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Seminar information archive
Seminar information archive ～04/19｜Today's seminar 04/20 | Future seminars 04/21～
Lie Groups and Representation Theory
17:00-18:30 Room #122 (Graduate School of Math. Sci. Bldg.)
Bent Orsted (Aarhus University and the University of Tokyo)
Restricting automorphic forms to geodesic cycles (English)
Bent Orsted (Aarhus University and the University of Tokyo)
Restricting automorphic forms to geodesic cycles (English)
[ Abstract ]
We find estimates for the restriction of automorphic forms on hyperbolic manifolds to compact geodesic cycles in terms of their expansion into eigenfunctions of the Laplacian. Our method resembles earlier work on products of automorphic forms by Bernstein and Reznikov, and it uses Kobayashi's new symmetry-breaking kernels. This is joint work with Jan M\"o{}llers.
We find estimates for the restriction of automorphic forms on hyperbolic manifolds to compact geodesic cycles in terms of their expansion into eigenfunctions of the Laplacian. Our method resembles earlier work on products of automorphic forms by Bernstein and Reznikov, and it uses Kobayashi's new symmetry-breaking kernels. This is joint work with Jan M\"o{}llers.
2015/04/27
Seminar on Geometric Complex Analysis
10:30-12:00 Room #126 (Graduate School of Math. Sci. Bldg.)
Sachiko Hamano (Fukushima Univ.)
Variational formulas for canonical differentials and application (Japanese)
Sachiko Hamano (Fukushima Univ.)
Variational formulas for canonical differentials and application (Japanese)
[ Abstract ]
We prove the variational formulas of the second order for $L_1$- and $L_0$-canonical differentials, which with the remarkable contrast are our first example in the case of the deforming non-planar open Riemann surface. As a direct application, we show the rigidity of the Euclidean radius of the moduli disk on open torus under pseudoconvexity. The main part of this talk is a joint work with Masakazu Shiba and Hiroshi Yamaguchi.
We prove the variational formulas of the second order for $L_1$- and $L_0$-canonical differentials, which with the remarkable contrast are our first example in the case of the deforming non-planar open Riemann surface. As a direct application, we show the rigidity of the Euclidean radius of the moduli disk on open torus under pseudoconvexity. The main part of this talk is a joint work with Masakazu Shiba and Hiroshi Yamaguchi.
Algebraic Geometry Seminar
15:30-17:00 Room #122 (Graduate School of Math. Sci. Bldg.)
Genki Ouchi (University of Tokyo/IPMU)
Lagrangian embeddings of cubic fourfolds containing a plane (日本語)
Genki Ouchi (University of Tokyo/IPMU)
Lagrangian embeddings of cubic fourfolds containing a plane (日本語)
Numerical Analysis Seminar
16:30-18:00 Room #056 (Graduate School of Math. Sci. Bldg.)
Akitoshi Takayasu (Waseda University)
A method of verified computations for solutions to semilinear parabolic equations using an analytic semigroup (日本語)
Akitoshi Takayasu (Waseda University)
A method of verified computations for solutions to semilinear parabolic equations using an analytic semigroup (日本語)
2015/04/24
Geometry Colloquium
10:00-11:30 Room #126 (Graduate School of Math. Sci. Bldg.)
Kento Fujita (Kyoto University)
On K-stability and the volume functions of Q-Fano varieties (JAPANESE)
Kento Fujita (Kyoto University)
On K-stability and the volume functions of Q-Fano varieties (JAPANESE)
[ Abstract ]
For Fano manifolds X, it is known that X admits K\"ahler-Einstein metrics if and only if the polarized pair
(X, -K_X) is K-polystable. In this talk, I will introduce a new effective stability named "divisorial stability" for Fano manifolds, which is weaker than K-stability and stronger than slope stability along divisors. I will show that:
1. We can easily test divisorial stability via the volume functions.
2. There is a relationship between divisorial stability and the structure property of Okounkov bodies of anti-canonical divisors.
