Before we continue our discussion of Aubin's book, we will have a look at
"Theory of Value" by Gerard Debreu. This will be done on the next two
thursdays:
07.02.2002
----------
Basic concepts like Commodities, Prices, Consumers, Equilibrium in the
context of Debreu's book.
14.02.2002
----------
Proof of the existence of an equilibirum in a private ownership economy.
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
Tu, 22.01.2002
--------------
Hans Bühlmann, Über die Vorsicht des Aktuars und den Mut des Spielers.
Attention: this talk takes place at FH HS 8.
Th, 24.01.2002
--------------
Our seminar on "Optima and Equilibria" continues. This time we will do
some of the problems.
There will also be some discussion about the future content of the
thursday seminar.
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
---------- Forwarded message ----------
Date: Fri, 18 Jan 2002 10:46:51 -0800 (PST)
From: Jaksa Cvitanic <cvitanic(a)math.usc.edu>
Subject: USC visiting position
Dear All:
USC Department of Mathematics
has an opening at the Visiting Assistant Professor
level in the field of Financial Mathematics.
This is a 1-3 years position,
with a possibility
of applying for a tenure-track position later on.
It involves teaching 4 courses per year.
Applications should be sent as soon
as possible, directly to me, or
to the address in the position advertisement,
at http://math.usc.edu
Sincerely,
Jaksa Cvitanic
Professor of Mathematics and Economics
Department of Mathematics
University of Southern California
1042 West Downey Way, DRB155, MC 1113
Los Angeles, CA 90089-1113
Tel: 1(213) 740- 3794
Fax: 1 (213) 740-2424
e-mail: cvitanic(a)math.usc.edu
http://math.usc.edu/~cvitanic
---------- Forwarded message ----------
Date: Fri, 11 Jan 2002 22:52:10 +0100 (MET)
From: systemes aleatoires inhomogenes <inter(a)u-cergy.fr>
To: wschach(a)fam.tuwien.ac.at
Subject: January 22-23 Cergy Conference Program
Dear Colleagues,
Here is the program of the conference on
``INHOMOGENEOUS RANDOM SYSTEMS''
which will be held on Tuesday, January 22 and Wednesday, January 23, 2002
at the University of Cergy-Pontoise, in conjunction with the
"Rencontres de Physique Statistique" in Paris (January 24-25).
Thank you for registering if you haven't done so yet.
Looking forward to meeting you in Neuville,
Ellen Saada, Thierry Gobron, Francois Dunlop
*You will find a TeX source file at the end of this message. It can be processed
separately to get a properly typed poster of the conference program.
---------------------------------------------------------------------------
Abstracts and maps are available at
http://www.u-cergy.fr/rech/labo/equipes/ptm/inter/
Indications for access by train or car also at the end of this message.
---------------------------------------------------------------------------
---------------------------------------------------------------------------
RANDOM INHOMOGENEOUS SYSTEMS
Systemes Aleatoires Inhomogenes.
January 22-23, 2002.
Universite de Cergy-Pontoise , site de Neuville.
Amphi A -``J Ficini'', Neuville III
Conference Program:
------------------------------------------------------------------------------
Tuesday January 22: Spin Glasses.
------------------------------------------------------------------------------
Moderator: Flora KOUKIOU (Cergy-Pontoise).
9.30 - 10.00 Opening
9.45 - 10.00 Flora KOUKIOU (Cergy-Pontoise): Presentation
10.00 - 10.45 David SHERRINGTON (*) (Oxford): Title to be announced.
Coffee break
11.15 - 12.00 Michel TALAGRAND (Paris): Gaussian averages, Bernoulli averages
and Gibbs measures.
12.00 - 12.45 Pierluigi CONTUCCI (Bologna): A Classification theorem for
stochastically stable quenched measures.
Lunch
14.30 - 15.15 Francesco GUERRA (Roma): Quadratic replica coupling in the
Sherrington-Kirkpatrick mean field spin glass model.
15.15 - 16.00 Anton BOVIER (Berlin): From statics to dynamics in simple
spin glass models.
Coffee break
16.30 - 17.15 Eric BERTIN (Saclay): Dynamical ultrametricity and localization
in trap models.
