## Seminar information archive

Seminar information archive ～05/20｜Today's seminar 05/21 | Future seminars 05/22～

#### Algebraic Geometry Seminar

10:00-12:00 Room #128 (Graduate School of Math. Sci. Bldg.)

Homological methods in non-commutative geometry, part 10

[ Reference URL ]

http://imperium.lenin.ru/~kaledin/math/tokyo/

**Dmitry KALEDIN**(Steklov研究所, 東大数理)Homological methods in non-commutative geometry, part 10

[ Reference URL ]

http://imperium.lenin.ru/~kaledin/math/tokyo/

#### Lectures

16:30-18:00 Room #118 (Graduate School of Math. Sci. Bldg.)

On Gabber's refined uniformization theorem and applications

**Luc Illusie**(パリ南大学)On Gabber's refined uniformization theorem and applications

[ Abstract ]

Gabber has announced the following theorem : if X is a noetherian quasi-excellent scheme, Z a nowhere dense closed subset, and l a prime number invertible on X, then, locally for the topology on schemes of finite type over X generated, up to thickenings, by proper surjective maps which are generically finite of degree prime to l and by Nisnevich covers, the pair (X,Z) can be uniformized, i. e. replaced by a pair (Y,D), where Y is regular and D a strict normal crossings divisor. The whole proof is not yet written. I will give an overview. The plan is :

1. Statement and reduction to the complete local case (techniques of approximation)

2. Refined partial algebraization of complete local noetherian rings

3. Reduction to the equivariant log regular case (de Jong's techniques)

4. Making actions very tame, end of proof.

If time permits, I will show how the above theorem provides a short proof of Gabber's finiteness theorem for higher direct images of constructible sheaves of torsion prime to the characteristics by morphisms of finite type between quasi-excellent noetherian schemes.

Gabber has announced the following theorem : if X is a noetherian quasi-excellent scheme, Z a nowhere dense closed subset, and l a prime number invertible on X, then, locally for the topology on schemes of finite type over X generated, up to thickenings, by proper surjective maps which are generically finite of degree prime to l and by Nisnevich covers, the pair (X,Z) can be uniformized, i. e. replaced by a pair (Y,D), where Y is regular and D a strict normal crossings divisor. The whole proof is not yet written. I will give an overview. The plan is :

1. Statement and reduction to the complete local case (techniques of approximation)

2. Refined partial algebraization of complete local noetherian rings

3. Reduction to the equivariant log regular case (de Jong's techniques)

4. Making actions very tame, end of proof.

If time permits, I will show how the above theorem provides a short proof of Gabber's finiteness theorem for higher direct images of constructible sheaves of torsion prime to the characteristics by morphisms of finite type between quasi-excellent noetherian schemes.

### 2008/01/21

#### Seminar on Geometric Complex Analysis

10:30-12:00 Room #128 (Graduate School of Math. Sci. Bldg.)

周期的不定点に存在する不変曲線族の構成

**篠原知子**(都立産業技術高専)周期的不定点に存在する不変曲線族の構成

#### Lectures

16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)

Potential theory of funnels and wounds

**Torbjorn Lundh**(Chalmers & Göteborg University)Potential theory of funnels and wounds

[ Abstract ]

We will talk about a result concerning Green functions, namely the so called 3G-inequality, which I studied together with H. Aikawa. The focus of the talk will be on the description of the way to that result, where we among other tools used numerical methods to get a better intuitive understanding the situation. We will also discuss a possible potential theoretic view-point of an ancient wound healing question.

We will talk about a result concerning Green functions, namely the so called 3G-inequality, which I studied together with H. Aikawa. The focus of the talk will be on the description of the way to that result, where we among other tools used numerical methods to get a better intuitive understanding the situation. We will also discuss a possible potential theoretic view-point of an ancient wound healing question.

### 2008/01/17

#### Operator Algebra Seminars

16:30-18:00 Room #056 (Graduate School of Math. Sci. Bldg.)

Cup product on the Periodic Cyclic Cohomology

**山下真**(東大数理)Cup product on the Periodic Cyclic Cohomology

#### Lie Groups and Representation Theory

17:00-18:00 Room #123 (Graduate School of Math. Sci. Bldg.)

