Tidligere arrangementer - Side 47
Patrick J. Lynett is from the University of Southern California.
The seminar language this term will be English, see the corresponding webpage in English
Dávid Kunszenti-Kovács, Tübingen University (Germany) will give a talk with title "The Jacobs-deLeeuw-Glicksberg decomposition and ergodic theorems".
Abstract: We present the classical decomposition theorem for contractions on Hilbert spaces due to Jacobs, deLeeuw and Glicksberg, and show how it can be used to prove ergodic theorems. We then prove a new version of this decomposition, adapted to the context of W*-algebras, with consequences for W*-dynamical systems. Finally we take a look at how the characterizations given in the original decomposition theorem can be further strengthened.
John Quigg, University of Arizona (Tempe), USA, will give a talk with title "Exotic group C*-algebras"
Abstract: We study C*-algebras between C*(G) and C*_r(G), focusing on the aspects relevant to noncommutative crossed-product duality.
Rand Kwong Yew Low (UQ Business School, University of Queensland, Brisbane) will talk about
Portfolio optimization based on pair-copula constructions
Jeg vil snakke om en flettet monoidal diagram kategori av B-rom, Quillen ekvivalent til simplisielle mengder, der kommutative monoider svarer til doble løkkerom i simplisielle mengder. For enhver liten flettet monoidal kategori har jeg konstruert en kommutativ B-roms monoide slik at homotopigrensen av den er svakt ekvivalent til nerven av den flettede monoidale kategorien.Dette gir en modell for alle doble løkkerom siden Fiedorowicz, Stelzer og Vogt viser at alle doble løkkerom er svakt ekvivalente til en nerven av en flettet monoidal kategori i en artikkel fra september 2011.
An Ta Thi Kieu, InnoStoch/CMA, holder et seminar med tittelen: Stochastic optimal control of forward–backward stochastic system under G–Lévy process
Linn Cecilie Bergersen (Matematisk Institutt, Universitetet i Oslo) skal snakke om
Preselection in High-dimensional Penalized Regression Problems Guided by Freezing
Wilson Charles, Uni. Dar Es Salaam, holder et seminar med tittelen: Application of stochastic differential equations to model dispersion of pollutants in shallow water
Paola Vicard (Universita di Roma Tre) will talk about
Bayesian networks in official statistics
Andras Zempleni (Eötvös Loránd University Budapest) skal snakke om
Statistical modeling in moderately high dimensions with emphasis on extremes
Randall J. LeVeque, Applied Mathematics Department University of Washington
Paul Kruehner holder et seminar med tittelen: On a term structure approach for stock options
Nils Framstad, UiO, holder et seminar med tittelen: Generalizations of elliptical distributions and their portfolio separation properties
Imran Taib, CMA, holder et seminar med tittelen: Pricing of temperature index insurance
CANCELLED: Nils Framstad, UiO, holder et seminar med tittelen: Generalizations of elliptical distributions and their portfolio separation properties
Idris Eckley (Department of Mathematics and Statistics, Lancaster University) skal snakke om
Alias detection and spectral correction for locally stationary time series
Jonathan Tawn (Department of Mathematics and Statistics, Lancaster University) skal snakke om
Applying multivariate extreme value methods for univariate and spatial flood risk assessment
Erik Alfsen will give a talk with title "Finding decompositions of separable states"
We study a modified version of Rognes' logarithmic structures on structured ring spectra. In our setup, we obtain canonical logarithmic structures on connective K-theory spectra which approximate the respective periodic spectra. The inclusion of the p-complete Adams summand into the p-complete connective complex K-theory spectrum is compatible with these logarithmic structures. The vanishing of appropriate logarithmic topological Andre-Quillen homology groups confirms that the inclusion of the Adams summand should be viewed as a tamely ramified extension of ring spectra.
André Suess, Uni. Barcelona, holder et seminar med tittelen: The Martingale-Measure Approach to SPDEs
Krzystzof Paczka, CMA, holder et seminar med tittelen: Malliavin calculus for G-Brownian motion
Gudmund Horn Hermansen (Matematisk Institutt, Universitetet i Oslo) skal snakke om
Model selection issues in Gaussian time series models