Man

Jaime Ricardo San Martin Aristegui

Principal Investigator

CMM, UNIVERSIDAD DE CHILE

Santiago, Chile

Líneas de Investigación


Stochastic Analysis; Brownian Motion; Potential Theory: Linear Algebra; Stochastic models; Statistics; Probabilidades y estadística; Astroinformatica

Educación

  •  Probability, PURDUE UNIVERSITY. Estados Unidos, 1990
  •  Ingeniero Civil Matematico, UNIVERSIDAD DE CHILE. Chile, 1985

Experiencia Académica

  •   Full Professor Full Time

    UNIVERSIDAD DE CHILE

    FCFM

    Santiago, Chile

    1985 - At present

  •   Director CMM Full Time

    UNIVERSIDAD DE CHILE

    Ciencias Físicas y Matemáticas

    Santiago, Chile

    2007 - 2011

  •   Director DIM Full Time

    UNIVERSIDAD DE CHILE

    Ciencias Físicas y Matemáticas

    Santiago, Chile

    1994 - 1997

  •   Scientific director NLHPC Other

    UNIVERSIDAD DE CHILE

    Ciencias Físicas y Matemáticas

    Santiago, Chile

    2012 - At present

Experiencia Profesional

  •   Profesional Part Time

    SID

    Santiago, Chile

    1985 - 1985

Formación de Capital Humano


Thesis: guided and co-guided.