Proper actions of SL(2,R) on irreducible complex symmetric spaces

http://www.ms.u-tokyo.ac.jp/~toshi/seminar/ut-seminar.html

**手塚勝貴**(東大数理)Proper actions of SL(2,R) on irreducible complex symmetric spaces

[ Abstract ]

We determine the irreducible complex symmetric spaces on which SL(2,R) acts properly. We use the T. Kobayashi's criterion for the proper actions. Also we use the symmetry or unsymmetry of the weighted Dynkin diagram of the theory of nilpotent orbits.

[ Reference URL ]We determine the irreducible complex symmetric spaces on which SL(2,R) acts properly. We use the T. Kobayashi's criterion for the proper actions. Also we use the symmetry or unsymmetry of the weighted Dynkin diagram of the theory of nilpotent orbits.

http://www.ms.u-tokyo.ac.jp/~toshi/seminar/ut-seminar.html

#### Lectures

16:30-18:00 Room #118 (Graduate School of Math. Sci. Bldg.)

On Gabber's refined uniformization theorem and applications

**Luc Illusie**(パリ南大学)On Gabber's refined uniformization theorem and applications

[ Abstract ]

Gabber has announced the following theorem : if X is a noetherian quasi-excellent scheme, Z a nowhere dense closed subset, and l a prime number invertible on X, then, locally for the topology on schemes of finite type over X generated, up to thickenings, by proper surjective maps which are generically finite of degree prime to l and by Nisnevich covers, the pair (X,Z) can be uniformized, i. e. replaced by a pair (Y,D), where Y is regular and D a strict normal crossings divisor. The whole proof is not yet written. I will give an overview. The plan is :

1. Statement and reduction to the complete local case (techniques of approximation)

2. Refined partial algebraization of complete local noetherian rings

3. Reduction to the equivariant log regular case (de Jong's techniques)

4. Making actions very tame, end of proof.

If time permits, I will show how the above theorem provides a short proof of Gabber's finiteness theorem for higher direct images of constructible sheaves of torsion prime to the characteristics by morphisms of finite type between quasi-excellent noetherian schemes.

Gabber has announced the following theorem : if X is a noetherian quasi-excellent scheme, Z a nowhere dense closed subset, and l a prime number invertible on X, then, locally for the topology on schemes of finite type over X generated, up to thickenings, by proper surjective maps which are generically finite of degree prime to l and by Nisnevich covers, the pair (X,Z) can be uniformized, i. e. replaced by a pair (Y,D), where Y is regular and D a strict normal crossings divisor. The whole proof is not yet written. I will give an overview. The plan is :

1. Statement and reduction to the complete local case (techniques of approximation)

2. Refined partial algebraization of complete local noetherian rings

3. Reduction to the equivariant log regular case (de Jong's techniques)

4. Making actions very tame, end of proof.

If time permits, I will show how the above theorem provides a short proof of Gabber's finiteness theorem for higher direct images of constructible sheaves of torsion prime to the characteristics by morphisms of finite type between quasi-excellent noetherian schemes.

### 2008/01/16

#### Seminar on Probability and Statistics

16:20-17:30 Room #122 (Graduate School of Math. Sci. Bldg.)

Implementation of a jump-detection method and applications to real markets

http://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2007/15.html

**清水 泰隆**(大阪大学大学院 基礎工学研究科)Implementation of a jump-detection method and applications to real markets

[ Abstract ]

株価の確率モデルとして,ジャンプ型拡散過程は収益率分布の裾の厚さを表現しうる モデルとして有用な候補の一つである.その際,離散データによる統計推測は,Mancini('03), Shimizu and Yoshida('06)らによるジャンプ検出フィルターを用いることで可能になる. Shimizu('07)は有限個の離散データからのフィルターの決定法を提案し,実データへの応用を 可能にした.本報告では,これらの手法を計算機に実装する際の問題点とその解決法について 議論した後,日経平均や為替の日次データにMerton('76), Kou('02)など,いくつかのジャンプ型 モデルを仮定して,ジャンプの検出とモデルフィッティングを試みる.

[ Reference URL ]株価の確率モデルとして,ジャンプ型拡散過程は収益率分布の裾の厚さを表現しうる モデルとして有用な候補の一つである.その際,離散データによる統計推測は,Mancini('03), Shimizu and Yoshida('06)らによるジャンプ検出フィルターを用いることで可能になる. Shimizu('07)は有限個の離散データからのフィルターの決定法を提案し,実データへの応用を 可能にした.本報告では,これらの手法を計算機に実装する際の問題点とその解決法について 議論した後,日経平均や為替の日次データにMerton('76), Kou('02)など,いくつかのジャンプ型 モデルを仮定して,ジャンプの検出とモデルフィッティングを試みる.

http://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2007/15.html

#### Number Theory Seminar

16:30-17:30 Room #117 (Graduate School of Math. Sci. Bldg.)

