Mon, 18 May 2020

16:00 - 17:00

The functional Breuer-Major theorem

Ivan Nourdin
(University of Luxembourg)

Let ?={??}?∈ℤ be zero-mean stationary Gaussian sequence of random variables with covariance function ρ satisfying ρ(0)=1. Let φ:R→R be a function such that ?[?(?_0)2]<∞ and assume that φ has Hermite rank d≥1. The celebrated Breuer–Major theorem asserts that, if ∑|?(?)|^?<∞ then
the finite dimensional distributions of the normalized sum of ?(??) converge to those of ?? where W is
a standard Brownian motion and σ is some (explicit) constant. Surprisingly, and despite the fact this theorem has become over the years a prominent tool in a bunch of different areas, a necessary and sufficient condition implying the weak convergence in the
space ?([0,1]) of càdlàg functions endowed with the Skorohod topology is still missing. Our main goal in this paper is to fill this gap. More precisely, by using suitable boundedness properties satisfied by the generator of the Ornstein–Uhlenbeck semigroup,
we show that tightness holds under the sufficient (and almost necessary) natural condition that E[|φ(X0)|p]<∞ for some p>2.

Joint work with D Nualart

Tue, 04 Jun 2019

Fourier-Mukai transforms for deformation quantization modules (joint work with David Gepner)

Francois Petit
(University of Luxembourg)

Deformation quantization modules or DQ-modules where introduced by M. Kontsevich to study the deformation quantization of complex Poisson varieties. It has been advocated that categories of DQ-modules should provide invariants of complex symplectic varieties and in particular a sort of complex analog of the Fukaya category. Hence, it is natural to aim at describing the functors between such categories and relate them with categories appearing naturally in algebraic geometry. Relying, on methods of homotopical algebra, we obtain an analog of Orlov representation theorem for functors between categories of DQ-modules and relate these categories to deformations of the category of quasi-coherent sheaves.

Thu, 16 Oct 2014

16:00 - 17:00


Hwajong Yoo
(University of Luxembourg)

In this talk, we will discuss the dimension of $J_0(N)[m]$ at an Eisenstein prime m for
square-free level N. We will also study the structure of $J_0(N)[m]$ as a Galois module.
This work generalizes Mazur’s work on Eisenstein ideals of prime level to the case of
arbitrary square-free level up to small exceptional cases.

Mon, 07 Nov 2011
Oxford-Man Institute

Brownian measures on Jordan curves

Anton Thalmaier
(University of Luxembourg)

We describe a construction of the Brownian measure on Jordan curves with respect to the Weil-Petersson metric. The step from Brownian motion on the diffeomorphism group of the circle to Brownian motion on Jordan curves in the complex plane requires probabilistic arguments well beyond the classical theory of conformal welding, due to the lacking quasi-symmetry of canonical Brownian motion on Diff(S1). A new key step in our construction is the systematic use of a Kählerian diffusion on the space of Jordan curves for which the welding functional gives rise to conformal martingales.

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