May 2017 - Random - Mailing list — Dipartimento di Matematica, UniPI

Concorso da RTDb di MAT/06 a Padova - scadenza 25/8/2016
by Marco Ferrante 25 Jun '24

25 Jun '24

Cari colleghi, vi segnalo che il Dipartimento di Matematica dell'Università di Padova ha bandito un posto di ricercatore di tipo B nel settore MAT/06. Il bando è disponibile alla pagina http://www.math.unipd.it/it/news/?id=1898 La scadenza per la presentazione delle domande è il 25 agosto 2016. Marco Ferrante

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A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS
by Francesca Romana Nardi 30 Jan '18

30 Jan '18

Carissimi, stiamo cercando di organizzare in Italia, sulla falsariga del M. Kac Seminar in Olanda, una serie di incontri di probabilita` e delle sue applicazioni alla Fisica, Biologia e Scienze sociali, per stimolare lo scambio di idee e offrire ai piu` giovani l'opportunita` di venire a contatto con un ampio panorama di temi di ricerca. E` con grande gioia che vi comunico che il primo di questi eventi si terra` venerdì 26 Maggio 2017 a Firenze, in un'aula universitaria vicino alla stazione di S. Maria Novella. Sara` un'occasione per goderci una giornata scientifica insieme e per esplorare le possibilita` e le modalita` piu` opportune per ripetere questo tipo di incontri. Di seguito trovate i dettagli della giornata del 26 Maggio, che vedra` come oratori R. Fernandez (University of Utrecht, Olanda) e R. Morris (IMPA Instituto Nacional de Matemática Pura e Aplicada Rio de Janeiro, Brazil). A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 26 May 2017 Lecturers: R. Fernandez (Utrecht) and R. Morris (IMPA). Location: Aula Magna di Via S. Gallo 10, Firenze Prof. Roberto Fernandez Title: Signal description: process or Gibbs? Abstract: The distribution of signals such as spike trains is naturally modeled through stochastic processes where the probability of future states depend on the pattern of past spikes. Mathematically, this corresponds to distributions *conditioned on the past*. From a signal-theoretic point of view, however, one could wonder whether a more efficient description could be obtained through the simultaneous conditioning of past *and* future. Furthermore, such a formalism could be appropriate when discussing string without a particular "time" order, such as the distribution of DNA nucleotides, or even issues related to anticipation and prediction in neuroscience. On the mathematical level this double conditioning would correspond to a Gibbsian description analogous to the one adopted in statistical mechanics. In this talk I will introduce and contrast both approaches ---process and Gibbsian based--- reviewing existing results on scope and limitations of them. Prof. Robert Morris Title: Monotone cellular automata Abstract: Cellular automata are interacting particle systems whose update rules are local and homogeneous. Since their introduction by von Neumann almost 50 years ago, many particular such systems have been investigated, but no general theory has been developed for their study, and for many simple examples surprisingly little is known. Understanding their (typical) global behaviour is an important and challenging problem in statistical physics, probability theory and combinatorics. In this talk I will outline some recent progress in understanding the behaviour of a particular (large) family of monotone cellular automata -- those which can naturally be embedded in d-dimensional space -- with random initial conditions. For example, in the case where a site updates (from inactive to active) if at least r of its neighbours are already active, these models are known as bootstrap percolation, and have been extensively studied for various specific underlying graphs. Apart from their inherent mathematical interest, the study of these processes is motivated by their close connection to models in statistical physics, and I will discuss some applications to a family of models of the liquid-glass transition known as kinetically constrained spin models. Program: 11.00-11.45 Introductory lecture: R. Fernandez 11.45-12.00 Break 12.00-12.45 Seminar: R. Fernandez 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: R. Morris 15.15-15.30 Break 15.30-16.15 Seminar: R. Morris Note pratiche: 1) E` importante prenotare il biglietto del treno il piu` presto possibile per poter usufruire di sconti!!!! 2) Stiamo prenotando un ristorante con un paio di menu fissi che possa ospitarci, ma ho bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati chiedo di mandare un email a francescaromana.nardi(a)unifi.it Resta fermo il fatto che saremo in pieno centro di Firenze, quindi ci sono moltissime altre possibilita` per mangiare se preferite regolarvi indipendentemente. Organizers: F. Caravenna N. Cancrini E.N.M. Cirillo P. Dai Pra A. De Masi D. Fanelli F. Flandoli C. Giardina` R. Livi F. Martinelli I.G. Minelli F.R. Nardi E. Presutti B. Scoppola E. Scoppola Vi aspettiamo, Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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PhD course Marco Frittelli in Bicocca
by Valeria Bignozzi 09 Jun '17