Equidistribution theorems in Arakelov geometry

**Antoine Chambert-Loir**(Universite de Rennes 1)Equidistribution theorems in Arakelov geometry

[ Abstract ]

The proof of Bogomolov's conjecture by Zhang made a crucial use

of an equidistribution property for the Galois orbits of points of small

heights in Abelian varieties defined over number fields.

Such an equidistribution property is proved using a method invented

by Szpiro, Ullmo and Zhang, and makes use of Arakelov theory.

This equidistribution theorem takes place in the complex torus

associated to the Abelian variety. I will show how a similar

equidistribution theorem can be proven for the p-adic topology ;

we have to use Berkovich space. Thanks to recent results of Yuan

about `big line bundles' in Arakelov geometry, the situation

is now very well understood.

The proof of Bogomolov's conjecture by Zhang made a crucial use

of an equidistribution property for the Galois orbits of points of small

heights in Abelian varieties defined over number fields.

Such an equidistribution property is proved using a method invented

by Szpiro, Ullmo and Zhang, and makes use of Arakelov theory.

This equidistribution theorem takes place in the complex torus

associated to the Abelian variety. I will show how a similar

equidistribution theorem can be proven for the p-adic topology ;

we have to use Berkovich space. Thanks to recent results of Yuan

about `big line bundles' in Arakelov geometry, the situation

is now very well understood.

#### Seminar on Probability and Statistics

14:50-16:00 Room #122 (Graduate School of Math. Sci. Bldg.)

Statistical analysis of fragmentation chains

http://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2007/15.html

**Marc HOFFMANN**(Universite Paris-est Marne la vallee)Statistical analysis of fragmentation chains

[ Abstract ]

We address statistical inference in self-similar conservative fragmentation chains, when only observations on the size of the fragments below a given threshold are available. (Possibly, the measurement of the fragments themselves are subject to further systematic experimental noise.) This framework, introduced by Bertoin and Martinez is motivated by mineral crushing in mining industry. We compute upper and lower rates of estimation for several functionals of the dislocation measure, both in a semi-parametric and a non-parametric framework. The underlying estimated object is the step distribution of the random walk associated to a randomly tagged fragment that evolves along the genealogical tree representation of the fragmentation process. We establish a formal link with the statistical problem of estimating the overshoot of the distribution as the crossing level goes to infinity with the size of the dataset; in particular the difficulty of the estimation problem in the non-parametric case is comparable to ill-posed linear inverse problems of order 1 in signal denoising.

[ Reference URL ]We address statistical inference in self-similar conservative fragmentation chains, when only observations on the size of the fragments below a given threshold are available. (Possibly, the measurement of the fragments themselves are subject to further systematic experimental noise.) This framework, introduced by Bertoin and Martinez is motivated by mineral crushing in mining industry. We compute upper and lower rates of estimation for several functionals of the dislocation measure, both in a semi-parametric and a non-parametric framework. The underlying estimated object is the step distribution of the random walk associated to a randomly tagged fragment that evolves along the genealogical tree representation of the fragmentation process. We establish a formal link with the statistical problem of estimating the overshoot of the distribution as the crossing level goes to infinity with the size of the dataset; in particular the difficulty of the estimation problem in the non-parametric case is comparable to ill-posed linear inverse problems of order 1 in signal denoising.

http://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2007/15.html

### 2008/01/15

#### Tuesday Seminar on Topology

16:30-17:30 Room #056 (Graduate School of Math. Sci. Bldg.)

Adiabatic limits of eta-invariants and the Meyer functions

**飯田 修一**(東京大学大学院数理科学研究科)Adiabatic limits of eta-invariants and the Meyer functions

[ Abstract ]

The Meyer function is the function defined on the hyperelliptic

mapping class group, which gives a signature formula for surface

bundles over surfaces.

In this talk, we introduce certain generalizations of the Meyer

function by using eta-invariants and we discuss the uniqueness of this

function and compute the values for Dehn twists.

