## Seminar information archive

### 2006/10/18

#### Number Theory Seminar

16:30-18:45   Room #117 (Graduate School of Math. Sci. Bldg.)
Fabrice Orgogozo (東大数理・Ecole Polytechnique de Paris) 16:30-17:30
p-dimension of henselian fields: an application of Ofer Gabber's algebraization technique
Kim Minhyong (Purdue大学・京大数理研) 17:45-18:45
Fundamental groups and Diophantine geometry

#### Seminar on Probability and Statistics

16:20-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)

Fourier analysis of irregularly spaced data on R^d
[ Abstract ]
1970年代にはじまった時系列解析の研究は、1変量時系列からはじまり、多変量時系列、空間系列、時空間系列へと対象が拡張されてきている。近年の空間系列、時空間系列の文献を調べてみれば、時系列と同じく等間隔に観測されたデータ(regularly spaced data) を前提としている場合が多い。しかし時系列とは異なり、空間系列ではランダムに散らばった地点で観測されたデータ (irregularly spaced data)を仮定する方が、応用範囲がひろい。そこで本発表では、irregularly spaced dataによる空間相関の推定問題を扱う。具体的にはデータを周波数領域に変換してスペクトルを推定する方法を提案し、推定量が一致性、漸近正規性を持つための条件を示す。本方法による東京地価データ分析例も紹介する。本研究は、矢島美寛教授(東京大学大学院経済学研究科)との共同研究です。
[ Reference URL ]
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2006/11.html

#### Algebraic Geometry Seminar

16:00-18:15   Room #122 (Graduate School of Math. Sci. Bldg.)
E. Esteves (IMPA) 16:00-17:00

Jets of singular foliations and applications
to curves and their moduli spaces

F. Zak (Independent Univ. of Moscow) 17:15-18:15
Dual varieties, ramification, and Betti numbers
of projective varieties

### 2006/10/17

#### Tuesday Seminar on Topology

16:30-18:00   Room #056 (Graduate School of Math. Sci. Bldg.)
Arnaud Deruelle (University of Tokyo)
Networking Seifert Fibered Surgeries on Knots (joint work with Katura Miyazaki and Kimihiko Motegi)
[ Abstract ]
We define a Seifert Surgery Network which consists of integral Dehn surgeries on knots yielding Seifert fiber spaces;here we allow Seifert fiber space with a fiber of index zero as degenerate cases. Then we establish some fundamental properties of the network. Using the notion of the network, we will clarify relationships among known Seifert surgeries. In particular, we demonstrate that many Seifert surgeries are closely connected to those on torus knots in Seifert Surgery Network. Our study suggests that the network enables us to make a global picture of Seifert surgeries.

### 2006/10/16

#### Seminar on Geometric Complex Analysis

10:30-12:00   Room #128 (Graduate School of Math. Sci. Bldg.)
Sebastien Boucksom (東大数理 JSPS研究員)
Differentiability of the volume of divisors and Khovanskii-Teissier inequalities

### 2006/10/12

#### Operator Algebra Seminars

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

### 2006/10/11

#### Seminar on Probability and Statistics

16:20-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)

Optimal stopping problem associated with jump-diffusion processes
[ Abstract ]
We study an optimal stopping problem of some performance function with respect to a jump-diffusion process.

### 2006/10/10

#### Tuesday Seminar on Topology

16:30-18:00   Room #056 (Graduate School of Math. Sci. Bldg.)
Elmar Vogt (Frie Universitat Berlin)
Estimating Lusternik-Schnirelmann Category for Foliations:A Survey of Available Techniques
[ Abstract ]
The Lusternik-Schnirelmann category of a space $X$ is the smallest number $r$ such that $X$ can be covered by $r + 1$ open sets which are contractible in $X$.For foliated manifolds there are several notions generalizing this concept, all of them due
to Helen Colman. We are mostly concerned with the concept of tangential Lusternik-Schnirelmann category (tangential LS-category). Here one requires a covering by open sets $U$ with the following property. There is a leafwise homotopy starting with the inclusion of $U$ and ending in a map that throws for each leaf $F$ of the foliation each component of $U \\cap F$ onto a single point. A leafwise homotopy is a homotopy moving points only inside leaves. Rather than presenting the still very few results obtained about the LS category of foliations, we survey techniques, mostly quite elementary, to estimate the tangential LS-category from below and above.

### 2006/10/06

#### Mathematical Biology Seminar

16:30-17:30   Room #123 (Graduate School of Math. Sci. Bldg.)

[ Abstract ]

### 2006/10/05

#### Seminar on Mathematics for various disciplines

16:30-17:30   Room #123 (Graduate School of Math. Sci. Bldg.)