09 Jun '17

La prossima settimana, si terrà un corso di dottorato dal titolo “Arbitrage and superhedging, from the classical setting to a pathwise approach”, per il Dottorato in Statistica e Finanza Matematica, presso l'Università di Milano Bicocca. Le lezioni saranno tenute dal prof. Marco Frittelli, del Dipartimento di Matematica dell’ Università degli Studi di Milano. La partecipazione al corso è libera, occorre registrarsi inviando una mail alla dott.ssa Nicoletta Alghisi (nicoletta.alghisi(a)unimib.it <mailto:nicoletta.alghisi@unimib.it>). Programma: Lunedì 5 Giugno, ore 14:00-17:00: Introduction to arbitrage: the classical setting, the robust approach and the pathwise framework; Martedì 6 Giugno, ore 10:00-13:00 e 14:00 -17:00: Superhedging: example of duality gap and pathwise setting; Mercoledì 7 Giugno, ore 10:00-13:00: On the classical cases and comparison with the pathwise setting. Il corso si terrà nell’aula 2026, secondo piano dell’edificio U7.

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Seminario Prof.ssa Costantini (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 31 May '17

31 May '17

------------------------------------------------------------ ----------------- A v v i s o d i S e m i n a r i o ------------------------------------------------------------ ----------------- Lunedì 5 Giugno 2017, ore 11 ------------------------------------------------------------ ----------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma Prof.ssa Cristina Costantini (Università degli studi "G. d'Annunzio" Chieti-Pescara) APPROSSIMAZIONE DI DIFFUSIONE DI PROCESSI A VELOCITA' FINITA Riassunto: Con processi a velocita' finita (a volte detti anche processi di trasporto o evoluzioni aleatorie) intendiamo qui dei modelli, pensati per descrivere il moto di una particella, in cui la posizione della particella a un tempo $t$ e' data dall'integrale di un processo velocita', che e' costante, o evolve deterministicamente finche', a intervalli di tempo esponenziali, cambia in modo aleatorio. Sulla retta e nel piano, questi processi sono stati approfonditamente studiati (Orsingher, Pinsky, Kolesnik, Stadje e molti altri), in particolare per quanto riguarda l'equazione alle derivate parziali soddisfatta dalla distribuzione a un tempo della posizione e, in alcuni casi importanti, la forma esplicita della distribuzione. Questo seminario trattera' invece del limite, sotto riscalamento spazio-temporale diffusivo, di questi processi, anch'esso studiato da molti autori (Bensoussan, Lions, Papanicolaou, Bal, Degond, Kurtz, Costantini e molti altri). Tale limite puo' essere ottenuto in dimensione qualunque, per una classe ampia di nuclei di transizione della velocita', anche dipendenti dalla posizione e dalla velocita' correnti, e anche nel caso in cui il moto della particella e' confinato in una regione e sulla frontiera la velocita' cambia in modo deterministico o aleatorio, a seconda della velocita' d'impatto trasversale. L'approccio utilizzato e' quello delle equazioni differenziali stocastiche e dei problemi di martingala, combinati, nel caso in cui la particella e' confinata, con cambiamenti di tempo aleatori. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587*

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Conference
by Fulvia Confortola 31 May '17

31 May '17

Conference in honor of Pietro Muliere, 12 June 2017 and BISP-10 workshop, 13-15 June 2017, Bocconi University

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Conference in honor of Pietro Muliere, 12 June 2017 and BISP-10 workshop, 13-15 June 2017, Bocconi University
by Sandra Fortini 31 May '17

