Fri, 05 May 2023

15:00 - 16:00
L4

On the Arthur-Barbasch-Vogan conjecture

Chen-Bo Zhu
(National University of Singapore)
Abstract

In this lecture, I will discuss the resolution of the Arthur-Barbasch-Vogan conjecture on the unitarity of special unipotent representations for any real form of a connected reductive complex Lie group, with contributions by several groups of authors (Barbasch-Ma-Sun-Zhu, Adams-Arancibia-Mezo, and Adams-Miller-van Leeuwen-Vogan). The main part of the lecture will be on the approach of the first group of authors for the case of real classical groups: counting by coherent families (combinatorial aspect), construction by theta lifting (analytic aspect), and distinguishing by invariants (algebraic-geometric aspect), resulting in a full classification, and with unitarity as a direct consequence of the construction.

Tue, 06 Jun 2023

14:00 - 15:00
L6

The wavefront set of unipotent representations with real infinitesimal character

Emile Okada
(National University of Singapore)
Abstract

For a reductive group defined over a p-adic field, the wavefront set is an invariant of an admissible representations which roughly speaking measures the direction of the singularities of the character near the identity. Studied first by Roger Howe in the 70s, the wavefront set has important connections to Arthur packets, and has been the subject of thorough investigation in the intervening years. One of main lines of inquiry is to determine the relation between the wavefront set and the L-parameter of a representation. In this talk we present new results answering this question for unipotent representations with real infinitesimal character. The results are joint with Dan Ciubotaru and Lucas Mason-Brown.

Thu, 23 Feb 2023
17:00
L3

On the shatter functions of semilinear families

Chieu-Minh Tran
(National University of Singapore)
Abstract

Toward a characterization of modularity using shatter functions, we show that an o-minimal expansion of the  real ordered additive group $(\mathbb{R}; 0, +,<)$ does not define restricted multiplication if and only if the shatter function of every definable family is asymptotic to a polynomial. Our result implies that vc-density can only take integer values in $(\mathbb{R}; 0, +,<)$ confirming a special case of a conjecture by Chernikov. (Joint with Abdul Basit.)

Tue, 28 May 2019
16:00
L5

Emergence of Apparent Horizon in General Relativity

Xinliang An
(National University of Singapore)
Abstract

Black holes are predicted by Einstein's theory of general relativity, and now we have ample observational evidence for their existence. However theoretically there are many unanswered questions about how black holes come into being. In this talk, with tools from hyperbolic PDE, quasilinear elliptic equations and geometric analysis, we will prove that, through a nonlinear focusing effect, initially low-amplitude and diffused gravitational waves can give birth to a trapped (black hole) region in our universe. This result extends the 2008 Christodoulou’s monumental work and it also proves a conjecture of Ashtekar on black-hole thermodynamics

Thu, 19 Feb 2015
16:00
L1

Optimal casino betting: why lucky coins and good memory are important

Sang Hu
(National University of Singapore)
Abstract

We consider the dynamic casino gambling model initially proposed by Barberis (2012) and study the optimal stopping strategy of a pre-committing gambler with cumulative prospect theory (CPT) preferences. We illustrate how the strategies computed in Barberis (2012) can be strictly improved by reviewing the entire betting history or by tossing random coins, and explain that such improvement is possible because CPT preferences are not quasi-convex. Finally, we develop a systematic and analytical approach to finding the optimal strategy of the gambler. This is a joint work with Prof. Xue Dong He (Columbia University), Prof. Jan Obloj, and Prof. Xun Yu Zhou.

Fri, 13 Nov 2009
14:15
DH 1st floor SR

Clustered Default

Jin-Chuan Duan
(National University of Singapore)
Abstract

Defaults in a credit portfolio of many obligors or in an economy populated with firms tend to occur in waves. This may simply reflect their sharing of common risk factors and/or manifest their systemic linkages via credit chains. One popular approach to characterizing defaults in a large pool of obligors is the Poisson intensity model coupled with stochastic covariates, or the Cox process for short. A constraining feature of such models is that defaults of different obligors are independent events after conditioning on the covariates, which makes them ill-suited for modeling clustered defaults. Although individual default intensities under such models can be high and correlated via the stochastic covariates, joint default rates will always be zero, because the joint default probabilities are in the order of the length of time squared or higher. In this paper, we develop a hierarchical intensity model with three layers of shocks -- common, group-specific and individual. When a common (or group-specific) shock occurs, all obligors (or group members) face individual default probabilities, determining whether they actually default. The joint default rates under this hierarchical structure can be high, and thus the model better captures clustered defaults. This hierarchical intensity model can be estimated using the maximum likelihood principle. A default signature plot is invented to complement the typical power curve analysis in default prediction. We implement the new model on the US corporate bankruptcy data and find it far superior to the standard intensity model both in terms of the likelihood ratio test and default signature plot.

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