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Seminar information archive
Seminar information archive ～04/25｜Today's seminar 04/26 | Future seminars 04/27～
Number Theory Seminar
15:15-18:45 Room #117 (Graduate School of Math. Sci. Bldg.)
Dennis Eriksson (東大数理/Paris) 15:15-16:15
Towards a proof of a metrized Deligne-Riemann-Roch theorem
小林 真一 (名古屋大学多元数理) 16:30-17:30
CM楕円曲線の超特異点における2変数p進L関数
(A two variable p-adic L-function for CM elliptic curves at supersingular primes)
Frans Oort (Utrecht) 17:45-18:45
Irreducibility of strata and leaves in the moduli space of abelian varieties
Dennis Eriksson (東大数理/Paris) 15:15-16:15
Towards a proof of a metrized Deligne-Riemann-Roch theorem
小林 真一 (名古屋大学多元数理) 16:30-17:30
CM楕円曲線の超特異点における2変数p進L関数
(A two variable p-adic L-function for CM elliptic curves at supersingular primes)
Frans Oort (Utrecht) 17:45-18:45
Irreducibility of strata and leaves in the moduli space of abelian varieties
Lectures
16:30-18:00 Room #126 (Graduate School of Math. Sci. Bldg.)
Li Daqian (復旦大学)
Exact Controllability and Exact Observability for Quasilinear Hyperbolic Systems
Li Daqian (復旦大学)
Exact Controllability and Exact Observability for Quasilinear Hyperbolic Systems
Seminar on Probability and Statistics
16:20-17:30 Room #128 (Graduate School of Math. Sci. Bldg.)
西山 慶彦 (京都大学経済研究所)
A Sequential Unit Root Test
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2006/18.html
西山 慶彦 (京都大学経済研究所)
A Sequential Unit Root Test
[ Abstract ]
It is well known that conventional unit root tests such as Dickey=Fuller and its variants do not have good power properties when sample size is not large. Lai and Siegmund (1983, AS) proved that OLS estimator of the AR(1) coefficient is asymptotically normally distributed in a sequential framework even if the time series has a unit root unlike the OLS estimator under a standard sampling scheme. We pursue this direction to propose a unit root test under a sequential sampling. The proposed test uses not only the OLS estimator of the AR(1) coefficient, which is asymptotically normal, but also the stopping time to construct the critical region, anticipating a better power property. We obtain analytic expressions of the joint distribution of the two statistics as well as its marginals under the null. We also consider the distribution of the statistics under local alternatives. The properties of the stopping time, to the best of our knowledge, have not been studied in the unit root literature. We calculate its expectation and variance.
[ Reference URL ]It is well known that conventional unit root tests such as Dickey=Fuller and its variants do not have good power properties when sample size is not large. Lai and Siegmund (1983, AS) proved that OLS estimator of the AR(1) coefficient is asymptotically normally distributed in a sequential framework even if the time series has a unit root unlike the OLS estimator under a standard sampling scheme. We pursue this direction to propose a unit root test under a sequential sampling. The proposed test uses not only the OLS estimator of the AR(1) coefficient, which is asymptotically normal, but also the stopping time to construct the critical region, anticipating a better power property. We obtain analytic expressions of the joint distribution of the two statistics as well as its marginals under the null. We also consider the distribution of the statistics under local alternatives. The properties of the stopping time, to the best of our knowledge, have not been studied in the unit root literature. We calculate its expectation and variance.
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2006/18.html
2007/01/30
Tuesday Seminar on Topology
16:30-18:00 Room #056 (Graduate School of Math. Sci. Bldg.)
John F. Duncan (Harvard University)
Elliptic genera and some finite groups
John F. Duncan (Harvard University)
Elliptic genera and some finite groups
[ Abstract ]
Recent developments in the representation theory of sporadic groups
suggest new formulations of `moonshine' in which Jacobi forms take on the
role played by modular forms in the monstrous case. On the other hand,
Jacobi forms arise naturally in the study of elliptic genera. We review
the use of vertex algebra as a tool for constructing the elliptic genus of
a suitable vector bundle, and illustrate connections between this and
vertex algebraic representations of certain sporadic simple groups.
