## Seminars and Colloquia by Series

### Small-Time Asymptotics and Expansions of Option Prices Under Levy-Based Models

Series
Dissertation Defense
Time
Monday, April 30, 2012 - 13:00 for 2 hours
Location
Skiles 006
Speaker
Ruoting GongSchool of Mathematics, Georgia Tech

### Empirical Likelihood Methods in Risk Management and High-Dimensional Data Analysis

Series
Dissertation Defense
Time
Monday, April 30, 2012 - 10:00 for 2 hours
Location
Skiles 005
Speaker
Ruodu WangSchool of Mathematics, Georgia Tech

### Perturbation Theory and its Application to Complex Biological Networks --A quantification of systematic features of biological networks

Series
Dissertation Defense
Time
Tuesday, April 24, 2012 - 11:00 for 2 hours
Location
Skiles 006
Speaker
Yao LiSchool of Mathematics, Georgia Tech
The primary objective of this thesis is to make a quantitative study of complex biological networks. Our fundamental motivation is to obtain the statistical dependency between modules by injecting external noise. To accomplish this, a deep study of stochastic dynamical systems would be essential. The first part is about the stochastic dynamical system theory. The classical estimation of invariant measures of Fokker-Planck equations is improved by the level set method. Further, we develop a discrete Fokker-Planck-type equation to study the discrete stochastic dynamical systems. In the second part, we quantify systematic measures including degeneracy, complexity and robustness. We also provide a series of results on their properties and the connection between them. Then we apply our theory to the JAK-STAT signaling pathway network.

### The Volume Conjecture, The AJ Conjectures and Skein Modules

Series
Dissertation Defense
Time
Tuesday, April 10, 2012 - 10:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Anh Tuan TranSchool of Mathematics, Georgia Tech

### Markov Chains at the Interface of Combinatorics, Computing, and Statistical Physics

Series
Dissertation Defense
Time
Wednesday, March 14, 2012 - 13:00 for 2 hours
Location
Skiles 005
Speaker
Amanda Pascoe StreibSchool of Mathematics, Georgia Tech
The fields of statistical physics, discrete probability, combinatorics, and theoretical computer science have converged around efforts to understand random structures and algorithms. Recent activity in the interface of these fields has enabled tremendous breakthroughs in each domain and has supplied a new set of techniques for researchers approaching related problems. This thesis makes progress on several problems in this interface whose solutions all build on insights from multiple disciplinary perspectives. First, we consider a dynamic growth process arising in the context of DNA-based self-assembly. The assembly process can be modeled as a simple Markov chain. We prove that the chain is rapidly mixing for large enough bias in regions of Z^d. The proof uses a geometric distance function and a variant of path coupling in order to handle distances that can be exponentially large. We also provide the first results in the case of fluctuating bias, where the bias can vary depending on the location of the tile, which arises in the nanotechnology application. Moreover, we use intuition from statistical physics to construct a choice of the biases for which the Markov chain M_{mon} requires exponential time to converge. Second, we consider a related problem regarding the convergence rate of biased permutations that arises in the context of self-organizing lists. The Markov chain M_{nn} in this case is a nearest-neighbor chain that allows adjacent transpositions, and the rate of these exchanges is governed by various input parameters. It was conjectured that the chain is always rapidly mixing when the inversion probabilities are positively biased, i.e., we put nearest neighbor pair x < y in order with bias 1/2 <= p_{xy} <= 1 and out of order with bias 1-p_{xy}. The Markov chain M_{mon} was known to have connections to a simplified version of this biased card-shuffling. We provide new connections between M_{nn} and M_{mon} by using simple combinatorial bijections, and we prove that M_{nn} is always rapidly mixing for two general classes of positively biased {p_{xy}}. More significantly, we also prove that the general conjecture is false by exhibiting values for the p_{xy}, with 1/2 <= p_{xy} <= 1 for all x < y, but for which the transposition chain will require exponential time to converge. Finally, we consider a model of colloids, which are binary mixtures of molecules with one type of molecule suspended in another. It is believed that at low density typical configurations will be well-mixed throughout, while at high density they will separate into clusters. This clustering has proved elusive to verify, since all local sampling algorithms are known to be inefficient at high density, and in fact a new nonlocal algorithm was recently shown to require exponential time in some cases. We characterize the high and low density phases for a general family of discrete interfering binary mixtures by showing that they exhibit a "clustering property" at high density and not at low density. The clustering property states that there will be a region that has very high area, very small perimeter, and high density of one type of molecule. Special cases of interfering binary mixtures include the Ising model at fixed magnetization and independent sets.