3. For toric Fano manifolds, the existence of K\"ahler-Einstein metrics is equivalent to divisorial semistability.
For Fano manifolds X, it is known that X admits K\"ahler-Einstein metrics if and only if the polarized pair
(X, -K_X) is K-polystable. In this talk, I will introduce a new effective stability named "divisorial stability" for Fano manifolds, which is weaker than K-stability and stronger than slope stability along divisors. I will show that:
1. We can easily test divisorial stability via the volume functions.
2. There is a relationship between divisorial stability and the structure property of Okounkov bodies of anti-canonical divisors.
3. For toric Fano manifolds, the existence of K\"ahler-Einstein metrics is equivalent to divisorial semistability.
Colloquium
16:50-17:50 Room #123 (Graduate School of Math. Sci. Bldg.)
Bent Oersted (Aarhus University and University of Tokyo)
Rigidity of conformal functionals on spheres (ENGLISH)
Bent Oersted (Aarhus University and University of Tokyo)
Rigidity of conformal functionals on spheres (ENGLISH)
[ Abstract ]
On a compact smooth manifold one may construct a Riemannian metric in many different ways. Each metric gives rise to natural elliptic operators such as the Laplace-Beltrami operator and corresponding spectral invariants, e.g. the eigenvalues, the trace of the heat semigroup, and the zeta function. In
this lecture we shall consider such functionals on the space of metrics on the sphere, combining conformal differential geometry and representation theory of semisimple Lie groups to obtain results about local extremal properties of special functionals. This is based on joint work with Niels Martin Moeller.
On a compact smooth manifold one may construct a Riemannian metric in many different ways. Each metric gives rise to natural elliptic operators such as the Laplace-Beltrami operator and corresponding spectral invariants, e.g. the eigenvalues, the trace of the heat semigroup, and the zeta function. In
this lecture we shall consider such functionals on the space of metrics on the sphere, combining conformal differential geometry and representation theory of semisimple Lie groups to obtain results about local extremal properties of special functionals. This is based on joint work with Niels Martin Moeller.
2015/04/23
Applied Analysis
16:00-17:30 Room #128 (Graduate School of Math. Sci. Bldg.)
Bernold Fiedler (Free University of Berlin)
The importance of being just late (ENGLISH)
Bernold Fiedler (Free University of Berlin)
The importance of being just late (ENGLISH)
[ Abstract ]
Delays are a ubiquitous nuisance in control. Delays increase finite-dimensional phase spaces to become infinite-dimensional. But, are delays all that bad?
Following an idea of Pyragas, we attempt noninvasive and model-independent stabilization of unstable p-periodic phenomena $u(t)$ by a friendly delay $r$ . Our feedback only evaluates differences $u(t-r)-u(t)$. When the time delay $r$ is chosen to be an integer multiple $np$ of the minimal period $p$, the difference and the feedback vanish alike: the control strategy becomes noninvasive on the target periodic orbit.
We survey promise and limitations of this idea, including applications and an example of delay control of delay equations.
The results are joint work with P. Hoevel, W. Just, I. Schneider, E. Schoell, H.-J. Wuensche, S. Yanchuk, and others. See also
http://dynamics.mi.fu-berlin.de/
Delays are a ubiquitous nuisance in control. Delays increase finite-dimensional phase spaces to become infinite-dimensional. But, are delays all that bad?
Following an idea of Pyragas, we attempt noninvasive and model-independent stabilization of unstable p-periodic phenomena $u(t)$ by a friendly delay $r$ . Our feedback only evaluates differences $u(t-r)-u(t)$. When the time delay $r$ is chosen to be an integer multiple $np$ of the minimal period $p$, the difference and the feedback vanish alike: the control strategy becomes noninvasive on the target periodic orbit.
We survey promise and limitations of this idea, including applications and an example of delay control of delay equations.
The results are joint work with P. Hoevel, W. Just, I. Schneider, E. Schoell, H.-J. Wuensche, S. Yanchuk, and others. See also
http://dynamics.mi.fu-berlin.de/
Infinite Analysis Seminar Tokyo
17:00-18:30 Room #002 (Graduate School of Math. Sci. Bldg.)
