Past

We consider finite sequences $h = (h_1, . . . h_s)$ of real polynomials in $X_1, . . . ,X_n$ and assume that

the semi-algebraic subset $S(h)$ of $R^n$ defined by $h1(a1, . . . , an) \leq 0$, . . . , $hs(a1, . . . , an) \leq 0$ is

bounded. We call $h$ (quadratically) archimedean if every real polynomial $f$, strictly positive on

$S(h)$, admits a representation

$f = \sigma_0 + h_1\sigma_1 + \cdots + h_s\sigma_s$

with each $\sigma_i$ being a sum of squares of real polynomials.

If every $h_i$ is linear, the sequence h is archimedean. In general, h need not be archimedean.

There exists an abstract valuation theoretic criterion for h to be archimedean. We are, however,

interested in an effective procedure to decide whether h is archimedean or not.

In dimension n = 2, E. Cabral has given an effective geometric procedure for this decision

problem. Recently, S. Wagner has proved decidability for all dimensions using among others

model theoretic tools like the Ax-Kochen-Ershov Theorem.

A modelling framework is introduced in which there is a small agent who is more susceptible to the flow of information in the market as compared to the general market participants. In this framework market participants have access to a stream of noisy information concerning the future returns of the asset, whereas an informative trader has access to an additional information source which is also obscured by further noise, which may be correlated with the market noise. The informative trader utilises the extraneous information source to seek statistical arbitrage opportunities, in exchange with accommodating the additional risk. The information content of the market concerning the value of the impending cash flow is represented by the mutual information of the asset price and the associated cash flow. The worthiness of the additional information source is then measured in terms of the difference of mutual information between market participants and the informative trader. This difference is shown to be strictly nonnegative for all parameter values in the model, when signal-to-noise ratio is known in advance. Trading strategies making use of the additional information are considered. (Talk is based on joint work with M.H.A. Davis (Imperial) & R.L. Friedman (Imperial & Royal Bank of Scotland).

Refining Julia Robinson's 1949 work on the undecidability of the first order theory of Q, we prove that Z is definable in Q by a formula with 2 universal quantifiers followed by 7 existential quantifiers. It follows that there is no algorithm for deciding, given an algebraic family of Q-morphisms, whether there exists one that is surjective on rational points.

The birational classification of varieties is an interesting and ongoing problem in algebraic geometry. This talk aims to give an

overview of the progress made on this problem in the special case where the varieties considered are surfaces in projective space.

Linear operators preserving non-vanishing properties are an important

tool in e.g. combinatorics, the Lee-Yang program on phase transitions, complex analysis, matrix theory. We characterize all linear operators on spaces of multivariate polynomials preserving the property of being non-vanishing when the variables are in prescribed open circular domains, which solves the higher dimensional counterpart of a long-standing classification problem going back to P\'olya-Schur. This also leads to a self-contained theory of multivariate stable polynomials and a natural framework for dealing with Lee-Yang and Heilmann-Lieb type problems in a uniform manner. The talk is based on joint work with Petter Brändén.

In this talk I shall review analytical and numerical results on equilibrium configurations of rotating fluid bodies within Einstein's theory of gravitation.

I will discuss recent results concerning the uniqueness of Lagrangian particle trajectories associated to weak solutions of the Navier-Stokes equations. In two dimensions, for which the weak solutions are unique, I will present a mcuh simpler argument than that of Chemin & Lerner that guarantees the uniqueness of these trajectories (this is joint work with Masoumeh Dashti, Warwick). In three dimensions, given a particular weak solution, Foias, Guillopé, & Temam showed that one can construct at leaset one trajectory mapping that respects the volume-preserving nature of the underlying flow. I will show that under the additional assumption that $u\in L^{6/5}(0,T;L^\infty)$ this trajectory mapping is in fact unique (joint work with Witek Sadowski, Warsaw).

We consider one-dimensional Brownian motion conditioned (in a suitable

sense) to have a local time at every point and at every moment bounded by some fixed constant. Our main result shows that a phenomenon of entropic repulsion occurs: that is, this process is ballistic and has an asymptotic velocity approximately 4.5860... as high as required by the conditioning (the exact value of this constant involves the first zero of a Bessel function). I will also describe other conditionings of Brownian motion in which this principle of entropic repulsion manifests itself.

Joint work with Itai Benjamini.

Particle current is the net number of particles that pass an observer who moves with a deterministic velocity V. Its fluctuations in time-stationary interacting particle systems are nontrivial and draw serious attention. It has been known for a while that in most models diffusive scaling and the corresponding Central Limit Theorem hold for this quantity. However, such normal fluctuations disappear for a particular value of V, called the characteristic speed.

For this velocity value, the correct scaling of particle current fluctuations was shown to be t1/3 and the limit distribution was also identified by K. Johansson in 2000 and later by P. L. Ferrari and H. Spohn in 2006. These results use heavy combinatorial and analytic tools, and their application is limited to a few particular models, one of which is the totally asymmetric simple exclusion process (TASEP). I will explain a purely probabilistic, more robust approach that provides the t2/3-scaling of current variance, but not the limit distribution, in (non-totally) asymmetric simple exclusion (ASEP) and some other particle systems. I will also point out a key feature of the models which allows the proof of such universal behaviour.

Joint work with Júlia Komjáthy and Timo Seppälläinen)