## Seminar information archive

Seminar information archive ～02/01｜Today's seminar 02/02 | Future seminars 02/03～

#### Number Theory Seminar

18:00-19:00 Room #056 (Graduate School of Math. Sci. Bldg.)

Flows on Abelian Varieties and Shimura Varieties (English)

**Emmanuel Ullmo**(Institut des Hautes Études Scientifiques)Flows on Abelian Varieties and Shimura Varieties (English)

[ Abstract ]

I will discuss several questions and some results about algebraic flows, o-minimal flows and holomorphic flows on abelian varieties and Shimura varieties.

I will discuss several questions and some results about algebraic flows, o-minimal flows and holomorphic flows on abelian varieties and Shimura varieties.

#### FMSP Lectures

17:00-18:00 Room #118 (Graduate School of Math. Sci. Bldg.)

Conditional stability in Gelfand-Levitan problem (ENGLISH)

http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Emanouilov161109.pdf

**Oleg Emanouilov**(Colorado State University)Conditional stability in Gelfand-Levitan problem (ENGLISH)

[ Abstract ]

We consider the Laplace-Beltrami operator in the bounded domain on the plane.

The eigenvalues and the traces of the eigenfunctions on part of the boundary are given.

We obtain the double logarithmic stability for the determination of metric up to the gauge equivalence.

[ Reference URL ]We consider the Laplace-Beltrami operator in the bounded domain on the plane.

The eigenvalues and the traces of the eigenfunctions on part of the boundary are given.

We obtain the double logarithmic stability for the determination of metric up to the gauge equivalence.

http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Emanouilov161109.pdf

### 2016/11/08

#### Tuesday Seminar on Topology

17:00-18:30 Room #056 (Graduate School of Math. Sci. Bldg.)

Second mod 2 homology of Artin groups (JAPANESE)

**Toshiyuki Akita**(Hokkaido University)Second mod 2 homology of Artin groups (JAPANESE)

[ Abstract ]

After a brief survey on the K($\pi$,1) conjecture and homology of Artin groups, I will introduce our recent result: we determined second mod 2 homology of arbitrary Artin groups without assuming the K($\pi$,1)-conjecture. The key ingredients are Hopf's formula and a result of Howlett on Schur multipliers of Coxeter groups. This is a joint work with Ye Liu.

After a brief survey on the K($\pi$,1) conjecture and homology of Artin groups, I will introduce our recent result: we determined second mod 2 homology of arbitrary Artin groups without assuming the K($\pi$,1)-conjecture. The key ingredients are Hopf's formula and a result of Howlett on Schur multipliers of Coxeter groups. This is a joint work with Ye Liu.

#### FMSP Lectures

10:30-11:30 Room #128 (Graduate School of Math. Sci. Bldg.)

The BV space in variational and evolution problems (5) (ENGLISH)

http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Rybka.pdf

**Piotr Rybka**(the University of Warsaw)The BV space in variational and evolution problems (5) (ENGLISH)

[ Abstract ]

https://www.ms.u-tokyo.ac.jp/kyoumu/docs/20160907.pdf を参照

[ Reference URL ]https://www.ms.u-tokyo.ac.jp/kyoumu/docs/20160907.pdf を参照

http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Rybka.pdf

#### FMSP Lectures

13:15-14:15 Room #128 (Graduate School of Math. Sci. Bldg.)

The BV space in variational and evolution problems (6) (ENGLISH)

http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Rybka.pdf

**Piotr Rybka**(the University of Warsaw)The BV space in variational and evolution problems (6) (ENGLISH)

[ Abstract ]

https://www.ms.u-tokyo.ac.jp/kyoumu/docs/20160907.pdf を参照

[ Reference URL ]https://www.ms.u-tokyo.ac.jp/kyoumu/docs/20160907.pdf を参照

http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Rybka.pdf

#### Algebraic Geometry Seminar

15:30-17:00 Room #118 (Graduate School of Math. Sci. Bldg.)

Minimal model theory for relatively trivial log canonical pairs

**Kenta Hashizume**(Department of Mathematics, Kyoto University)Minimal model theory for relatively trivial log canonical pairs

[ Abstract ]

The good minimal model conjecture is an important open problem in the birational geometry, and inductive arguments on the dimension of varieties are useful when we work on this conjecture. In fibration with a log canoinical pair having some good properties, it is expected that the above conjecture for the log canonical pair on total space can be proved by investigating the general fiber and base variety of the fibration. In this talk, I will explain an inductive argument in fibrations with relatively trivial log canonical pairs and introduce some applications of the inductive argument.