Global existence and asymptotic behavior of Gowdy symmetric spacetimes with nonlinear scalar field
[ Abstract ]
We study global properties of Gowdy symmetric (the existence of a symmetry group with two-dimensional spacelike orbits) spacetimes with nonlinear scalar field, which naturally arises in modern cosmology based on superstring theory.
The system of the Einstein and scalar field equations becomes a system consisting of wave map and nonlinear wave equations in one space dimension. We prove a global existence theorem for this system. Also, asymptotic energy decay will be discussed.
[ Reference URL ]
http://coe.math.sci.hokudai.ac.jp/sympo/various/index.html

### 2006/09/27

#### PDE Real Analysis Seminar

10:30-11:30   Room #056 (Graduate School of Math. Sci. Bldg.)
Integral operators in the weighted Lebesgue spaces with a variable exponent
[ Abstract ]
We present a boundedness criteria of the maximal functions and the singular integral operators defined on Carleson curves in the weighted Lebesgue spaces with a variable exponent. There are also given the weighted estimates for the generalized singular integrals raised in the theory of generalized analytic functions of I.N.Vekua and the weighted Sobolev theorems for potentials on Carleson curves. The weight functions may be of power function type as well as oscillating type. The certain version of a Muckenhoupt-type condition for a variable exponent will be considered.

We also expect to treat two-weight problems for the classical integral operators in the variable Lebesgue spaces and to give some applications of the obtained results to the summability problems of Fourier series in two-weighted setting.
[ Reference URL ]
http://coe.math.sci.hokudai.ac.jp/sympo/pde_ra/index.html

#### Mathematical Biology Seminar

16:30-17:30   Room #123 (Graduate School of Math. Sci. Bldg.)

The coevolution of altruism and punishment:role of the selfish punisher
[ Abstract ]
Punishment is an important mechanism promoting the evolution of altruism among nonrelatives. We investigate the coevolution of altruism and punitive behavior, considering four strategies: a cooperator who punishes defectors (AP), a pure cooperator (AN), a defector who punishes defectors (selfish punisher or SP), and a pure defector (SN). We especially focus on the effects of SP on the coevolution of altruism and punishment, studying both the score-dependent viability model (whereby the game's score affects survivorship only) and the score-dependent fertility model (whereby the score affects fertility only). In the viability model of a completely mixed population, SP helps cooperators to evolve, but SP does not in the fertility model. In both models of a lattice-structured population, SP promotes the spread of AP, but AN discourages it. These results indicate that punishment is a form of spite behavior and that different models give different magnitude of advantage to spite behavior.

### 2006/09/25

#### Seminar on Probability and Statistics

13:00-14:10   Room #128 (Graduate School of Math. Sci. Bldg.)

Nonparametric testing time-homogeneity for L'evy processes
[ Abstract ]
First, a review about uniform central limit theorems for martingales is given. The main part of the talk is concerned with a change point problem for L'evy processes. The null hypothesis is that the L'evy process is time-homogeneous, and the alternative is that the L'evy measure changes at a certain time point of the observation period. We propose an empirical process type statistics, and derive its asymptotic behaviour under the null and the alternative hypotheses. The limiting distribution under the null hypothesis is a functional of the standard Brownian motion.
[ Reference URL ]
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2006/09.html

### 2006/09/13

#### Functional Analysis Seminar

13:00-16:45   Room #123 (Graduate School of Math. Sci. Bldg.)
Andre' Martinez (Bologna University) 13:00-14:00
On the determination of non-analytic resonances
(joint work with T.Ramond and J. Sjostrand)
Nicolas Burq (Université de Paris Sud) 14:15-15:15
Global existence for energy critical waves in 3-d domains
(joint work with G. Lebeau and F. Planchon)
[ Abstract ]
I will present some recent results obtained recently with G. Lebeau and F. Planchon. We prove that the energy critical (quintic) non linear wave equation in 3-d domains with Dirichlet boundary conditions is globally well posed for any initial data (with finite energy). I will give some hints about the proof of this result which is based on some recent results by Smith and Sogge on $L^p$ estimates for spectral projectors and a carefull study of the boundary value problem.
Vania Sordoni (Bologna University) 15:45-16:45
On the Born-Oppenheimer approximation of wave-operators

### 2006/09/11

#### Operator Algebra Seminars

16:30-18:00   Room #128 (Graduate School of Math. Sci. Bldg.)
Claude-Alain Pillet (Univ. de Toulon et du Var)
Operator-algebraic techniques in nonequilibrium statistical mechanics

### 2006/09/06

#### Number Theory Seminar

16:30-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)
Bas Edixhoven (Univ. of Leiden)
Computation of the mod l Galois representations associated to Delta

### 2006/09/04

#### Mathematical Finance

17:00-18:30   Room #117 (Graduate School of Math. Sci. Bldg.)
Freddy Delbaen (ETH)
Dynamic Risk Measures and Backward Stochastic Differential Equation

#### Mathematical Finance

15:45-16:45   Room #117 (Graduate School of Math. Sci. Bldg.)