17.15 - 18.00 Jorge KURCHAN (Paris): Replica versus dynamic methods in
disordered systems.
------------------------------------------------------------------------------
Wednesday January 23: Random Matrices.
------------------------------------------------------------------------------
Moderator: Vincent RIVASSEAU (Orsay).
09.45 - 10.00 Vincent RIVASSEAU (Orsay): Introduction.
10.00 - 10.45 Martin ZIRNBAUER (Koln): Dual pairs in random matrix theory.
Coffee break
11.15 - 12.00 Yan V. FYODOROV (Uxbridge): On statistics of characteristic
polynomials of random Hermitian matrices.
12.00 - 12.45 Paul ZINN-JUSTIN (Orsay): Counting tangles via matrix models.
Lunch
14.30 - 15.15: Margherita DISERTORI (Princeton): Density of states for random
band matrices.
15.15 - 16.00 Bertrand DUPLANTIER (Saclay): Double conformal multifractality.
Coffee break
16.30 - 17.15 Herbert SPOHN (Muenchen): Edge scaling for Dyson's Brownian
motion and the PNG growth model.
17.15 - 18.00 Evgueni BOGOMOLNY (Orsay): Spectral statistics of singular
billiards.
----------------------------------------------------------------------------
(*): To be confirmed. The program is susceptible of modifications; please
check the conference web site for updated information.
----------------------------------------------------------------------------
Registration:
The conference is free and open to all.
To facilitate local organization, please register in advance
through the conference web server at
http://www.u-cergy.fr/rech/labo/equipes/ptm/inter
or send an e-mail to "inter(a)u-cergy.fr" with the following
information:
Name: .............................. Email: ............
Institution: ....................... Phone: ............
Address: ........................... Fax: ..............
*Please inform us if you plan to take lunch with us:
*Lunch 22 January : 10 Euros YES/NO
*Lunch 23 January : 10 Euros YES/NO
(answer only if you have not do so yet)
You may also send a fax or mail to:
Ellen Saada, Laboratoire de Mathematiques Raphael Salem (UMR 6085),
Universite de Rouen, site Colbert, 76821 Mont-Saint-Aignan cedex, France.
Fax: (33)2 32 10 37 94.
Hotel reservations and other practical informations are available on request.
Francois Dunlop Thierry Gobron Ellen Saada
Physique Theorique Physique Theorique Mathematiques
et Modelisation et Modelisation Laboratoire Raphael Salem
Universite Cergy-Pontoise Ecole Polytechnique Universite de Rouen
(33)1 34 25 70 91 (33)1 34 25 70 90 (33)2 35 14 71 11
--------------------------------------------------------------------------
--------------------------------------------------------------------------
Access by train (From Paris): NEUVILLE-UNIVERSITE
--------------------------------------------------------------------------
--------------------------------------------------------------------------
by trains RER-A:
Gare de Lyon............ 8h36 8h56 9h13 9h34 (+ N*20mn)
| | | | |
Chatelet-les-halles..... 8h39 8h59 9h16 9h38 "
| | | | |
Auber................... 8h42 9h02 9h19 9h40 "
| | | | |
Ch-de-Gaulle-Etoile..... 8h46 9h06 9h22 9h43 "
| | | | |
NEUVILLE-UNIVERSITE..... 9h17 9h36 9h52 10h12 "
by trains from Gare Saint-Lazare:
Gare Saint-Lazare........8h45 9h08 .......................... 9h40
| | | |
Houilles-Carrieres.......8h56 9h19 .......................... 9h51
---------CHANGE PLATFORM-----------------
Houilles-Carrieres.......8h59 9h18 (always late) or 9h34 .... 9h54
| | | |
NEUVILLE-UNIVERSITE......9h17 9h36 .................9h52 ... 10h12
--------------------------------------------------------------------------
Ticket prices:
Single 4.50 Euros, Carte Mobilis (=Day Pass 5 zones) 11.70 Euros,
Carte hebdomadaire 5 zones (=week pass 5 zones) 26.65 Euros.