The Meyer function is the function defined on the hyperelliptic

mapping class group, which gives a signature formula for surface

bundles over surfaces.

In this talk, we introduce certain generalizations of the Meyer

function by using eta-invariants and we discuss the uniqueness of this

function and compute the values for Dehn twists.

#### Lie Groups and Representation Theory

16:30-18:00 Room #126 (Graduate School of Math. Sci. Bldg.)

Group contractions, invariant differential operators and the matrix Radon transform

http://www.ms.u-tokyo.ac.jp/~toshi/seminar/ut-seminar.html

**Fulton Gonzalez**(Tufts University)Group contractions, invariant differential operators and the matrix Radon transform

[ Abstract ]

Let $M_{n,k}$ denote the vector space of real $n\\times k$ matrices.

The matrix motion group is the semidirect product $(\\text O(n)\\times \\text O(k))\\ltimes M_{n,k}$, and is the Cartan motion group

associated with the real Grassmannian $G_{n,n+k}$.

The matrix Radon transform is an

integral transform associated with a double fibration involving

homogeneous spaces of this group. We provide a set of

algebraically independent generators of the subalgebra of its

universal enveloping algebra invariant under the Adjoint

representation. One of the elements of this set characterizes the range of the matrix Radon transform.

[ Reference URL ]Let $M_{n,k}$ denote the vector space of real $n\\times k$ matrices.

The matrix motion group is the semidirect product $(\\text O(n)\\times \\text O(k))\\ltimes M_{n,k}$, and is the Cartan motion group

associated with the real Grassmannian $G_{n,n+k}$.

The matrix Radon transform is an

integral transform associated with a double fibration involving

homogeneous spaces of this group. We provide a set of

algebraically independent generators of the subalgebra of its

universal enveloping algebra invariant under the Adjoint

representation. One of the elements of this set characterizes the range of the matrix Radon transform.

http://www.ms.u-tokyo.ac.jp/~toshi/seminar/ut-seminar.html

#### Algebraic Geometry Seminar

10:00-12:00 Room #128 (Graduate School of Math. Sci. Bldg.)

Homological methods in non-commutative geometry, part 9

[ Reference URL ]

http://imperium.lenin.ru/~kaledin/math/tokyo/

**Dmitry KALEDIN**(Steklov研究所, 東大数理)Homological methods in non-commutative geometry, part 9

[ Reference URL ]

http://imperium.lenin.ru/~kaledin/math/tokyo/

### 2008/01/09

#### Seminar on Probability and Statistics

16:20-17:30 Room #122 (Graduate School of Math. Sci. Bldg.)

Parameter estimated standardized U-statistics with degenerate kernel for weakly dependent random variables

http://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2007/14.html

**金川 秀也**(武蔵工業大学)Parameter estimated standardized U-statistics with degenerate kernel for weakly dependent random variables

[ Abstract ]

In this paper, extending the results of Gombay and Horv'{a}th (1998), we prove limit theorems for the maximum of standardized degenerate U-statistics defined by some absolutely regular sequences or functionals of them.

[ Reference URL ]In this paper, extending the results of Gombay and Horv'{a}th (1998), we prove limit theorems for the maximum of standardized degenerate U-statistics defined by some absolutely regular sequences or functionals of them.

http://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2007/14.html

### 2008/01/08

#### Tuesday Seminar of Analysis

16:30-18:00 Room #128 (Graduate School of Math. Sci. Bldg.)

On the restrictions of Laplace-Beltrami eigenfunctions to curves

**Nikolay Tzvetkov**(Lille大学)On the restrictions of Laplace-Beltrami eigenfunctions to curves

#### Algebraic Geometry Seminar

10:00-12:00 Room #128 (Graduate School of Math. Sci. Bldg.)

Homological methods in non-commutative geometry, part 8

**Dmitry KALEDIN**(Steklov研究所, 東大数理)Homological methods in non-commutative geometry, part 8

### 2008/01/07

#### Seminar on Mathematics for various disciplines

13:30-14:30 Room #056 (Graduate School of Math. Sci. Bldg.)

An Optimal Feedback Solution to Quantum Control Problems.

http://coe.math.sci.hokudai.ac.jp/sympo/various/index.html

**伊藤一文**(North Carolina State University)An Optimal Feedback Solution to Quantum Control Problems.

[ Abstract ]

Control of quantum systems described by Schrodinger equation is considered. Feedback control laws are developed for the orbit tracking via a controled Hamiltonian. Asymptotic tracking properties of the feedback laws are analyzed. Numerical integrations via time-splitting are also analyzed and used to demonstrate the feasibility of the proposed feedback laws.