Recent developments in the representation theory of sporadic groups
suggest new formulations of `moonshine' in which Jacobi forms take on the
role played by modular forms in the monstrous case. On the other hand,
Jacobi forms arise naturally in the study of elliptic genera. We review
the use of vertex algebra as a tool for constructing the elliptic genus of
a suitable vector bundle, and illustrate connections between this and
vertex algebraic representations of certain sporadic simple groups.
Lectures
16:30-18:00 Room #118 (Graduate School of Math. Sci. Bldg.)
Jerome Le Rousseau (Laboratoire d'Analyse Topologie Probabilit\'es
Universit\'e de Provence / CNRS)
Controllability of parabolic equations with non-smooth coefficients by means of global Carleman estimates
Jerome Le Rousseau (Laboratoire d'Analyse Topologie Probabilit\'es
Universit\'e de Provence / CNRS)
Controllability of parabolic equations with non-smooth coefficients by means of global Carleman estimates
[ Abstract ]
We shall review the different concepts of controllability for parabolic equations and a fix-point method to achieve null-controllability of classes of semilinear equations. It is mainly based on observability inequalities and a precise knowledge of the observability constant. These inequalities are obtained by means of global Carleman estimates. We shall review their derivations and how they can be obtained in the case of non-smooth coefficients. We shall also present some open questions.
Part of this work is in collaboration with Assia Benabdallah and Yves Dermenjian (also from Universit\\'e de Provence).
We shall review the different concepts of controllability for parabolic equations and a fix-point method to achieve null-controllability of classes of semilinear equations. It is mainly based on observability inequalities and a precise knowledge of the observability constant. These inequalities are obtained by means of global Carleman estimates. We shall review their derivations and how they can be obtained in the case of non-smooth coefficients. We shall also present some open questions.
Part of this work is in collaboration with Assia Benabdallah and Yves Dermenjian (also from Universit\\'e de Provence).
Infinite Analysis Seminar Tokyo
14:00-15:00 Room #123 (Graduate School of Math. Sci. Bldg.)
Michael Lashkevich (Landau Institute)
Scaling limits for the SOS models and bosonization
Michael Lashkevich (Landau Institute)
Scaling limits for the SOS models and bosonization
[ Abstract ]
Two different scaling limits in the SOS models are considered. The scaling limits of the bosonic construction for form factors provide form factors of some classes of operators in the scaling SOS/RSOS models and the sine-Gordon model.
Two different scaling limits in the SOS models are considered. The scaling limits of the bosonic construction for form factors provide form factors of some classes of operators in the scaling SOS/RSOS models and the sine-Gordon model.
2007/01/29
Lectures
16:30-18:00 Room #126 (Graduate School of Math. Sci. Bldg.)
Li Daqian (復旦大学)
Exact Controllability and Exact Observability for Quasilinear Hyperbolic Systems
Li Daqian (復旦大学)
Exact Controllability and Exact Observability for Quasilinear Hyperbolic Systems
Seminar on Geometric Complex Analysis
10:30-12:00 Room #128 (Graduate School of Math. Sci. Bldg.)
松島敏夫 (石川工業高専)
Radial cluster set of a bounded holomorphic map in the unit ball of C^n
松島敏夫 (石川工業高専)
Radial cluster set of a bounded holomorphic map in the unit ball of C^n
2007/01/27
Infinite Analysis Seminar Tokyo
13:30-16:00 Room #117 (Graduate School of Math. Sci. Bldg.)
