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Tokyo Probability Seminar
Seminar information archive ～04/25｜Next seminar｜Future seminars 04/26～
| Date, time & place | Monday 16:00 - 17:30 126Room #126 (Graduate School of Math. Sci. Bldg.) |
|---|---|
| Organizer(s) | Makiko Sasada, Shuta Nakajima |
Seminar information archive
2018/05/14
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
Takuya MURAYAMA (Graduate School of Science, Kyoto University)
Chordal Komatu-Loewner equation for a family of continuously growing hulls (JAPANESE)
Takuya MURAYAMA (Graduate School of Science, Kyoto University)
Chordal Komatu-Loewner equation for a family of continuously growing hulls (JAPANESE)
2018/05/07
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
Takahiro SAGAWA (Faculty of Engineering, The University of Tokyo)
(JAPANESE)
[ Reference URL ]
http://www.taksagawa.com
Takahiro SAGAWA (Faculty of Engineering, The University of Tokyo)
(JAPANESE)
[ Reference URL ]
http://www.taksagawa.com
2018/04/23
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
Hiroshi KAWABI (Faculty of Economics, Keio University)
Functional central limit theorems for non-symmetric random walks on nilpotent covering graphs (JAPANESE)
Hiroshi KAWABI (Faculty of Economics, Keio University)
Functional central limit theorems for non-symmetric random walks on nilpotent covering graphs (JAPANESE)
2018/01/29
16:00-17:30 Room #128 (Graduate School of Math. Sci. Bldg.)
Kazuhiro Kuwae (Department of Applied Mathematics, Faculty of Science, Fukuoka University)
(JAPANESE)
Kazuhiro Kuwae (Department of Applied Mathematics, Faculty of Science, Fukuoka University)
(JAPANESE)
2018/01/22
16:00-17:30 Room # (Graduate School of Math. Sci. Bldg.)
Makiko Sasada (Graduate School of Mathematical Science, the University of Tokyo)
(JAPANESE)
Makiko Sasada (Graduate School of Mathematical Science, the University of Tokyo)
(JAPANESE)
2017/12/04
16:00-17:30 Room #128 (Graduate School of Math. Sci. Bldg.)
Kazuki Okamura (Research Institute for Mathematical Sciences, Kyoto University)
Some results for range of random walk on graph with spectral dimension two (JAPANESE)
Kazuki Okamura (Research Institute for Mathematical Sciences, Kyoto University)
Some results for range of random walk on graph with spectral dimension two (JAPANESE)
[ Abstract ]
We consider the range of random walk on graphs with spectral dimension two. We show that a certain weak law of large numbers hold if a recurrent graph satisfies a uniform condition. We construct a recurrent graph such that the uniform condition holds but appropriately scaled expectations fluctuate. Our result is applicable to showing LILs for lamplighter random walks in the case that the spectral dimension of the underlying graph is two.
We consider the range of random walk on graphs with spectral dimension two. We show that a certain weak law of large numbers hold if a recurrent graph satisfies a uniform condition. We construct a recurrent graph such that the uniform condition holds but appropriately scaled expectations fluctuate. Our result is applicable to showing LILs for lamplighter random walks in the case that the spectral dimension of the underlying graph is two.
2017/11/27
16:00-17:30 Room #128 (Graduate School of Math. Sci. Bldg.)
Antar Bandyopadhyay (Indian Statistical Institute)
Random Recursive Tree, Branching Markov Chains and Urn Models (ENGLISH)
Antar Bandyopadhyay (Indian Statistical Institute)
Random Recursive Tree, Branching Markov Chains and Urn Models (ENGLISH)
[ Abstract ]
In this talk, we will establish a connection between random recursive tree, branching Markov chain and urn model. Exploring the connection further we will derive fairly general scaling limits for urn models with colors indexed by a Polish Space and show that several exiting results on classical/non-classical urn schemes can be easily derived out of such general asymptotic. We will further show that the connection can be used to derive exact asymptotic for the sizes of the connected components of a "random recursive forest", obtained by removing the root of a random recursive tree.