1 Pagani J., Análisis ambiental de la prensa nacional. Thesis Ingeniero Civil Matemático, U. de Chile (May 1993).
2 LLadser M., Dominio de Atracción de las Distribuciones Cuasiestacionarias del Proceso de Ornstein-Uhlenbeck Unidimensional. Thesis Ingeniero Civil Matemático, U. de Chile (November 1996).
3 Modak V., Estudio de Ingeniería de Transito. Concesión Ruta 5, Tramo: Collipulli- Temuco. Thesis Ingeniero Civil Matemático, U. de Chile (co-guided, 1997).
4 Dávila R., Comportamiento Asintótico del Kernel del Calor en un Dominio Plano Particular. Thesis Ingeniero Civil Matemático, U. de Chile (1998).
5 Torres S., Métodos Numéricos para Ecuaciones Diferenciales Estocásticas: Forward y Backward. Thesis Ph.D. Mathematics, U. de Chile (December 1998).
6 Reyes M., Reconocimiento Estocástico de Imágenes Orientado al Conteo de Arboles en Aerofotografías. Thesis Ingeniero Civil
Matemático, U. de Chile (co-guided, 2000).
7 Padilla F., Estudio de la recuperación de la deformación del fuste causada por polilla del brote Rhyacionia buoliana Den. et Shiff en Pinus radiata D. Don en la X región. Thesis Ingeniero Forestal Universidad de Chile (November 2001).
8 Prat A., Estudio del comportamiento asintótico del núcleo del calor en dominios no acotados particulares. Thesis Ingeniero Civil Matemático, U. de Chile (December 2003).
9 Remenik D., Teoría de potencial en árboles infinitos. Thesis Ingeniero Civil Matemático, U. de Chile (November 2004).
10 Lapierre G., Creación de un índice de avance para el Proyecto País del Colegio de ?Ingenieros. Thesis Ingeniero Civil Industrial, U. de Chile (October 2005).
11 Medina R., Modelador de cambios en la geometría de objetos usando mallas geométricas. Thesis Ingeniero Civil en Computación, U. de Chile (co-guided, 2005).
12 Cerda M. Reconocimiento de bordes en imágenes, un enfoque aplicado. Thesis Ingeniero Civil en Computación, U. de Chile (co-guided, 2007).
13 Silva N. Modelamiento del crecimiento de árboles usando mallas de superficie. Thesis ?Ingeniero Civil en Computación, U. de Chile (co-guided member, 2007).
14 Cortez R., Tasa de decaimiento exponencial para un movimiento con drift. Thesis Ingeniero Civil Matemático, U. de Chile (November 2008).
15 Prado J., Distribuciones Cuasi-Estacionarias en Modelos de Poblaciones. Thesis Ingeniero Civil Matemático, U. de Chile (2010).
16 Mena G., Aportes a la Teoría de Ecuaciones Diferenciales Estocásticas Reflejadas y ?al Modelamiento de Procesos Neurobiológicos Subyacentes a Fenómenos Cognitivos. Thesis Ingeniero Civil Matemático, U. de Chile (co-guided, 2011).
17 Contador G., Procesos Generados por las Inversas de las Potencias de Hadamard del Operador de Green del Movimiento Browniano. Thesis Ingeniero Civil Matemático, U. de Chile (2013).
18 Carvajal M., Herramientas Matemáticas para el Cálculo de Primas en Seguros contra ?Sismos. Thesis Ingeniero Civil Matemático, U. de Chile (co-guided, 2013).