Hideya Watanabe (Department of Mathematics, Tokyo Institute of Technology, Graduate school of science and Engineering)
Parabolic analogue of periodic Kazhdan-Lusztig polynomials (JAPANESE)
Hideya Watanabe (Department of Mathematics, Tokyo Institute of Technology, Graduate school of science and Engineering)
Parabolic analogue of periodic Kazhdan-Lusztig polynomials (JAPANESE)
[ Abstract ]
We construct a parabolic analogue of so-called periodic modules, which are modules over the Hecke algebra
associated with an affine Weyl group.
These modules have a basis similar to Kazhdan-Lusztig basis.
Our construction enables us to see the relation between (ordinary)periodic KL-polynomials and parabolic ones.
We construct a parabolic analogue of so-called periodic modules, which are modules over the Hecke algebra
associated with an affine Weyl group.
These modules have a basis similar to Kazhdan-Lusztig basis.
Our construction enables us to see the relation between (ordinary)periodic KL-polynomials and parabolic ones.
2015/04/22
Operator Algebra Seminars
16:45-18:15 Room #122 (Graduate School of Math. Sci. Bldg.)
Yuhei Suzuki (Unvi. Tokyo)
Construction of minimal skew products of amenable minimal dynamical systems
Yuhei Suzuki (Unvi. Tokyo)
Construction of minimal skew products of amenable minimal dynamical systems
2015/04/21
Tuesday Seminar of Analysis
16:30-18:00 Room #126 (Graduate School of Math. Sci. Bldg.)
Saiei Matsubara (Graduate School of Mathematical Sciences, the University of Tokyo)
Residue current techniques with application to a general theory of
linear delay-differential equations with constant coefficients (Japanese)
Saiei Matsubara (Graduate School of Mathematical Sciences, the University of Tokyo)
Residue current techniques with application to a general theory of
linear delay-differential equations with constant coefficients (Japanese)
[ Abstract ]
We introduce the ring of differential operators with constant coefficients and commensurate time lags (we use the terminology D$\Delta$ operators from now) initially defined by H. Gl\"using-L\"ur\ss en for ordinary $D\Delta$ operators and observe that various function modules enjoy good cohomological properties over this ring. %After revising the notion of the residue current in the spirit of M. Andersson and E. Wulcan, we introduce the multidimensional version of the ring D$\Delta$ operators.
Combining this ring theoretic observation with the integral representation technique developed by M. Andersson, we solve a certain type of division with bounds. In the last chapter, we prove the injectivity property of various function modules over this ring as well as spectral synthesis type theorems for $D\Delta$ equations.
We introduce the ring of differential operators with constant coefficients and commensurate time lags (we use the terminology D$\Delta$ operators from now) initially defined by H. Gl\"using-L\"ur\ss en for ordinary $D\Delta$ operators and observe that various function modules enjoy good cohomological properties over this ring. %After revising the notion of the residue current in the spirit of M. Andersson and E. Wulcan, we introduce the multidimensional version of the ring D$\Delta$ operators.
Combining this ring theoretic observation with the integral representation technique developed by M. Andersson, we solve a certain type of division with bounds. In the last chapter, we prove the injectivity property of various function modules over this ring as well as spectral synthesis type theorems for $D\Delta$ equations.
Tuesday Seminar on Topology
17:00-18:30 Room #056 (Graduate School of Math. Sci. Bldg.)
Yoshikata Kida (The University of Tokyo)
Orbit equivalence relations arising from Baumslag-Solitar groups (JAPANESE)
Yoshikata Kida (The University of Tokyo)
Orbit equivalence relations arising from Baumslag-Solitar groups (JAPANESE)
[ Abstract ]
This talk is about measure-preserving actions of countable groups on probability
measure spaces and their orbit structure. Two such actions are called orbit equivalent
if there exists an isomorphism between the spaces preserving orbits. In this talk, I focus
on actions of Baumslag-Solitar groups that have two generators, a and t, with the relation
ta^p=a^qt, where p and q are given integers. This group is well studied in combinatorial
and geometric group theory. Whether Baumslag-Solitar groups with different p and q can
have orbit-equivalent actions is still a big open problem. I will discuss invariants under
orbit equivalence, motivating background and some results toward this problem.
