Week of 29 March 2015 Mathematics Seminars

Monday, 30 March 2015

Automorphic Forms and Number Theory

Seeming paradoxes in eigenfunction expansions at 3:35p.m. in VinH 364
Paul Garrett

Reading seminar on algebraic and arithmetic geometry

Grothendieck topologies, I at 5:00p.m. in VinH 209
Yao Rui Yeo  (University of Minnesota Mathematics Department)

Tuesday, 31 March 2015

Geometric Analysis Learning Seminar

Removability of point singularities of Willmore surfaces at 10:00a.m. in VinH 364
Fei He  (U of M Mathematics Department)

Climate Seminar

An Exposition of Cessi's Ocean Box Model at 11:15a.m. in VinH 570
Kate Meyer  (U of M Mathematics Department)

Wednesday, 1 April 2015

Reading seminar on algebraic and arithmetic geometry

Grothendieck topologies, II at 5:00p.m. in VinH 209
Yao Rui Yeo  (U of M Mathematics Department)

Thursday, 2 April 2015

Math Club Seminar

Buffon's needle problem and Monte Carlo methods at 12:20p.m. in VinH 570
Umit Islak  (University of Minnesota)
The main purpose of this talk is to discuss Buffon's needle problem, in which we drop a needle on a ruled paper randomly and then ... ( more )

Differential Geometry / Symplectic Topology Seminar

An Extension of Hölder's Theorem at 1:30p.m. in VinH 570
Azer Akhmedov  (North Dakota State University)
It is a classical result (essentially due to H\"older) that if G is a subgroup of Homeo_{+}(R) such that every nontrivial element acts freely then ... ( more )

Friday, 3 April 2015

Probability Seminar

Stein’s method and the rank distribution of random matrices over finite fields at 2:30p.m. in VinH 311
Larry Goldstein  (University of Southern California)
With Q_{q,n} the distribution of n minus the rank of a matrix chosen uniformly from the collection of all n × (n + m) matrices ... ( more )

Lie Theory Seminar

Vanishing theorems for coherent automorphic cohomology, II at 3:30p.m. in VinH 207
Kai-Wen Lan  (U of M Mathematics Department)

MCFAM Seminar

Hedging Options on Managed Volatility Funds at 5:30p.m. in VinH 16
Peter McLaughlin  (University of Illinois - Urbana Champaign: http://ise.illinois.edu/)
Managed volatility funds employ dynamic equity rebalancing strategies in an effort to match a specified volatility target. Compared to simple fixed weight equity/bond allocations this ... ( more )