19 Littin J., Quasi stationary distributions when infinity is an entrance boundary, Opti- mal conditions for phase transition in 1 dimensional Ising model by Peierls argument and its consequences. Thesis Ph.D. Mathematics, U. de Chile (Co-guided 2013).
20 Linker A., Un criterio de unicidad de distribuciones cuasi-estacionarias para el proceso truncado de nacimiento y muerte con mutaciones. Thesis Ingeniero Civil Matemático, U. de Chile (2014).
21 Liberona G., Aplicaciones del procesamiento de imágenes digitales a astronomía. Thesis Ingeniero Civil Matemático, U. de Chile (co-guided member, 2014).
22 Castillo J., Estudio de aplicabilidad de modelos de teoría de respuesta al ítem a la prueba de selección universitaria de matemática. Thesis Ingeniero Civil Matemático and Master Applied Mathematics, U. de Chile (2017).
23 Campos F., Distribuciones Cuasi-estacionarias para el proceso de Besel en el intervalo (0;1]. Thesis Ingeniero Civil Matemático and Master Applied Mathematics, U. de Chile (2017).
24 Qiu L., Stochastic Differential Equations and Strict Local Martingales. Thesis Ph.D. Statistics, Columbia University (Co-guided 2017).
25 Vandaële P., Potenciales y potencias. Thesis Ingeniero Civil Matemático and Master Applied Mathematics, U. de Chile and Université Central, France (2017).
26 López P., Potencias de Hadamard del kernel de Green del movimiento Browniano con Drift en R. Thesis Ingeniero Civil Matemático and Master Applied Mathematics, U. de Chile (2020).
27 Riveros, A., Estudio sobre Existencia, Unicidad y Explosión a Infinito de una SDE. Thesis Ingeniero Civil Matemático and Master Applied Mathematics, U. de Chile (2020).

Postdocs guided (actual position)

1. Zhang, Xiao-Dong 2003-2004, Shanghai Jiaotong University.
2. Forest, Loic 2005-2006, Institut d’Informatique et de Mathmatiques Appliques de Grenoble (deceased 2008).
3. Duarte, Mauricio 2012-2013, UNAB.
4. Hernández, Nicolás, 2020-23, CMM, Universidad de Chile.


Difusión y Transferencia


Presentation on International Congress: Invited speaker.

1. CLAPEM VI Quasy-stationary Distributions. Vin ?a del mar, Chile, 1995.
2. Second Latin American Congress of Mathematics, Cancu ?n M ?exico. Potential Theory on infinite trees, Cancu ?n June 2004.
3. Latin American Conference on Combinatorics, Graphs and Applications. Ultrametric matrices, M-matrices and associated graphs. Santiago, August 2004.
4. 31st Conference on Stochastic Processes and their Applications. Filtered operators. Applications to the inverse M-matrix problem. Paris, July 17 - 21, 2006 (plenary).
5. The second PRIMA congress. Ultrametric Potentials. Shanghai, China, June 23 - 28, 2013.
6. CLAPEM XIII. Finite potential Theory. Cartagena, Colombia, September 22-26, 2014.
7. 7th Pacific RIM Conference on Mathematics. Inverse M-matrices and random walks on trees. Seoul, Corea, June 27 - July 1, 2016.
8. Mathematical Congress of the Americas. Ultrametric Potentials. Montreal, Canada, July 2017.
9. Mathematical Congress of the Americas. Hadamard Powers. B.A., Argentina, May 2021.