This talk is about measure-preserving actions of countable groups on probability
measure spaces and their orbit structure. Two such actions are called orbit equivalent
if there exists an isomorphism between the spaces preserving orbits. In this talk, I focus
on actions of Baumslag-Solitar groups that have two generators, a and t, with the relation
ta^p=a^qt, where p and q are given integers. This group is well studied in combinatorial
and geometric group theory. Whether Baumslag-Solitar groups with different p and q can
have orbit-equivalent actions is still a big open problem. I will discuss invariants under
orbit equivalence, motivating background and some results toward this problem.
Lie Groups and Representation Theory
17:00-18:30 Room #122 (Graduate School of Math. Sci. Bldg.)
Ryosuke Nakahama (the University of Tokyo, Department of Mathematical Sciences)
Norm computation and analytic continuation of vector valued holomorphic discrete series representations
(English)
Ryosuke Nakahama (the University of Tokyo, Department of Mathematical Sciences)
Norm computation and analytic continuation of vector valued holomorphic discrete series representations
(English)
[ Abstract ]
The holomorphic discrete series representations is realized on the space of vector-valued holomorphic functions on the complex bounded symmetric domains. When the parameter is sufficiently large, then its norm is given by the converging integral, but when the parameter becomes small, then the integral does not converge. However, if once we compute the norm explicitly, then we can consider its analytic continuation, and can discuss its properties, such as unitarizability. In this talk we treat the results on explicit norm computation.
The holomorphic discrete series representations is realized on the space of vector-valued holomorphic functions on the complex bounded symmetric domains. When the parameter is sufficiently large, then its norm is given by the converging integral, but when the parameter becomes small, then the integral does not converge. However, if once we compute the norm explicitly, then we can consider its analytic continuation, and can discuss its properties, such as unitarizability. In this talk we treat the results on explicit norm computation.
2015/04/20
Seminar on Geometric Complex Analysis
10:30-12:00 Room #126 (Graduate School of Math. Sci. Bldg.)
Akito Futaki (The Univ. of Tokyo)
Weighted Laplacians on real and complex complete metric measure spaces (Japanese)
Akito Futaki (The Univ. of Tokyo)
Weighted Laplacians on real and complex complete metric measure spaces (Japanese)
[ Abstract ]
We compare the weighted Laplacians on real and complex (K¥"ahler) metric measure spaces. In the compact case K¥"ahler metric measure spaces are considered on Fano manifolds for the study of K¥"ahler Ricci solitons while real metric measure spaces are considered with Bakry-¥'Emery Ricci tensor. There are twisted Laplacians which are useful in both cases but look alike each other. We see that if we consider noncompact complete manifolds significant differences appear.
We compare the weighted Laplacians on real and complex (K¥"ahler) metric measure spaces. In the compact case K¥"ahler metric measure spaces are considered on Fano manifolds for the study of K¥"ahler Ricci solitons while real metric measure spaces are considered with Bakry-¥'Emery Ricci tensor. There are twisted Laplacians which are useful in both cases but look alike each other. We see that if we consider noncompact complete manifolds significant differences appear.
Tokyo Probability Seminar
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Tetsuya Hattori (Faculty of Economics, Keio University)
TBA (JAPANESE)
Tetsuya Hattori (Faculty of Economics, Keio University)
TBA (JAPANESE)
Algebraic Geometry Seminar
15:30-17:00 Room #122 (Graduate School of Math. Sci. Bldg.)
Akihiro Kanemitsu (University of Tokyo)
Fano 5-folds with nef tangent bundles (日本語)
Akihiro Kanemitsu (University of Tokyo)
Fano 5-folds with nef tangent bundles (日本語)
2015/04/17
Geometry Colloquium
10:00-11:30 Room #126 (Graduate School of Math. Sci. Bldg.)
