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Series: Dissertation Defense

This thesis addresses asymptotic behaviors and statistical inference methods for several newly proposed risk measures, including relative risk and conditional value-at-risk. These risk metrics are intended to measure the tail risks and/or systemic risk in financial markets. We consider conditional Value-at-Risk based on a linear regression model. We extend the assumptions on predictors and errors of the model, which make the model more flexible for the financial data. We then consider a relative risk measure based on a benchmark variable. The relative risk measure is proposed as a monitoring index for systemic risk of financial system. We also propose a new tail dependence measure based on the limit of conditional Kendall’s tau. The new tail dependence can be used to distinguish between the asymptotic independence and dependence in extreme value theory. For asymptotic results of these measures, we derive both normal and Chi-squared approximations. These approximations are a basis for inference methods. For normal approximation, the asymptotic variances are too complicated to estimate due to the complex forms of risk measures. Quantifying uncertainty is a practical and important issue in risk management. We propose several empirical likelihood methods to construct interval estimation based on Chi-squared approximation.

Series: Geometry Topology Seminar

I will present the recent result with P.Albers and D.Hein that every graphical hypersurface in a prequantization bundle over a symplectic manifold M pinched between two circle bundles whose ratio of radii is less than \sqrt{2} carries either one short simple periodic orbit or carries at least cuplength(M)+1 simple periodic Reeb orbits.

Series: Analysis Seminar

Finding and understanding patterns in data sets is of significant
importance in many applications. One example of a simple pattern is the
distance between data points, which can be thought of as a 2-point
configuration. Two classic questions, the Erdos distinct
distance problem, which asks about the least number of distinct
distances determined by N points in the plane, and its continuous
analog, the Falconer distance problem, explore that simple pattern.
Questions similar to the Erdos distinct distance problem and
the Falconer distance problem can also be posed for more complicated
patterns such as triangles, which can be viewed as 3-point
configurations. In this talk I will present recent progress on Falconer
type problems for simplices. The main techniques used come
from analysis and geometric measure theory.

Series: Research Horizons Seminar

Defined in the early 2000's by Ozsvath and Szabo,
Heegaard Floer homology is a package of invariants for three-manifolds,
as well as knots inside of them. In this talk, we will describe how work
from Poul Heegaard's 1898 PhD thesis,
namely the idea of a Heegaard splitting, relates to the definition of
this invariant. We will also provide examples of the kinds of questions
that Heegaard Floer homology can answer. These ideas will be the subject
of the topics course that I am teaching in
Fall 2017.

Series: CDSNS Colloquium

The format of this talk is rather non-standard. It is actually a combination of two-three mini-talks. They would include only motivations, formulations, basic ideas of proof if feasible, and open problems. No technicalities. Each topicwould be enough for 2+ lectures. However I know the hard way that in diverse audience, after 1/3 of allocated time 2/3 of people fall asleep or start playing with their tablets. I hope to switch to new topics at approximately right times.The topics will probably be chosen from the list below.“A survival guide for feeble fish”. How fish can get from A to B in turbulent waters which maybe much fasted than the locomotive speed of the fish provided that there is no large-scale drift of the water flow. This is related tohomogenization of G-equation which is believed to govern many combustion processes. Based on a joint work with S. Ivanov and A. Novikov.How can one discretize elliptic PDEs without using finite elements, triangulations and such? On manifolds and even reasonably “nice” mm–spaces. A notion of rho-Laplacian and its stability. Joint with S. Ivanov and Kurylev.One of the greatest achievements in Dynamics in the XX century is the KAM Theory. It says that a small perturbation of a non-degenerate completely integrable system still has an overwhelming measure of invariant tori with quasi-periodicdynamics. What happens outside KAM tori has been remaining a great mystery. The main quantative invariants so far are entropies. It is easy, by modern standards, to show that topological entropy can be positive. It lives, however,on a zero measure set. We were able to show that metric entropy can become infinite too, under arbitrarily small C^{infty} perturbations. Furthermore, a slightly modified construction resolves another long–standing problem of theexistence of entropy non-expansive systems. These modified examples do generate positive positive metric entropy is generated in arbitrarily small tubular neighborhood of one trajectory. The technology is based on a metric theory of“dual lens maps” developed by Ivanov and myself, which grew from the “what is inside” topic.How well can we approximate an (unbounded) space by a metric graph whose parameters (degree of vertices, length of edges, density of vertices etc) are uniformly bounded? We want to control the ADDITIVE error. Some answers (the mostdifficult one is for R^2) are given using dynamics and Fourier series.“What is inside?” Imagine a body with some intrinsic structure, which, as usual, can be thought of as a metric. One knows distances between boundary points (say, by sending waves and measuring how long it takes them to reach specific points on the boundary). One may think of medical imaging or geophysics. This topic is related to the one on minimal fillings, the next one. Joint work with S. Ivanov.Ellipticity of surface area in normed space. An array of problems which go back to Busemann. They include minimality of linear subspaces in normed spaces and constructing surfaces with prescribed weighted image under the Gauss map. I will try to give a report of recentin “what is inside?” mini-talk. Joint with S. Ivanov.More stories are left in my left pocket. Possibly: On making decisions under uncertain information, both because we do not know the result of our decisions and we have only probabilistic data.

