Seminar information archive
Seminar information archive ~06/30|Today's seminar 07/01 | Future seminars 07/02~
thesis presentations
中島 武信 (東京大学大学院数理科学研究科)
A remark on default risks in financial models: a filtering model and a remark on copula(デフォルトリスクに対するファイナンスモデルに関する考察:フィルタリングモデルとコピュラモデルについて) (JAPANESE)
thesis presentations
森本 裕介 (東京大学大学院数理科学研究科)
Monte Carlo Methods for Non linear Problems in Mathematical Finance(数理ファイナンスにおける非線形問題のモンテカルロ法による数値計算) (JAPANESE)
thesis presentations
岡村 和樹 (東京大学大学院数理科学研究科)
Some results concerning the range of random walk of several types(複数の種類のランダムウォークの訪問点に関連する結果) (JAPANESE)
thesis presentations
胡 国荣 (東京大学大学院数理科学研究科)
(JAPANESE)
2015/02/02
Seminar on Geometric Complex Analysis
Junjiro Noguchi (University of Tokyo)
Inverse of an Abelian Integral on open Riemann Surfaces and a Proof of Behnke-Stein's Theorem
Let $X$ be an open Riemann surface and let $\Omega \Subset X$ be a relatively compact domain of $X$. We firstly introduce a scalar function $\rho(a, \Omega)>0$ for $a \in \Omega$ by means of an Abelian integral, which is a sort of convergence radius of the inverse of the Abelian integral, and heuristically measures the distance from $a$ to the boundary $\partial \Omega$. We prove a theorem of Cartan-Thullen type with $\rho(a, \Omega)$ for a holomorphically convex hull $\hat{K}_\Omega$ of a compact subset $K \Subset \Omega$; in particular, $-\log \rho(a, \Omega)$ is a continuous subharmonic function in $\Omega$. Secondly, we give another proof of Behnke-Stein's Theorem (the Steiness of $X$), one of the most basic facts in the theory of Riemann surfaces, by making use of the obtained theorem of Cartan--Thullen type with $\rho(a, \Omega)$, and Oka's Jôku-Ikô together with Grauert's Finiteness Theorem which is now a rather easy consequence of Oka-Cartan's Fundamental Theorem, particularly in one dimensional case.
2015/01/28
FMSP Lectures
Frédéric Abergel (École Centrale Paris)
Limit order books III
In this series of lectures, I will present results pertaining to the empirical properties, mathematical modeling and analysis of limit order books, an object that is now central in modern financial markets. Part of the lectures will be devoted to a survey of the quantitative finance and financial mathematics literature on the subject. I will also present some rather recent results related to the long time behaviour and stationarity of the limit order book.
http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Abergel.pdf
2015/01/27
Seminar on Mathematics for various disciplines
Lie Groups and Representation Theory
Hironori Oya (The University of Tokyo)
Representations of quantized function algebras and the transition matrices from Canonical bases to PBW bases (JAPANESE)
Let $G$ be a connected simply connected simple complex algebraic group of type $ADE$ and $\mathfrak{g}$ the corresponding simple Lie algebra. In this talk, I will explain our new algebraic proof of the positivity of the transition matrices from the canonical basis to the PBW bases of $U_q(\mathfrak{n}^+)$. Here, $U_q(\mathfrak{n}^+)$ denotes the positive part of the quantized enveloping algebra $U_q(\ mathfrak{g})$. (This positivity, which is a generalization of Lusztig's result, was originally proved by Kato (Duke Math. J. 163 (2014)).) We use the relation between $U_q(\mathfrak{n}^+)$ and the specific irreducible representations of the quantized function algebra $\mathbb{Q} _q[G]$. This relation has recently been pointed out by Kuniba, Okado and Yamada (SIGMA. 9 (2013)). Firstly, we study it taking into account the right $U_q(\mathfrak{g})$-algebra structure of $\mathbb{Q}_q[G]$. Next, we calculate the transition matrices from the canonical basis to the PBW bases using the result obtained in the first step.