清水 寧 (立命館理工物理) 13:30-14:30
マイクロクラスターの特異なダイナミクス
例外型アフィンリー環$D_4^{(3)}$に付随するキリロフ・レシェティヒン加群の結晶基底に関する話題
清水 寧 (立命館理工物理) 13:30-14:30
マイクロクラスターの特異なダイナミクス
[ Abstract ]
数十個から数千個の原子からなる有限多体系であるマイクロクラスターは、表面原子と内部の原子という異なる環境にある構成原子からなる空間的に不均一な系である。これが原因となり、マイクロクラスターは静的な面においても動的な面においても結晶やアモルファスのバルクとは大きく異なる特異な振る舞いを見せることが知られている。その一例として、神戸大学保田らの実験グループにより確認されているナノ金属マイクロクラスター内における構成原子の非常に速い拡散現象(急速合金化)を取り上げ、このダイナミクスに関する我々の数値シミュレーションに基づく結果を紹介する。得られたいくつかの数値結果の解釈を通じ、「動的に維持されている物質」としてのマイクロクラスターの一側面を示す。
山田 大輔 (東大数理) 15:00-16:00数十個から数千個の原子からなる有限多体系であるマイクロクラスターは、表面原子と内部の原子という異なる環境にある構成原子からなる空間的に不均一な系である。これが原因となり、マイクロクラスターは静的な面においても動的な面においても結晶やアモルファスのバルクとは大きく異なる特異な振る舞いを見せることが知られている。その一例として、神戸大学保田らの実験グループにより確認されているナノ金属マイクロクラスター内における構成原子の非常に速い拡散現象(急速合金化)を取り上げ、このダイナミクスに関する我々の数値シミュレーションに基づく結果を紹介する。得られたいくつかの数値結果の解釈を通じ、「動的に維持されている物質」としてのマイクロクラスターの一側面を示す。
例外型アフィンリー環$D_4^{(3)}$に付随するキリロフ・レシェティヒン加群の結晶基底に関する話題
[ Abstract ]
可解格子模型の1点関数を計算するために、Kang-柏原-Misra-三輪-中島-中屋敷らにより、``完全結晶"という概念が導入された。これはアフィンリー環$\\mathfrak{g}$の量子展開代数$U'_q(\\mathfrak{g})$に付随する結晶基底の中で、非常に良い性質をもつものである。完全結晶の存在性は、幾つかの場合に証明されたが、その後の研究の中で新たに発見され続けている。ところが、任意の既約な有限次元$U'_q(\\mathfrak{g})$-加群が必ずしも結晶基底をもつとは限らない。そこで次の問題を考えたい。
問題:「結晶基底をもつ既約な有限次元$U'_q(\\mathfrak{g})$-加群を全て見つけよ。」
この問題にアプローチするために、キリロフ・レシェティヒン加群$W_s^{(r)}$ (以下略してKR加群)を研究したい。これはアフィンリー環のディンキン図形の頂点$0$を除く頂点の番号$r$と、任意の正整数$s$の組によってパラメトライズされる。KR加群に関して、``フェルミ型公式''に起源をもつ以下の予想がある。尚, 現在までにこの予想の反例は見つかっていない。
予想:「KR加群$W_s^{(r)}$は結晶基底をもつ。
さらに$s$が$t_r:=max(1,2/(\\alpha_r \\vert \\alpha_r))$の倍数ならば、KR加群$W_s^{(r)}$の結晶基底$B^{r,s}$は、レベル$s/t_r$の完全結晶である。ただし, $(\\cdot \\vert \\cdot)$はウェイト格子上の標準線形形式。」
我々は, 例外型アフィンリー環$D_4^{(3)}$のKR加群$W_s^{(1)}$と$W_1^{(2)}$について、上の予想が正しいことを示した。その応用として、超離散可積分系の重要な例である「箱玉系」を構成し、そこに現れるソリトンの散乱則を表現論的に記述した。
前回の講演では、$U'_q(D_4^{(3)})$-加群の結晶基底に関する組合せ論的な部分を話した。今回の講演ではその表現論的な部分を解説する。
可解格子模型の1点関数を計算するために、Kang-柏原-Misra-三輪-中島-中屋敷らにより、``完全結晶"という概念が導入された。これはアフィンリー環$\\mathfrak{g}$の量子展開代数$U'_q(\\mathfrak{g})$に付随する結晶基底の中で、非常に良い性質をもつものである。完全結晶の存在性は、幾つかの場合に証明されたが、その後の研究の中で新たに発見され続けている。ところが、任意の既約な有限次元$U'_q(\\mathfrak{g})$-加群が必ずしも結晶基底をもつとは限らない。そこで次の問題を考えたい。
問題:「結晶基底をもつ既約な有限次元$U'_q(\\mathfrak{g})$-加群を全て見つけよ。」
この問題にアプローチするために、キリロフ・レシェティヒン加群$W_s^{(r)}$ (以下略してKR加群)を研究したい。これはアフィンリー環のディンキン図形の頂点$0$を除く頂点の番号$r$と、任意の正整数$s$の組によってパラメトライズされる。KR加群に関して、``フェルミ型公式''に起源をもつ以下の予想がある。尚, 現在までにこの予想の反例は見つかっていない。
予想:「KR加群$W_s^{(r)}$は結晶基底をもつ。
さらに$s$が$t_r:=max(1,2/(\\alpha_r \\vert \\alpha_r))$の倍数ならば、KR加群$W_s^{(r)}$の結晶基底$B^{r,s}$は、レベル$s/t_r$の完全結晶である。ただし, $(\\cdot \\vert \\cdot)$はウェイト格子上の標準線形形式。」
我々は, 例外型アフィンリー環$D_4^{(3)}$のKR加群$W_s^{(1)}$と$W_1^{(2)}$について、上の予想が正しいことを示した。その応用として、超離散可積分系の重要な例である「箱玉系」を構成し、そこに現れるソリトンの散乱則を表現論的に記述した。
前回の講演では、$U'_q(D_4^{(3)})$-加群の結晶基底に関する組合せ論的な部分を話した。今回の講演ではその表現論的な部分を解説する。
2007/01/26
Algebraic Geometry Seminar
16:30-17:30 Room #128 (Graduate School of Math. Sci. Bldg.)