Masaki TSUKAMOTO (Kyoto University)
Mean dimension of the dynamical system of Brody curves (日本語)
Masaki TSUKAMOTO (Kyoto University)
Mean dimension of the dynamical system of Brody curves (日本語)
[ Abstract ]
Mean dimension is a topological invariant of dynamical systems with infinite dimension and infinite entropy. Brody curves are Lipschitz entire holomorphic curves, and they form an infinite dimensional dynamical system. Gromov started the problem of estimating its mean dimension in 1999. We solve this problem by proving the exact mean dimension formula. Our formula expresses the mean dimension by the energy density of Brody curves. A key novel ingredient is an information theoretic approach to mean dimension introduced by Lindenstrauss and Weiss.
Mean dimension is a topological invariant of dynamical systems with infinite dimension and infinite entropy. Brody curves are Lipschitz entire holomorphic curves, and they form an infinite dimensional dynamical system. Gromov started the problem of estimating its mean dimension in 1999. We solve this problem by proving the exact mean dimension formula. Our formula expresses the mean dimension by the energy density of Brody curves. A key novel ingredient is an information theoretic approach to mean dimension introduced by Lindenstrauss and Weiss.
2015/04/15
Operator Algebra Seminars
16:45-18:15 Room #122 (Graduate School of Math. Sci. Bldg.)
Juan Orendain (UNAM/Univ. Tokyo)
On the tricategory of coordinate free conformal nets
(English)
Juan Orendain (UNAM/Univ. Tokyo)
On the tricategory of coordinate free conformal nets
(English)
Mathematical Biology Seminar
14:55-16:40 Room #128演習室 (Graduate School of Math. Sci. Bldg.)
Ryo Oizumi (Graduate School of Mathematical Sciences, University of Tokyo)
Mathematical modeling of life history and population dynamics: Effects of individual difference on carrying capacity in semelparous species (JAPANESE)
Ryo Oizumi (Graduate School of Mathematical Sciences, University of Tokyo)
Mathematical modeling of life history and population dynamics: Effects of individual difference on carrying capacity in semelparous species (JAPANESE)
2015/04/14
Seminar on Mathematics for various disciplines
13:30-14:30 Room #056 (Graduate School of Math. Sci. Bldg.)
Yosuke Hasegawa
Yosuke Hasegawa
Tuesday Seminar on Topology
17:00-18:30 Room #056 (Graduate School of Math. Sci. Bldg.)
Nobuhiro Nakamura (Gakushuin University)
Pin(2)-monopole invariants for 4-manifolds (JAPANESE)
Nobuhiro Nakamura (Gakushuin University)
Pin(2)-monopole invariants for 4-manifolds (JAPANESE)
[ Abstract ]
The Pin(2)-monopole equations are a variant of the Seiberg-Witten equations
which can be considered as a real version of the SW equations. A Pin(2)-mono
pole version of the Seiberg-Witten invariants is defined, and a special feature of
this is that the Pin(2)-monopole invariant can be nontrivial even when all of
the Donaldson and Seiberg-Witten invariants vanish. As an application, we
construct a new series of exotic 4-manifolds.
The Pin(2)-monopole equations are a variant of the Seiberg-Witten equations
which can be considered as a real version of the SW equations. A Pin(2)-mono
pole version of the Seiberg-Witten invariants is defined, and a special feature of
this is that the Pin(2)-monopole invariant can be nontrivial even when all of
the Donaldson and Seiberg-Witten invariants vanish. As an application, we
construct a new series of exotic 4-manifolds.
Lie Groups and Representation Theory
16:30-18:00 Room #122 (Graduate School of Math. Sci. Bldg.)
Yuichiro Tanaka (Institute of Mathematics for Industry, Kyushu University)
Visible actions of compact Lie groups on complex spherical varieties (English)
Yuichiro Tanaka (Institute of Mathematics for Industry, Kyushu University)
Visible actions of compact Lie groups on complex spherical varieties (English)
[ Abstract ]
With the aim of uniform treatment of multiplicity-free representations of Lie groups, T. Kobayashi introduced the theory of visible actions on complex manifolds.
