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数理科学科談話会 （2018/12/13）

2018.12.03 Mon up
<<談話会>>
日時： 2018年12月13日（木） 18:00～19:00
場所： 立命館大学びわこ・くさつキャンパス(BKC)
         ウェストウィング6階談話会室

タイトル： 有限グラフの因子及び射影曲線の因子の階数と特殊化

講演者：  山木 壱彦 （京都大学国際高等教育院/大学院理学研究科）

アブストラクト：
こちらをご覧ください．

2018年11月26日（月）立命館大学幾何学セミナー

2018.11.18 Sun up
<<立命館大学幾何学セミナー>>

日時：        2018年11月26日（月） 18:00～19:00

タイトル：   K3曲面とゲージ理論

講演者：    中村 信裕 （大阪医科大学）

アブストラクト：
ゲージ理論，特に Seiberg-Witten 理論がK3曲面，および楕円曲面のトポロジーについて証明してきたことのいくつかを紹介する．
1. exotic な微分構造と連結和に関する「剛性」
2. nonsmoothable group actions
3. 族のトポロジー

場所：         立命館大学びわこ・くさつキャンパス（BKC）
　　　           ウェストウィング6階談話会室

Math-Fi seminar on 15 Nov.

2018.11.13 Tue up
  • Date: 15 Nov. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Akihiro Tanaka (Osaka University, Sumitomo Mitsui Banking Corporation)
  • Title: Introduction to xVA:Remark on arbitrage free condition.
 

数理科学科談話会 （2018/11/22）

2018.11.12 Mon up
<<談話会>>
日時： 2018年11月22日(木) 18:00～19:00
場所： 立命館大学びわこ・くさつキャンパス(BKC)
　　　   ウェストウィング6階談話会室
タイトル：On the spectrum of non-commuting polynomials in random permutation matrices

講演者： Benoît Collins （京都大学・数学教室）

アブストラクト：
To any non-commuting polynomial P in k non-commuting unitaries and its inverses we can associate an n x n random matrix obtained by replacing the unitaries by k iid random uniform permutation matrices. In case P is self-adjoint, free probability predicts the histogram of eigenvalues of the associated random matrix when n is large, by supplying a limiting probability distribution. We are interested in the problem of whether there can be eigenvalues far away from the support of the limiting distribution. Our main result is that there is at most one such eigenvalue which we will describe. As a corollary, we are able to prove the so-called Alon’s generalized second eigenvalue conjecture. Time allowing, we will describe this conjecture and new techniques used to prove our main result. This talk is based on joint work with Charles Bordenave.

Math-Fi seminar on 8 Nov.

2018.11.07 Wed up
  • Date: 8 Nov. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Tadashi Ono (University of Tsukuba)
  • Title: TBA

Math-Fi seminar on 25 Oct.

2018.10.23 Tue up
  • Date: 25 Oct. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room


  • Time: 16:30-16:50
  • Speaker: Masahiro Kinuya (Ritsumeikan University)
  • Title: Euler-Maruyama type approximation of stochastic PDEs by orthogonal random variables
​
  • ​Time: 16:50-17:10
  • Speaker: Yuta Nakamura (Ritsumeikan University)
  • Title: Approximation of Heston model by a lattice on 3-dimensional Heisenberg group
​
  • Time: 17:10-17:30
  • Speaker: Yuki Semba (Ritsumeikan University)
  • Title: Polya Urn Binomial Model for Option Price
​
  • Time: 17:30-17:50
  • Speaker: Tsuyoshi Kinoshita (Ritsumeikan University)
  • Title: Default Contagion with Domino Effect as a Point Process
​
  • Time: 17:50-18:10
  • Speaker: Shuji Tamada (Ritsumeikan University)
  • Title: Thermodynamic Approach to Whole-Life Insurance: An Evaluation Method of Surrender Risk
 

2018年10月18日(木)　ワークショップ

2018.10.18 Thu up
”Ritsumeikan Workshop on Probability Theory and its Applications to Insurance and Finance”
 
期間：2018年10月18日(木） 
場所：立命館大学びわこくさつキャンパス　ウエストウイング6階　談話会室
詳細はこちら

Math-Fi seminar on 27 Sep., 4 Oct. and 11 Oct.

2018.09.25 Tue up
  • Date:  27 Sep. (Thu.), 4 Oct. (Thu.) and 11 Oct. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Ying Jiao (Université Claude Bernard Lyon 1)
  • Title: CIR models with jumps
  • Abstract:
​The first one will be on affine interest rate models with Brownian diffusion including CIR and Vacisek models, the second one will start with the jumps and introduce some basic notions about CBI processes, in relation with the general affine jump diffusion models, the third and last part will be the research lecture on the so-called alpha-CIR model.
 

Math-Fi seminar on 20 Sep.

2018.09.18 Tue up
  • Date: 20 Sep. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Libo Li (University of New South Wales)
  • Title: On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case
  • Abstract:
​We propose a positivity preserving implicit Euler-Maruyama scheme for a jump-extended Cox-Ingersoll-Ross (CIR) process where the jumps are governed by compensated spectrally positive alpha-stable process for alpha belonging to (1,2). Different to the existing positivity preserving numerical schemes for jump-extended CIR or CEV models, the model considered here has infinite activity jumps. We calculate, in this specific model, the strong rate of convergence and give some numerical illustrations. Jump extended models of this type were initially studied in the context of branching processes and was recently introduced to the financial mathematics literature to model sovereign interest rates, power and energy markets.
 

Math-Fi seminar on 13 Sep.

2018.09.10 Mon up
  • Date: 13 Sep. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 15:00-18:00
  • Speaker: Libo Li (University of New South Wales)
  • Title: multivariate analysis

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