Professor Frans Oort
(Department of Mathematics
University of Utrecht
)
Irreducibility of strata and leaves in the moduli space of
abelian varieties I (a survey of results)
Professor Frans Oort
(Department of Mathematics
University of Utrecht
)
Irreducibility of strata and leaves in the moduli space of
abelian varieties I (a survey of results)
Lectures
16:30-18:00 Room #126 (Graduate School of Math. Sci. Bldg.)
Li Daqian (復旦大学)
Controllability and Observability:
from ODEs to Quasilinear Hyperbolic Systems
Li Daqian (復旦大学)
Controllability and Observability:
from ODEs to Quasilinear Hyperbolic Systems
2007/01/25
Applied Analysis
16:00-17:30 Room #056 (Graduate School of Math. Sci. Bldg.)
Michael TRIBELSKY (東大・数理 / モスクワ工科大学)
Soft-mode turbulence as a new type of spatiotemporal chaos at onset
Michael TRIBELSKY (東大・数理 / モスクワ工科大学)
Soft-mode turbulence as a new type of spatiotemporal chaos at onset
Operator Algebra Seminars
15:15-18:00 Room #126 (Graduate School of Math. Sci. Bldg.)
澤田恒河 (東大数理) 15:15-16:15
The Pimsner-Voiculescu AF-embedding of the irrational rotation $C^*$-algebra and its subalgebra
水田有一 (東大数理) 16:30-18:00
A Note on Weak Amenability
澤田恒河 (東大数理) 15:15-16:15
The Pimsner-Voiculescu AF-embedding of the irrational rotation $C^*$-algebra and its subalgebra
水田有一 (東大数理) 16:30-18:00
A Note on Weak Amenability
Functional Analysis Seminar
14:00-17:00 Room #370 (Graduate School of Math. Sci. Bldg.)
Ivana Alexandrova (East Carolina University)
Semi-Classical Structure of the Scattering Amplitude and the Spectral Function for Schrodinger Operators
Ivana Alexandrova (East Carolina University)
Semi-Classical Structure of the Scattering Amplitude and the Spectral Function for Schrodinger Operators
2007/01/23
Tuesday Seminar on Topology
16:30-18:30 Room #056 (Graduate School of Math. Sci. Bldg.)
中田 文憲 (東京大学大学院数理科学研究科) 16:30-17:30
The twistor correspondence for self-dual Zollfrei metrics
----their singularities and reduction
On the homology group of $Out(F_n)$
中田 文憲 (東京大学大学院数理科学研究科) 16:30-17:30
The twistor correspondence for self-dual Zollfrei metrics
----their singularities and reduction
[ Abstract ]
C. LeBrun and L. J. Mason investigated a twistor-type correspondence
between indefinite conformal structures of signature (2,2) with some properties
and totally real embeddings from RP^3 to CP^3.
In this talk, two themes following LeBrun and Mason are explained.
First we consider an additional structure:
the conformal structure is equipped with a null surface foliation
which has some singularity.
We establish a global twistor correspondence for such structures,
and we show that a low dimensional correspondence
between some quotient spaces is induced from this twistor correspondence.
Next we formulate a certain singularity for the conformal structures.
We generalize the formulation of LeBrun and Mason's theorem
admitting the singularity, and we show explicit examples.
