InFoMM CDT Group Meeting
The Group Meeting will be held virtually unless the Covid 19 lockdown is over in which case the location will be L2.
The Group Meeting will be held virtually unless the Covid 19 lockdown is over in which case the location will be L2.
Since the work of von Neumann, the theory of operator algebras has been closely linked to the theory of groups. On the one hand, operator algebras constructed from groups provide an important source of examples and insight. On the other hand, many problems about groups are most naturally studied within an operator-algebraic framework. In this talk I will give an overview of some problems relating the structure of a group to the structure of a corresponding C*-algebra. I will discuss recent results and some possible future directions.
Part of UK virtual operator algebra seminar: https://sites.google.com/view/uk-operator-algebras-seminar/home
Abstract: We use a deep neural network to generate controllers for optimal trading on high frequency data. For the first time, a neural network learns the mapping between the preferences of the trader, i.e. risk aversion parameters, and the optimal controls. An important challenge in learning this mapping is that in intraday trading, trader's actions influence price dynamics in closed loop via the market impact. The exploration--exploitation tradeoff generated by the efficient execution is addressed by tuning the trader's preferences to ensure long enough trajectories are produced during the learning phase. The issue of scarcity of financial data is solved by transfer learning: the neural network is first trained on trajectories generated thanks to a Monte-Carlo scheme, leading to a good initialization before training on historical trajectories. Moreover, to answer to genuine requests of financial regulators on the explainability of machine learning generated controls, we project the obtained ``blackbox controls'' on the space usually spanned by the closed-form solution of the stylized optimal trading problem, leading to a transparent structure. For more realistic loss functions that have no closed-form solution, we show that the average distance between the generated controls and their explainable version remains small. This opens the door to the acceptance of ML-generated controls by financial regulators.
The study of non-local games has involved fruitful interactions between operator algebra theory and quantum physics, with a starting point the link between the Connes Embedding Problem and the Tsirelson Problem, uncovered by Junge et al (2011) and Ozawa (2013). Particular instances of non-local games, such as binary constraint system games and synchronous games, have played an important role in the pursuit of the resolution of these problems. In this talk, I will summarise part of the operator algebraic toolkit that has proved useful in the study of non-local games and of their perfect strategies, highlighting the role C*-algebras and operator systems play in their mathematical understanding.
Part of UK virtual operator algebra seminar: https://sites.google.com/view/uk-operator-algebras-seminar/home
This week Professor Dominic Vella will talk about wrinkling
In this talk I will provide an overview of recent work on the wrinkling of thin elastic objects. In particular, the focus of the talk will be on answering questions that arise in recent applications that seek not to avoid, but rather, exploit wrinkling. Such applications usually take place far beyond the threshold of instability and so key themes will be the limitations of “standard” instability analysis, as well as what analysis should be performed instead. I will discuss the essential ingredients of this ‘Far-from-Threshold’ analysis, as well as outlining some open questions.
This term's IAM seminar, a bi-weekly series entitled, 'OCIAM learns about ...' will involve internal speakers giving a general introduction to a topic on which they are experts.
Join the seminar in Zoom
https://zoom.us/j/91733296449?pwd=c29vMDluR0RCRHJia2JEcW1LUVZjUT09
Meeting ID: 917 3329 6449Password: 329856One
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I introduce a recently developed variational approach for hyperbolic PDE's. The method allows to show the existence of weak solutions to fluid-structure interactions where a visco-elastic bulk solid is interacting with an incompressible fluid governed by the unsteady Navier Stokes equations. This is a joint work with M. Kampschulte and B. Benesova.
Forcing axioms state that the universe inherits certain properties of generic extensions for a given class of forcings. They are usually formulated via the existence of filters, but several alternative characterisations are known. For instance, Bagaria (2000) characterised some forcing axioms via generic absoluteness for objects of size $\omega_1$. In a related new approach, we consider principles stating the existence of filters that induce correct evaluations of sufficiently simple names in prescribed ways. For example, for the properties ‘nonempty’ or ‘unbounded in $\omega_1$’, consider the principle: whenever this property is forced for a given sufficiently simple name, then there exists a filter inducing an evaluation with the same property. This class of principles turns out to be surprisingly general: we will see how to characterise most known forcing axioms, but also some combinatorial principles that are not known to be equivalent to forcing axioms. This is recent joint work in progress with Christopher Turner.