[This is a joint work with Debleena Thacker]
In this talk, we will establish a connection between random recursive tree, branching Markov chain and urn model. Exploring the connection further we will derive fairly general scaling limits for urn models with colors indexed by a Polish Space and show that several exiting results on classical/non-classical urn schemes can be easily derived out of such general asymptotic. We will further show that the connection can be used to derive exact asymptotic for the sizes of the connected components of a "random recursive forest", obtained by removing the root of a random recursive tree.
[This is a joint work with Debleena Thacker]
2017/11/13
16:00-17:30 Room #128 (Graduate School of Math. Sci. Bldg.)
Masaki Wada (Faculty of Human Development and Culture, Fukushima University)
(JAPANESE)
Masaki Wada (Faculty of Human Development and Culture, Fukushima University)
(JAPANESE)
2017/10/30
16:00-17:30 Room #128 (Graduate School of Math. Sci. Bldg.)
Yu Ito (Department of Mathematics, Faculty of Science, Kyoto Sangyo University)
Integration of controlled rough paths via fractional calculus (JAPANESE)
Yu Ito (Department of Mathematics, Faculty of Science, Kyoto Sangyo University)
Integration of controlled rough paths via fractional calculus (JAPANESE)
2017/10/23
16:00-17:30 Room #128 (Graduate School of Math. Sci. Bldg.)
Yoshihiro Abe (Department of Mathematics, Gakushuin University)
(JAPANESE)
Yoshihiro Abe (Department of Mathematics, Gakushuin University)
(JAPANESE)
2017/07/10
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
Mei Yin (University of Denver)
Phase transitions in exponential random graphs (ENGLISH)
Mei Yin (University of Denver)
Phase transitions in exponential random graphs (ENGLISH)
[ Abstract ]
Large networks have become increasingly popular over the last decades, and their modeling and investigation have led to interesting and new ways to apply statistical and analytical methods. The introduction of exponential random graphs has aided in this pursuit, as they are able to capture a wide variety of common network tendencies by representing a complex global structure through a set of tractable local features. This talk with focus on the phenomenon of phase transitions in large exponential random graphs. The main techniques that we use are variants of statistical physics but the exciting new theory of graph limits, which has rich ties to many parts of mathematics and beyond, also plays an important role in the interdisciplinary inquiry. Some open problems and conjectures will be presented.
Large networks have become increasingly popular over the last decades, and their modeling and investigation have led to interesting and new ways to apply statistical and analytical methods. The introduction of exponential random graphs has aided in this pursuit, as they are able to capture a wide variety of common network tendencies by representing a complex global structure through a set of tractable local features. This talk with focus on the phenomenon of phase transitions in large exponential random graphs. The main techniques that we use are variants of statistical physics but the exciting new theory of graph limits, which has rich ties to many parts of mathematics and beyond, also plays an important role in the interdisciplinary inquiry. Some open problems and conjectures will be presented.
2017/07/03
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
Lu Xu (Faculty of Mathematics, Kyushu University)
Equilibrium fluctuation for a chain of anharmonic oscillators (JAPANESE)
Lu Xu (Faculty of Mathematics, Kyushu University)
Equilibrium fluctuation for a chain of anharmonic oscillators (JAPANESE)
[ Abstract ]
A chain of oscillators is a particle system whose microscopic time evolution is given by Hamilton equations with various kinds of conservative noises. Mathematicians and physicians are interested in its macroscopic behaviors (ε → 0) under different space-time scales: ballistic (hyperbolic) (εx, εt), diffusive (εx, ε^2t) and superdiffusive (εx, ε^αt) for 1 < α < 2. In this talk, we consider a 1-dimensional chain of anharmonic oscillators perturbed by noises preserving the total momentum as well as the total energy. We present a result about the hyperbolic scaling limit of its equilibrium fluctuation as well as some further discussions. (A joint work with S. Olla, Université Paris-Dauphine)
A chain of oscillators is a particle system whose microscopic time evolution is given by Hamilton equations with various kinds of conservative noises. Mathematicians and physicians are interested in its macroscopic behaviors (ε → 0) under different space-time scales: ballistic (hyperbolic) (εx, εt), diffusive (εx, ε^2t) and superdiffusive (εx, ε^αt) for 1 < α < 2. In this talk, we consider a 1-dimensional chain of anharmonic oscillators perturbed by noises preserving the total momentum as well as the total energy. We present a result about the hyperbolic scaling limit of its equilibrium fluctuation as well as some further discussions. (A joint work with S. Olla, Université Paris-Dauphine)
2017/06/19
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
Kensuke Ishitani (Graduate School of Science and Engineering, Tokyo Metropolitan University)
Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals (JAPANESE)
Kensuke Ishitani (Graduate School of Science and Engineering, Tokyo Metropolitan University)
Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals (JAPANESE)
[ Abstract ]
In this presentation, we present a new methodology to compute first-order Greeks for barrier options under the framework of path-dependent payoff functions with European, Lookback, or Asian type and with time-dependent trigger levels. In particular, we develop chain rules for Wiener path integrals between two curves that arise in the computation of first-order Greeks for barrier options. We also illustrate the effectiveness of our method through numerical examples.
