# Difference between revisions of "Colloquia"

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+ | In 2022-2023, our colloquia will be in-person talks in B239 unless otherwise stated. | ||

− | + | ==September 9 , 2022, Friday at 4pm [https://math.ou.edu/~jing/ Jing Tao] (University of Oklahoma)== | |

+ | (host: Dymarz, Uyanik, WIMAW) | ||

− | + | '''On surface homeomorphisms''' | |

− | = | + | In the 1970s, Thurston generalized the classification of self-maps of the torus to surfaces of higher genus, thus completing the work initiated by Nielsen. This is known as the Nielsen-Thurston Classification Theorem. Over the years, many alternative proofs have been obtained, using different aspects of surface theory. In this talk, I will overview the classical theory and sketch the ideas of a new proof, one that offers new insights into the hyperbolic geometry of surfaces. This is joint work with Camille Horbez. |

+ | ==September 23, 2022, Friday at 4pm [https://www.pabloshmerkin.org/ Pablo Shmerkin] (University of British Columbia) == | ||

+ | (host: Guo, Seeger) | ||

− | + | '''Incidences and line counting: from the discrete to the fractal setting''' | |

− | + | How many lines are spanned by a set of planar points?. If the points are collinear, then the answer is clearly "one". If they are not collinear, however, several different answers exist when sets are finite and "how many" is measured by cardinality. I will discuss a bit of the history of this problem and present a recent extension to the continuum setting, obtained in collaboration with T. Orponen and H. Wang. No specialized background will be assumed. | |

− | + | ==September 30, 2022, Friday at 4pm [https://alejandraquintos.com/ Alejandra Quintos] (University of Wisconsin-Madison, Statistics) == | |

+ | (host: Stovall) | ||

− | + | '''Dependent Stopping Times and an Application to Credit Risk Theory''' | |

− | + | Stopping times are used in applications to model random arrivals. A standard assumption in many models is that the stopping times are conditionally independent, given an underlying filtration. This is a widely useful assumption, but there are circumstances where it seems to be unnecessarily strong. In the first part of the talk, we use a modified Cox construction, along with the bivariate exponential introduced by Marshall & Olkin (1967), to create a family of stopping times, which are not necessarily conditionally independent, allowing for a positive probability for them to be equal. We also present a series of results exploring the special properties of this construction. | |

+ | In the second part of the talk, we present an application of our model to Credit Risk. We characterize the probability of a market failure which is defined as the default of two or more globally systemically important banks (G-SIBs) in a small interval of time. The default probabilities of the G-SIBs are correlated through the possible existence of a market-wide stress event. We derive various theorems related to market failure probabilities, such as the probability of a catastrophic market failure, the impact of increasing the number of G-SIBs in an economy, and the impact of changing the initial conditions of the economy's state variables. We also show that if there are too many G-SIBs, a market failure is inevitable, i.e., the probability of a market failure tends to one as the number of G-SIBs tends to infinity. | ||

+ | ==October 7, 2022, Friday at 4pm [https://www.daniellitt.com/ Daniel Litt] (University of Toronto)== | ||

+ | (host: Ananth Shankar) | ||

+ | ==October 14, 2022, Friday at 4pm [https://math.sciences.ncsu.edu/people/asagema/ Andrew Sageman-Furnas] (North Carolina State)== | ||

+ | (host: Mari-Beffa) | ||

− | == October | + | ==October 21, 2022, Friday at 4pm [https://web.ma.utexas.edu/users/ntran/ Ngoc Mai Tran] (Texas)== |

+ | (host: Rodriguez) | ||

+ | == November 7-9, 2022, [https://ai.facebook.com/people/kristin-lauter/ Kristen Lauter] (Facebook) == | ||

+ | Distinguished lectures | ||

− | ( | + | (host: Yang). |

− | == | + | == November 11, 2022, Friday at 4pm [http://users.cms.caltech.edu/~jtropp/ Joel Tropp] (Caltech)== |

+ | This is the Annual LAA lecture. See [https://math.wisc.edu/laa-lecture/ this] for its history. | ||