I will discuss joint work with Eero Saksman (Helsinki) describing the statistical behavior of the Riemann zeta function on the critical line in terms of complex Gaussian multiplicative chaos. Time permitting, I will also discuss connections to random matrix theory as well as some recent joint work with Saksman and Adam Harper (Warwick) relating powers of the absolute value of the zeta function to real multiplicative chaos.
Abstract: The calibration problem for local stochastic volatility models leads to two-dimensional stochastic differential equations of McKean-Vlasov type. In these equations, the conditional distribution of the second component of the solution given the first enters the equation for the first component of the solution. While such equations enjoy frequent application in the financial industry, their mathematical analysis poses a major challenge. I will explain how to prove the strong existence of stationary solutions for these equations, as well as the strong uniqueness in an important special case. Based on joint work with Daniel Lacker and Jiacheng Zhang.
In this talk I will present results from an ongoing joint research program with Konrad Waldorf. Its main goal is to understand the relation between gerbes on a manifold M and open-closed smooth field theories on M. Gerbes can be viewed as categorified line bundles, and we will see how gerbes with connections on M and their sections give rise to smooth open-closed field theories on M. If time permits, we will see that the field theories arising in this way have several characteristic properties, such as invariance under thin homotopies, and that they carry positive reflection structures. From a physical perspective, ourconstruction formalises the WZW amplitude as part of a smooth bordism-type field theory.
I will describe an ongoing research project which aims to encode the DT invariants of a CY3 triangulated category in a geometric structure on its space of stability conditions. More specifically we expect to find a complex hyperkahler structure on the total space of the tangent bundle. These ideas are closely related to the work of Gaiotto, Moore and Neitzke from a decade ago. The main analytic input is a class of Riemann-Hilbert problems involving maps from the complex plane to an algebraic torus with prescribed discontinuities along a collection of rays.
We will show that minimally supersymmetric SU(N+2) SQCD models in the middle of the conformal window can be engineered by compactifying certain 6d SCFTs on three punctured spheres. The geometric construction of the 4d theories predicts numerous interesting strong coupling effects, such as IR symmetry enhancements and duality. We will discuss this interplay between simple geometric and group theoretic considerations and complicated field theoretic strong coupling phenomena. For example, one of the dualities arising geometrically from different pair-of-pants decompositions of a four punctured sphere is an $SU(N+2)$ generalization of the Intriligator-Pouliot duality of $SU(2)$ SQCD with $N_f=4$, which is a degenerate, $N=0$, instance of our discussion.
Paolo Aceto
Knot concordance and homology cobordisms of 3-manifolds
We introduce the notion of knot concordance for knots in the 3-sphere and discuss some key problems regarding the smooth concordance group. After defining homology cobordisms of 3-manifolds we introduce the integral and rational homology cobordism groups and briefly discuss their relationship with the concordance group. We conclude stating a few recent results and open questions on the structure of these groups.
Contagion maps are a family of maps that map nodes of a network to points in a high-dimensional space, based on the activations times in a threshold contagion on the network. A point cloud that is the image of such a map reflects both the structure underlying the network and the spreading behaviour of the contagion on it. Intuitively, such a point cloud exhibits features of the network's underlying structure if the contagion spreads along that structure, an observation which suggests contagion maps as a viable manifold-learning technique. We test contagion maps as a manifold-learning tool on several different data sets, and compare its performance to that of Isomap, one of the most well-known manifold-learning algorithms. We find that, under certain conditions, contagion maps are able to reliably detect underlying manifold structure in noisy data, when Isomap is prone to noise-induced error. This consolidates contagion maps as a technique for manifold learning.
Pattern formation emerges during development from the interplay between gene regulatory networks (GRNs) acting at the single cell level and cell movements driving tissue level morphogenetic changes. As a result, the timing of cell specification and the dynamics of morphogenesis must be tightly cross-regulated. In the developing zebrafish, mesoderm progenitors will spend varying amounts of time (from 5 to 10hrs) in the tailbud before entering the pre-somitic mesoderm (PSM) and initiating a stereotypical transcriptional trajectory towards a mesodermal fate. In contrast, when dissociated and placed in vitro, these progenitors differentiate synchronously in around 5 hours. We have used a data-driven mathematical modelling approach to reverse-engineer a GRN that is able to tune the timing of mesodermal differentiation as progenitors leave the tailbud’s signalling environment, which also explains our in vitro observations. This GRN recapitulates pattern formation at the tissue level when modelled on cell tracks obtained from live-imaging a developing PSM. Our “live-modelling” framework also allows us to simulate how perturbations to the GRN affect the emergence of pattern in zebrafish mutants. We are now extending this analysis to cichlid fishes in order to explore the regulation of developmental time in evolution.