[ Reference URL ]Control of quantum systems described by Schrodinger equation is considered. Feedback control laws are developed for the orbit tracking via a controled Hamiltonian. Asymptotic tracking properties of the feedback laws are analyzed. Numerical integrations via time-splitting are also analyzed and used to demonstrate the feasibility of the proposed feedback laws.

http://coe.math.sci.hokudai.ac.jp/sympo/various/index.html

### 2008/01/06

#### Tuesday Seminar of Analysis

16:30-18:00 Room #128 (Graduate School of Math. Sci. Bldg.)

野海・山田方程式系のWKB解に付随する幾何的構造

**青木 貴史**(近畿大理工)野海・山田方程式系のWKB解に付随する幾何的構造

[ Abstract ]

本多尚文氏、梅田陽子氏との共同研究

本多尚文氏、梅田陽子氏との共同研究

### 2007/12/26

#### Operator Algebra Seminars

16:30-18:00 Room #056 (Graduate School of Math. Sci. Bldg.)

Pairs of intermediate subfactors

**Pinhas Grossman**(Vanderbilt University)Pairs of intermediate subfactors

### 2007/12/25

#### Tuesday Seminar of Analysis

16:30-18:00 Room #128 (Graduate School of Math. Sci. Bldg.)

Inverse boundary value problems for the Schrodinger equation with time-dependent electromagnetic potentials and the Aharonov-Bohm effect

**Gregory Eskin**(UCLA)Inverse boundary value problems for the Schrodinger equation with time-dependent electromagnetic potentials and the Aharonov-Bohm effect

[ Abstract ]

We consider the determination of the time-dependent magnetic and electric potentials (modulo gauge transforamtions) by the boundary measurements in domains with obstacles. We use the geometric optics and the tomography of broken rays. The presence of the obstacles leads to the Aharonov-Bohm effect caused by the magnetic and electric fluxes.

We consider the determination of the time-dependent magnetic and electric potentials (modulo gauge transforamtions) by the boundary measurements in domains with obstacles. We use the geometric optics and the tomography of broken rays. The presence of the obstacles leads to the Aharonov-Bohm effect caused by the magnetic and electric fluxes.

### 2007/12/22

#### Infinite Analysis Seminar Tokyo

13:00-16:30 Room #117 (Graduate School of Math. Sci. Bldg.)

Double Schubert polynomials for the classical Lie groups

Nichols-Woronowicz model of the K-ring of flag vaieties G/B

**池田岳**(岡山理大理) 13:00-14:30Double Schubert polynomials for the classical Lie groups

[ Abstract ]

For each infinite series of the classical Lie groups of type $B$,

$C$ or $D$, we introduce a family of polynomials parametrized by the

elements of the corresponding Weyl group of infinite rank. These

polynomials

represent the Schubert classes in the equivariant cohomology of the

corresponding

flag variety. When indexed by maximal Grassmannian elements of the Weyl

group,

these polynomials are equal to the factorial analogues of Schur $Q$- or

$P$-functions defined earlier by Ivanov. This talk is based on joint work

with L. Mihalcea and H. Naruse.

For each infinite series of the classical Lie groups of type $B$,

$C$ or $D$, we introduce a family of polynomials parametrized by the

elements of the corresponding Weyl group of infinite rank. These

polynomials

represent the Schubert classes in the equivariant cohomology of the

corresponding

flag variety. When indexed by maximal Grassmannian elements of the Weyl

group,

these polynomials are equal to the factorial analogues of Schur $Q$- or

$P$-functions defined earlier by Ivanov. This talk is based on joint work

with L. Mihalcea and H. Naruse.

**前野 俊昭**(京大工) 15:00-16:30Nichols-Woronowicz model of the K-ring of flag vaieties G/B

[ Abstract ]

We give a model of the equivariant $K$-ring $K_T(G/B)$ for

generalized flag varieties $G/B$ in the braided Hopf algebra

called Nichols-Woronowicz algebra. Our model is based on

the Chevalley-type formula for $K_T(G/B)$ due to Lenart

and Postnikov, which is described in terms of alcove paths.

