Seminars and Colloquia by Series

Topics in Ergodic Theory IV: Shannon-McMillan-Breiman Theorem.

Series
Dynamical Systems Working Seminar
Time
Friday, March 28, 2014 - 13:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Lei ZhangGeorgia Tech
We present the proof of the Shannon-McMillan-Breiman Theorem. This is part of a reading seminar geared towards understanding of Smooth Ergodic Theory. (The study of dynamical systems using at the same time tools from measure theory and from differential geometry)It should be accesible to graduate students and the presentation is informal. The first goal will be a proof of the Oseledets multiplicative ergodic theorem for random matrices. Then, we will try to cover the Pesin entropy formula, invariant manifolds, etc.

Average Case Equilibria

Series
ACO Student Seminar
Time
Friday, March 28, 2014 - 12:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Ioannis PanageasGeorgia Tech
Since the 50s and Nash general proof of equilibrium existence in games it is well understood that even simple games may have many, even uncountably infinite, equilibria with different properties. In such cases a natural question arises, which equilibrium is the right one? In this work, we perform average case analysis of evolutionary dynamics in such cases of games. Intuitively, we assign to each equilibrium a probability mass that is proportional to the size of its region of attraction. We develop new techniques to compute these likelihoods for classic games such as the Stag Hunt game (and generalizations) as well as balls-bins games. Our proofs combine techniques from information theory (relative entropy), dynamical systems (center manifold theorem), and algorithmic game theory. Joint work with Georgios Piliouras

Maximal Ideal Spaces

Series
Analysis Working Seminar
Time
Friday, March 28, 2014 - 10:00 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Ishawari KunwarSchool of Math
Ishwari will cover chapter 5 section 1 of Bounded Analytic Functions.

Heat kernel asymptotics at the cut locus

Series
Stochastics Seminar
Time
Thursday, March 27, 2014 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Robert NeelLehigh Univ.
We discuss a technique, going back to work of Molchanov, for determining the small-time asymptotics of the heat kernel (equivalently, the large deviations of Brownian motion) at the cut locus of a (sub-) Riemannian manifold (valid away from any abnormal geodesics). We relate the leading term of the expansion to the structure of the cut locus, especially to conjugacy, and explain how this can be used to find general bounds as well as to compute specific examples. We also show how this approach leads to restrictions on the types of singularities of the exponential map that can occur along minimal geodesics. Further, time permitting, we extend this approach to determine the asymptotics for the gradient and Hessian of the logarithm of the heat kernel on a Riemannian manifold, giving a characterization of the cut locus in terms of the behavior of the log-Hessian, which can be interpreted in terms of large deviations of the Brownian bridge. Parts of this work are joint with Davide Barilari, Ugo Boscain, and Grégoire Charlot.

Generalized Measures of Correlation and Their Implications in GARCH and Heston Models

Series
Mathematical Finance/Financial Engineering Seminar
Time
Thursday, March 27, 2014 - 15:05 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Zhengjun ZhangUniversity of Wisconsin
Applicability of Pearson's correlation as a measure of explained variance is by now well understood. One of its limitations is that it does not account for asymmetry in explained variance. Aiming to obtain broad applicable correlation measures, we use a pair of r-squares of generalized regression to deal with asymmetries in explained variances, and linear or nonlinear relations between random variables. We call the pair of r-squares of generalized regression generalized measures of correlation (GMC). We present examples under which the paired measures are identical, and they become a symmetric correlation measure which is the same as the squared Pearson's correlation coefficient. As a result, Pearson's correlation is a special case of GMC. Theoretical properties of GMC show that GMC can be applicable in numerous applications and can lead to more meaningful conclusions and decision making. In statistical inferences, the joint asymptotics of the kernel based estimators for GMC are derived and are used to test whether or not two random variables are symmetric in explaining variances. The testing results give important guidance in practical model selection problems. In real data analysis, this talk presents ideas of using GMCs as an indicator of suitability of asset pricing models, and hence new pricing models may be motivated from this indicator.

The reduction of PPAD linear complementarity problems to bimatrix games

Series
ACO Colloquium
Time
Thursday, March 27, 2014 - 15:00 for 1 hour (actually 50 minutes)
Location
Skiles 268
Speaker
Ilan AdlerUniversity of California, Berkeley
It is well known that many optimization problems, ranging from linear programming to hard combinatorial problems, as well as many engineering and economics problems, can be formulated as linear complementarity problems (LCP). One particular problem, finding a Nash equilibrium of a bimatrix game (2 NASH), which can be formulated as LCP, motivated the elegant Lemke algorithm to solve LCPs. While the algorithm always terminates, it can generates either a solution or a so-called ‘secondary ray’. We say that the algorithm resolves a given LCP if a secondary ray can be used to certify, in polynomial time, that no solution exists. It turned out that in general, Lemke-resolvable LCPs belong to the complexity class PPAD and that, quite surprisingly, 2 NASH is PPAD-complete. Thus, Lemke-resolvable LCPs can be formulated as 2 NASH. However, the known formulation (which is designed for any PPAD problem) is very complicated, difficult to implement, and not readily available for potential insights. In this talk, I’ll present and discuss a simple reduction of Lemke-resolvable LCPs to bimatrix games that is easy to implement and have the potential to gain additional insights to problems (including several models of market equilibrium) for which the reduction is applicable.

Combinatorial Divisor Theory for Graphs

Series
Dissertation Defense
Time
Thursday, March 27, 2014 - 12:00 for 1 hour (actually 50 minutes)
Location
Skiles 005
Speaker
Spencer BackmanSchool of Mathematics, Georgia Tech
Chip-firing is a deceptively simple game played on the vertices of a graph, which was independently discovered in probability theory, poset theory, graph theory, and statistical physics. In recent years, chip-firing has been employed in the development of a theory of divisors on graphs analogous to the classical theory for Riemann surfaces. In particular, Baker and Norin were able to use this setup to prove a combinatorial Riemann-Roch formula, whose classical counterpart is one of the cornerstones of modern algebraic geometry. It is now understood that the relationship between divisor theory for graphs and algebraic curves goes beyond pure analogy, and the primary operation for making this connection precise is tropicalization, a certain type of degeneration which allows us to treat graphs as "combinatorial shadows" of curves. This tropical relationship between graphs and algebraic curves has led to beautiful applications of chip-firing to both algebraic geometry and number theory. In this thesis we continue the combinatorial development of divisor theory for graphs.

Problems in Combinatorial Number Theory.

Series
Dissertation Defense
Time
Thursday, March 27, 2014 - 12:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Gagik AmirkhanyanGeorgia Tech
The talk consists of two parts.The first part is devoted to results in Discrepancy Theory. We consider geometric discrepancy in higher dimensions (d > 2) and obtain estimates in Exponential Orlicz Spaces. We establish a series of dichotomy-type results for the discrepancy function which state that if the $L^1$ norm of the discrepancy function is too small (smaller than the conjectural bound), then the discrepancy function has to be very large in some other function space.The second part of the thesis is devoted to results in Additive Combinatorics. For a set with small doubling an order-preserving Freiman 2-isomorphism is constructed which maps the set to a dense subset of an interval. We also present several applications.

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