Series: Other Talks

Rhythm is a great thing. It therefore follows that several rhythms at
once is even greater. Learn 2:3, 3:4, and 4:5, and a little bit about fractions.
Polyrhythms when sped up, lead to harmony and scales. Slower polyrhythms
happen in celestial mechanics. A little bit of music, a little bit of
mathematics.

Series: Dissertation Defense

A subdivision of a graph G, also known as a topological G and denoted by TG, is a graph obtained from G by replacing certain edges of G with internally vertex-disjoint paths. This dissertation has two parts. The first part studies a structural problem and the second part studies an extremal problem. In the first part of this dissertation, we focus on TK_5, or subdivisions of K_5. A well-known theorem of Kuratowski in 1932 states that a graph is planar if, and only if, it does not contain a subdivision of K_5 or K_{3,3}. Wagner proved in 1937 that if a graph other than K_5 does not contain any subdivision of K_{3,3} then it is planar or it admits a cut of size at most 2. Kelmans and, independently, Seymour conjectured in the 1970s that if a graph does not contain any subdivision of K_5 then it is planar or it admits a cut of size at most 4. In this dissertation, we give a proof of the Kelmans-Seymour conjecture. We also discuss several related results and problems. The second part of this dissertation concerns subdivisions of large cliques in C_4-free graphs. Mader conjectured that every C_4-free graph with average degree d contains TK_l with l = \Omega(d). Komlos and Szemeredi reduced the problem to expanders and proved Mader's conjecture for n-vertex expanders with average degree d < exp( (log n)^(1/8) ). In this dissertation, we show that Mader's conjecture is true for n-vertex expanders with average degree d < n^0.3, which improves Komlos and Szemeredi's quasi-polynomial bound to a polynomial bound. As a consequence, we show that every C_4-free graph with average degree d contains a TK_l with l = \Omega(d/(log d)^c) for any c > 3/2. We note that Mader's conjecture has been recently verified by Liu and Montgomery.

Series: Geometry Topology Seminar

A foundational result in the study of contact geometry and Legendrian knots is Eliashberg and Fraser's classification of Legendrian unknots They showed that two homotopy-theoretic invariants - the Thurston-Bennequin number and rotation number - completely determine a Legendrian unknot up to isotopy. Legendrian spatial graphs are a natural generalization of Legendrian knots. We prove an analogous result for planar Legendrian graphs. Using convex surface theory, we prove that the rotation invariant and Legendrian ribbon are a complete set of invariants for planar Legendrian graphs. We apply this result to completely classify planar Legendrian embeddings of the Theta graph. Surprisingly, this classification shows that Legendrian graphs violate some proven and conjectured properties of Legendrian knots. This is joint work with Danielle O'Donnol.

Monday, April 10, 2017 - 14:00 ,
Location: Skiles 005 ,
Elisabetta Matsumoto ,
GT Physics ,
Organizer: Sung Ha Kang

The properties of euclidean space seem natural and obvious to us, to thepoint that it took mathematicians over two thousand years to see analternative to Euclid’s parallel postulate. The eventual discovery ofhyperbolic geometry in the 19th century shook our assumptions, revealingjust how strongly our native experience of the world blinded us fromconsistent alternatives, even in a field that many see as purelytheoretical. Non-euclidean spaces are still seen as unintuitive and exotic,but with direct immersive experiences we can get a better intuitive feel forthem. The latest wave of virtual reality hardware, in particular the HTCVive, tracks both the orientation and the position of the headset within aroom-sized volume, allowing for such an experience. We use this nacenttechnology to explore the three-dimensional geometries of theThurston/Perelman geometrization theorem. This talk focuses on oursimulations of H³ and H²×E.