Access by car:
From Paris or from North: A15-RN184-Rue d'Eragny (direction Neuville)
From South: RN184-RD203 (direction Cergy-Pontoise)-Rue d'Eragny
The parking is at the end of Mail Gay-Lussac (dead end).
----------------------------------------------------------------------------
----------------------------------------------------------------------------
-----------------------------------------------------------------------
TeX FILE
-----------------------------------------------------------------------
\newbox\bigstrutbox
\setbox\bigstrutbox=\hbox{\vrule height14.5pt depth6.5pt width0pt }
\def\bigstrut{\relax\ifmmode\copy\bigstrutbox\else\unhcopy\bigstrutbox\fi}
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\nopagenumbers
\centerline{\bf {\large INHOMOGENEOUS RANDOM SYSTEMS\qquad}}
\vskip .4truecm
\centerline{\bf {\sxlarge Syst\`emes Al\'eatoires Inhomog\`enes\qquad}}
\vskip .4truecm
\centerline{\bf January 22-23, 2002}
\centerline{ \quad Amphi A - ``Jacqueline Ficini''}
\centerline{ Universit\'e de Cergy-Pontoise, Site de Neuville}
\vskip 1.3truecm
\centerline{ Tuesday 22 January: {\bf Spin Glasses.}}
\centerline{ Moderator: {\bf Flora Koukiou.}}
\vskip .8truecm
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\strut 9&45&10&00&{\bf Flora Koukiou (Cergy-Pontoise)}:\
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\strut 10&00&10&45&{\bf David Sherrington$^{(*)}$ (Oxford)}:\
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\bigstrut 10&45&11&15&\qquad\qquad Coffee Break \cr
\strut 11&15&12&00&{\bf Michel Talagrand (Paris)}:\
{\sl Gaussian averages, Bernoulli averages and}\cr
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{\sl Gibbs measures.}\cr
\strut 12&00&12&45&{\bf Pierluigi Contucci (Bologna)}:\
{\sl A Classification Theorem for stochastically}\cr
\omit&\omit&\omit&\omit& \strut\phantom{\bf xxxxx}\
{\sl stable quenched measures.}\cr
\bigstrut 12&45&14&30&\qquad\qquad Lunch \cr
\strut 14&30&15&15&{\bf Francesco Guerra (Roma)}:\
{\sl Quadratic replica coupling in the}\cr
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{\sl Sherrington-Kirkpatrick mean field spin glass model.}\cr
\strut 15&15&16&00& {\bf Anton Bovier (Berlin)}:\
{\sl From statics to dynamics in simple spin glass models.}\cr
\bigstrut 16&00&16&30&\qquad\qquad Coffee Break \cr
\strut 16&30&17&15& {\bf Eric Bertin (Saclay)}:\
{\sl Dynamical ultrametricity and localization in trap models.}\cr
\strut 17&15&18&00& {\bf Jorge Kurchan (Paris)}:\
{\sl Replica versus dynamic methods in disordered systems.}\cr
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\vskip 1.2truecm
\centerline{ Wednesday 23 January:
{\bf Random Matrices.}}
\centerline{ Moderator: {\bf Vincent Rivasseau}.}
\vskip .8truecm
\vrule{\offinterlineskip
\halign{\hskip -0.1truecm #& \hfil{\eightrm #h}&{\eightrm #}&
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\strut&9&45&10&00& {\bf Vincent Rivasseau (Orsay)}:\
{\sl Introduction.}\cr
\strut&10&00&10&45& {\bf Martin Zirnbauer (K\"oln)}:\
{\sl Dual pairs in random matrix theory. }\cr
\bigstrut&10&45&11&15&\qquad\qquad Coffee Break \cr
\strut&11&15&12&00& {\bf Yan V. Fyodorov (Uxbridge)}:\
{\sl On statistics of characteristic polynomials of}\cr
\strut&\omit&\omit&\omit&\omit& \phantom{\bf xxxxx}\
{\sl random Hermitian matrices.}\cr
\strut&12&00&12&45& {\bf Paul Zinn-Justin (Orsay)}:\
{\sl Counting tangles via matrix models.}\cr
\bigstrut&12&45&14&30&\qquad\qquad Lunch \cr
\strut&14&30&15&15& {\bf Margherita Disertori (Princeton)}:\
{\sl Density of states for random band matrices.}\cr