大橋 了 (東京大学大学院数理科学研究科) 17:30-18:30C. LeBrun and L. J. Mason investigated a twistor-type correspondence
between indefinite conformal structures of signature (2,2) with some properties
and totally real embeddings from RP^3 to CP^3.
In this talk, two themes following LeBrun and Mason are explained.
First we consider an additional structure:
the conformal structure is equipped with a null surface foliation
which has some singularity.
We establish a global twistor correspondence for such structures,
and we show that a low dimensional correspondence
between some quotient spaces is induced from this twistor correspondence.
Next we formulate a certain singularity for the conformal structures.
We generalize the formulation of LeBrun and Mason's theorem
admitting the singularity, and we show explicit examples.
On the homology group of $Out(F_n)$
[ Abstract ]
Suppose $F_n$ is the free group of rank $n$,
$Out(F_n) = Aut(F_n)/Inn(F_n)$ the outer automorphism group of $F_n$.
We compute $H_*(Out(F_n);\\mathbb{Q})$ for $n\\leq 6$ and conclude
that non-trivial classes in this range are generated
by Morita classes $\\mu_i \\in H_{4i}(Out(F_{2i+2});\\mathbb{Q})$.
Also we compute odd primary part of $H^*(Out(F_4);\\mathbb{Z})$.
Suppose $F_n$ is the free group of rank $n$,
$Out(F_n) = Aut(F_n)/Inn(F_n)$ the outer automorphism group of $F_n$.
We compute $H_*(Out(F_n);\\mathbb{Q})$ for $n\\leq 6$ and conclude
that non-trivial classes in this range are generated
by Morita classes $\\mu_i \\in H_{4i}(Out(F_{2i+2});\\mathbb{Q})$.
Also we compute odd primary part of $H^*(Out(F_4);\\mathbb{Z})$.
2007/01/22
Seminar on Geometric Complex Analysis
10:30-12:00 Room #128 (Graduate School of Math. Sci. Bldg.)
Hanjin Lee (Seoul National University)
Omori-Yau generalized maximum principle
Hanjin Lee (Seoul National University)
Omori-Yau generalized maximum principle
2007/01/19
Lectures
10:30-12:00 Room #056 (Graduate School of Math. Sci. Bldg.)
Alex Mahalov (Arizona State University)
3D Navier-Stokes and Euler Equations with Uniformly Large Initial Vorticity: Global Regularity and Three-Dimensional Euler Dynamics
Alex Mahalov (Arizona State University)
3D Navier-Stokes and Euler Equations with Uniformly Large Initial Vorticity: Global Regularity and Three-Dimensional Euler Dynamics
2007/01/18
Lectures
13:00-14:30 Room #056 (Graduate School of Math. Sci. Bldg.)
Alex Mahalov (Arizona State University)
3D Navier-Stokes and Euler Equations with Uniformly Large Initial Vorticity: Global Regularity and Three-Dimensional Euler Dynamics
Alex Mahalov (Arizona State University)
3D Navier-Stokes and Euler Equations with Uniformly Large Initial Vorticity: Global Regularity and Three-Dimensional Euler Dynamics
[ Abstract ]
We prove existence on infinite time intervals of regular solutions to the 3D Navier-Stokes Equations for fully three-dimensional initial data characterized by uniformly large vorticity; smoothness assumptions for initial data are the same as in local existence theorems. There are no conditional assumptions on the properties of solutions at later times, nor are the global solutions close to any 2D manifold. The global existence is proven using techniques of fast singular oscillating limits, Lemmas on restricted convolutions and the Littlewood-Paley dyadic decomposition. In the second part of the talk, we analyze regularity and dynamics of the 3D Euler equations in cylindrical domains with weakly aligned large initial vorticity.
We prove existence on infinite time intervals of regular solutions to the 3D Navier-Stokes Equations for fully three-dimensional initial data characterized by uniformly large vorticity; smoothness assumptions for initial data are the same as in local existence theorems. There are no conditional assumptions on the properties of solutions at later times, nor are the global solutions close to any 2D manifold. The global existence is proven using techniques of fast singular oscillating limits, Lemmas on restricted convolutions and the Littlewood-Paley dyadic decomposition. In the second part of the talk, we analyze regularity and dynamics of the 3D Euler equations in cylindrical domains with weakly aligned large initial vorticity.