The good minimal model conjecture is an important open problem in the birational geometry, and inductive arguments on the dimension of varieties are useful when we work on this conjecture. In fibration with a log canoinical pair having some good properties, it is expected that the above conjecture for the log canonical pair on total space can be proved by investigating the general fiber and base variety of the fibration. In this talk, I will explain an inductive argument in fibrations with relatively trivial log canonical pairs and introduce some applications of the inductive argument.

### 2016/11/07

#### Seminar on Geometric Complex Analysis

10:30-12:00 Room #128 (Graduate School of Math. Sci. Bldg.)

(JAPANESE)

**Hideyuki Ishi**(Nagoya University)(JAPANESE)

### 2016/11/04

#### FMSP Lectures

10:30-11:30 Room #128 (Graduate School of Math. Sci. Bldg.)

The BV space in variational and evolution problems (3) (ENGLISH)

http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Rybka.pdf

**Piotr Rybka**(the University of Warsaw)The BV space in variational and evolution problems (3) (ENGLISH)

[ Abstract ]

https://www.ms.u-tokyo.ac.jp/kyoumu/docs/20160907.pdf を参照

[ Reference URL ]https://www.ms.u-tokyo.ac.jp/kyoumu/docs/20160907.pdf を参照

http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Rybka.pdf

#### FMSP Lectures

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

The BV space in variational and evolution problems (4) (ENGLISH)

http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Rybka.pdf

**Piotr Rybka**(the University of Warsaw)The BV space in variational and evolution problems (4) (ENGLISH)

[ Abstract ]

https://www.ms.u-tokyo.ac.jp/kyoumu/docs/20160907.pdf を参照

[ Reference URL ]https://www.ms.u-tokyo.ac.jp/kyoumu/docs/20160907.pdf を参照

http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Rybka.pdf

### 2016/11/02

#### Number Theory Seminar

18:00-19:00 Room #056 (Graduate School of Math. Sci. Bldg.)

Direct summand conjecture and perfectoid Abhyankar lemma: an overview (English)

**Yves André**(CNRS, Institut de Mathématiques de Jussieu)Direct summand conjecture and perfectoid Abhyankar lemma: an overview (English)

[ Abstract ]

According to Hochster's direct summand conjecture (1973), a regular ring R is a direct summand, as an R-module, of every finite extension ring. We shall outline our recent proof which relies on perfectoid techniques. Similar arguments also establish the existence of big Cohen-Macaulay algebras for complete local domains of mixed characteristics.

According to Hochster's direct summand conjecture (1973), a regular ring R is a direct summand, as an R-module, of every finite extension ring. We shall outline our recent proof which relies on perfectoid techniques. Similar arguments also establish the existence of big Cohen-Macaulay algebras for complete local domains of mixed characteristics.

### 2016/11/01

#### Tuesday Seminar on Topology

17:00-18:30 Room #056 (Graduate School of Math. Sci. Bldg.)

Higher-dimensional contact manifolds with infinitely many Stein fillings (JAPANESE)

**Takahiro Oba**(Tokyo Institute of Technology)Higher-dimensional contact manifolds with infinitely many Stein fillings (JAPANESE)

[ Abstract ]

A Stein fillings of a given contact manifold is a Stein domain whose boundary is contactomorphic to the given contact manifold.

Open books, Lefschetz fibrations, and mapping class groups of their fibers in particular help us to produce various contact manifolds and their Stein fillings. However, little is known about mapping class groups of higher-dimensional manifolds. This is one of the reasons that it was unknown whether there is a contact manifold of dimension > 3 with infinitely many Stein fillings. In this talk, I will choose a certain symplectic manifold as fibers of open books and Lefschetz fibrations and by using them, construct an infinite family of higher-dimensional contact manifolds with infinitely many Stein fillings.

A Stein fillings of a given contact manifold is a Stein domain whose boundary is contactomorphic to the given contact manifold.

Open books, Lefschetz fibrations, and mapping class groups of their fibers in particular help us to produce various contact manifolds and their Stein fillings. However, little is known about mapping class groups of higher-dimensional manifolds. This is one of the reasons that it was unknown whether there is a contact manifold of dimension > 3 with infinitely many Stein fillings. In this talk, I will choose a certain symplectic manifold as fibers of open books and Lefschetz fibrations and by using them, construct an infinite family of higher-dimensional contact manifolds with infinitely many Stein fillings.

#### FMSP Lectures

10:30-11:30 Room #128 (Graduate School of Math. Sci. Bldg.)

