Three selected fellows working for the extended Summer Research Program (31 May - 08 July) are:
- Dr. Sunil Kumar, Assistant Professor, Physics Department, Ram Jas College, Delhi University
- Adarsh Prabhakaran, BS-MS in Physics, IISER Mohali
- Ashish Kumar, M.Sc. (2nd Year), Economics, Ashoka University
The two long term faculty are:
- Prof. Anirban Chakraborti, School of Computational & Integrative Sciences, Jawaharlal Nehru University
- Prof. Somdatta Sinha, IISER Mohali
The following lectures are delivered, as part of DCS2019 program, by the long-term faculty Professor Anirban Chakraborti, School of Computational & Integrative Sciences, Jawaharlal Nehru University, New Delhi. All lectures are held in the Chern Lecture Hall, ICTS, Bangalore.
Seminar-1: June 17, 2019
Title: Critical dynamics in Complex Systems: From environment to markets
Abstract: Catastrophic or critical events, though rare, do occur and when they occur, they have devastating effects. The study of the critical dynamics in complex systems is always interesting yet challenging. First, we present a brief overview of the random matrix theory and correlated Wishart ensemble. Then, we use empirical data from environmental ozone layers and financial markets to study the evolution of cross-correlation structure patterns. Finally, we apply simple tools from random matrix theory to study the critical behavior in these dynamical systems.
Seminar-2: June 24, 2019
Title: Complex network studies of ethnic conflicts, human rights violations, terrorism and more
Abstract: A society may be considered as a complex system, where each individual is unique and the collective behavior often has emergent and self-organizing properties. Societal interactions can be modeled in terms of network theory, giving rise to, e.g., networks of friendship, collaboration, transportation, trading, etc. Recently, we have also studied networks of anti-social behavior such as, conflicts (armed, ethnic), human rights violations, terrorism, etc. These complex networks evolve with time, and so we study their dynamics, along with the statistical and topological properties. We will briefly review all such studies.
Seminar-3: June 27, 2019
Title: Socio-economic inequalities: Can humans be modeled like atoms?
Abstract: A brief overview of the data analyses of socio-economic variables – income, wealth and consumption, will be presented. It has been found empirically that the distributions of income, wealth and consumption possess fairly robust features: the bulk is log normally distributed, followed by a power law tail. The mechanisms leading to such inequalities and invariant features for the distributions of the socio- economic variables are not well understood. We will present some simple models inspired from physics and demonstrate how the models can be adapted to study socio-economic ‘complex’ systems, or explain some of the empirical findings and their consequences.
Seminar-4: July 1, 2019
Title: Near-extreme events: Density, Copulas and beyond
Abstract: We would like to present study of the (near) extreme event statistics, which plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results in extreme value statistics is often undermined by non-stationarity and dependence between increments. Furthermore, the convergence to the limit distributions can be slow, requiring a huge amount of records to obtain significant statistics, and thus limiting its practical applications. Focusing, instead, on the closely related density of ‘‘near-extremes’’ – the distance between a record and the maximal value – can render the statistical methods to be more suitable in the practical applications and/or validations of models. We also review the ideas on temporal dependencies and recurrences in discrete time series. We revisit existing studies and redefine the relevant observables in the language of copulas (joint laws of the ranks). We propose that copulas provide an appropriate mathematical framework to study nonlinear time dependencies and related concepts— like recurrences and waiting times.