FMSP Lectures
Frédéric Abergel (École Centrale Paris)
Limit order books II
In this series of lectures, I will present results pertaining to the empirical properties, mathematical modeling and analysis of limit order books, an object that is now central in modern financial markets. Part of the lectures will be devoted to a survey of the quantitative finance and financial mathematics literature on the subject. I will also present some rather recent results related to the long time behaviour and stationarity of the limit order book.
http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Abergel.pdf
2015/01/26
Seminar on Geometric Complex Analysis
Tomoki Arakawa (Sophia Univeristy)
On the uniform birationality of the pluriadjoint maps (Japanese)
In this talk, we investigate higher dimensional polarized manifolds by using singular hermitian metrics and multiplier ideal sheaves. In particular, we show the uniform birationality of the pluriadjoint maps.
Algebraic Geometry Seminar
Jungkai Chen (National Taiwan University)
Positivity in varieties of maximal Albanese dimension (ENGLISH)
Given a variety of maximal Albanese dimension, it is known that the holomorphic Euler characteristic is non-negative. It is an interesting question to characterize varieties with vanishing Euler characteristic.
In our previous work (jointly with Debarre and Jiang), we prove that Ein-Lazarsgfeld's example is essentially the only variety of maximal Albanese and Kodaira dimension with vanishing Euler characteristic in dimension three. In the recent joint work with Jiang, we prove a decomposition theorem for the push-forward of canonical sheaf. As a consequence, we are able to generalized our previous characterization. The purpose of this talk is give a survey of these two works.
FMSP Lectures
Peter Trapa (University of Utah)
Unitary representations of reductive Lie groups III
Let G be a real reductive group. I will describe an algorithm to determine the unitary dual of G. More precisely, I will describe an algorithm to determine if an irreducible (g,K) module (specified in the Langlands classification) is unitary in the sense that it admits a positive definite invariant Hermitian form.
This is joint work with Jeffrey Adams, Marc van Leeuwen, and David Vogan.
http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Trapa.pdf
FMSP Lectures
Benjamin Harris (Oklahoma State University)
The Geometry of Nontempered Characters
In this talk, we will survey the results of Rossmann and Schmid-Vilonen on geometric formulas for nontempered characters of reductive groups, and we will mention an old result of Barbasch-Vogan on the special case A_q(lambda). We will discuss what nontempered character formulas would be necessary to generalize the main formula of the second talk, and we will make conjectures.
http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Harris.pdf
FMSP Lectures
Frédéric Abergel (École Centrale Paris)
Limit order books I
In this series of lectures, I will present results pertaining to the empirical properties, mathematical modeling and analysis of limit order books, an object that is now central in modern financial markets. Part of the lectures will be devoted to a survey of the quantitative finance and financial mathematics literature on the subject. I will also present some rather recent results related to the long time behaviour and stationarity of the limit order book.
http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Abergel.pdf
FMSP Lectures
Raul Gomez (Cornell University)
Local Theta lifting of generalized Whittaker models.
In this talk, we describe the behavior of the space of generalized Whittaker models attached to a nilpotent orbit under the local theta correspondence. This description is a generalization of a result of Moeglin in the p-adic setting. This is joint work with Chengbo Zhu.
http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Gomez.pdf
2015/01/25
FMSP Lectures
Peter Trapa (University of Utah)
Unitary representations of reductive Lie groups II
Let G be a real reductive group. I will describe an algorithm to determine the unitary dual of G. More precisely, I will describe an algorithm to determine if an irreducible (g,K) module (specified in the Langlands classification) is unitary in the sense that it admits a positive definite invariant Hermitian form.
This is joint work with Jeffrey Adams, Marc van Leeuwen, and David Vogan.
http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Trapa.pdf
FMSP Lectures
Benjamin Harris (Oklahoma State University)
The Geometry of Harmonic Analysis
In this talk, we will present recent joint work with Tobias Weich. When G is a real, reductive algebraic group and X is a homogeneous space for G with an invariant measure, we will completely describe the regular, semisimple asymptotics of the support of the Plancherel measure for L^2(X). We will give concrete examples of this theorem, describing what can and cannot be deduced from this result.
http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Harris.pdf
FMSP Lectures
Raul Gomez (Cornell University)
Generalized and degenerate Whittaker models associated to nilpotent orbits.
In this talk, we examine the relation between the different spaces of Whittaker models that can be attached to a nilpotent orbit. We will also explore their relation to other nilpotent invariants (like the wave front set) and show some examples and applications.
This is joint work with Dmitry Gourevitch and Siddhartha Sahi.
http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Gomez.pdf
2015/01/24
FMSP Lectures
Peter Trapa (University of Utah)
Unitary representations of reductive Lie groups I
Let G be a real reductive group. I will describe an algorithm to determine the unitary dual of G. More precisely, I will describe an algorithm to determine if an irreducible (g,K) module (specified in the Langlands classification) is unitary in the sense that it admits a positive definite invariant Hermitian form.