The BV space in variational and evolution problems (1) (ENGLISH)

http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Rybka.pdf

**Piotr Rybka**(the University of Warsaw)The BV space in variational and evolution problems (1) (ENGLISH)

[ Abstract ]

https://www.ms.u-tokyo.ac.jp/kyoumu/docs/20160907.pdf を参照

[ Reference URL ]https://www.ms.u-tokyo.ac.jp/kyoumu/docs/20160907.pdf を参照

http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Rybka.pdf

#### FMSP Lectures

13:15-14:15 Room #128 (Graduate School of Math. Sci. Bldg.)

The BV space in variational and evolution problems (2) (ENGLISH)

http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Rybka.pdf

**Piotr Rybka**(the University of Warsaw)The BV space in variational and evolution problems (2) (ENGLISH)

[ Abstract ]

https://www.ms.u-tokyo.ac.jp/kyoumu/docs/20160907.pdf を参照

[ Reference URL ]https://www.ms.u-tokyo.ac.jp/kyoumu/docs/20160907.pdf を参照

http://fmsp.ms.u-tokyo.ac.jp/FMSPLectures_Rybka.pdf

#### Seminar on Probability and Statistics

10:40-11:30 Room #123 (Graduate School of Math. Sci. Bldg.)

Wavelet-based methods for high-frequency lead-lag analysis

**Yuta Koike**(Tokyo Metropolitan University, JST CREST)Wavelet-based methods for high-frequency lead-lag analysis

[ Abstract ]

We propose a novel framework to investigate the lead-lag effect between two financial assets. Our framework bridges a gap between continuous-time modeling based on Brownian motion and the existing wavelet methods for lead-lag analysis based on discrete-time models and enables us to analyze the multi-scale structure of lead-lag effects. We also present a statistical methodology for the scale-by-scale analysis of lead-lag effects in the proposed framework and develop an asymptotic theory applicable to a situation including stochastic volatilities and irregular sampling. Finally, we report several numerical experiments to demonstrate how our framework works in practice. This talk is based on a joint work of Prof. Takaki Hayashi (Keio University).

We propose a novel framework to investigate the lead-lag effect between two financial assets. Our framework bridges a gap between continuous-time modeling based on Brownian motion and the existing wavelet methods for lead-lag analysis based on discrete-time models and enables us to analyze the multi-scale structure of lead-lag effects. We also present a statistical methodology for the scale-by-scale analysis of lead-lag effects in the proposed framework and develop an asymptotic theory applicable to a situation including stochastic volatilities and irregular sampling. Finally, we report several numerical experiments to demonstrate how our framework works in practice. This talk is based on a joint work of Prof. Takaki Hayashi (Keio University).

#### Seminar on Probability and Statistics

11:30-12:30 Room #123 (Graduate School of Math. Sci. Bldg.)

Second order fluctuations for zeros of arithmetic random waves

**Giovanni Peccati**(University du Luxembourg)Second order fluctuations for zeros of arithmetic random waves

[ Abstract ]

Originally introduced by Rudnick and Wigman (2007), arithmetic random waves are Gaussian Laplace eigenfunctions on the two-dimensional torus. In this talk, I will describe the high-energy behaviour of the so-called « nodal length » (that, is the volume of the zero set) of such random objects, and show that (quite unexpectedly) it is non-central and non-universal. I will also discuss the connected problem of counting the number of intersections points of independent nodal sets (equivalent to « phase singularities » for complex waves) in the high-energy regime. Both issues are tightly connected to the arithmetic study of lattice points on circles. One key concept in our presentation is that of ‘Berry cancellation phenomenon’ (see M.V. Berry, 2002), for which an explanation in terms of chaos expansions and integration by parts (Green formula) will be provided. Based on joint works (GAFA 2016 & Preprint 2016) with D. Marinucci (Rome Tor Vergata), M. Rossi (Luxembourg) and I. Wigman (King’s College, London), and with F. Dalmao (University of Uruguay), I. Nourdin (Luxembourg) and M. Rossi (Luxembourg).

Originally introduced by Rudnick and Wigman (2007), arithmetic random waves are Gaussian Laplace eigenfunctions on the two-dimensional torus. In this talk, I will describe the high-energy behaviour of the so-called « nodal length » (that, is the volume of the zero set) of such random objects, and show that (quite unexpectedly) it is non-central and non-universal. I will also discuss the connected problem of counting the number of intersections points of independent nodal sets (equivalent to « phase singularities » for complex waves) in the high-energy regime. Both issues are tightly connected to the arithmetic study of lattice points on circles. One key concept in our presentation is that of ‘Berry cancellation phenomenon’ (see M.V. Berry, 2002), for which an explanation in terms of chaos expansions and integration by parts (Green formula) will be provided. Based on joint works (GAFA 2016 & Preprint 2016) with D. Marinucci (Rome Tor Vergata), M. Rossi (Luxembourg) and I. Wigman (King’s College, London), and with F. Dalmao (University of Uruguay), I. Nourdin (Luxembourg) and M. Rossi (Luxembourg).

