Pacific Institute for the Mathematical Sciences - PIMS

Pricing and Hedging in Illiquid Financial Markets

Ever since the seminal work of Black, Scholes, and Merton, typical models studied in Mathematical Finance specify price dynamics exogenously via some more or less explicit semimartingale dynamics. This is in contrast to the basic economic paradigm   more››

University of British Columbia

Characters and Primitive Ideal Spaces of Nilpotent Discrete Groups

If G is a discrete abelian group, then the space of maximal ideals of the L1- and the C*-algebra of G is homeomorphic to the compact dual group of G. This generalizes to some extent to discrete nilpotent groups G, where the the dual gro   more››

University of British Columbia

Equivariant twisted K-theory

tba   more››

University of British Columbia

Hardy's Uncertainty Principle for Lie Groups

A classical theorem due to Hardy says that a non-zero measurable function on the real line and irs Fourier transform cannot both have very strong exponential decay. Hardy's theorem also holds for Rn, and during the past ten years there   more››

University of Alberta

Mean Curvature Flows For Isoparametric Submanifolds

Isoparametric submanifolds in Euclidean spaces and spheres are submanifolds with constant pincipal curvatures. We will show that the mean curvature flows of such submanifolds behaves very well. They always converge in finite time to smooth submani   more››

University of British Columbia

Poisson Matching

Red points and blue points occur as independent Poisson processes in R^d, and we consider schemes to perfectly match red points to blue points in a translation-invariant way. For any matching scheme in dimensions 1 and 2, the distance X from a typ   more››

University of British Columbia

Compressive Sampling

One of the central tenets of signal processing is the Shannon/Nyquist sampling theory: the number of samples needed to reconstruct a signal without error is dictated by its bandwidth-the length of the shortest interval which contains the support o   more››

University of British Columbia

Characters of unipotent groups over finite fields

Let G be a connected unipotent group over a finite field F_q. For each natural number n, we have the unique extension F_{q^n} of F_q of degree n, and we can form the finite group G(F_{q^n}) of points of G defined over F_{q^n}. An interesting   more››

University of British Columbia

Amoebas, Coamoebas, and Tropical Geometry

Given a triangle with side lengths 1, log x, log y and opposite interior angles π-u-v, u, v, the functional determinant ∂(x,y)/∂(u,v) is identically equal to 1. This amusing fact is a special ins   more››

University of Calgary

Multiscale Models of Solid Tumor Growth and Angiogenesis: Effect of the Microenvironment

TBA   more››

University of British Columbia

Risk management for a hydro-based generator

This talk will cover some of the practical applications of risk analysis and hedging programs for a hydro-based energy generator such as BC Hydro. Risk management for BCH provides a unique challenge due to the significant variability in available   more››

University of British Columbia

Symmetric Markov chains on Z^d with unbounded range

We consider symmetric Markov chains on ^d where we allow arbitrarily large jumps. Under a uniform second moment condition on the conductances, we look at estimates on the transition probabilities, Harnack inequalities, and CLTs. This is joint wor   more››

University of British Columbia

Identifications in Modular Group Algebras

Let G be a finite p-group and F a field of characteristic p>0. In this talk I shall explain how Lie theoretic methods can be used to identify certain subgroups of G inside the augmentation ideal of the group algebra FG.   more››

University of British Columbia

Non-convex non-coercive variational problems arising from the economics of asymmetric information

TBA   more››

University of British Columbia

Imaging in random media

I will present an overview of some recently developed methods for imaging with array and distributed sensors when the environment between the objects to be imaged and the sensors is complex and only partially known to the imager. This brings in mo   more››

Simon Fraser University

Stable seismic data recovery

In this paper, directional frames, known as curvelets, are used to recover seismic data and images from noisy and incomplete data. Sparsity and invariance properties of curvelets are exploited to formulate the recovery by a $\ell_1$-norm promoting   more››

University of British Columbia

Almost-primes represented by quadratic polynomials

Dirichlet's theorem on primes in arithmetic progressions characterizes those linear polynomials which take on prime values infinitely often. However, this is where the current state of knowledge ends. For the case of polynomials with higher degree   more››

University of British Columbia

Goldton-Yildirim-Pintz and small gaps between primes

I'll give an expository talk, following the recent article of Soundararajan, on the theorem of Goldston, Yildirim, and Pintz that there are infinitely many primes p such that the next prime q satisfies q – p = o(log p).   more››

University of British Columbia

On Card Shuffling

I will talk about some famous results of Bayer and Diaconis (1992) which permit a rigorous answer to the following question: given a deck of n cards, how many times should it be shuffled so that the deck is in approximately random order? The goal   more››

University of British Columbia

On braided and ordinary Hopf algebras

Braided Hopf algebras occur naturally in the structure theory of ordinary Hopf algebras. I will show how they arise in this context and how they can be used to construct (and possibly to classify) ordinary finite dimensional Hopf algebras.   more››

University of Alberta