Seminar information archive

Seminar information archive ~05/28Today's seminar 05/29 | Future seminars 05/30~

2018/02/14

Operator Algebra Seminars

16:45-18:15   Room #126 (Graduate School of Math. Sci. Bldg.)
Valerio Proietti (Copenhagen Univ.)
Index theory on the Mishchenko bundle (English)

2018/02/06

Infinite Analysis Seminar Tokyo

15:00-17:30   Room #002 (Graduate School of Math. Sci. Bldg.)
Hosho Katsura (Department of Physics, Graduate School of Science, The Univeristy of Tokyo ) 15:00-16:00
Sine-square deformation of one-dimensional critical systems (ENGLISH)
[ Abstract ]
Sine-square deformation (SSD) is one example of smooth boundary conditions that have significantly smaller finite-size effects than open boundary conditions. In a one-dimensional system with SSD, the interaction strength varies smoothly from the center to the edges according to the sine-square function. This means that the Hamiltonian of the system is inhomogeneous, as it lacks translational symmetry. Nevertheless, previous studies have revealed that the SSD leaves the ground state of the uniform chain with periodic boundary conditions (PBC) almost unchanged for critical systems. In particular, I showed in [1,2,3] that the correspondence is exact for critical XY and quantum Ising chains. The same correspondence between SSD and PBC holds for Dirac fermions in 1+1 dimension and a family of more general conformal field theories. If time permits, I will also introduce more recent results [4,5] and discuss the excited states of the SSD systems.

[1] H. Katsura, J. Phys. A: Math. Theor. 44, 252001 (2011).
[2] H. Katsura, J. Phys. A: Math. Theor. 45, 115003 (2012).
[3] I. Maruyama, H. Katsura, T. Hikihara, Phys. Rev. B 84, 165132 (2011).
[4] K. Okunishi and H. Katsura, J. Phys. A: Math. Theor. 48, 445208 (2015).
[5] S. Tamura and H. Katsura, Prog. Theor. Exp. Phys 2017, 113A01 (2017).
Ryo Sato (Graduate School of Mathematical Sciences, The University of Tokyo) 16:30-17:30
Modular invariant representations of the $N=2$ vertex operator superalgebra (ENGLISH)
[ Abstract ]
One of the most remarkable features in representation theory of a (``good'') vertex operator superalgebra (VOSA) is the modular invariance property of the characters. As an application of the property, M. Wakimoto and D. Adamovic proved that all the fusion rules for the simple $N=2$ VOSA of central charge $c_{p,1}=3(1-2/p)$ are computed from the modular $S$-matrix by the so-called Verlinde formula. In this talk, we present a new ``modular invariant'' family of irreducible highest weight modules over the simple $N=2$ VOSA of central charge $c_{p,p'}:=3(1-2p'/p)$. Here $(p,p')$ is a pair of coprime integers such that $p,p'>1$. In addition, we will discuss some generalization of the Verlinde formula in the spirit of Creutzig--Ridout.

2018/02/04

Seminar on Probability and Statistics

12:00-18:00   Room #118 (Graduate School of Math. Sci. Bldg.)
Yukai Yang (Uppsala University) 12:30-15:00
Nonlinear Economic Time Series Models

[ Abstract ]
The lecture goes through several chapters in the book “Modelling Nonlinear Economic Time Series” by Teräsvirta, Tjøstheim and Granger in 2010. The lecture serves as an introduction for the students and researchers who are interested in this area. It introduces a number of examples of families of nonlinear time series parametric models in economic theory. It also talks about testing linearity against parametric alternatives with the presence of a characterization of the identification problem in many situations. Different ways of solving the identification problem are presented and their merits and disadvantages are discussed.
Yuliia Mishura (The Taras Shevchenko National University of Kiev ) 15:30-18:00
Analytic, representation and statistical aspects related to fractional Gaussian processes.

[ Abstract ]
We consider the properties of fractional Gaussian processes whose covariance function is situated between two self-similarities, or, in other words, these processes belong to the generalized quasi-helix, according to geometric terminology of Kahane. For such processes we consider the two-sided bounds for maximal functionals and the representation results. We consider stochastic differential equations involving fractional Brownian motion and present also several results on statistical estimations for them.

