---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Fri, 8 Oct 2004 13:40:19 -0700
From: Edwin Perkins <perkins(a)math.ubc.ca>
To: wschach(a)fam.tuwien.ac.at
Subject: 2005 Summer School in Probability June 6-30, U. British Columbia
As part of our PIMS Collaborative Research Group in Probability and
Statistical Physics we will again be running two advanced graduate
courses at UBC in the summer of 2005. The lectures in 2005 will take
place from June 6 to June 30 and be given by Yuval Peres, U
Cal. Berkeley, and Gordon Slade, UBC. The course descriptions are
below. We plan these to be official courses at UBC and so graduate
students at universities in W. Canada can receive credit for them
through the Western Deans Agreement. There will be total of 30 hours
of lectures in each course. Support for these courses comes from the
Pacific Institute for the Mathematical Sciences and the Department of
Mathematics at UBC.
Those interested in attending these courses (graduate students, pdf's
, faculty members) are encouraged to sign up asap at our website
http://www.pims.math.ca/science/2005/ssprob/ as there will be limited
space in the lecture rooms.
There will be some financial support available for a limited number of
graduate students and postdoctoral fellows who would like to attend.
This will basically cover the cost of a dorm room for the duration of
the course. Applications for support should consist of a brief letter
of application, a cv of the prospective student/pdf and a letter from
the applicant's supervisor all of which may be emailed to
ssprob(a)pims.math.ca. Plain text is preferred. The deadline for
applications for financial support is Dec. 31. It would help us
greatly with planning if you could let us know of your interest before
Oct. 31 at the above address.
If you have queries about the courses please check our website at
http://www.pims.math.ca/science/2005/ssprob/ or send questions to
Gordon Slade at slade(a)math.ubc.ca.
Sincerely, David Brydges and Ed Perkins.
For summer 2005 the courses will be given by Yuval Peres and Gordon Slade,
and will run from 6 June 2005 - 30 June 2005
-----------------------------------------------------------------
Yuval Peres (Math 610D)
Title: Mixing for Markov Chains and Spin Systems
Instructor: Yuval Peres, UC Berkeley
Given an aperiodic irreducible Markov chain on a finite state space,
the rate at which it approaches its stationary distribution is
intensively studied by mathematical physicists, computer scientists
and probabilists. The key insight is that as we consider running the
chain for longer times, we should also be considering chains on larger
spaces. Two celebrated families of chains that still pose mysteries
are random walks on the symmetric group (card shuffles) and
"Glauber dynamics" of spin systems; canonical examples for
the latter are the Ising model and graph colorings.
Planned topics:
* Markov chains and electrical networks: a brief primer.
* Probabilistic methods: coupling and strong uniform times.
* Mixing via spectral gap and isoperimetric inequalities.
* Expanders via random constructions and zigzag products.
* The Ising model and the random cluster model.
* The Ising model on trees, and its interpretations in
mathematical genetics and noisy computation.
* Glauber dynamics for spin systems.
* Correlation inequalities and their implications for mixing.
* Cover times and lamplighter groups.
* Exact sampling via coupling from the past.
Three areas, teeming with unsolved problems, that we will explore:
* Connections between mixing in time and space for spin systems
* Comparison of updates at random locations and systematic scans
* The cutoff phenomenon for distance to stationarity
Gordon Slade (Math 609D)
``The lace expansion and its applications"
Abstract:
Several superficially simple mathematical models, such
as the self-avoiding walk and percolation, are paradigms
for the study of critical phenomena in statistical mechanics.
It remains a major challenge for mathematical physics
and probability theory to obtain a mathematically rigorous
understanding of the scaling theory of these models at
criticality. The lace expansion has become a powerful tool for
the analysis of the critical scaling of a number of models above
their upper critical dimensions, including the self-avoiding walk, lattice
trees, lattice animals, oriented and non-oriented percolation, and the
contact process. Results include proof of existence of critical exponents,
with mean-field values, and construction of the scaling limit.
For lattice trees and critical percolation, the scaling limit
is described in terms of super-Brownian motion.
The lectures will provide an introduction to the lace expansion
and several of its applications. No previous exposure to the lace
expansion will be assumed, and necessary background will be
provided.
