### Monday, 30 March 2015

#### Automorphic Forms and Number Theory

#### 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

### 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 ...
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#### 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 ...
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### 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 ...
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#### 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 ...
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