2018/02/02

Seminar on Probability and Statistics

13:30-14:40   Room #052 (Graduate School of Math. Sci. Bldg.)
Ioane Muni Toke (Centrale Supelec Paris)
Estimation of ratios of intensities in a Cox-type model of limit order books
[ Abstract ]
We introduce a Cox-type model for relative intensities of orders flows in a limit order book. The Cox-like intensities of the counting processes of events are assumed to share an unobserved and unspecified baseline intensity, which in finance can be identified to a global market activity affecting all events. The model is formulated in terms of relative responses of the intensities to covariates, and relative parameters can be estimated by quasi likelihood maximization. Consistency and asymptotic normality of the estimators are proven. Computationally intensive inferences are run on large samples of tick-by-tick data (35+ stocks and 220+ trading days, adding to more than one billion events). Penalization methods are also investigated. Results of the model are interpreted in terms of probability of occurrence of events. Excellent agreement with empirical data is found. Estimated model reproduces known empirical facts on imbalance, spread and queue sizes, and helps identifying trading signals of interests on a given stock.

Joint work with N.Yoshida.

thesis presentations

9:15-10:30   Room #118 (Graduate School of Math. Sci. Bldg.)

thesis presentations

9:15-10:30   Room #122 (Graduate School of Math. Sci. Bldg.)

thesis presentations

10:45-12:00   Room #122 (Graduate School of Math. Sci. Bldg.)

thesis presentations

12:45-14:00   Room #118 (Graduate School of Math. Sci. Bldg.)

thesis presentations

12:45-14:00   Room #122 (Graduate School of Math. Sci. Bldg.)

thesis presentations

14:15-15:30   Room #122 (Graduate School of Math. Sci. Bldg.)

2018/02/01

thesis presentations

9:15-10:30   Room #122 (Graduate School of Math. Sci. Bldg.)

thesis presentations

10:45-12:00   Room #122 (Graduate School of Math. Sci. Bldg.)

thesis presentations

10:45-12:00   Room #126 (Graduate School of Math. Sci. Bldg.)

thesis presentations

12:45-14:00   Room #118 (Graduate School of Math. Sci. Bldg.)

thesis presentations

12:45-14:00   Room #122 (Graduate School of Math. Sci. Bldg.)

thesis presentations

14:15-15:30   Room #118 (Graduate School of Math. Sci. Bldg.)

thesis presentations

14:15-15:30   Room #122 (Graduate School of Math. Sci. Bldg.)

thesis presentations

14:15-15:30   Room #126 (Graduate School of Math. Sci. Bldg.)

thesis presentations

15:45-17:00   Room #118 (Graduate School of Math. Sci. Bldg.)

thesis presentations

15:45-17:00   Room #122 (Graduate School of Math. Sci. Bldg.)

thesis presentations

15:45-17:00   Room #126 (Graduate School of Math. Sci. Bldg.)

thesis presentations

17:15-18:30   Room #118 (Graduate School of Math. Sci. Bldg.)

thesis presentations

17:15-18:30   Room #122 (Graduate School of Math. Sci. Bldg.)

thesis presentations

17:15-18:30   Room #126 (Graduate School of Math. Sci. Bldg.)

2018/01/30

Tuesday Seminar on Topology

17:00-18:00   Room #056 (Graduate School of Math. Sci. Bldg.)
Yuichi Ike (The University of Tokyo)
Persistence-like distance on Tamarkin's category and symplectic displacement energy (JAPANESE)
[ Abstract ]
The microlocal sheaf theory due to Kashiwara and Schapira can be regarded as Morse theory with sheaf coefficients. Recently it has been applied to symplectic geometry, after the pioneering work of Tamarkin. In this talk, I will propose a new sheaf-theoretic method to estimate the displacement energy of compact subsets in cotangent bundles. In the course of the proof, we introduce a persistence-like pseudo-distance on Tamarkin's sheaf category. This is a joint work with Tomohiro Asano.

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