Following Grothendieck, periods can be interpreted as numbers arising as coefficients of a comparison isomorphism between two cohomology theories. Due to the influence of the “yoga of motives” these numbers are omnipresent in arithmetic algebraic geometry. The first part of the talk will be a crash course on how to study periods, as well as the action of the motivic Galois group on them, via an elementary category of realizations. In the second part, we will see how one uses this framework to study Feynman integrals -- an interesting family of periods arising in quantum field theory. We will finish with a brief overview of some of the recent work in algebraic geometry inspired by the study of periods arising in physics.
Consider a network of identical phase oscillators with sinusoidal coupling. How likely are the oscillators to globally synchronize, starting from random initial phases? One expects that dense networks have a strong tendency to synchronize and the basin of attraction for the synchronous state to be the whole phase space. But, how dense is dense enough? In this (hopefully) entertaining Zoom talk, we use techniques from numerical linear algebra and computational Algebraic geometry to derive the densest known networks that do not synchronize and the sparsest networks that do. This is joint work with Steven Strogatz and Mike Stillman.
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In the talk, we study the Navier–Stokes-like problems for the flows of homogeneous incompressible fluids. We introduce a new type of boundary condition for the shear stress tensor, which includes an auxiliary stress function and the time derivative of the velocity. The auxiliary stress function serves to relate the normal stress to the slip velocity via rather general maximal monotone graph. In such way, we are able to capture the dynamic response of the fluid on the boundary. Also, the constitutive relation inside the domain is formulated implicitly. The main result is the existence analysis for these problems.
This is a joint work with C.Daw in progress. We study the L_{omega_1,omega}-theory of the modular functions j_n: H -> Y(n). In other words, H is seen here as the universal cover in the class of modular curves. The setting is different from one considered before by Adam Harris and Chris Daw: GL(2,Q) is given here as the sort without naming its individual elements. As usual in the study of 'pseudo-analytic cover structures', the statement of categoricity is equivalent to certain arithmetic conditions, the most challenging of which is to determine the Galois action on CM-points. This turns out to be equivalent to determining the Galois action on SL(2,\hat{Z})/(-1), that is a subgroup of
Out SL(2,\hat{Z})/(-1) induced by the action of Gal_Q. We find by direct matrix calculations a subgroup Out_* of the outer automorphisms group which contains the image of Gal_Q. Moreover, we prove that Out_* is the image of Drinfeld's group GT (Grothendieck-Teichmuller group) under a natural homomorphism.
It is a reasonable to conjecture that Out_* is equal to the image of Gal_Q, which would imply the categoricity statement. It follows from the above that our conjecture is a consequence of Drinfeld's conjecture which states that GT is isomorphic to Gal_Q.
Ideas from physics have predicted a number of important properties of random constraint satisfaction problems such as the satisfiability threshold and the free energy (the exponential growth rate of the number of solutions). Another prediction is the condensation regime where most of the solutions are contained in a small number of clusters and the overlap of two random solutions is concentrated on two points. We establish this phenomena in the random regular NAESAT model. Joint work with Danny Nam and Youngtak Sohn.
Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.
We study expectations of powers and correlations for characteristic polynomials of N x N non-Hermitian random matrices. This problem is related to the analysis of planar models (log-gases) where a Gaussian (or other) background measure is perturbed by a finite number of point charges in the plane. I will discuss the critical asymptotics, for example when a point charge collides with the boundary of the support, or when two point charges collide with each other (coalesce) in the bulk. In many of these situations, we are able to express the results in terms of Painlevé transcendents. The application to certain d-fold rotationally invariant models will be discussed. This is joint work with Alfredo Deaño (University of Kent).
What is the connection between phase transitions in statistical physics and the computational tractability of approximate counting and sampling? There are many fascinating answers to this question but many mysteries remain. I will discuss one particular type of a phase transition: the first-order phase in the Potts model on $\mathbb{Z}^d$ for large $q$, and show how tools used to analyze the phase transition can be turned into efficient algorithms at the critical temperature. In the other direction, I'll discuss how the algorithmic perspective can help us understand phase transitions.
Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.