Lecture notes for the course are available at
http://www.math.ubc.ca/~slade/sf_v1.ps.gz
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Wed, 06 Oct 2004 13:37:41 +0200
From: Damir Filipovic <filipo(a)math.ethz.ch>
To: Damir.Filipovic(a)mathematik.uni-muenchen.de
Subject: W2-professor position at LMU Munich
Dear Colleague,
please find attached the announcement (in German) of an open
W2-professor position available in the Mathematics Institute at the
Ludwig-Maximilians University Munich.
I would be very grateful if you could pass this advert on to anyone you
think may be interested in this position.
Yours sincerely,
Damir Filipovic
Mathematics Institute
Ludwig-Maximilians University Munich
Germany
Email: Damir.Filipovic(a)mathematik.uni-muenchen.de
(FYI: I am with LMU Munich since October 2004. Formerly with ETH Zurich
and Swiss Federal Office of Private Insurance)
[attachment removed and saved to below URI by admin]
URI : http://www.fam.tuwien.ac.at/local/listarchs/data/20041006T1416.pdf
Type: PDF document, version 1.4
Size: 25872
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Wed, 6 Oct 2004 09:59:28 +0200 (METDST)
From: Christian Schmeiser <schmeise(a)deana.math.tuwien.ac.at>
Subject: Pauli Colloquium, WK seminar
============================================
WISSENSCHAFTSKOLLEG "DIFFERENTIAL EQUATIONS"
============================================
http://deana.math.tuwien.ac.at/
Dear colleagus:
There are two talks in this week's Pauli colloquium and WK seminar:
Location: WPI seminar room, Nordbergstrasse 15, 7th floor
Date: Oct. 7, 2004
15:00 Martin Wechselberger Calcium signals in excitable
(Ohio State Univ.) and non-excitable cells
16:00 Luis Caffarelli On Obstacle Problems for
(University of Texas Fractional Powers of the Laplacian
at Austin)
Best regards, Christian Schmeiser
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Fri, 1 Oct 2004 15:10:51 +0200 (CEST)
From: Reinhard Winkler <reinhard.winkler(a)tuwien.ac.at>
To: Abonnenten für Wissenswertes: ;
Subject: Wissenswertes, Programm fürs Wintersemester 2004/05
Wissenswertes aus der Mathematik
Vorträge im Wintersemester 2004/05
2004-10-18
Hellmuth Stachel (TU Wien):
Starr oder beweglich -- die entscheidende Rolle der Geometrie
2004-11-08
Wolfgang Wertz (TU Wien):
Fraktale und Zufall
2004-11-22
Arnold Beckmann (TU Wien):
Aussagenlogik - eine Trivialität?
2004-11-29
Gabriel Maresch (TU Wien):
Mittelbare Gruppen
2004-12-13
Peter Raith (Uni Wien):
Topologische Entropie für stückweise monotone Abbildungen
2005-01-10
Gustav Feichtinger (TU Wien):
Dynamik und Kontrolle epidemischer Prozesse
2005-01-24
Christa Binder (TU Wien):
Platonische und archimedische Körper -- Entwicklung der Definition
Die Vorträge finden jeweils am
Montag um 16.00 s.t.(!)
im Seminarraum 104 der TU (1040 Wien, Wiedner Hauptstr. 8-10 "Freihaus",
grüner Bereich, 5.Stock) statt. Als Rahmen für eine Sitzung sind etwa 90
Minuten geplant. Einzelne Vorträge können aber auch kürzer sein;
insbesondere dann, wenn eine längere Diskussion zu erwarten ist.
Wie auch in den letzten Semestern bitten wir darum, das Programm an
Interessierte, die noch nicht auf unserer Liste stehen, weiterzuleiten.
Wir werden demnächst einen Ausdruck des Programms an unsere
"Kontaktpersonen" an den einzelnen Instituten schicken und bitten darum,
diesen allen Institutsmitgliedern zugänglich zu machen.
(Eine Postscriptdatei mit dem Programm ist auch auf der Homepage
der "Wissenswerten" Reihe zu finden.)