### Planar and Hamiltonian Cover Graphs

Series
Dissertation Defense
Time
Friday, November 18, 2011 - 13:00 for 2 hours
Location
Skiles 005
Speaker
Noah StreibSchool of Mathematics, Georgia Tech
This dissertation has two principal components: the dimension of posets with planar cover graphs, and the cartesian product of posets whose cover graphs have hamiltonian cycles that parse into symmetric chains. Posets of height two can have arbitrarily large dimension. In 1981, Kelly provided an infinite sequence of planar posets that shows that the dimension of planar posets can also be arbitrarily large. However, the height of the posets in this sequence increases with the dimension. In 2009, Felsner, Li, and Trotter conjectured that for each integer h \geq 2, there exists a least positive integer c_h so that if P is a poset having a planar cover graph (hence P is a planar poset as well) and the height of P is h, then the dimension of P is at most c_h. In the first principal component of this dissertation we prove this conjecture. We also give the best known lower bound for c_h, noting that this lower bound is far from the upper bound. In the second principal component, we consider posets with the Hamiltonian Cycle--Symmetric Chain Partition (HC-SCP) property. A poset of width w has this property if its cover graph has a Hamiltonian cycle which parses into w symmetric chains. This definition is motivated by a proof of Sperner's Theorem that uses symmetric chains, and was intended as a possible method of attack on the Middle Two Levels Conjecture. We show that the subset lattices have the HC-SCP property by showing that the class of posets with the strong HC-SCP property, a slight strengthening of the HC-SCP property, is closed under cartesian product with a two-element chain. Furthermore, we show that the cartesian product of any two posets from this class has the HC-SCP property.

### Empirical likelihood and Extremes

Series
Dissertation Defense
Time
Wednesday, November 16, 2011 - 15:00 for 1.5 hours (actually 80 minutes)
Location
Skiles 171
Speaker
Yun GongSchool of Mathematics, Georgia Tech

In 1988, Owen introduced empirical likelihood as a nonparametric method for constructing confidence intervals and regions. It is well known that empirical likelihood has several attractive advantages comparing to its competitors such as bootstrap: determining the shape of confidence regions automatically; straightforwardly incorporating side information expressed through constraints; being Bartlett correctable. In this talk, I will discuss some extensions of the empirical likelihood method to several interesting and important statistical inference situations including: the smoothed jackknife empirical likelihood method for the receiver operating characteristic (ROC) curve, the smoothed empirical likelihood method for the conditional Value-at-Risk with the volatility model being an ARCH/GARCH model and a nonparametric regression respectively. Then, I will propose a method for testing nested stochastic models with discrete and dependent observations.

### Hybrid Modeling and Analysis of Multiscale Biochemical Reaction Networks

Series
Dissertation Defense
Time
Monday, October 24, 2011 - 13:30 for 1 hour (actually 50 minutes)
Location
Klaus Conference Room 1212
Speaker
Jialiang WuSchool of Mathematics, Georgia Tech

### Two Problems in Mathematical Physics: Villani's Conjecture and a Trace Inequality for the Fractional Laplacian

Series
Dissertation Defense
Time
Monday, August 29, 2011 - 11:00 for 1 hour (actually 50 minutes)
Location
Skiles 006
Speaker
Amit EinavSchool of Mathematics, Georgia Tech
The presented work deals with two distinct problems in the field of Mathematical Physics, and as such will have two parts addressing each problem. The first part is dedicated to an 'almost' solution of Villani's conjecture, a known conjecture related to a Statistical Mechanics model invented by Kac in 1956, giving a rigorous explanation of some simple cases of the Boltzman equation. In 2003 Villani conjectured that the time it will take the system of particles in Kac's model to equalibriate is proportional to the number of particles in the system. Our main result in this part is an 'almost proof' of that conjecture, showing that for all practical purposes we can consider it to be true. The second part of the presentation is dedicated to a newly developed trace inequality for the fractional Laplacian, connecting between the fractional Laplacian of a function and its restriction to the intersection of the hyperplanes x_n =...= x_n-j+1 = 0 , where 1 <= j < n. The newly found inequality is sharp and the functions that attain inequality in it are completely classified.

### Topics in Spatial and Dynamical Phase Transitions of Interacting Particle Systems

Series
Dissertation Defense
Time
Monday, August 15, 2011 - 11:00 for 2 hours
Location
Skiles 005
Speaker
Ricardo Restrepo LopezSchool of Mathematics, Georgia Tech
In this work we provide several improvements in the study of phase transitions of interacting particle systems: 1. We determine a quantitative relation between non-extremality of the limiting Gibbs measure of a tree-based spin system, and the temporal mixing of the Glauber Dynamics over its finite projections. We define the concept of sensitivity' of a reconstruction scheme to establish such a relation. In particular, we focus in the independent sets model, determining a phase transition for the mixing time of the Glauber dynamics at the same location of the extremality threshold of the simple invariant Gibbs version of the model. 2. We develop the technical analysis of the so-called spatial mixing conditions for interacting particle systems to account for the connectivity structure of the underlying graph. This analysis leads to improvements regarding the location of the uniqueness/non-uniqueness phase transition for the independent sets model over amenable graphs; among them, the elusive hard-square model in lattice statistics, which has received attention since Baxter's solution of the analogue hard-hexagon in 1980. 3. We build on the work of Montanari and Gerschenfeld to determine the existence of correlations for the coloring model in sparse random graphs. In particular, we prove that correlations exist above the clustering' threshold of such model; thus providing further evidence for the conjectural algorithmic `hardness' occurring at such point.