In this talk we consider visible actions of a compact real form U of a connected complex reductive algebraic group G on G-spherical varieties. Here a complex G-variety X is said to be spherical if a Borel subgroup of G has an open orbit on X. The sphericity implies the multiplicity-freeness property of the space of polynomials on X. Our main result gives an abstract proof for the visibility of U-actions. As a corollary, we obtain an alternative proof for the visibility of U-actions on linear multiplicity-free spaces, which was earlier proved by A. Sasaki (2009, 2011), and the visibility of U-actions on generalized flag varieties, earlier proved by Kobayashi (2007) and T- (2013, 2014).
With the aim of uniform treatment of multiplicity-free representations of Lie groups, T. Kobayashi introduced the theory of visible actions on complex manifolds.
In this talk we consider visible actions of a compact real form U of a connected complex reductive algebraic group G on G-spherical varieties. Here a complex G-variety X is said to be spherical if a Borel subgroup of G has an open orbit on X. The sphericity implies the multiplicity-freeness property of the space of polynomials on X. Our main result gives an abstract proof for the visibility of U-actions. As a corollary, we obtain an alternative proof for the visibility of U-actions on linear multiplicity-free spaces, which was earlier proved by A. Sasaki (2009, 2011), and the visibility of U-actions on generalized flag varieties, earlier proved by Kobayashi (2007) and T- (2013, 2014).
2015/04/13
Tokyo Probability Seminar
16:50-17:50 Room #128 (Graduate School of Math. Sci. Bldg.)
Hans Rudolf Kuensch (ETH Zurich)
Modern Monte Carlo methods -- Some examples and open questions (ENGLISH)
Hans Rudolf Kuensch (ETH Zurich)
Modern Monte Carlo methods -- Some examples and open questions (ENGLISH)
[ Abstract ]
Probability and statistics once had strong relations, but in recent years the two fields have moved into opposite directions. Despite this, I believe that both fields would profit if they continued to interact. Monte Carlo methods are one topic that is of interest to both probability and statistics: Statisticians use advanced Monte Carlo methods, and analyzing these methods is a challenge for probabilists. I will illustrate this, using as examples rare event estimation by sample splitting, approximate Bayesian computation and Monte Carlo filters.
Probability and statistics once had strong relations, but in recent years the two fields have moved into opposite directions. Despite this, I believe that both fields would profit if they continued to interact. Monte Carlo methods are one topic that is of interest to both probability and statistics: Statisticians use advanced Monte Carlo methods, and analyzing these methods is a challenge for probabilists. I will illustrate this, using as examples rare event estimation by sample splitting, approximate Bayesian computation and Monte Carlo filters.
Seminar on Geometric Complex Analysis
10:30-12:00 Room #126 (Graduate School of Math. Sci. Bldg.)
Yu Yasufuku (Nihon Univ.)
Campana's Multiplicity and Integral Points on P^2 (English)
Yu Yasufuku (Nihon Univ.)
Campana's Multiplicity and Integral Points on P^2 (English)
[ Abstract ]
We analyze when the complements of (possibly reducible) curves in P^2 have Zariski-dense integral points. The analysis utilizes the structure theories for affine surfaces based on logarithmic Kodaira dimension. When the log Kodaira dimension is one, an important role is played by Campana's multiplicity divisors for fibrations, but there are some subtleties. This is a joint work with Aaron Levin (Michigan State).
We analyze when the complements of (possibly reducible) curves in P^2 have Zariski-dense integral points. The analysis utilizes the structure theories for affine surfaces based on logarithmic Kodaira dimension. When the log Kodaira dimension is one, an important role is played by Campana's multiplicity divisors for fibrations, but there are some subtleties. This is a joint work with Aaron Levin (Michigan State).
Algebraic Geometry Seminar
15:30-17:00 Room #122 (Graduate School of Math. Sci. Bldg.)