Operator Algebra Seminars
16:30-18:00 Room #126 (Graduate School of Math. Sci. Bldg.)
酒匂宏樹 (東大数理)
Twisted Bernoulli shift actions of $Z^2 \\rtimes SL(2,Z)$
酒匂宏樹 (東大数理)
Twisted Bernoulli shift actions of $Z^2 \\rtimes SL(2,Z)$
Applied Analysis
16:00-17:30 Room #056 (Graduate School of Math. Sci. Bldg.)
LIANG Xing (東京大学大学院数理科学研究科 / 日本学術振興会)
Asymptotic Speeds of Spread and Traveling Waves for Monotone Semiflows with Applications
LIANG Xing (東京大学大学院数理科学研究科 / 日本学術振興会)
Asymptotic Speeds of Spread and Traveling Waves for Monotone Semiflows with Applications
[ Abstract ]
The theory of asymptotic speeds of spread and monotone traveling waves is established for a class of monotone discrete and continuous-time semiflows and is applied to a functional differential equation with diffusion, a time-delayed lattice population model and a reaction-diffusion equation in an infinite
cylinder.
The theory of asymptotic speeds of spread and monotone traveling waves is established for a class of monotone discrete and continuous-time semiflows and is applied to a functional differential equation with diffusion, a time-delayed lattice population model and a reaction-diffusion equation in an infinite
cylinder.
2007/01/17
PDE Real Analysis Seminar
10:30-11:30 Room #056 (Graduate School of Math. Sci. Bldg.)
Alex Mahalov (Department of Mathematics and Statistics, Department of Mechanical and Aerospace Engineering, Program in Environmental Fluid Dynamics, Arizona State University )
Fast Singular Oscillating Limits of Hydrodynamic PDEs: application to 3D Euler, Navier-Stokes and MHD equations
http://coe.math.sci.hokudai.ac.jp/
Alex Mahalov (Department of Mathematics and Statistics, Department of Mechanical and Aerospace Engineering, Program in Environmental Fluid Dynamics, Arizona State University )
Fast Singular Oscillating Limits of Hydrodynamic PDEs: application to 3D Euler, Navier-Stokes and MHD equations
[ Abstract ]
Methods of harmonic analysis and dispersive properties are applied
to 3d hydrodynamic equations to obtain long-time and/or global existence results to the Cauchy problem for special classes of 3d initial data. Smoothness assumptions for initial data are the same as in local existence theorems. Techniques for fast singular oscillating limits are used and large and/or infinite time regularity is obtained by bootstrapping from global regularity of the limit equations.
The latter gain regularity from 3d nonlinear cancellation of oscillations.
Applications include Euler, Navier-Stokes, Boussinesq and MHD equations, in infinite, periodic and bounded cylindrical domains.
[ Reference URL ]Methods of harmonic analysis and dispersive properties are applied
to 3d hydrodynamic equations to obtain long-time and/or global existence results to the Cauchy problem for special classes of 3d initial data. Smoothness assumptions for initial data are the same as in local existence theorems. Techniques for fast singular oscillating limits are used and large and/or infinite time regularity is obtained by bootstrapping from global regularity of the limit equations.
The latter gain regularity from 3d nonlinear cancellation of oscillations.
Applications include Euler, Navier-Stokes, Boussinesq and MHD equations, in infinite, periodic and bounded cylindrical domains.
http://coe.math.sci.hokudai.ac.jp/
Lectures
15:30-17:00 Room #470 (Graduate School of Math. Sci. Bldg.)
市原直幸 氏 (大阪大学基礎工学研究科)
Hamilton-Jacobi方程式の漸近解とその周辺の話題
市原直幸 氏 (大阪大学基礎工学研究科)
Hamilton-Jacobi方程式の漸近解とその周辺の話題
Seminar on Probability and Statistics
16:20-17:30 Room #128 (Graduate School of Math. Sci. Bldg.)
