Seminar Archive - 2011

Our regular seminar program covers a broad range of topics from applied mathematics, pure mathematics and statistics. All staff and students are welcome. A complete list of past seminars can be accessed via the left-hand menu.

Daniel Chan - UNSW
The theory of orders has been variously described as a form of non-commutative arithmetic or non-commutative algebraic geometry. Examples of orders include group rings over rings of integers in the...

Ana Camelia Tiplea - Scuola Normale Superiore di Pisa and Westpac Banking Corporation
We study the pricing and hedging of American derivatives written on N risky assets having uncertain (stochastic) volatilities. We consider the stochastic optimal control problem with optimal stopping...

Joshua Capel - UNSW
In 1994 an "anonymous" group of researcher published the QED manifesto, a document proposing the construction of a database of all mathematical knowledge in strictly formalized, computer verifiable...

Peter Brown - UNSW
Pascal's triangle arises naturally from expanding out (1+x)n for various positive integer values of n. The resulting table of coefficients contains many interesting patterns and properties.In this...

Kenneth Chan - UNSW
We address the question of whether a given ruled order A is noncommutatively ruled in the sense of Chan and Nyman. The answer depends on the structure of the fibres of A. We will discuss how we use a...

Daniel Chan - UNSW
The theory of orders has been variously described as a form of non-commutative arithmetic or non-commutative algebraic geometry. Examples of orders include group rings over rings of integers in the...

Prof. Vladimir Bazhanov - Australian National University
In physics, an exact solution is a concise and complete mathematical description of the problem without using an approximation. Of course, not every physical problem can be solved exactly but,...

Stephen Sanchez - UNSW
In mathematics, it is common to name a new theorem or result after its discoverers(s). Occasionally, for a variety of reasons, it is named after the wrong person / people. Several instances of...

Alexandr Usachev - UNSW
A linear fuctional on the space of all bounded sequences is called Banach limit if it ispositive, translation invariant and normalized.It follows from the definition that the diameter of the set of...

Iain Johnstone - Stanford University
The eigenvalues of Wishart matrices play a central role in classical multivariate statistical analysis. In recent years a new impetus to approximate distribution results has come from methods that...

Pages