\strut&15&15&16&00& {\bf Bertrand Duplantier (Saclay)}:\
{\sl Double conformal multifractality.}\cr
\bigstrut&16&00&16&30&\qquad\qquad Coffee Break \cr
\strut&16&30&17&15& {\bf Herbert Spohn (M\"unchen) }:\
{\sl Edge scaling for Dyson's Brownian motion and the}\cr
\strut&\omit&\omit&\omit&\omit& \phantom{\bf xxxxx}\
{\sl PNG growth model.}\cr
\strut&17&15&18&00& {\bf Evgueni Bogomolny (Orsay)}:\
{\sl Spectral statistics of singular billiards.}\cr
}}
\vskip 1.0truecm
$*$: To be confirmed. \hfil\break
The program is susceptible of modifications; please
check the conference web site for updated information.\hfil\break
\centerline {\bf http://www.u-cergy.fr/rech/labo/equipes/ptm/inter}
\vfill\eject
\bigskip\noindent
{\bf Registration:}\hfil\break
\smallskip
The conference is free and open to all.\hfil\break
To facilitate local organization, please register in advance
through the conference web server at\hfill\break
{\bf http://www.u-cergy.fr/rech/labo/equipes/ptm/inter}\hfill\break
You may also send an e-mail with your name, affiliation
and mail address to {\bf inter(a)u-cergy.fr}\hfill\break
(let us know if you plan to have lunch with us on Tuesday and
Wednesday (10 Euros each day));\hfill\break
or mail to Ellen Saada, Laboratoire de Math\'ematiques Rapha\"el Salem,
Universit\'e de Rouen,
\hfill\break
\phantom{or mail to }site Colbert,
76821 Mont-Saint-Aignan cedex, France. $\quad$ Fax: +33 2 3210 3794 \hfill\break
\medskip
\bigskip\noindent
\halign{ \hfil # \hfil&\hskip.2truecm\hfil # \hfil&\hskip.2truecm
\hfil # \hfil\cr
Fran\c cois Dunlop & Thierry Gobron & Ellen Saada\cr
Physique Th\'eorique et Mod\'elisation
&Physique Th\'eorique et Mod\'elisation&
Math\'ematiques, Rapha\"el Salem\cr
Universit\'e de Cergy-Pontoise & Universit\'e de Cergy-Pontoise &
Universit\'e de Rouen\cr
(33)1 34 25 70 91 & (33)1 34 25 70 90 & (33)2 35 14 71 11 \cr}
\smallskip\
\bye
%%%%%-------------- END OF TeX FILE --------------------------%%%%%%%%%
Th, 10.01.2002
--------------
Our seminar on "Optima and Equilibria" continues with a talk by Johanna
Gaier on "Marginal Properties of Solutions of Convex Minimisation
Problems".
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
Tu, 18.12.2001
--------------
Marcel Straka, Indifference Prices and Related Measures (part II)
Th, 20.12.2001
--------------
***************************************
* NOTE: This talk will start at 15:30 *
***************************************
Ioannis Karatzas, Optimal Portfolio/Consumption under Habit-Formation
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
New starting time: 16:00!
Tomorrow our seminar will start at 16:00 with the talk by Eva Strasser,
not at 16:30!
Th, 13.12.2001
--------------
Tomorrow's seminar will consist of two parts, each 45 minutes:
* Eva Strasser will speak about "Working Paper: On A Question Raised By
Schachermayer".
* we will continue our seminar on "Optima and Equilibria" by doing some
exercises
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at
Th, 13.12.2001
--------------
Tomorrow's seminar will consist of two parts, each 45 minutes:
* we will continue our seminar on "Optima and Equilibria" by doing some
exercises
* Eva Strasser will speak about "Working Paper: On A Question Raised By
Schachermayer".
For further details, including abstracts see
http://www.fam.tuwien.ac.at/schedule/
--
|christopher summer ||tu vienna, financial and actuarial mathematics
|tel +43 1 58801 10522 ||http://www.fam.tuwien.ac.at/~csummer
|fax +43 1 58801 10599 ||csummer(a)fam.tuwien.ac.at