In this presentation, we present a new methodology to compute first-order Greeks for barrier options under the framework of path-dependent payoff functions with European, Lookback, or Asian type and with time-dependent trigger levels. In particular, we develop chain rules for Wiener path integrals between two curves that arise in the computation of first-order Greeks for barrier options. We also illustrate the effectiveness of our method through numerical examples.
2017/05/29
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
Shuta Nakajima (Research Institute for Mathematical Sciences, Kyoto University)
The cardinality of infinite geodesics originating from zero in First Passage Percolation (JAPANESE)
Shuta Nakajima (Research Institute for Mathematical Sciences, Kyoto University)
The cardinality of infinite geodesics originating from zero in First Passage Percolation (JAPANESE)
2017/05/22
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
Yoshihiro Tawara (National Institute of Technology, Nagaoka College)
Compactness of Markov and Shcroedinger semigroups (JAPANESE)
Yoshihiro Tawara (National Institute of Technology, Nagaoka College)
Compactness of Markov and Shcroedinger semigroups (JAPANESE)
2017/04/24
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
Shigeki Aida (Graduate School of Mathematical Science, the University of Tokyo)
Rough differential equations containing path-dependent bounded variation terms (JAPANESE)
Shigeki Aida (Graduate School of Mathematical Science, the University of Tokyo)
Rough differential equations containing path-dependent bounded variation terms (JAPANESE)
2017/04/17
16:00-17:30 Room #126 (Graduate School of Math. Sci. Bldg.)
David Croydon (University of Warwick)
Scaling limits of random walks via resistance forms (ENGLISH)
David Croydon (University of Warwick)
Scaling limits of random walks via resistance forms (ENGLISH)
[ Abstract ]
In this talk, I will describe some recent work (partly joint with T. Kumagai, Kyoto University, and B. M. Hambly, University of Oxford) regarding scaling limits for random walks on spaces where the scaling limit of the associated resistance metric can be understood. This work is particularly applicable to "low-dimensional" graphs, whose scaling limits are trees and fractals, for example. It also gives a framework for understanding various time-changed processes on the spaces in question, such as those arising from Liouville Brownian motion, the Bouchaud trap model and the random conductance model.
In this talk, I will describe some recent work (partly joint with T. Kumagai, Kyoto University, and B. M. Hambly, University of Oxford) regarding scaling limits for random walks on spaces where the scaling limit of the associated resistance metric can be understood. This work is particularly applicable to "low-dimensional" graphs, whose scaling limits are trees and fractals, for example. It also gives a framework for understanding various time-changed processes on the spaces in question, such as those arising from Liouville Brownian motion, the Bouchaud trap model and the random conductance model.