31 May '17

Carissime e carissimi, con piacere ricordiamo che il 12-15 giugno 2017 avremo, presso l'Universita' Bocconi di Milano, due eventi in onore e dedicati a Pietro Muliere, nell'occasione di un suo importante compleanno (la partecipazione alla conferenza in onore di Pietro il 12 e' libera, ma ricordiamo di registrarsi!): Conference in honor of Pietro Muliere, 12 June 2017 and BISP-10 workshop, 13-15 June 2017, Bocconi University The Department of Decision Science of Bocconi University is pleased to announce the international conference on "Recent Developments in Bayesian Theory and Stochastic Processes", in honor of Professor Pietro Muliere, that will take place at Bocconi on June 12, 2017. The conference will gather internationally leading scholars on fundamental themes in Bayesian Statistics and Stochastic Processes. The conference honors Professor Pietro Muliere’s research contributions to statistics, probability, stochastic processes, stochastic ordering and income distribution, survival analysis, decision theory, economics and life sciences. The program is available at www.unibocconi.eu/muliereconference There are no registration fees, but interested participants are kindly asked to register, through the conference website. The conference will be followed by the 10th Workshop on Bayesian Inference in Stochastic Processes (BISP10), also held at Bocconi University, on June 13-15, 2017. BISP10 is dedicated to Pietro Muliere, on the occasion of his 70th birthday. www.unibocconi.eu/bisp10 -- Un carissimo saluto, e speriamo di vedervi a Milano per festeggiare Pietro insieme a noi! Sandra Fortini =================================== Sandra Fortini Bocconi University, DEC Tel. +39 5836 5676 http://faculty.unibocconi.it/sandrafortini/ ======================================== --- Dai il tuo 5x1000 alla Bocconi. Aiuta gli studenti meritevoli a costruire il proprio futuro. CF 80024610158. www.unibocconi.it/5x1000 Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations. ---

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annuncio seminario presso IAC-CNR
by Lucia Caramellino 30 May '17

30 May '17

Martedi` 6 Giugno ore 10:30 aula riunioni del primo piano via dei Taurini 19, Roma Giulia Terenzi (Universita` di Roma Tor Vergata) A hybrid tree-finite difference approach for Heston-type models We present an algorithm for the pricing of European and American options in the Heston model and in other stochastic volatility models which generalize it. Our procedure is based on a backward induction that works following a finite difference PDE method in the direction of the share process and a tree approximation in the direction of the volatility. Numerical results show that the algorithm turns out to be reliable and efficient. We study the stability of the algorithm by means of a Von Neumann analysis, but only limited convergence results have been proved. ================================== Lucia Caramellino Dipartimento di Matematica Universita` di Roma "Tor Vergata" Via della Ricerca Scientifica I-00133, Roma, Italy www.mat.uniroma2.it/~caramell

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Posizione RTDA in Bicocca
by Gianmario Tessitore 30 May '17

30 May '17

E' stata bandita una posizione di ricercatore a tempo determinato di tipo A presso l'Università degli Studi di Milano-Bicocca, Dipartimento di Matematica e Applicazioni. Settore concorsuale 01/A3 – Analisi Matematica, Probabilità e Statistica Matematica Profilo: settore scientifico-disciplinare MAT/06 – Probabilità e Statistica Matematica. Il/La candidato/a svolgerà attività di ricerca nel campo della teoria dei processi stocastici e delle equazioni differenziali stocastiche. Verrà richiesto un impegno didattico nei corsi affini al SSD MAT/06 nella Laurea triennale e magistrale in Matematica, nonché secondo necessità negli insegnamenti di Matematica presso gli altri corsi di laurea dell’Ateneo. Si allega il bando precisando che fa comunque fede quello pubblicato sulla Gazzetta Ufficiale. Cordiali saluti Francesco Caravenna e Gianmario Tessitore

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(Deadline for abstract submission) Conference in Leeds on Stochastic Control, Ambiguity and Games
by Tiziano De Angelis 29 May '17

29 May '17

Dear All, This is a kind reminder regarding the conference *"Stochastic Control, Ambiguity and Games"* which will be held at the University of Leeds on* 4th - 5th September 2017* (follow the link http://ambiguity2017.leeds.ac.uk for more information and see the poster attached). The *deadline for submission of title and abstract for a talk is 6 June*. You can submit your abstract and title by sending an email to Tiziano De Angelis: t.deangelis(a)leeds.ac.uk Jan Palczewski: j.palczewski(a)leeds.ac.uk We would be most grateful if you forwarded this announcement to anyone potentially interested. Best regards, Tiziano De Angelis and Jan Palczewski

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seminario
by Giovanni Luca Torrisi 29 May '17