Martin Goldstern und Reinhard Winkler
http://www.tuwien.ac.at/goldstern/wissen/
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Fri, 10 Sep 2004 14:00:18 +0200
From: Sylvie Hansbauer <sylvie.hansbauer(a)univie.ac.at>
Subject: wtfs 7. Okt
Wirtschaftstheoretisches Forschungsseminar
der Universität Wien gemeinsam mit dem
Institut für Höhere Studien und der
Nationalökonomischen Gesellschaft
07.10.2004:
16.00 s.t.: Charalambos D. ALIPRANTIS (Purdue University)
Some Applications of Riesz Spaces to Economics,
Finance and Econometrics
17.30 s.t.: Jim MALLEY (University of Glasgow and CESifo)
Electoral Uncertainty, Fiscal Policies and Growth:
Theory and Evidence from Germany, the UK and the US
Nächster Termin: 21.10.04 mit Vorträgen von Robert Nuscheler (WZ Berlin)
und Roland Strausz (FU Berlin)
Abstracts (soweit vorhanden) finden Sie im Anschluss/umseitig.
Die Papiere zu den Vorträgen liegen auf
http://www.univie.ac.at/Wirtschaftswissenschaften/events/WS0304/economicthe…
Die Vorträge finden im Institut für Wirtschaftswissenschaften,
Hohenstaufengasse 9, A-1010 Wien statt. Das Seminar steht allen
Interessierten offen. Insbesondere wird die Teilnahme von
fortgeschrittenen Studierenden begrüßt.
Prof. Gerhard Orosel
Abstracts
Charalambos D. ALIPRANTIS (Purdue University)
Some Applications of Riesz Spaces to Economics, Finance and
Econometrics
Investors often wish to insure themselves against the payoff of their
portfolios falling below a certain value. One way of doing this is by
purchasing an appropriate collection of traded securities. However,
when the derivatives market is not complete, an investor who seeks
portfolio insurance will also be interested in the cheapest hedge that
is marketed. Such insurance will also be interested in the cheapest
hedge that is marketed. Such insurance will not exactly replicate the
desired insured-payoff, but it is the cheapest that can be achieved
using the market.
Analytically, the problem of finding a cheapest insuring portfolio is
a linear programming problem. The present paper provides an
alternative portfolio dominance approach to solving the
minimum-premium insurance portfolio problem. This affords remarkably
rich and intuitive insights to determining and describing the
minimum-premium insurance portfolios.
Jim MALLEY (University of Glasgow and CESifo)
Electoral Uncertainty, Fiscal Policies and Growth:
Theory and Evidence from Germany, the UK and the US
In this paper we study the link between elections, fiscal policy and
economic growth/fluctuations. The set-up is a dynamic stochastic
general equilibrium model of growth and endogenously chosen fiscal
policy, in which two political parties can alternate in power. The
party in office chooses jointly how much to tax and how to allocate
its total expenditure between public consumption and production
services. The main theoretical prediction is that forward-looking
incumbents, with uncertain prospects of re-election, find it optimal
to follow relatively shortsighted fiscal policies, and that this
lowers economic growth. The model is estimated using quarterly data
for Germany, the UK and the US from 1960 to 1999. Our econometric
results provide clear support for the main theoretical prediction.
They also give plausible and significant estimates for the
productivity of public production services, the weight which
households place on public consumption services relative to private
consumption and the time discount rate. Moreover, we find that changes
in electoral uncertainty produce the longest lasting fluctuations in
the European economies followed by the US.
Anmerkung: Bewerbungsfrist 3 Wochen ab 15. September 2004.
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
From: Michael Hanke <Michael.Hanke(a)uibk.ac.at>
Date: Mon, 6 Sep 2004 14:11:50 +0200
Subject: Stellenausschreibung
Wissenschaftliche/r Mitarbeiter/in im Forschungs- und Lehrbetrieb
(halbbeschäftigt), Institut für Betriebliche Finanzwirtschaft ab
sofort auf 4 Jahre.
Voraussetzungen: Abgeschlossenes Universitätsstudium, Fachrichtung:
Wirtschaftswissenschaften, Mathematik o.ä.
Erwünscht: Kenntnisse in Risikomanagement, quantitative Methoden in
der Finanzwirtschaft, Optionsbewertung, Programmierkenntnisse.
