University of Oxford

CAT(0) spaces are defined as having triangles that are no fatter than Euclidean triangles, so it is no surprise that under special conditions  you find pieces of the Euclidean plane appearing in CAT(0) spaces. What is surprising though is how weak these special conditions seem to be. I will present some well known results of this phenomenon, along with detailed sketch proofs.

This is the continuation of a discussion of  Ezra Miller's paper https://arxiv.org/abs/1709.08155.

I will talk about the properties of algebraic integers that can arise as stretch factors of pseudo-Anosoc maps. I will mention a conjecture of Fried on which numbers supposedly arise and Thurston’s theorem that proves a similar result in the context of automorphisms of free groups. Then I will talk about recent developments on the Fried conjecture namely, every Salem number has a power arising as a stretch factor. 

Let n be a positive integer. In this talk we provide a recipe to 
construct full orbit sequences in the affine n-dimensional space over a 
finite field. For n=1 our construction covers the case of the well 
studied pseudorandom number generator ICG.

This is a joint work with Federico Amadio Guidi.

I will discuss a wonderful structure theorem for finitely generated group containing a codimension one polycyclic-by-finite subgroup, due to Martin Dunwoody and Eric Swenson. I will explain how the theorem is motivated by the torus theorem for 3-manifolds, and examine some of the consequences of this theorem.

Stable commutator length (scl) is a well established invariant of group elements g  (write scl(g)) and  has both geometric and algebraic meaning.

It is a phenomenon that many classes of non-positively curved groups have a gap in stable commutator length: For every non-trivial element g, scl(g) > C for some C>0. Such gaps may be found in hyperbolic groups, Baumslag-solitair groups, free products, Mapping class groups, etc. 
However, the exact size of this gap usually unknown, which is due to a lack of a good source of “quasimorphisms”.

In this talk I will construct a new source of quasimorphisms which yield optimal gaps and show that for Right-Angled Artin Groups and their subgroups the gap of stable commutator length is exactly 1/2. I will also show this gap for certain amalgamated free products.

Numerical methods for SDEs typically use only the discretized increments of the driving Brownian motion. As one would expect, this approach is sensible and very well studied.

In addition to generating increments, it is also straightforward to generate time integrals of Brownian motion. These quantities give extra information about the Brownian path and are known to improve the strong convergence of methods for one-dimensional SDEs. Despite this, numerical methods that use time integrals alongside increments have received less attention in the literature.

In this talk, we will develop some underlying theory for these time integrals and introduce a new numerical approach to SDEs that does not require evaluating vector field derivatives. We shall also discuss the possible implications of this work for multi-dimensional SDEs.

Assortative mixing in networks is the tendency for nodes with the same attributes, or metadata, to link to each other. It is a property often found in social networks manifesting as a higher tendency of links occurring between people with the same age, race, or political belief. Quantifying the level of assortativity or disassortativity (the preference of linking to nodes with different attributes) can shed light on the factors involved in the formation of links and contagion processes in complex networks. It is common practice to measure the level of assortativity according to the assortativity coefficient, or modularity in the case of discrete-valued metadata. This global value is the average level of assortativity across the network and may not be a representative statistic when mixing patterns are heterogeneous. For example, a social network spanning the globe may exhibit local differences in mixing patterns as a consequence of differences in cultural norms. Here, we introduce an approach to localise this global measure so that we can describe the assortativity, across multiple scales, at the node level. Consequently we are able to capture and qualitatively evaluate the distribution of mixing patterns in the network. We find that for many real-world networks the distribution of assortativity is skewed, overdispersed and multimodal. Our method provides a clearer lens through which we can more closely examine mixing patterns in networks.

Link to arxiv paper:  https://arxiv.org/abs/1708.01236

Systemic risk arises as a multi-layer network phenomenon. Layers represent direct financial exposures of various types, including interbank liabilities, derivative or foreign exchange exposures. Another network layer of systemic risk emerges through common asset holdings of financial institutions. Strongly overlapping portfolios lead to similar exposures that are caused by price movements of the underlying financial assets. Based on the knowledge of portfolio holdings of financial agents we quantify systemic risk of overlapping portfolios. We present an optimization procedure, where we minimize the systemic risk in a given financial market by optimally rearranging overlapping portfolio networks, under the constraints that the expected returns and risks of the individual portfolios are unchanged. We explicitly demonstrate the power of the method on the overlapping portfolio network of sovereign exposure between major European banks by using data from the European Banking Authority stress test of 2016. We show that systemic-risk-efficient allocations are accessible by the optimization. In the case of sovereign exposure, systemic risk can be reduced by more than a factor of two, without any detrimental effects for the individual banks. These results are confirmed by a simple simulation of fire sales in the government bond market. In particular we show that the contagion probability is reduced dramatically in the optimized network.
 

Smooth Gaussian functions appear naturally in many areas of mathematics. Most of the talk will be about two special cases: the random plane model and the Bargmann-Fock ensemble. Random plane wave are conjectured to be a universal model for high-energy eigenfunctions of the Laplace operator in a generic domain. The Bargmann-Fock ensemble appears in quantum mechanics and is the scaling limit of the Kostlan ensemble, which is a good model for a `typical' projective variety. It is believed that these models, despite very different origins have something in common: they have scaling limits that are described be the critical percolation model. This ties together ideas and methods from many different areas of mathematics: probability, analysis on manifolds, partial differential equation, projective geometry, number theory and mathematical physics. In the talk I will introduce all these models, explain the conjectures relating them, and will talk about recent progress in understanding these conjectures.