学术报告
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马氏过程马氏过程通常是指具有马尔可夫性的随机过程,是概率论中所关心的最重要的一类随机过程,其中有许多常见的数学模型,例如 布朗运动,泊松过程等,与其它数学分支以及实际应用中都具有重要的意义,有丰富的结果。本讲座将系统地介绍马氏过程家族以及它们的构造思路。应坚刚 教授致远楼101室2018年11月15日下午15:30
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The Quantitative Maximal Volume Entropy RigidityThe maximal volume entropy rigidity of Ledrappier-Wang asserts that a compact n-manifold with Ricci curvature bounded below by -(n-1) achieves the maximal volume entropy iff the manifold is hyperbolic. In this talk, we will report a recent work that if a manifold almost achieves the maximal volume entropy, then the manifold is diffeomorphic to a hyperbolic space. This is a join work with Lina Chen (ECNU) and Shicheng Xu (CNU).戎小春 教授致远楼101室2018年11月11日16:00-17:00
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Optimal Investment with Probability Distortion and Non-Concave UtilityWe consider the optimal investment problem with probability distortion (or weighting) and general non-concave utility functions (e.g. S-shape utility). This generalizes and nests some previous literature on mathematical behavior portfolio choice, in which either the probability distortion or the non-concave utility, but not both, is considered. We propose a novel relaxation method to solve it utilizing the concave envelope of the utility function and by relaxing the probability distortion effect through concavification. We establish sufficient conditions to guarantee the existence and uniqueness of the optimal solutions. We apply our method to solve some representative problems scattered in the literature in a unified fashion, and in particular to the hedge fund profit sharing problem with probability weighting.Prof Zhenyu Cui致远楼101室11月27日(周二)下午 16:30-17:30
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Multilinear Low-Rank Vector Autoregressive Modeling via Tensor DecompositionThe VAR model involves a large number of parameters so it can suffer from the curse of dimensionality for high-dimensional time series data. The reduced-rank coefficient model can alleviate the problem but the low-rank structure along the time direction for time series models has never been considered. We rearrange the parameters in the VAR model to a tensor form, and propose a multilinear low-rank VAR model via tensor decomposition that effectively exploits the temporal and cross-sectional low-rank structure. Effectiveness of the methods is demonstrated on simulated and real data.连恒致远楼101室2018年11月7日10:00-11:00
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运动策略演变的一些数学模型本报告将介绍一些关于运动策略演变的偏微分方程模型,具体内容包括单个物种模型,竞争物种模型,以及连续种群模型。我们将通过数学分析和数值模拟,试图回答什么样的空间移动策略是进化稳定的。本报告的大部分内容会适合于研究生和高年级本科生。楼元 教授致远楼101室2018年11月2日(周五)下午16:00-17:00
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Introduction to Kahler-Ricci FlowIt is a survey talk. The aim is to give an introduction to the Kahler-Ricci flow, with emphasis on the surgeries and singularity analysis. The full picture fits into the Analytic Minimal Model Program by Ricci flow which is proposed by Song-Tian.张振雷 教授致远楼101室2018年10月31日(周三)下午16:00-17:00
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Blow-up Phenomenon of the Prescribed Q-curvature Flow on 4-manifolds题目:Blow-up Phenomenon of the Prescribed Q-curvature Flow on 4-manifolds报告人:张宏 副研究员(中国科技大学太平洋在线会员登录)时间:2018年10月26日(周五)下午16:00-17:00地点:致远楼101室欢迎广大师生参加张宏 副研究员致远楼101室2018年10月26日(周五)下午16:00-17:00
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Sufficiently Collapsed Alexandrov 3-Spaces are GeometricIn Riemannian geometry, collapse imposes strong geometric and topological restrictions on the spaces on which it occurs. In the case of Alexandrov spaces, which generalize Riemannian manifolds with a lower sectioanl curvature bound, collapse is fairly well understood in dimension three. In this talk I will discuss the topology of sufficiently collapsed Alexandrov 3-spaces: when the space is irreducible, it is modeled on one of the eight three-dimensional dimensional Thurston geometries, excluding the hyperbolic one. This extends a result of Shioya and Yamaguchi,Fernando Galaz致远楼101室2018年10月25日(周四)下午16:00-17:00