Aufgabenbereich: Unterstützung der Institutsmitarbeiter in Forschung
und Lehre, eigenständige Forschung (Dissertation),
Verwaltungsarbeiten.
Etwaige Rückfragen bitte an Michael.Hanke(a)uibk.ac.at
Beste Grüße,
Michael Hanke
--
Prof. Dr. Michael Hanke
University of Innsbruck
Department of Finance
Universitaetsstrasse 15
6020 Innsbruck, Austria
Phone: (+43)5125077552, Fax: (+43)5125072846
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
(...)
-----Ursprüngliche Nachricht-----
Von: Wolfgang Kerber [mailto:kw@zbp.univie.ac.at]
Gesendet: Freitag, 27. August 2004 16:55
Im Anhang schicke ich Ihnen die Nachricht von Prof. Rindler über den Tod
von Prof. Schmetterer.
MlG W. Kerber
-----Ursprüngliche Nachricht-----
Von: Wolfgang L. Reiter [mailto:wolfgang.reiter@univie.ac.at]
Gesendet: Freitag, 27. August 2004 12:14
Betreff: Pressemeldung zum Tod von Prof. Schmetterer
Soeben hat mich folgende Pressemeldung zum tragischen Tod von Prof.
Leopold Schmetterer erreicht.
Bei einem gemeinsamen Spaziergang stuerzte die Frau von Prof.
Schmetterer ungluecklich in eine Grube, Leopold Schmetterer, der
bekanntlich ja praktisch blind ist, wollte ihr helfen, hielt ein Auto an
und kam nicht mehr zurueck.
Wolfgang Reiter
Anfang der weitergeleiteten E-Mail:
> Von: Peter Schmitt <peter.schmitt(a)univie.ac.at>
> Datum: Mit, 25. Aug 2004 19:43:16 Europe/Vienna
> Betreff: [Institut] Pressemeldung zum Unfall
>
> Ich habe folgende Meldung gefunden:
>
> Burgenland
> Eisenstadt (APA) -
> 24.08.2004 23:12
> Zwei Tote bei unbeschranktem Bahnübergang
> Bei der Kollision eines Klein-Lkw mit einem Personenzug der
> Raab-Ödenburg-Ebenfurter Eisenbahn sind am Dienstag Nachmittag in Gols
> (Bezirk Neusiedl am See) zwei Menschen ums Leben gekommen. Der
> 75-jährige Fahrzeuglenker, ein Weinbauer aus Mönchhof, starb ebenso an
> der Unfallstelle wie sein 85-jähriger Beifahrer, ein Wiener.
>
> Das Unglück ereignete sich auf einem unbeschrankten, mit
> Andreaskreuzen gesicherten Bahnübergang. Der Lenker des Klein-Lkw
> hatte noch knapp vor der Eisenbahnkreuzung angehalten, wollte dann
> aber kurz vor Herannahen des Zuges übersetzen. Das Fahrzeug wurde von
> der Raaberbahn voll erfasst.
>
> Rotes Kreuz, Notarztwagen und der Notarzthubschrauber "Christophorus
> 3" waren rasch an der Unfallstelle, den beiden Fahrzeuginsassen konnte
> nicht mehr geholfen werden. Der Lokführer und die sechs Passagiere des
> Zuges blieben unverletzt.
>
> --
> Peter Schmitt
> Peter.Schmitt(a)UniVie.ac.at
(...)
Nachricht von Prof. Rindler über den Tod von Prof. Schmetterer:
Leopold Schmetterer
Prof. Leopold Schmetterer ist gestern Nachmittag (24. August 2004)
bei einem tragischen Unfall ums Leben gekommen. Er befand sich in
einem PKW, der auf einem unbeschrankten Bahnübergang in Gols von einem
Zug erfasst wurde.
Den Verlust für die österreichische Mathematik und Statistik kann
ich momentan nicht beschreiben. Gestern noch beantragte ich einen
Fakultätsvortrag zu Ehren seines 85. Geburtstages im November.
Persönlich verliere ich mit ihm ein großes, unerreichtes Vorbild
und einen väterlichen Freund.
