Seminars

Upcoming seminars can also be found here.
2018 Apr 29

GAME THEORY AND MATHEMATICAL ECONOMICS RESEARCH SEMINAR:Michal Feldman, Tel Aviv University "Interdependent Values without Single-Crossing (Joint work with Alon Eden, Amos Fiat and Kira Goldner)"

1:30pm to 2:30pm

Location: 

Elath Hall, 2nd floor, Feldman Building, Edmond Safra Campus

Abstract:

We consider a setting where an auctioneer sells a single item to n potential agents with {\em interdependent values}. That is, each agent has her own private signal, and the valuation of each agent is a function of all n private signals. This captures settings such as valuations for oil fields, broadcast rights, art, etc.

2018 Jun 27

Analysis Seminar: Barry Simon (Caltech) "Heinävarra’s Proof of the Dobsch–Donoghue Theorem"

12:00pm to 1:00pm

Location: 

Ross Building, Room 70
Abstract: In 1934, Loewner proved a remarkable and deep theorem about matrix monotone functions. Recently, the young Finnish mathematician, Otte Heinävarra settled a 10 year old conjecture and found a 2 page proof of a theorem in Loewner theory whose only prior proof was 35 pages. I will describe his proof and use that as an excuse to discuss matrix monotone and matrix convex functions including, if time allows, my own recent proof of Loewner’s original theorem.
2018 May 08

Dynamics Seminar: Yinon Spinka (TAU): Finitary codings of Markov random fields

2:15pm to 4:15pm

Location: 

Ross 70
Let X be a stationary Z^d-process. We say that X is a factor of an i.i.d. process if there is a (deterministic and translation-invariant) way to construct a realization of X from i.i.d. variables associated to the sites of Z^d. That is, if there is an i.i.d. process Y and a measurable map F from the underlying space of Y to that of X, which commutes with translations of Z^d and satisfies that F(Y)=X in distribution. Such a factor is called finitary if, in order to determine the value of X at a given site, one only needs to look at a finite (but random) region of Y.

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