Frédéric Campana (Université de Lorraine)
An orbifold version of Miyaoka's semi-positivity theorem and applications (English)
Frédéric Campana (Université de Lorraine)
An orbifold version of Miyaoka's semi-positivity theorem and applications (English)
[ Abstract ]
This `orbifold' version of Miyaoka's theorem says that if (X,D)
is a projective log-canonical pair with K_X+D pseudo-effective,
then its 'cotangent' sheaf $¥Omega^1(X,D)$ is generically semi-positive.
The definitions will be given. The original proof of Miyaoka, which
mixes
char 0 and char p>0 arguments could not be adapted. Our proof is in char
0 only.
A first consequence is when (X,D) is log-smooth with reduced boudary D,
in which case the cotangent sheaf is the classical Log-cotangent sheaf:
if some tensor power of $¥omega^1_X(log(D))$ contains a 'big' line
bundle, then K_X+D is 'big' too. This implies, together with work of
Viehweg-Zuo,
the `hyperbolicity conjecture' of Shafarevich-Viehweg.
The preceding is joint work with Mihai Paun.
A second application (joint work with E. Amerik) shows that if D is a
non-uniruled smooth divisor in aprojective hyperkaehler manifold with
symplectic form s,
then its characteristic foliation is algebraic only if X is a K3 surface.
This was shown previously bt Hwang-Viehweg assuming D to be of general
type. This result has some further consequences.
This `orbifold' version of Miyaoka's theorem says that if (X,D)
is a projective log-canonical pair with K_X+D pseudo-effective,
then its 'cotangent' sheaf $¥Omega^1(X,D)$ is generically semi-positive.
The definitions will be given. The original proof of Miyaoka, which
mixes
char 0 and char p>0 arguments could not be adapted. Our proof is in char
0 only.
A first consequence is when (X,D) is log-smooth with reduced boudary D,
in which case the cotangent sheaf is the classical Log-cotangent sheaf:
if some tensor power of $¥omega^1_X(log(D))$ contains a 'big' line
bundle, then K_X+D is 'big' too. This implies, together with work of
Viehweg-Zuo,
the `hyperbolicity conjecture' of Shafarevich-Viehweg.
The preceding is joint work with Mihai Paun.
A second application (joint work with E. Amerik) shows that if D is a
non-uniruled smooth divisor in aprojective hyperkaehler manifold with
symplectic form s,
then its characteristic foliation is algebraic only if X is a K3 surface.
This was shown previously bt Hwang-Viehweg assuming D to be of general
type. This result has some further consequences.
2015/04/10
Seminar on Probability and Statistics
14:50-16:00 Room #128 (Graduate School of Math. Sci. Bldg.)
Yacine Ait-Sahalia (Princeton University)
Principal Component Analysis of High Frequency Data (joint with Dacheng Xiu)
Yacine Ait-Sahalia (Princeton University)
Principal Component Analysis of High Frequency Data (joint with Dacheng Xiu)
[ Abstract ]
We develop a methodology to conduct principal component analysis of high frequency financial data. The procedure involves estimation of realized eigenvalues, realized eigenvectors, and realized principal components and we provide the asymptotic distribution of these estimators. Empirically, we study the components of the constituents of Dow Jones Industrial Average Index, in a high frequency version, with jumps, of the Fama-French analysis. Our findings show that, excluding jump variation, three Brownian factors explain between 50 and 60% of continuous variation of the stock returns. Their explanatory power varies over time. During crises, the first principal component becomes increasingly dominant, explaining up to 70% of the variation on its own, a clear sign of systemic risk.
We develop a methodology to conduct principal component analysis of high frequency financial data. The procedure involves estimation of realized eigenvalues, realized eigenvectors, and realized principal components and we provide the asymptotic distribution of these estimators. Empirically, we study the components of the constituents of Dow Jones Industrial Average Index, in a high frequency version, with jumps, of the Fama-French analysis. Our findings show that, excluding jump variation, three Brownian factors explain between 50 and 60% of continuous variation of the stock returns. Their explanatory power varies over time. During crises, the first principal component becomes increasingly dominant, explaining up to 70% of the variation on its own, a clear sign of systemic risk.
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