TU Munich

I will discuss various aspects of multi-parameter persistence related to representation theory and decompositions into indecomposable summands, based on joint work with Magnus Botnan, Steffen Oppermann, Johan Steen, Luis Scoccola, and Benedikt Fluhr.

A classification of indecomposables is infeasible; the category of two-parameter persistence modules has wild representation type. We show [1] that this is still the case if the structure maps in one parameter direction are epimorphisms, a property that is commonly satisfied by degree 0 persistent homology and related to filtered hierarchical clustering. Furthermore, we show [2] that indecomposable persistence modules are dense in the interleaving distance, and that being nearly-indecomposable is a generic property of persistence modules. On the other hand, the two-parameter persistence modules arising from interleaved sets (relative interleaved set cohomology) have a very well-behaved structure [3] that is encoded as a complete invariant in the extended persistence diagram. This perspective reveals some important but largely overlooked insights about persistent homology; in particular, it highlights a strong reason for working at the level of chain complexes, in a derived category [4].

[1] Ulrich Bauer, Magnus B. Botnan, Steffen Oppermann, and Johan Steen, Cotorsion torsion triples and the representation theory of filtered hierarchical clustering, Adv. Math. 369 (2020), 107171, 51. MR4091895

[2] Ulrich Bauer and Luis Scoccola, Generic multi-parameter persistence modules are nearly indecomposable, 2022.

[3] Ulrich Bauer, Magnus Bakke Botnan, and Benedikt Fluhr, Structure and interleavings of relative interlevel set cohomology, 2022.

[4] Ulrich Bauer and Benedikt Fluhr, Relative interlevel set cohomology categorifies extended persistence diagrams, 2022.

Since the legendary 1972 encounter of H. Montgomery and F. Dyson at tea time in Princeton, a statistical correspondence of the non-trivial zeros of the Riemann Zeta function with eigenvalues of high-dimensional random matrices has emerged. Surrounded by many deep conjectures, there is a striking analogyto the energy levels of a quantum billiard system with chaotic dynamics. Thanks 
to extensive calculation of Riemann zeros by A. Odlyzko, overwhelming numerical evidence has been found for the quantum analogy. The statistical accuracy provided by an enormous dataset of more than one billion zeros reveals distinctive finite size effects. Using the physical analogy, a precise prediction of these effects was recently accomplished through the numerical evaluation of operator determinants and their perturbation series (joint work with P. Forrester and A. Mays, Melbourne).
 

A classical construction principle for dependent failure times is to consider shocks that destroy components within a system. The arrival times of shocks can destroy arbitrary subsets of the system, thus introducing dependence. The seminal model – based on independent and exponentially distributed shocks - was presented by Marshall and Olkin in 1967, various generalizations have been proposed in the literature since then. Such models have applications in non-life insurance, e.g. insurance claims caused by floods, hurricanes, or other natural catastrophes. The simple interpretation of multivariate fatal shock models is clearly appealing, but the number of possible shocks makes them challenging to work with, recall that there are 2^d subsets of a set with d components. In a series of papers we have identified mixture models based on suitable stochastic processes that give rise to a different - and numerically more convenient - stochastic interpretation. This representation is particularly useful for the development of efficient simulation algorithms. Moreover, it helps to define parametric families with a reasonable number of parameters. We review the recent literature on multivariate fatal shock models, extreme-value copulas, and related dependence structures. We also discuss applications and hierarchical structures. Finally, we provide a new characterization of the Marshall-Olkin distribution.

Authors: Mai, J-F.; Scherer, M.;