### 2016/10/31

#### Seminar on Geometric Complex Analysis

10:30-12:00 Room #128 (Graduate School of Math. Sci. Bldg.)

(JAPANESE)

**Yutaka Ishii**(Kyushu University)(JAPANESE)

#### Numerical Analysis Seminar

16:50-18:20 Room #002 (Graduate School of Math. Sci. Bldg.)

Numerical methods of a quantum hydrodynamic model for semiconductor devices (日本語)

**Shohiro Sho**(Osaka University)Numerical methods of a quantum hydrodynamic model for semiconductor devices (日本語)

#### Operator Algebra Seminars

16:45-18:15 Room #126 (Graduate School of Math. Sci. Bldg.)

Dual cocycles and equivariant deformation quantization (English)

**Sergey Neshveyev**(Univ. Oslo)Dual cocycles and equivariant deformation quantization (English)

#### Seminar on Probability and Statistics

10:40-11:30 Room #123 (Graduate School of Math. Sci. Bldg.)

Martingale expansion revisited

**Nakahiro Yoshida**(University of Tokyo, Institute of Statistical Mathematics, JST CREST)Martingale expansion revisited

[ Abstract ]

The martingale expansion is revisited in this talk. The martingale expansion for a martingale with mixed normal limit evaluates the tangent of the quadratic variation of the martingale and the torsion of an exponential martingale under the measure transform caused by the random limit of the quadratic variation. The martingale expansion has been applied to the realized volatility, quadratic form of an Ito process, p-variation and the QLA estimators of a volatility parametric model. An interpolation in time was used in martingale expansion. We discuss relation between martingale expansion and recently developed asymptotic expansion of Skorohod integrals by interpolation of distributions (a joint work with D. Nualart).

The martingale expansion is revisited in this talk. The martingale expansion for a martingale with mixed normal limit evaluates the tangent of the quadratic variation of the martingale and the torsion of an exponential martingale under the measure transform caused by the random limit of the quadratic variation. The martingale expansion has been applied to the realized volatility, quadratic form of an Ito process, p-variation and the QLA estimators of a volatility parametric model. An interpolation in time was used in martingale expansion. We discuss relation between martingale expansion and recently developed asymptotic expansion of Skorohod integrals by interpolation of distributions (a joint work with D. Nualart).

#### Seminar on Probability and Statistics

11:30-12:20 Room #123 (Graduate School of Math. Sci. Bldg.)

Error analysis for approximations to one-dimensional SDEs via perturbation method

**Nobuaki Naganuma**(Osaka University)Error analysis for approximations to one-dimensional SDEs via perturbation method

[ Abstract ]

We consider one-dimensional stochastic differential equations driven by fractional Brownian motions and adopt the Euler scheme, the Milstein type scheme and the Crank-Nicholson scheme to approximate solutions to the equations. We introduce perturbation method in order to analyze errors of the schemes. By using this method, we can express the errors in terms of directional derivatives of the solutions explicitly. We obtain asymptotic error distributions of the three schemes by combining the expression of the errors and the fourth moment theorem. This talk is based on a joint work with Prof. Shigeki Aida (Tohoku University).

We consider one-dimensional stochastic differential equations driven by fractional Brownian motions and adopt the Euler scheme, the Milstein type scheme and the Crank-Nicholson scheme to approximate solutions to the equations. We introduce perturbation method in order to analyze errors of the schemes. By using this method, we can express the errors in terms of directional derivatives of the solutions explicitly. We obtain asymptotic error distributions of the three schemes by combining the expression of the errors and the fourth moment theorem. This talk is based on a joint work with Prof. Shigeki Aida (Tohoku University).

#### Seminar on Probability and Statistics

13:50-14:40 Room #123 (Graduate School of Math. Sci. Bldg.)

Characterization of the convergence in total variation by Stein's method and Malliavin calculus

**Seiichiro Kusuoka**(Okayama University)Characterization of the convergence in total variation by Stein's method and Malliavin calculus

[ Abstract ]

Recently, convergence in distributions and estimates of distances between distributions are studied by means of Stein's equation and Malliavin calculus. However, in known results, the target distributions of the convergence were some specific distributions. In this talk, we extend the target distributions to invariant probability measures of diffusion processes. Precisely speaking, we prepare Stein's equation with respect to invariant measures of diffusion processes and consider the characterization of the convergence to the invariant measure in total variation by applying Malliavin calculus. This is a joint work with Ciprian Tudor.