Active matter describes ensembles of self-organizing agents, or particles, interacting with their local environments so that their micro-scale behavior determines macro-scale characteristics of the ensemble. While there has been a surge of activity exploring the physics underlying such systems, less attention has been paid to questions of how to program them to achieve desired outcomes. We will present some recent results designing programmable active matter for specific tasks, including aggregation, dispersion, speciation, and locomotion, building on insights from stochastic algorithms and statistical physics.
Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.
In the first part of this lecture, I will discuss the proof of convergence of the Lorentz process, in the Boltzmann-Grad limit, to a random process governed by a generalised linear Boltzmann equation. This will hold for general scatterer configurations, including certain types of quasicrystals, and include the previously known cases of periodic and Poisson random scatterer configurations. The second part of the lecture will focus on quantum transport in the periodic Lorentz gas in a combined short-wavelength/Boltzmann-Grad limit, and I will report on some partial progress in this challenging problem. Based on joint work with Andreas Strombergsson (part I) and Jory Griffin (part II).
We study the countable set of rates of growth of a hyperbolic
group with respect to all its finite generating sets. We prove that the
set is well-ordered, and that every real number can be the rate of growth
of at most finitely many generating sets up to automorphism of the group.
We prove that the ordinal of the set of rates of growth is at least $ω^ω$,
and in case the group is a limit group (e.g., free and surface groups), it
is $ω^ω$.
We further study the rates of growth of all the finitely generated
subgroups of a hyperbolic group with respect to all their finite
generating sets. This set is proved to be well-ordered as well, and every
real number can be the rate of growth of at most finitely many isomorphism
classes of finite generating sets of subgroups of a given hyperbolic
group. Finally, we strengthen our results to include rates of growth of
all the finite generating sets of all the subsemigroups of a hyperbolic
group.
Joint work with Koji Fujiwara.
Calibrated geometry, more specifically Calabi-Yau geometry, occupies a modern, rather sophisticated, cross-roads between Riemannian, symplectic and complex geometry. We will show how, stripping this theory down to its fundamental holomorphic backbone and applying ideas from classical complex analysis, one can generate a family of purely holomorphic invariants on any complex manifold. We will then show how to compute them, and describe various situations in which these invariants encode, in an intrinsic fashion, properties not only of the given manifold but also of moduli spaces.
Interest in these topics, if initially lacking, will arise spontaneously during this informal presentation.
I will talk about a novel idea on the Swampland program that uses consistency of what lives on the string probes in gravitational theories. The central charges and the levels of current algebras of 2d CFTs on these strings can be calculated by anomaly inflow mechanism and used to provide constraints on the supergravity theories based on unitarity of the worldsheet CFT. I will show some of the theories with 8 or 16 supersymmetries, which are otherwise consistent looking, belong to the Swampland.
Synchronization is a collective phenomenon that pervades the natural systems from neurons to fireflies. In a network, synchronization of the dynamical variables associated to the nodes occurs when nodes are coupled to their neighbours as captured by the Kuramoto model. However many complex systems include also higher-order interactions among more than two nodes and sustain dynamical signals that might be related to higher-order simplices such as nodes of triangles. These dynamical topological signals include for instance fluxes which are dynamical variables associated to links.
In this talk I present a new topological approach [1] to synchronization on simplicial complexes. Here the theory of synchronization is combined with topology (specifically Hodge theory) for formulating the higher-order Kuramoto model that uses the higher-order Laplacians and provides the main synchronization route for topological signals. I will show that the dynamics defined on links can be projected to a dynamics defined on nodes and triangles that undergo a synchronization transition and I will discuss how this procedure can be immediately generalized for topological signals of higher dimension. Interestingly I will show that when the model includes an adaptive coupling of the two projected dynamics, the transition becomes explosive, i.e. synchronization emerges abruptly.
This model can be applied to study synchronization of topological signals in the brain and in biological transport networks as it proposes a new set of topological transformations that can reveal collective synchronization phenomena that could go unnoticed otherwise.
[1] Millán, A.P., Torres, J.J. and Bianconi, G., 2019. Explosive higher-order Kuramoto dynamics on simplicial complexes. Physical Review Letters (in press) arXiv preprint arXiv:1912.04405.
There is a need for a new kind of maths course, to be taught, not to mathematics students, but to biologists with little or no maths background. There have been many recent calls for an upgrade to the mathematical background of biologists: undergraduate biology students need to understand the role of modeling and dynamics in understanding ecological systems, evolutionary dynamics, neuroscience, physiology, epidemiology, and the modeling that underlies the concept of climate change. They also need to understand the importance of feedback, both positive and negative, in creating dynamical systems in biology.