玉置 健一郎 (早稲田大学)
Second order optimality for estimators in time series regression models
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2006/17.html
玉置 健一郎 (早稲田大学)
Second order optimality for estimators in time series regression models
[ Abstract ]
We consider the second order asymptotic properties of an efficient frequency domain regression coefficient estimator $\\hat{\\beta}$ proposed by Hannan (1963). This estimator is a semiparametric estimator based on nonparametric spectral estimators. We derive the second order Edgeworth expansion of the distribution of $\\hat{\\beta}$. Then it is shown that the second order asymptotic properties are independent of the bandwidth choice for residual spectral estimator, which implies that $\\hat{\\beta}$ has the same rate of convergence as in regular parametric estimation. This is a sharp contrast with the general semiparametric estimation theory. We also examine the second order Gaussian efficiency of $\\hat{\\beta}$. Numerical studies are given to confirm the theoretical results.
[ Reference URL ]We consider the second order asymptotic properties of an efficient frequency domain regression coefficient estimator $\\hat{\\beta}$ proposed by Hannan (1963). This estimator is a semiparametric estimator based on nonparametric spectral estimators. We derive the second order Edgeworth expansion of the distribution of $\\hat{\\beta}$. Then it is shown that the second order asymptotic properties are independent of the bandwidth choice for residual spectral estimator, which implies that $\\hat{\\beta}$ has the same rate of convergence as in regular parametric estimation. This is a sharp contrast with the general semiparametric estimation theory. We also examine the second order Gaussian efficiency of $\\hat{\\beta}$. Numerical studies are given to confirm the theoretical results.
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2006/17.html
Lectures
16:30-18:00 Room #122 (Graduate School of Math. Sci. Bldg.)
Mourad Bellassoued (Faculte des Sciences de Bizerte)
Recovering a potential in the wave equation via Dirichlet-to-Neumann map.
Mourad Bellassoued (Faculte des Sciences de Bizerte)
Recovering a potential in the wave equation via Dirichlet-to-Neumann map.
2007/01/16
Tuesday Seminar on Topology
16:30-18:30 Room #056 (Graduate School of Math. Sci. Bldg.)
笹平 裕史 (東京大学大学院数理科学研究科) 16:30-17:30
An $SO(3)$-version of $2$-torsion instanton invariants
On the non-acyclic Reidemeister torsion for knots
笹平 裕史 (東京大学大学院数理科学研究科) 16:30-17:30
An $SO(3)$-version of $2$-torsion instanton invariants
[ Abstract ]
We construct invariants for simply connected, non-spin $4$-manifolds using torsion cohomology classes of moduli spaces of ASD connections on $SO(3)$-bundles. The invariants are $SO(3)$-version of Fintushel-Stern's $2$-torsion instanton invariants. We show that this $SO(3)$-torsion invariant of $2CP^2 \\# -CP^2$ is non-trivial, while it is known that any invariants of $2CP^2 \\# - CP^2$ coming from the Seiberg-Witten theory are trivial
since $2CP^2 \\# -CP^2$ has a positive scalar curvature metric.
山口 祥司 (東京大学大学院数理科学研究科) 17:30-18:30We construct invariants for simply connected, non-spin $4$-manifolds using torsion cohomology classes of moduli spaces of ASD connections on $SO(3)$-bundles. The invariants are $SO(3)$-version of Fintushel-Stern's $2$-torsion instanton invariants. We show that this $SO(3)$-torsion invariant of $2CP^2 \\# -CP^2$ is non-trivial, while it is known that any invariants of $2CP^2 \\# - CP^2$ coming from the Seiberg-Witten theory are trivial
since $2CP^2 \\# -CP^2$ has a positive scalar curvature metric.
On the non-acyclic Reidemeister torsion for knots
[ Abstract ]
The Reidemeister torsion is an invariant of a CW-complex and a representation of its fundamental group. We consider the Reidemeister torsion for a knot exterior in a homology three sphere and a representation given by the composition of an SL(2, C)- (or SU(2)-) representation of the knot group and the adjoint action to the Lie algebra.
We will see that this invariant is expressed by the differential coefficient of the twisted Alexander invariant of the knot and investigate some properties of the invariant by using this relation.
The Reidemeister torsion is an invariant of a CW-complex and a representation of its fundamental group. We consider the Reidemeister torsion for a knot exterior in a homology three sphere and a representation given by the composition of an SL(2, C)- (or SU(2)-) representation of the knot group and the adjoint action to the Lie algebra.
We will see that this invariant is expressed by the differential coefficient of the twisted Alexander invariant of the knot and investigate some properties of the invariant by using this relation.
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