This is joint work with Jeffrey Adams, Marc van Leeuwen, and David Vogan.
http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Trapa.pdf
FMSP Lectures
Benjamin Harris (Oklahoma State University)
The Geometry of Tempered Characters
In this introductory talk, we will briefly recall parts of Harish-Chandra's theory of characters for reductive groups and the geometric formula of Rossmann and Duflo for tempered characters of reductive groups. Examples will be given in the case G=SL(2,R).
http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Harris.pdf
FMSP Lectures
Raul Gomez (Cornell University)
The Tor and Ext functors for smooth representations of real algebraic groups.
Inspired by the recent work of Dipendra Prasad in the $p$-adic setting, we define the Tor and Ext functors for an appropriate category of smooth representations of a real algebraic group $G$, and give some applications. This is joint work with Birgit Speh.
http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Gomez.pdf
2015/01/23
Colloquium
Luc Illusie (Université de Paris-Sud)
Grothendieck and algebraic geometry
Between 1957 and 1970 Grothendieck deeply and durably transformed algebraic geometry. I will discuss some of his revolutionary contributions.
2015/01/22
Infinite Analysis Seminar Tokyo
Diogo Kendy Matsumoto (Faculty of Science and Engineerring, Waseda University) 13:00-14:30
A construction of dynamical Yang-Baxter map with dynamical brace (JAPANESE)
Brace is an algebraic system defined as a generalization of the radical ring. The radical ring means a ring $(R,+,¥cdot)$, which has a group structure with respect to $a*b:=ab+a+b$. By using brace, Rump constructs the non-degenerate Yang-Baxter map with unitary condition.
In this talk I will propose the dynamical brace, which is a generalization of the brace, and give a way to construct the dynamical Yang-Baxter map by using the dynamical brace. A dynamical Yang-Baxter map is a set-theoretical solution of the dynamical Yang-Baxter equation. Moreover, I will discuss algebraic and combinatorial properties of the dynamical brace.
Construction of Hopf algebroids by means of dynamical Yang-Baxter maps (JAPANESE)
A generalization of the Hopf algebra is a Hopf algebroid. Felder and Etingof-Varchenko constructed Hopf algebroids from the dynamical R-matrices, solutions to the quantum dynamical Yang-Baxter equation (QDYBE for short). This QDYBE was generalized, and several solutions called dynamical Yang-Baxter maps to this generalized equation were constructed. The purpose of this talk is to introduce construction of Hopf algebroids by means of dynamical Yang-Baxter maps. If time permits, I will explain that the tensor category of finite-dimensional L-operators associated with the suitable dynamical Yang-Baxter map is rigid. This tensor category is isomorphic to that consisting of finite-dimensional (dynamical) representations of the corresponding Hopf algebroid.
Applied Analysis
Arnaud Ducrot (University of Bordeaux)
On the large time behaviour of the multi-dimensional Fisher-KPP equation with compactly supported initial data
(ENGLISH)
In this talk we discuss the asymptotic behaviour of a multi-dimensional Fisher-KPP equation posed in an asymptotically homogeneous medium and supplemented together with a compactly supported initial datum. We derive precise estimates for the location of the front before proving the convergence of the solutions towards travelling front. In particular we show that the location of the front drastically depends on the rate at which the medium become homogeneous at infinity. Fast rate of convergence only changes the location by some constant while lower rate of convergence induces further logarithmic delay.
2015/01/21
Number Theory Seminar
Ofer Gabber (CNRS, IHES)
Spreading-out of rigid-analytic families and observations on p-adic Hodge theory (English)
(Joint work with Brian Conrad.) Let $K$ be a complete rank 1 valued field with ring of integers $O_K$, $A$ an adic noetherian ring and $f:A\to O_K$ an adic morphism. If $g:X\to Y$ is a proper flat morphism between rigid analytic spaces over $K$ then locally on $Y$ a flat formal model of $g$ spreads out to a proper flat morphism between formal schemes topologically of finite type over $A$. As an application one can prove that for proper smooth $g$ and $K$ of characteristic 0, the Hodge to de Rham spectral sequence for $g$ degenerates and the $R^q g_* \Omega^p_{X/Y}$ are locally free.
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