Other presentations on International Congresses and Meetings.

1 4ta. Jornada Chilena de Sismología e Ingeniería antisísmica an International Seminar on the Chilean 1985 earthquake. UTFSM-ACHISINA. Some theoretical advances on the Weibull distribution hypothesis of the earthquake inter-arrival time. Viña del Mar, 2–4 April 1986. (Mathematical Modeling in Sismology).
2 FIESTA I (StatisticalPhysicsandCooperativeSystems1988)LimitLawonBrownian Motion. Santiago, Chile.
3 96th annal meeting AMS, (1990): Stratonovich Stochastic Differential Equations. USA.
4 EIPES (Escuela de invierno de probabilidades y estadística,Santiago ) IX (1990): On the existence and uniqueness of Solutions for Stratonovich Stochastic Differential Equations. Santiago, Chile.
5 EIPES X (1991): Tiempos locales. Santiago, Chile.
6 Winter School CIMPA in Dynamical Systems and Frustrated Systems (1992): Sto-
chastic Differential Equations. Temuco, Chile
7 Automates Celulaires et Systemes Cooperatifs, Les Houches (1992): A Generalization of Ito’s Formula.Les Houches, France
8 Stochastic orderings. Purdue (February 1992).
9 EIPES XI (1992): Curso de Integraci ?on Estoc ?astica. Santiago, Chile.
10 FIESTA III (1992) Limit Laws for a Brownian Motion with Constant Drift. Santiago,
Chile.
11 CLAPEM V (1993) Quasi-stationary Distributions for a Brownian Motion with Con- stant Drift. Sao Paulo, Brazil.
12 Markov Chains with absorption. Université de Marseille (June 1993)
13 Ultrametricit ?e. Laboratoire du Mathématiques Discrètes, Marseille (June 1993).
14 Markov Processes with absorving states. Purdue University (February 1995).
15 Ultrametric Matrices. Purdue University (February 1995).
16 Winter School CIMPA Din ?amica Simb ?olica y Aplicaciones (1997): Ultrametric Ma- trices. Temuco, Chile.
17 Instabilities and Nonequilibrium Structures VII. (1997): Asymptotic Behaviour for the Brownian Motion in Certain Domains. Vin ?a del mar, Chile.
18 International congress IUFRO ” El manejo sustentable de los Recursos Forestales. Desafí?o del siglo XXI”. Title of the presentation Mathematical models for studying the deformations caused by the pine moth shut. Valdivia November 1998.
19 Asymptotic behaviour for the heat kernel. Universit ?e de Provence, Marseille (January 1998).
20 Brownian Motion on Benedicks’ Domains: Paris VI (June 1999).
21 Colloque Equations Differentielles Stochastiques Retrogrades et Applications, Uni- versit ?e du Maine, Francia. Existence de Solutions aux Equations Backward: le cas super-linéaire quadratique. June 1999.
22 First Latin American Congress of Mathematics. The M-matrix problem: a probabilistic approach. IMPA , July 31- August 4 2000.
23 Brazilian School on Probability. Potential Theory on trees. Ubatuba July 2001.
24 Encuentro de la Sociedad de Matemáticas de Chile. R-positivity for one-dimensional diffusions. October 2001.
25 7th symposium of Probability and Stochastic Processes. México D.F. Asymptotic of the heat kernel on unbounded domains. July 2002.
26 I Escuela de Invierno de Análisis estocástico y aplicaciones. Valparaíso. Infinite ultrametric matrices. July 2003.
27 Stochastic Differential Equations. Opening talk at XII Semana de la Estadística en Valparaíso. October 2004.
28 Brownian Motion and EDP. Talk at UFS, July 2005, Valparaíso.
29 Randomness in Science. Talk at the school of robotics UNAB August 2005, Santiago Chile.
30 Workshop on Statistical Physics and Dynamics. In celebration of E. Tirapegui 65th anniversary. Backward Stochastic Differential Equations and Semilinear Heat Equa- tions. Santiago, August 2005.
31 Millenium general audience conference “Probabilidades, plagas y aplicaciones fore- stales” August 2006 at Telef ?onica Santiago, Chile.
32 XXI Jornada de Matemática de la zona sur 2007. Opening conference: Potential Theory. May 2007.
33 XXII Jornada de Matemática de la zona sur 2008. Finite Potential Theory. Valdivia, April 2008.
34 Seminaire de Pobabilité de Paris VI. Finite potential theory, M-matrices and related topics. Paris, June 2008.
35 Backward Stochastic Differential Equations in Finance. II Workshop de Modelamiento Estocástico en Finanzas y Gestión de Riesgo. May 28-29, 2008. CMM Chile.
36 The inverse M-matrix problem. BCAM Bilbao, Spain. September 15, 2011.
37 Ultrametric and filtered operators: The matrix case. Congress on Filtrations, IRMA Strasbourg, France. September 20-22, 2011.
38 Finite potential matrices. IV CLAM, Córdoba, Argentina. August 6-10, 2012.
39 The inverse M-matrix problem. XXXVIII Semana de la Matemática, UCV, Valparaíso. Opening lecture, December 3-5, 2012.
40 Finite potential Theory: old and new results. École Polytechnique, France. June 20, 2013.
41 M-matrices and their inverses. U. Concepción, Seminar Hubert Mennickent inaugural session, September 1, 2015.
42 Theoretical And Practical Problems with 2PL and 3PL models. Meeting DEMRE, Santiago Chile, December 5-6, 2017.
43 M-matrices, trees and ultrametric matrices. Probability seminar Statistics department Columbia University, NY, April 12, 2018.
44 Finite potential theory, some new ideas. CIMPA school at Buenos Aires, July 23-27, 2018.
45 Uniqueness in a Scaling limits of bisexual Galton-Watson process. École Polytechnique, Paris France, May 15, 2019.
46 Powers of the Green kernel. College de France, Paris, May 17, 2019.
47 Uniqueness for a system of SDE, in the context of Scaling limits of G-W with sex. Columbia University, MAFIA congress, September, 2019.