Von der Tochter von Prof. Schmetterer habe ich soeben noch einen
besonders tragischen Umstand erfahren: Bei einem gemeinsamen Spazier-
gang stürzte die Frau von Prof. Schmetterer unglücklich in eine Grube,
er - bekanntlich ja praktisch blind - wollte ihr helfen, hielt ein
Auto an und kam nicht mehr zurück. Vermutlich wollte man zu rasch
Hilfe holen.
Harald Rindler
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Thu, 26 Aug 2004 11:39:00 +0200 (CEST)
From: Prof. Heinz W. Engl <heinz.engl(a)jku.at>
liebe kolleg(inn)en,
der "standard" ist derzeit sehr mathematik-freundlich. am kommenden montag
erscheint wieder ein kurzer artikle zum bild der mathematik in der
öffentlichkeit.
mit besten grüßen
heinz engl
---------------------------------------------------------------------------
Prof.Dr.Heinz W. Engl E-Mail: heinz.engl(a)jku.at
Institut fuer Industriemathematik secretary: doris.nikolaus(a)jku.at
Johannes-Kepler-Universitaet Phone:+43-(0)732-2468...,ext.9219 or 8693,
Altenbergerstrasse 69 secretary: ext.9220
A-4040 Linz Fax:ext. 8855
Oesterreich / Austria home phone: +43-(0)732-245518
World Wide Web: http://www.indmath.uni-linz.ac.at/
and
Johann Radon Institute for Computational and Applied Mathematics (RICAM),
Austrian Academy of Sciences; http://www.ricam.oeaw.ac.at
EMail: heinz.engl(a)oeaw.ac.at
Mobile Phone: +43-(0)664-5209029 Mobile Fax: +43-(0)664-5274338
---------------------------------------------------------------------------
---------- Forwarded message ----------
From: Walter Schachermayer <wschach(a)fam.tuwien.ac.at>
---------- Forwarded message ----------
Date: Thu, 12 Aug 2004 12:41:29 +0200
From: Ernst Eberlein <eberlein(a)stochastik.uni-freiburg.de>
To: Members of the Bachelier Finance Society <>
Subject: Newsletter
Dear Member of the Bachelier Finance Society,
At the General Assembly of the Society which was held during the Third
World Congress in Chicago the issue of newsletters was discussed. Uwe
Wystup, who is editing the MathFinance Newsletter has agreed to make
it available for members of the Society.
To register for the MathFinance Newsletter, which is available on the
internet at http://www.mathfinance.de, please visit
http://www.mathfinance.de/Newsletter/register/ . MathFinance.de
provides information about jobs, events, books, software, papers and
resources whenever it is related to mathematical finance. Your
contributions are welcome, please mail them to
uwe.wystup(a)mathfinance.de
With best regards
Ernst Eberlein
Executive Secretary
--
Prof. Dr. Ernst Eberlein
Department of Mathematical Stochastics
University of Freiburg
Eckerstrasse 1
D-79104 Freiburg
Germany
e-mail: eberlein(a)stochastik.uni-freiburg.de
Tel. ++49/761/203-5660
FAX ++49/761/203-5661
Timetable
Tuesdays and Thursdays, 16:30-18:00,
TU FH, Turm A, 6. Stock, Seminarraum 107.
Tu, 17.08.2004 Pavel Grigoriev
Representation of "dilatation monotonous" or "co-monotonic additive"
risk measures (capacities)
(with J.Leitner)
We study the special class of coherent risk measures which satisfy an
additional property called "dilatation monotonicity" (monotonicity with
respect to taking conditional expectations over arbitrary sub sigma
algebras). This property appears to be natural for at least 2 reasons:
First, the conditioned random gain is "more determined" than the original
one and so it should be less risky; second, all risk measures which are
consistent with respect to utility maximization over all utility functions
are dilatation monotonous.
In particular, we proved that the dilatation monotonicity is equivalent to
so-called "co-monotonic additivity". In the case of atomless probability
space the dilatation monotonicity implies the risk measure is also law
invariant. Among the other results we characterized the extreme points of
the set of scenario probabilities for dilatation monotonous coherent risk
measures.
http://www.fam.tuwien.ac.at/events/