Mon, 19 Oct 2015

12:00 - 13:00
L5

From special geometry to Nernst branes

Thomas Mohaupt
(Liverpool)
Abstract
Dimensional reduction over time is a useful method for constructing stationary solutions in supergravity, both extremal and non-extremal. For theories with N=2 vector multiplets one can in addition exploit the special Kahler geometry encoding the couplings. I will explain why aformulation in terms of real coordinates and a Hesse potential is useful, and how special Kahler geometry is related to
para-quaternionic Kahler geometry by dimensional reduction. As an application I will present the construction of black brane solutions with vanishing entropy density at zero temperature (`Nernst branes') in FI-gauged N=2 supergravity in four and five dimensions.
 
 
Mon, 12 Oct 2015

12:00 - 13:00
L5

Supersymmetric Defects in 3d/3d

Masahito Yamazaki
(IPMU)
Abstract

The 3d/3d correspondence is about the correspondence between 3d N=2 supersymmetric gauge theories and the 3d complex Chern-Simons theory on a 3-manifold.

In this talk I will describe codimension 2 and 4 supersymmetric defects in this correspondence, by a combination of various existing techniques, such as state-integral models, cluster algebras, holographic dual, and 5d SYM.

 
 
 
Thu, 29 Oct 2015

14:00 - 15:00
L4

Classifying $A_{\mathfrak{q}}(\lambda)$ modules by their Dirac cohomology

Pavle Pandzic
(University of Zagreb)
Abstract

We will briefly review the notions of Dirac cohomology and of $A_{\mathfrak{q}}(\lambda)$ modules of real reductive groups, and recall a formula for the Dirac cohomology of an $A_{\mathfrak{q}}(\lambda)$ module. Then we will discuss to what extent an $A_{\mathfrak{q}}(\lambda)$ module is determined by its Dirac cohomology. This is joint work with Jing-Song Huang and David Vogan.

Mon, 30 Nov 2015

15:00 - 16:00
Oxford-Man Institute

Higher order theory for renewal sequences with infinite mean.

DALIA TERHESIU
(University of Exeter)
Abstract

Abstract: First order asymptotic of scalar renewal sequences with infinite mean characterized by regular variation has been classified in the 60's (Garsia and Lamperti). In the recent years, the question of higher order asymptotic for renewal sequences with infinite mean was motivated by obtaining 'mixing rates' for dynamical systems with infinite measure. In this talk I will present the recent results we have obtained on higher order asymptotic for renewal sequences with infinite mean and their consequences for error rates in certain limit theorems (such as arcsine law for null recurrent Markov processes).

Mon, 30 Nov 2015

15:45 - 16:45
Oxford-Man Institute

TBC

KHALIL CHOUK
(Bonn University)
Abstract

TBC

Mon, 23 Nov 2015

15:45 - 16:45
Oxford-Man Institute

Rough paths on manifolds revisited

CHRISTIAN LITTERER
(University of York)
Abstract


Abstract: We consider different notions of rough paths on manifolds and study some of the relations between these definitions. Furthermore, we explore extensions to manifolds modelled along infinite dimensional Banach spaces.

Mon, 23 Nov 2015

14:15 - 15:15
Oxford-Man Institute

Random walks and Lévy processes as rough paths

ILYA CHEVYREV
(University of Oxford)
Abstract

Abstract: We consider random walks and Lévy processes in the free nilpotent Lie group as rough paths. For any p > 1, we completely characterise (almost) all Lévy processes whose sample paths have finite p-variation, provide a Lévy-Khintchine formula for the characteristic function of the signature of a Lévy process treated as a rough path, and give sufficient conditions under which a sequence of random walks converges weakly to a Lévy process in rough path topologies. At the heart of our analysis is a criterion for tightness of p-variation for a collection of càdlàg strong Markov processes. We demonstrate applications of our results to weak convergence of stochastic flows.

Mon, 09 Nov 2015

15:45 - 16:45
Oxford-Man Institute

: Gradient estimates for Brownian bridges to submanifolds

JAMES THOMPSON
(University of Warwick)
Abstract

Abstract: A diffusion process on a Riemannian manifold whose generator is one half of the Laplacian is called a Brownian motion. The mean local time of Brownian motion on a hypersurface will be considered, as will the situation in which a Brownian motion is conditioned to arrive in a fixed submanifold at a fixed positive time. Doing so provides motivation for the remainder of the talk, in which a probabilistic formula for the integral of the heat kernel over a submanifold is proved and used to deduce lower bounds, an asymptotic relation and derivative estimates applicable to the conditioned process.

 

Mon, 09 Nov 2015

14:15 - 15:15
Oxford-Man Institute

Tightness and duality of martingale transport on the Skorokhod space

TAN XIAOLU
(University of Paris Dauphine)
Abstract

Abstract: The martingale optimal transport aims to optimally transfer a probability measure to another along the class of martingales. This problem is mainly motivated by the robust superhedging of exotic derivatives in financial mathematics, which turns out to be the corresponding Kantorovich dual. In this paper we consider the continuous-time martingale transport on the Skorokhod space of cadlag paths. Similar to the classical setting of optimal transport, we introduce different dual problems and establish the corresponding dualities by a crucial use of the S-topology and the dynamic programming principle. This is a joint work with Gaoyue Guo and Nizar Touzi.

Mon, 02 Nov 2015

15:45 - 16:45
Oxford-Man Institute

: Pfaffians, 1-d particle systems and random matrices.

ROGER TRIBE
(University of Warwick)
Abstract

Abstract: Joint work with Oleg Zaboronsky (Warwick).

Some one dimensional nearest neighbour particle systems are examples of Pfaffian point processes - where all intensities are determined by a single kernel.In some cases these kernels have appeared in the random matrix literature (where the points are the positions of eigenvalues). We are attempting to use random matrix tools on the particle sytems, and particle tools on the random matrices.

 

 

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