Premios y Distinciones

  •   W. Bure Award Stat. Department Purdue

    PURDUE UNIVERSITY

    Estados Unidos, 1990

    Best Ph.D. thesis

  •   John D. and Catherine T. MacArthur Foundation award

    JOHN D. AND CATHERINE T. MACARTHUR FOUNDATION

    Estados Unidos, 1990

    Project award

  •   Member of the Chilean Academy of Science

    ACADEMIA CHILENA DE CIENCIAS

    Chile, 2009

    Miembro de la Academia

  •   Poste Rouge CNRS

    CENTRE NATIONALE DE LA RECHERCHE SCIENTIFIQUE

    Francia, 2019

    PUESTO CNRS POR 3 MESES ALTAMENTE COMPETITIVO.


 

Article (74)

Powers of Brownian Green Potentials
Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients
CONVERGENCE TO THE MEAN FIELD GAME LIMIT: A CASE STUDY
Inverse M-matrix, a new characterization
A NOTE ON THE QUASI-STATIONARY DISTRIBUTION OF THE SHIRYAEV MARTINGALE ON THE POSITIVE HALF-LINE
DIFFUSIONS FROM INFINITY
Discovery of Distant RR Lyrae Stars in the Milky Way Using DECam
The High Cadence Transit Survey (HiTS): Compilation and Characterization of Light-curve Catalogs
Serendipitous Discovery of RR Lyrae Stars in the Leo V Ultra-faint Galaxy
Additive representation of symmetric inverse M-matrices and potentials
Asymptotics for the heat kernel in multicone domains
Potentials of random walks on trees
THE HIGH CADENCE TRANSIENT SURVEY (HITS). I. SURVEY DESIGN AND SUPERNOVA SHOCK BREAKOUT CONSTRAINTS
Basic Matrix Block Formulae
Beyond Matrices
EXISTENCE AND UNIQUENESS OF A QUASISTATIONARY DISTRIBUTION FOR MARKOV PROCESSES WITH FAST RETURN FROM INFINITY
Filtered Matrices
Graph of Ultrametric Type Matrices
Inverse M-Matrices and Potentials
Symbolic Inversion of a Diagonally Dominant M-Matrix
Ultrametric Matrices
STOCHASTIC MODELS FOR A CHEMOSTAT AND LONG-TIME BEHAVIOR
THE CLASS OF INVERSE M-MATRICES ASSOCIATED TO RANDOM WALKS
HADAMARD FUNCTIONS THAT PRESERVE INVERSE M-MATRICES
Numerical Method for Reflected Backward Stochastic Differential Equations
Option pricing under a Gamma-modulated diffusion process
Quasi-stationary distributions for structured birth and death processes with mutations
Optimal Selection of Customers for a Last-Minute Offer
HADAMARD FUNCTIONS OF INVERSE M-MATRICES
QUASI-STATIONARY DISTRIBUTIONS AND DIFFUSION MODELS IN POPULATION DYNAMICS
Ultrametric and Tree Potential
Level-wise approximation of a Markov process associated to the boundary of an infinite tree
Linear stochastic differential equations driven by a fractional Brownian motion with Hurst parameter less than 1/2
One-dimensional backward stochastic differential equations whose coefficient is monotonic in y and non-Lipschitz in z
Modelling of auxin transport affected by gravity and differential radial growth
Ratio limit theorem for parabolic horn-shaped domains
Stationary processes whose filtrations are standard
A class of M-matrices whose graphs are trees
Backward SDEs with two barriers and continuous coefficient: An existence result
Classification of killed one-dimensional diffusions
Ito formula for uniformly elliptic diffusion and Dirichlet processes
Morphogenetic processes: Application to cambial growth dynamics
A new class of inverse M-matrices of tree-like type
Asymptotic of the heat kernel in general Benedicks domains
The lambda-classification of continuous-time birth-and-death processes
Field methodology for reconstruction of a Pinus Radiata log
Numerical method for backward stochastic differential equations
On the existence or non-existence of solutions for certain backward stochastic differential equations
Euler scheme for solutions of a countable system of stochastic differential equations
Rates of decay and h-processes for one dimensional diffusions conditioned on non-absorption
Asymptotic behaviour of a Brownian motion on exterior domains
Description of the sub-Markov kernel associated to generalized ultrametric matrices. An algorithmic approach
Domain of attraction of the quasi-stationary distributions for the Ornstein-Uhlenbeck process
Limiting conditional and conditional invariant distributions for the Poisson process with negative drift
Partial orders and minimization of records in a sequence of independent random variables
Ratio limit theorems for a Brownian motion killed at the boundary of a Benedicks domain
A pointwise spectrum and representation of operators
Anticipating Integrals for a Class of Martingales
Domain of attraction of quasi-stationary distributions for the Brownian motion with drift
Noyaux potentiels associés à une filtration
Backward stochastic differential equations with continuous coefficient
Phase transition for absorbed Brownian motion with drift
Entropy values of chains of partitions of infinite countable sets
Ultrametric matrices and induced markov chains
Asymptotic Laws for One-Dimensional Diffusions Conditioned to Nonabsorption
Iterated Law of Iterated Logarithm
Asymptotic analysis of the exponential penalty trajectory in linear programming
Inverse of Strictly Ultrametric Matrices are of Stieltjes Type
On the Interoccurrence Time Distribution of Large Earthquakes: a Stochastic Time-Predictable Model on the basis of Simple Physical Considerations
Quasi-Stationary Distributions for a Brownian Motion with Drift and Associated Limit Laws
General change of variable formulas for semimartingales in one and finite dimensions
ONE-DIMENSIONAL STRATONOVICH DIFFERENTIAL-EQUATIONS
A regularisation result of the continuous pmc Markov semigroups dagger;
Curvature of the convex hull of planar Brownian motion near its minimum point