We also discuss a conjecture on the model of the quantum

$K$-ring $QK(G/B)$.

We give a model of the equivariant $K$-ring $K_T(G/B)$ for

generalized flag varieties $G/B$ in the braided Hopf algebra

called Nichols-Woronowicz algebra. Our model is based on

the Chevalley-type formula for $K_T(G/B)$ due to Lenart

and Postnikov, which is described in terms of alcove paths.

We also discuss a conjecture on the model of the quantum

$K$-ring $QK(G/B)$.

### 2007/12/21

#### Colloquium

17:00-18:00 Room #123 (Graduate School of Math. Sci. Bldg.)

Plato's Cave: what we still don't know about generic projections

**D. Eisenbud**(Univ. of California, Berkeley)Plato's Cave: what we still don't know about generic projections

[ Abstract ]

Riemann Surfaces were first studied algebraically by first projecting them into the complex projective plan; later the same idea was applied to surfaces and higher dimensional varieties, projecting them to hypersurfaces. How much damage is done in this process? For example, what can the fibers of a generic linear projection look like? This is pretty easy for smooth curves and surfaces (though there are still open questions), not so easy in the higher-dimensional case. I'll explain some of what's known, including recent work of mine with Roya Beheshti, Joe Harris, and Craig Huneke.

Riemann Surfaces were first studied algebraically by first projecting them into the complex projective plan; later the same idea was applied to surfaces and higher dimensional varieties, projecting them to hypersurfaces. How much damage is done in this process? For example, what can the fibers of a generic linear projection look like? This is pretty easy for smooth curves and surfaces (though there are still open questions), not so easy in the higher-dimensional case. I'll explain some of what's known, including recent work of mine with Roya Beheshti, Joe Harris, and Craig Huneke.

### 2007/12/20

#### Operator Algebra Seminars

16:30-18:00 Room #056 (Graduate School of Math. Sci. Bldg.)

Gauge-invariant ideal structure of ultragraph $C^*$-algebras

**崎山理史**(東大数理)Gauge-invariant ideal structure of ultragraph $C^*$-algebras

#### Lectures

10:40-12:10 Room #128 (Graduate School of Math. Sci. Bldg.)

Topics in ergodic theory, von Neumann algebras, and rigidity

[ Reference URL ]

http://www.ms.u-tokyo.ac.jp/~yasuyuki/pichot.htm

**Mikael Pichot**(東大数理)Topics in ergodic theory, von Neumann algebras, and rigidity

[ Reference URL ]

http://www.ms.u-tokyo.ac.jp/~yasuyuki/pichot.htm

### 2007/12/19

#### Seminar on Probability and Statistics

16:20-17:30 Room #122 (Graduate School of Math. Sci. Bldg.)

Sequential Tests for Criticality of Branching Processes.

http://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2007/13.html

**永井 圭二**(横浜国立大学)Sequential Tests for Criticality of Branching Processes.

[ Abstract ]

We consider sequential testing procedures for detection of

criticality of Galton-Watson branching process with or without

immigration. We develop a t-test from fixed accuracy estimation

theory and a sequential probability ratio test (SPRT). We provide

local asymptotic normality (LAN) of the t-test and some asymptotic

optimality of the SPRT. We consider a general framework of

diffusion approximations from discrete-time processes and develop

sequential tests for one-dimensional diffusion processes to

investigate the operating characteristics of sequential tests

of the discrete-time processes. Especially the Bessel process with

constant drift plays a important role for the sequential test

of criticality of branching process with immigration.

(Joint work with K. Hitomi (Kyoto Institute of Technology)

and Y. Nishiyama (Kyoto Univ.))

[ Reference URL ]We consider sequential testing procedures for detection of

criticality of Galton-Watson branching process with or without

immigration. We develop a t-test from fixed accuracy estimation

theory and a sequential probability ratio test (SPRT). We provide

local asymptotic normality (LAN) of the t-test and some asymptotic

optimality of the SPRT. We consider a general framework of

diffusion approximations from discrete-time processes and develop

sequential tests for one-dimensional diffusion processes to

investigate the operating characteristics of sequential tests

of the discrete-time processes. Especially the Bessel process with

constant drift plays a important role for the sequential test

of criticality of branching process with immigration.

(Joint work with K. Hitomi (Kyoto Institute of Technology)

and Y. Nishiyama (Kyoto Univ.))

http://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2007/13.html

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