Such a course is possible. The most important foundational development was the 20th century replacement of the vague and unhelpful concept of a differential equation by the rigorous geometric concept of a vector field, a function from a multidimensional state space to its tangent space, assigning “change vectors” to every point in state space. This twentieth-century concept is not just more rigorous, but in fact makes for superior pedagogy. We also discuss the key nonlinear behaviors that biological systems display, such as switch-like behavior, robust oscillations and even chaotic behavior.
This talk will outline such a course. It would have a significant effect on the conduct of biological research and teaching, and bring the usefulness of mathematical modeling to a wide audience.
Maths-Whizz is an online, virtual maths tutor for 5-13 year-olds that is designed to behave like a human tutor. Using adaptive assessment and decision-tree algorithms, the virtual tutor guides each student along a personalised learning journey tailored to their needs. As students interact with the tutor, the system captures a range of learning analytics as an automatic by-product. These analytics, collected on a per-lesson and per-question basis, then inform a range of research projects centred on students' learning patterns. This workshop will introduce the mechanics of the Maths-Whizz tutor, as well as its related learning analytics. We will summarise the research behind four InfoMM mini-projects and present open questions we are currently grappling with. Maths-Whizz has supported over a million children and thousands of schools worldwide, from the UK and US to rural Kenya, the DRC and Mexico. In a world of social distancing and widespread school closures, the need for virtual tutoring has never been more paramount to children's learning - and nor has your data analytical expertise!
A discussion session will follow the workshop and those interested are invited to stay in the meeting for the discussions.
The Cuntz semigroup is a geometric refinement of K-theory that plays an important role in the structure theory of C*-algebras. It is defined analogously to the Murray-von Neumann semigroup by using equivalence classes of positive elements instead of projections.
Starting with the definition of the Cuntz semigroup of a C*-algebra, we will look at some of its classical applications. I will then talk about the recent breakthroughs in the structure theory of Cuntz semigroups and some of the consequences.
Part of the UK virtual operator algebras seminar: https://sites.google.com/view/uk-operator-algebras-seminar/home
Multi-agent reinforcement learning (MARL) has enjoyed substantial successes in many applications including the game of Go, online Ad bidding systems, realtime resource allocation, and autonomous driving. Despite the empirical success of MARL, general theories behind MARL algorithms are less developed due to the intractability of interactions, complex information structure, and the curse of dimensionality. Instead of directly analyzing the multi-agent games, mean-field theory provides a powerful approach to approximate the games under various notions of equilibria. Moreover, the analytical feasible framework of mean-field theory leads to learning algorithms with theoretical guarantees. In this talk, we will demonstrate how mean-field theory can contribute to the simultaneous-learning-and-decision-making problems with unknown rewards and dynamics.
To approximate Nash equilibrium, we first formulate a generalized mean-field game (MFG) and establish the existence and uniqueness of the MFG solution. Next we show the lack of stability in naive combination of the Q-learning algorithm and the three-step fixed-point approach in classical MFGs. We then propose both value-based and policy-based algorithms with smoothing and stabilizing techniques, and establish their convergence and complexity results. The numerical performance shows superior computational efficiency. This is based on joint work with Xin Guo (UC Berkeley), Anran Hu (UC Berkeley), and Junzi Zhang (Stanford).
If time allows, we will also discuss learning algorithms for multi-agent collaborative games using mean-field control. The key idea is to establish the time consistent property, i.e., the dynamic programming principle (DPP) on the lifted probability measure space. We then propose a kernel-based Q-learning algorithm. The convergence and complexity results are carried out accordingly. This is based on joint work with Haotian Gu, Xin Guo, and Xiaoli Wei (UC Berkeley).
After recalling some motivation for studying highly-connected graphs in the context of operator algebras and large-scale geometry, we will introduce the notion of "asymptotic expansion" recently defined by Li, Nowak, Spakula and Zhang. We will explore some applications of this definition, hopefully culminating in joint work with Li, Vigolo and Zhang.
Part of the UK virtual operator algebras seminar: https://sites.google.com/view/uk-operator-algebras-seminar/home
Abstract
This talk will provide an overview of mathematical modelling applied to the behaviour of ice sheets and their role in the climate system. I’ll provide some motivation and background, describe simple approaches to modelling the evolution of the ice sheets as a fluid-flow problem, and discuss some particular aspects of the problem that are active areas of current research. The talk will involve a variety of interesting continuum-mechanical models and approximations that have analogues in other areas of applied mathematics.