Recently, convergence in distributions and estimates of distances between distributions are studied by means of Stein's equation and Malliavin calculus. However, in known results, the target distributions of the convergence were some specific distributions. In this talk, we extend the target distributions to invariant probability measures of diffusion processes. Precisely speaking, we prepare Stein's equation with respect to invariant measures of diffusion processes and consider the characterization of the convergence to the invariant measure in total variation by applying Malliavin calculus. This is a joint work with Ciprian Tudor.

#### Seminar on Probability and Statistics

14:50-15:40 Room #123 (Graduate School of Math. Sci. Bldg.)

Parameter estimation for diffusion processes with high-frequency observations

**Teppei Ogihara**(The Institute of Statistical Mathematics, JST PRESTO, JST CREST)Parameter estimation for diffusion processes with high-frequency observations

[ Abstract ]

We study statistical inference for security prices modeled by diffusion processes with high-frequency observations. In particular, we focus on two specific problems on analysis of high-frequency data, that is, nonsynchronous observations and the presence of observation noise called market microstructure noise. We construct a maximum-likelihood-type estimator of parameters, and study their asymptotic mixed normality. We also discuss on asymptotic efficiency of estimators.

We study statistical inference for security prices modeled by diffusion processes with high-frequency observations. In particular, we focus on two specific problems on analysis of high-frequency data, that is, nonsynchronous observations and the presence of observation noise called market microstructure noise. We construct a maximum-likelihood-type estimator of parameters, and study their asymptotic mixed normality. We also discuss on asymptotic efficiency of estimators.

#### Seminar on Probability and Statistics

15:40-16:30 Room #123 (Graduate School of Math. Sci. Bldg.)

Markov chain Monte Carlo for high-dimensional target distribution

**Kengo Kamatani**(Osaka University, JST CREST)Markov chain Monte Carlo for high-dimensional target distribution

[ Abstract ]

The Markov chain Monte Carlo (MCMC) algorithms are widely used to evaluate complicated integrals in Bayesian Statistics. Since the method is not free from the curse of dimensionality, it is important to quantify the effect of the dimensionality and establish an optimal MCMC strategy in high-dimension. In this talk, I will review some high-dimensional asymptotics of MCMC initiated by Roberts et. al. 97, and explain some asymptotic properties of the MpCN algorithm. I will also mention some connection to Stein-Malliavin techniques.

The Markov chain Monte Carlo (MCMC) algorithms are widely used to evaluate complicated integrals in Bayesian Statistics. Since the method is not free from the curse of dimensionality, it is important to quantify the effect of the dimensionality and establish an optimal MCMC strategy in high-dimension. In this talk, I will review some high-dimensional asymptotics of MCMC initiated by Roberts et. al. 97, and explain some asymptotic properties of the MpCN algorithm. I will also mention some connection to Stein-Malliavin techniques.

#### Seminar on Probability and Statistics

16:50-17:40 Room #123 (Graduate School of Math. Sci. Bldg.)

New Functionals inequalities via Stein's discrepancies

**Giovanni Peccati**(Universite du Luxembourg)New Functionals inequalities via Stein's discrepancies

#### Seminar on Probability and Statistics

17:40-18:30 Room #123 (Graduate School of Math. Sci. Bldg.)

Stochastic geometry and Malliavin calculus on configuration spaces

**Giovanni Peccati**(Université du Luxembourg)Stochastic geometry and Malliavin calculus on configuration spaces

[ Abstract ]

I will present some recent advances in the domain of quantitative limit theorems for geometric Poisson functionals, associated e.g. with random geometric graphs and random tessellations, obtained by means of Malliavin calculus techniques. One of our main results consists in a general (optimal) Berry-Esseen bound for stabilizing functionals, based on Stein’s method, iterated Poincaré inequalities and a variant of Mehler’s formula. Based on several joint works with S. Bourguin, R. Lachièze-Rey, G. Last and M. Schulte, as well as on the recent monograph that I co-edited with M. Reitzner.

I will present some recent advances in the domain of quantitative limit theorems for geometric Poisson functionals, associated e.g. with random geometric graphs and random tessellations, obtained by means of Malliavin calculus techniques. One of our main results consists in a general (optimal) Berry-Esseen bound for stabilizing functionals, based on Stein’s method, iterated Poincaré inequalities and a variant of Mehler’s formula. Based on several joint works with S. Bourguin, R. Lachièze-Rey, G. Last and M. Schulte, as well as on the recent monograph that I co-edited with M. Reitzner.

< Previous 123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176 Next >