− | ( | + | (host: Qin, Jordan) |

+ | ==November 18, 2022, Friday at 4pm [TBD]== | ||

+ | (reserved by HC. contact: Stechmann) | ||

+ | ==December 2, 2022, Friday at 4pm [TBD]== | ||

+ | (reserved by HC. contact: Stechmann) | ||

+ | ==December 9, 2022, Friday at 4pm [TBD]== | ||

+ | (reserved by HC. contact: Stechmann) | ||

+ | == Future Colloquia == | ||

− | + | [[Colloquia/Fall2022|Fall 2022]] | |

− | + | [[Colloquia/Spring2023|Spring 2023]] | |

− | == | + | == Past Colloquia == |

+ | [[Spring 2022 Colloquiums|Spring 2022]] | ||

− | + | [[Colloquia/Fall2021|Fall 2021]] | |

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− | [[Colloquia/ | ||

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[[Colloquia/Spring2021|Spring 2021]] | [[Colloquia/Spring2021|Spring 2021]] |

## Latest revision as of 06:38, 21 September 2022

In 2022-2023, our colloquia will be in-person talks in B239 unless otherwise stated.

## September 9 , 2022, Friday at 4pm Jing Tao (University of Oklahoma)

(host: Dymarz, Uyanik, WIMAW)

**On surface homeomorphisms**

In the 1970s, Thurston generalized the classification of self-maps of the torus to surfaces of higher genus, thus completing the work initiated by Nielsen. This is known as the Nielsen-Thurston Classification Theorem. Over the years, many alternative proofs have been obtained, using different aspects of surface theory. In this talk, I will overview the classical theory and sketch the ideas of a new proof, one that offers new insights into the hyperbolic geometry of surfaces. This is joint work with Camille Horbez.

## September 23, 2022, Friday at 4pm Pablo Shmerkin (University of British Columbia)

(host: Guo, Seeger)

**Incidences and line counting: from the discrete to the fractal setting**

How many lines are spanned by a set of planar points?. If the points are collinear, then the answer is clearly "one". If they are not collinear, however, several different answers exist when sets are finite and "how many" is measured by cardinality. I will discuss a bit of the history of this problem and present a recent extension to the continuum setting, obtained in collaboration with T. Orponen and H. Wang. No specialized background will be assumed.

## September 30, 2022, Friday at 4pm Alejandra Quintos (University of Wisconsin-Madison, Statistics)

(host: Stovall)

**Dependent Stopping Times and an Application to Credit Risk Theory**

Stopping times are used in applications to model random arrivals. A standard assumption in many models is that the stopping times are conditionally independent, given an underlying filtration. This is a widely useful assumption, but there are circumstances where it seems to be unnecessarily strong. In the first part of the talk, we use a modified Cox construction, along with the bivariate exponential introduced by Marshall & Olkin (1967), to create a family of stopping times, which are not necessarily conditionally independent, allowing for a positive probability for them to be equal. We also present a series of results exploring the special properties of this construction.

In the second part of the talk, we present an application of our model to Credit Risk. We characterize the probability of a market failure which is defined as the default of two or more globally systemically important banks (G-SIBs) in a small interval of time. The default probabilities of the G-SIBs are correlated through the possible existence of a market-wide stress event. We derive various theorems related to market failure probabilities, such as the probability of a catastrophic market failure, the impact of increasing the number of G-SIBs in an economy, and the impact of changing the initial conditions of the economy's state variables. We also show that if there are too many G-SIBs, a market failure is inevitable, i.e., the probability of a market failure tends to one as the number of G-SIBs tends to infinity.

## October 7, 2022, Friday at 4pm Daniel Litt (University of Toronto)

(host: Ananth Shankar)

## October 14, 2022, Friday at 4pm Andrew Sageman-Furnas (North Carolina State)

(host: Mari-Beffa)

## October 21, 2022, Friday at 4pm Ngoc Mai Tran (Texas)

(host: Rodriguez)

## November 7-9, 2022, Kristen Lauter (Facebook)

Distinguished lectures

(host: Yang).

## November 11, 2022, Friday at 4pm Joel Tropp (Caltech)

This is the Annual LAA lecture. See this for its history.

(host: Qin, Jordan)

## November 18, 2022, Friday at 4pm [TBD]

(reserved by HC. contact: Stechmann)

## December 2, 2022, Friday at 4pm [TBD]

(reserved by HC. contact: Stechmann)

## December 9, 2022, Friday at 4pm [TBD]

(reserved by HC. contact: Stechmann)