BookWhole (3)

A model for the space-time spread of pine shoot moth
Inverse M-Matrices and Ultrametric Matrices
Quasi-stationary distributions

ConferencePaper (1)

Some properties of quasi-stationary distributions for finite Markov chains

Editorial (1)

Preface

EditorialMaterial (2)

Inverse M-Matrices and Ultrametric Matrices Introduction
Inverse M-Matrices and Ultrametric Matrices Preface

Errata (1)

The delay of shock breakout due to circumstellar material evident in most type II supernovae (vol 2, pg 808, 2018)

Patent (1)

An instrument for field measurement of de- formations in trees

Proyecto (20)

CENTRO DE MODELAMIENTO MATEMATICO
National Laboratory for High Performance Computing (Scientific Director)
NLHPC
BASAL PF03 (director)
CENTRO DE MODELAMIENTO MATEMATICO
Nucleus Millennium Information and Randomness
Nucleus Millennium Information and Randomness
Simulador arbol individual de pino radiata=> arquitectura de copa y calidad de madera
CENTRO DE MODELAMIENTO MATEMATICO
Theorie du Potentiel et Calcul Stochastique
Asymptotic Be- haviour for Heat Kernels
GRANULOMETRY PROGRAM
Mathematical Models for the Control of Pine Moth
Stochastic Anticipative Calculus for Normal Martingales
Diffusions with Absorbing States
Mathematical Models for the Spread of Pine Moth
Pine shoot moth
Non Adapted Stochastic Differential Equations
Solution methods for Stochastic Differential Equation of Stratonovich type
Astroinformatics Laboratory
86
Jaime San Martin

Principal Investigator

DIM-CMM

CMM, UNIVERSIDAD DE CHILE

Santiago, Chile

33
Servet Martinez

Full professor

Mathematical Engineering

Universidad de Chile

Santiago, Chile

5
Roberto Cominetti

Full Professor

UNIVERSIDAD ADOLFO IBÁÑEZ

Santiago, Chile

3
Ricardo Munoz

Associate Professor

Astronomy

Universidad de Chile

Santiago, Chile

2
Juan Maureira

Scientist

Center for Mathematical Modeling

University of Chile

Santiago, Chile

1
Paulina Lira

Associate Professor

Astronomía

Universidad de Chile

Santiago, Chile

1
Pablo Huijse

Profesor categoría III

Facultad de Ciencias de la Ingeniería

Universidad Austral de Chile

Valdivia, Chile

1
Guillermo Cabrera

Associate Professor

Department of Computer Science

Universidad de Concepción

Concepción, Chile

1
Jose Correa

Full Professor

Industrial Engineering

Universidad de Chile

Santiago, Chile

1
Salome Martinez

Profesora Titular U. de Chile, Directora del Laboratorio de Educación Matemática del Centro de Modelamiento Matemático

Center for Mathematical Modeling

Universidad de Chile

Santiago, Chile

1
Giuliano Pignata

Associate professor

Universidad Andrés Bello

Santiago, Chile

1
Alejandro Maass

Main Researcher

Center for Mathematical Modeling

Universidad de Chile

Santiago, Chile

1
Pierre Collet

Profesor Titular

ITISB

Universidad Andrés Bello

Viña del Mar, Chile