2017/02/13
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Satoshi Yokoyama (Graduate school of mathematical sciences, the university of Tokyo)
Sharp interface limit for stochastically perturbed mass conserving Allen-Cahn equation
Satoshi Yokoyama (Graduate school of mathematical sciences, the university of Tokyo)
Sharp interface limit for stochastically perturbed mass conserving Allen-Cahn equation
2017/01/30
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Jun Misumi (Faculty of Science, Kochi University)
Jun Misumi (Faculty of Science, Kochi University)
2017/01/16
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Kazumasa Kuwada (School of science, Tokyo institute of technology)
Monotonicity and rigidity of the W-entropy on RCD (0,N) spaces (日本語)
Kazumasa Kuwada (School of science, Tokyo institute of technology)
Monotonicity and rigidity of the W-entropy on RCD (0,N) spaces (日本語)
2016/12/12
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Takuma Akimoto (Keio University)
Takuma Akimoto (Keio University)
2016/11/21
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Yukio Nagahata (Faculty of Engineering, Niigata University)
On scaling limit of a cost in adhoc network model
Yukio Nagahata (Faculty of Engineering, Niigata University)
On scaling limit of a cost in adhoc network model
2016/10/03
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Masato Hoshino (Graduate School of Mathematical Science, the University of Tokyo)
Coupled KPZ equations and complex-valued stochastic Ginzburg-Landau equation (日本語)
Masato Hoshino (Graduate School of Mathematical Science, the University of Tokyo)
Coupled KPZ equations and complex-valued stochastic Ginzburg-Landau equation (日本語)
2016/07/25
16:50-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Bin Xie (Department of Mathematical Sciences, Faculty of Science, Shinshu University)
Intermittent property of parabolic stochastic partial differential equations
Bin Xie (Department of Mathematical Sciences, Faculty of Science, Shinshu University)
Intermittent property of parabolic stochastic partial differential equations
2016/07/11
15:00-18:20 Room #128 (Graduate School of Math. Sci. Bldg.)
Jin Feng (University of Kansas) 15:00-16:30
An introduction to Hamilton-Jacobi equation in the space of probability measures (English)
Jin Feng (University of Kansas) 15:00-16:30
An introduction to Hamilton-Jacobi equation in the space of probability measures (English)
[ Abstract ]
I will discuss Hamilton-Jacobi equation in the space of probability measures.
Two types of applications motivate the issue: one is from the probabilistic large deviation study of weakly interacting particle systems in statistical mechanics, another is from an infinite particle version of the variational formulation of Newtonian mechanics.
In creating respective well-posedness theories, two mathematical observations played important roles: One, the free-particle flow picture naturally leads to the use of the optimal mass transportation calculus. Two, there is a hidden symmetry (particle permutation invariance) for elements in the space of probability measures. In fact, the space of probability measures in this context is best viewed as an infinite dimensional quotient space. Using a natural metric, we are lead to some fine aspects of the optimal transportation calculus that connect with the metric space analysis and probability.
Time permitting, I will discuss an open issue coming up from the study of the Gibbs-Non-Gibbs transitioning by the Dutch probability community.
The talk is based on my past works with the following collaborators: Markos Katsoulakis, Tom Kurtz, Truyen Nguyen, Andrzej Swiech and Luigi Ambrosio.
Daishin Ueyama (Graduate School of Advanced Mathematical Sciences, Meiji University) 16:50-18:20I will discuss Hamilton-Jacobi equation in the space of probability measures.
Two types of applications motivate the issue: one is from the probabilistic large deviation study of weakly interacting particle systems in statistical mechanics, another is from an infinite particle version of the variational formulation of Newtonian mechanics.
In creating respective well-posedness theories, two mathematical observations played important roles: One, the free-particle flow picture naturally leads to the use of the optimal mass transportation calculus. Two, there is a hidden symmetry (particle permutation invariance) for elements in the space of probability measures. In fact, the space of probability measures in this context is best viewed as an infinite dimensional quotient space. Using a natural metric, we are lead to some fine aspects of the optimal transportation calculus that connect with the metric space analysis and probability.
Time permitting, I will discuss an open issue coming up from the study of the Gibbs-Non-Gibbs transitioning by the Dutch probability community.
The talk is based on my past works with the following collaborators: Markos Katsoulakis, Tom Kurtz, Truyen Nguyen, Andrzej Swiech and Luigi Ambrosio.
