科学研究科棟(駒場) 126号室
いつもと時間帯が異なります。ご注意ください。
Sergey Galkin 氏 (IPMU)
Invariants of Fano varieties via quantum D-module
[ 講演概要 ]
We will introduce and compute Apery characteristic
class and Frobenius genera - invariants of Fano variety derived from
it's Gromov-Witten invariants. Then we will show how to compute them
and relate with other invariants.

2009年12月11日(金)

GCOE社会数理講演シリーズ

16:20-17:50   数理科学研究科棟(駒場) 117号室

2009年12月10日(木)

講演会

10:40-12:10   数理科学研究科棟(駒場) 128号室

作用素環セミナー

16:30-18:00   数理科学研究科棟(駒場) 128号室

Symmetric norms and spaces of operators modelled on a semifinite von Neumann algebra