リスク尺度入門及び概説

### 2006/08/25

#### Number Theory Seminar

16:30-17:30   Room #128 (Graduate School of Math. Sci. Bldg.)
A. Marmora (パリ北大・東大/学振)

### 2006/08/22

#### Seminar on Probability and Statistics

15:30-16:40   Room #128 (Graduate School of Math. Sci. Bldg.)
Jeannette H.C. WOERNER (University of Gottingen)
A unifying approach to inference in semimartingale and long-memory models
[ Abstract ]
Over the recent years classical stochastic volatility models based on Brownian motion have been generalized in different ways, either replacing the Brownian motion by a pure jump Levy process, which leads to a pure jump model, or by a fractional Brownian motion, which makes it possible to model both long memory or turbulent behaviour. We consider robust and easily computable estimators for the inte- grated volatility, providing insight in the level of volatility, as needed for risk measurement and pricing of variance and volatility swaps. We discuss consistency and distributional results for the power and multi- power variation estimates based on high frequency data. Furthermore, we consider robustness against additive components and compare the results for the different classes of semimartingale and fractional Brow- nian motion models.
[ Reference URL ]
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2006/07.html

#### Seminar on Probability and Statistics

16:50-18:00   Room #128 (Graduate School of Math. Sci. Bldg.)
Delphine DAVID (Departement de Mathematiques, Universite de La Rochelle)
A computation of Theta in a jump diffusion model by integration by parts
[ Abstract ]
Using Malliavin weights in a jump-diffusion model we obtain an expression for Theta (the sensitivity of an option price with respect to the time remaining until exercise), with application to non-smooth payoff functions. Optimal weights are computed by minimization of variance and numerical simulations are presented for digital and European options. Some results are also presented for Asian options. Our representation formula for Theta differs in general from the one obtained from the Black-Scholes PDE in terms of Delta and Gamma.
[ Reference URL ]
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2006/08.html

### 2006/08/03

#### Operator Algebra Seminars

16:30-18:00   Room #128 (Graduate School of Math. Sci. Bldg.)
George Elliott (University of Toronto)
The Cuntz semigroup as an invariant for $C^*$-algebras

### 2006/07/31

#### Lie Groups and Representation Theory

15:00-17:30   Room #126 (Graduate School of Math. Sci. Bldg.)
Guster Olafsson (Louisiana State University) 15:00-16:00
The Heat equation, the Segal-Bargmann transform and generalizations - II
[ Reference URL ]
http://akagi.ms.u-tokyo.ac.jp/seminar.html
Boris Rubin (Louisiana State University) 16:30-17:30
Radon transforms on Grassmannians and Matrix Spaces
[ Abstract ]
Diverse geometric problems in $R^N$ get a new flavor if a generic point $x=(x_1,...,x_N)$ is regarded as a matrix with appropriately organized entries (set, e.g., $x=(x_{i,j})_{n \\times m}$ for $N=nm$). This well known observation has led to a series of breakthrough achievements in mathematics. In integral geometry it suggests a number of the so-called higher-rank" problems when such traditional scalar notions as distance", angle", and scaling" become matrix-valued. I will be speaking about Radon transforms on Grassmann manifolds and matrix spaces and some related problems of harmonic analysis where these phenomena come into play.
[ Reference URL ]
http://akagi.ms.u-tokyo.ac.jp/seminar.html

### 2006/07/25

#### Lie Groups and Representation Theory

16:30-18:00   Room #126 (Graduate School of Math. Sci. Bldg.)
Boris Rubin (Louisiana State University)
[ Abstract ]
How can we reconstruct a function on a manifold from integrals of this function over certain submanifolds?
This is one of the central problems in integral geometry and tomography, which leads to the notion of the Radon transform.

The first talk is of introductory character.
We discuss basic ideas of the original Radon's paper (1917), then proceed to the Minkowski-Funk transform and more general totally geodesic Radon transforms on the $n$-dimensional unit sphere.
The main emphasis is an intimate connection of these transforms with the relevant harmonic analysis.
We will see that Radon transforms of this type and their inverses can be regarded as members of analytic families of suitable convolution operators and successfully studied in the framework of these families.

I also plan to discuss an open problem of small divisors on the unit sphere, which arises in studying injectivity of generalized Minkowski-Funk transforms for non-central spherical sections.
[ Reference URL ]
http://akagi.ms.u-tokyo.ac.jp/seminar.html

### 2006/07/24

#### Tuesday Seminar on Topology

16:30-17:30   Room #056 (Graduate School of Math. Sci. Bldg.)
Boris Hasselblatt (Tufts University)
Invariant foliations in hyperbolic dynamics:
Smoothness and smooth equivalence
[ Abstract ]
The stable and unstable leaves of a hyperbolic dynamical system are smooth and form a continuous foliation. Smoothness of this foliation sometimes constrains the topological type of the foliation, other times restricts at least the smooth equivalence class of the dynamical system, or for geodesic flows, the type of the underlying manifold. I will present a broad introduction as well as recent work, work in progress, and open problems.
[ Reference URL ]
http://faculty.ms.u-tokyo.ac.jp/~topology/