You can join the meeting by clicking on the link below.
Join Zoom Meeting
https://zoom.us/j/91733296449?pwd=c29vMDluR0RCRHJia2JEcW1LUVZjUT09
Meeting ID: 917 3329 6449
Password: 329856
A new bi-weekly seminar series, 'OCIAM learns ..."
Internal speakers give a general introduction to a topic on which they are experts.
The heart of modern machine learning (ML) is the approximation of high dimensional functions. Traditional approaches, such as approximation by piecewise polynomials, wavelets, or other linear combinations of fixed basis functions, suffer from the curse of dimensionality (CoD). We will present a mathematical perspective of ML, focusing on the issue of CoD. We will discuss three major issues: approximation theory and error analysis of modern ML models, dynamics and qualitative behavior of gradient descent algorithms, and ML from a continuous viewpoint. We will see that at the continuous level, ML can be formulated as a series of reasonably nice variational and PDE-like problems. Modern ML models/algorithms, such as the random feature and two-layer and residual neural network models, can all be viewed as special discretizations of such continuous problems. We will also present a framework that is suited for analyzing ML models and algorithms in high dimension, and present results that are free of CoD. Finally, we will discuss the fundamental reasons that are responsible for the success of modern ML, as well as the subtleties and mysteries that still remain to be understood.
The boundary integral equation method is a popular method for solving elliptic PDEs with constant coefficients, and systems of such PDEs, in bounded and unbounded domains. An attraction of the method is that it reduces solution of the PDE in the domain to solution of a boundary integral equation on the boundary of the domain, reducing the dimensionality of the problem. Second kind integral equations, featuring the double-layer potential operator, have a long history in analysis and numerical analysis. They provided, through C. Neumann, the first existence proof to the Laplace Dirichlet problem in 3D, have been an important analysis tool for PDEs through the 20th century, and are popular computationally because of their excellent conditioning and convergence properties for large classes of domains. A standard numerical method, in particular for boundary integral equations, is the Galerkin method, and the standard convergence analysis starts with a proof that the relevant operator is coercive, or a compact perturbation of a coercive operator, in the relevant function space. A long-standing open problem is whether this property holds for classical second kind boundary integral equations on general non-smooth domains. In this talk we give an overview of the various concepts and methods involved, reformulating the problem as a question about numerical ranges. We solve this open problem through counterexamples, presenting examples of 2D Lipschitz domains and 3D Lipschitz polyhedra for which coercivity does not hold. This is joint work with Prof Euan Spence, Bath.
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Link will be sent to mailing list.
Motivation for the study of fusion categories is twofold: Fusion categories arise in wide array of mathematical subjects, and provide the necessary input for some fascinating topological constructions. We will carefully define what fusion categories are, and give representation theoretic examples. Then, we will explain how fusion categories are inherently finite combinatorial objects. We proceed to construct an example that does not come from group theory. Time permitting, we will go some way towards introducing so-called modular tensor categories.
Let $X_1, \ldots$ be i.i.d. copies of some real random variable $X$. For any $\varepsilon_2, \varepsilon_3, \ldots$ in $\{0,1\}$, a basic algorithm introduced by H.A. Simon yields a reinforced sequence $\hat{X}_1, \hat{X}_2, \ldots$ as follows. If $\varepsilon_n=0$, then $\hat{X}_n$ is a uniform random sample from $\hat{X}_1, …, \hat{X}_{n-1}$; otherwise $\hat{X}_n$ is a new independent copy of $X$. The purpose of this talk is to compare the scaling exponent of the usual random walk $S(n)=X_1 +\ldots + X_n$ with that of its step reinforced version $\hat{S}(n)=\hat{X}_1+\ldots + \hat{X}_n$. Depending on the tail of $X$ and on asymptotic behavior of the sequence $\varepsilon_j$, we show that step reinforcement may speed up the walk, or at the contrary slow it down, or also does not affect the scaling exponent at all. Our motivation partly stems from the study of random walks with memory, notably the so-called elephant random walk and its variations.
Part of the Oxford Discrete Maths and Probability Seminar, held via Zoom. Please see the seminar website for details.
Fyodorov-Hiary-Keating established a series of conjectures concerning the large values of the Riemann zeta function in a random short interval. After reviewing the origins of these predictions through the random matrix analogy, I will explain recent work with Louis-Pierre Arguin and Maksym Radziwill, which proves a strong form of the upper bound for the maximum.