ニュース&イベント

Math-Fi seminar on 7 Jun.

2018.06.04 Mon up
  • Date: 7 Jun. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Jiro Akahori (Ritusmeikan University)
  • Title:  An Introduction to Discrete Stochastic Calculus

数理科学科談話会 (2018/6/15)

2018.06.03 Sun up
<<談話会>>
日時: 2018年6月15日(金) 16:30~18:30
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

講演① 16:30-17:20
タイトル:Small dispersion limits of soliton equations
講演者: Spyridon Kamvissis(University of Crete)
アブストラクト:A brief presentation of some problems and ideas going back to von Neumann and Lax, concerning limits of nonlinear dispersive soliton equations as the dispersion coefficients tend to zero. These are singular limits, not governed by the formal limits of the original equations. High frequency oscillations appear so only weak limits exist.


講演② 17:40-18:30
タイトル: Some properties of weighted operator means
講演者: 宇田川 陽一(立命館大学)
アブストラクト: こちらをご覧ください.

Math-Fi seminar on 31 May

2018.05.29 Tue up
  • Date: 31 May (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Daisuke Shiraishi (Kyoto University)
  • Title: Natural parametrization for loop-erased random walk in three dimensions

Math-Fi seminar on 24 May

2018.05.21 Mon up
  • Date: 24 May (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Benjamin Poignard (Osaka University)
  • Title: Non-Asymptotic Properties of Regularized Multivariate ARCH models
  • Abstract:
We provide finite sample properties of regularized multivariate ARCH processes, where the linear representation of ARCH models allows for an ordinary least square estimation. Under the restricted strong convexity of the unpenalized loss function, regularity conditions on the regularizer, strict stationary and beta-mixing process, we prove non-asymptotic error bounds on the regularized ARCH estimators. Moreover, based on the primal-dual witness method, we establish variable selection consistency, including the case when the regularizer is non-convex. These theoretical results are supported by simulation studies. 

2018年5月11日(金)立命館大学幾何学セミナー

2018.05.01 Tue up
<<立命館大学幾何学セミナー>>

日時:        2018年5月11日(金) 16:30~18:00

タイトル:    等長変換群の存在を妨げる幾何学量について

講演者:     友田 健太郎 (大阪市立大学)

アブストラクト:
ハミルトン形式の解析力学や一般相対論をあつかうとき, 過剰決定系の偏微分方程式に遭遇することがある.
例えば,リーマン多様体を特徴付けている対称性は何かという問から, キリング方程式と呼ばれる偏微分方程式が現れるが, これは過剰決定系の典型である.
こうした過剰決定系のなかでも,有限型に分類される系は, 解空間の有限次元性が保証されるなど, 偏微分方程式でありながら常微分方程式に近い性質をもつ.
本講演では,過剰決定系の偏微分方程式を考える動機について概説した後,キリング方程式の諸性質を議論する.
特に,キリング方程式の解の存在を妨げる幾何学量を紹介する.
また,こうした幾何学量を用いて,キリング方程式の解空間の次元を代数的に決定する「試験法」を紹介する.
本講演の内容は,Boris Kruglikov(トロムソ大学)とVladimir Matveev(イェーナ大学)との共同研究に基づく.

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 26 Apr.

2018.04.26 Thu up
  • Date: 26 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Keita Owari (Ritsumeikan University)
  • Title: Introduction to Duality Theory for Locally Convex Spaces
 

Math-Fi seminar on 19 Apr.

2018.04.16 Mon up
  • Date: 19 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Giulia Livieri (SNS Pisa)
  • Title: Statistical inference for price staleness
  • Abstract:
Asset prices recorded at a high frequency are more sluggish than implied by the semi-martingale hypothesis. 
We propose a new general framework formalizing this phenomenon. We provide a limit theory for Idle-time (an economic indicator for price flatness) and related quantities. This allows to quantify the level of staleness in an asset price adjustment and to test two different hypothesis. First, whether the extent of sluggishness is constant or time-varying. Second, whether the sluggishness is persistent. The empirical application on US stocks provides the evidence that stock price flatness is both time-varying and persistent, especially during the crisis.
 

Math-Fi seminar on 12 Apr.

2018.04.09 Mon up
  • Date: 12 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Yuuki Semba (Ritsumeikan Univeristy)
  • Title: Reinforced Random Walk
 

Math-Fi seminar on 5 Apr.

2018.04.02 Mon up
  • Date: 5 Apr. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:00
  • Speaker: Xunyu Zhou (Columbia University)
  • Title: Time Inconsistency, Self Control and Portfolio Choice 
  • Abstract: 
Time inconsistency arises when one’s preferences are not aligned over time; thus time-inconsistent dynamic control is essentiallya self control problem.
In this talk I will introduce several classes of time-inconsistent dynamic optimisation problems together with their economic motivations, and highlight the ways to address the time inconsistency.
I will then provide a solution to a continuous-time portfolio choice model under the rank-dependent utility which is inherently time inconsistent.

数理科学科談話会(2018/3/23)

2018.03.12 Mon up
<<立命館大学数理科学科談話会>>
日時:     2018年3月23日(金)16:30~17:30

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: Spectral Theory of Quaternionic Operators

講演者:  Santhosh Kumar Pamula (立命館大学)

アブストラクト: (こちらのPDFファイルもご覧ください)
In this talk we present the spectral theorem for right quaternionic linear operators, which are also called as quaternionic operators. In particular, we present the series representation of quaternionic compact normal operators by using the concept of spherical spectrum. Then we propose an approach to define quaternionic version of continuous functional calculus. Also we prove the existence of polar decomposition of quaternionic operators, we provide necessary and sufficient condition for an arbitrary decomposition to be the polar decomposition.

References
[1] G. Ramesh and P. Santhosh Kumar, Borel functional calculus for quaternionic normal operators, J. Math. Phys. 58 (2017), no. 5, 053501, 16 pp.
[2] G. Ramesh and P. Santhosh Kumar, Spectral theorem for quaternionic compact normal operators, The Journal of Analysis (2017), 1-17, doi: 10.1007/s41478-017-0027-8.
[3] G. Ramesh and P. Santhosh Kumar, On the polar decomposition of right linear operators in quaternionic Hilbert spaces, J. Math. Phys. 57 (2016), no. 4, 043502, 16 pp.