29 May '17

* Mercoledì 7 Giugno 2017* Ore 10.00, aula riunioni (I piano), CNR, Istituto per le Applicazioni del Calcolo, via dei Taurini 19, Roma Seminario di Probabilità Nicolas Privault (NTU, Singapore) Probability approximation for functionals of independent random sequences. Abstract: We derive general Stein distribution bounds between functionals of uniform random variables and the Gaussian and gamma distributions, using multiple stochastic integral expansions combined with derivation and finite difference operators. This approach applies more generally to sums and functionals of continuous and discrete independent random variables, such as U-statistics. Tutti gli interessati sono invitati a partecipare. Cordialmente ------------------------------------------------------------------------

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seminario Fangda Liu in Bicocca
by Fabio Bellini 29 May '17

29 May '17

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Fwd: [ST-NET] Post Doc in Mathematical Finance and/or Actuarial Mathematics in Freiburg / Strassburg
by Carina Geldhauser 27 May '17

27 May '17

-------- Forwarded Message -------- Subject: [ST-NET] Post Doc in Mathematical Finance and/or Actuarial Mathematics in Freiburg / Strassburg Date: Fri, 26 May 2017 18:25:10 +0200 From: Thorsten Schmidt <st-net(a)uni-freiburg.de> To: st-net(a)zib.de From: thorsten.schmidt(a)stochastik.uni-freiburg.de <mailto:thorsten.schmidt@stochastik.uni-freiburg.de> --- Applications are invited for a postdoc position in Financial and/or Actuarial Mathematics in a joint research group established between the University of Freiburg and the University of Strasbourg. The research group is funded by the Freiburg Institute for Advanced Studies (FRIAS) and the University of Strasbourg Institute for Advanced Study (USIAS). The succesful candidate will hold a Ph.D. and has an excellent profile in mathematical finance, stochastic processes, actuarial mathematics or a related field. The research agenda will cover a highly interesting project in the research group, targeting for example valuation of participating life insurance products, model risk, (mortality) term structures and/or dynamic risk measures. The position will require a frequent exchange between the two participating groups. The contract is for two years, starting on October 1, 2017. Applications should be submitted at the latest on June 25. For inquiries please contact Prof. Dr. Thorsten Schmidt (thorsten.schmidt(a)stochastik.uni-freiburg.de) or Prof. Dr. Jean Berard (jberard(a)unistra.fr) Please send your application in PDF format (cover letter, CV, research profile) per email to Monika Hattenbach (htb(a)stochastik.uni-freiburg.de) with reference „Post Doc Position“. Additionally, we ask for two letters of reference which should be sent directly to the same address. _______________________________________________ St-net mailing list St-net(a)zib.de https://listserv.zib.de/mailman/listinfo/st-net --------------------------------------------------------------------------- Dies ist das ST-NET, der (moderierte) Mail-Verteiler der DMV-Fachgruppe Stochastik e.V. Weitere Informationen finden Sie auf unserer Homepage: http://www.fg-stochastik.de This is ST-NET, the (moderated) mailing list of the DMV-Fachgruppe Stochastik e.V. For further information, please refer to our homepage: http://www.fg-stochastik.de Please note the guidelines for posting at http://www.fg-stochastik.de/beitraege-verschicken.html ---------------------------------------------------------------------------

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postdoc position at Orsay
by Carina Geldhauser 26 May '17

26 May '17

-------- Forwarded Message -------- Subject: Fwd: psotdoc position at Orsay Date: Fri, 26 May 2017 10:13:24 +0100 From: Alexandre Stauffer <a.stauffer(a)BATH.AC.UK> Reply-To: Alexandre Stauffer <a.stauffer(a)BATH.AC.UK> To: APPLIEDPROB(a)JISCMAIL.AC.UK ---------- Forwarded message ---------- From: *Jean-François Le Gall* <jean-francois.le-gall(a)u-psud.fr <mailto:jean-francois.le-gall@u-psud.fr>> Date: 2017-05-26 9:14 GMT+01:00 Subject: psotdoc position at Orsay Dear Colleagues, The mathematics department of University Paris-Sud (Orsay) is advertising a 2-year postdoctoral position in probability starting in September 2017 (dates are somewhat flexible). This position is funded by the ERC Advanced Grant GeoBrown to work under the supervision of Jean-Francois Le Gall and Nicolas Curien in the general area of random geometry (including random graphs and related topics). More details are available on the Web page https://euraxess.ec.europa.eu/jobs/218848 <https://euraxess.ec.europa.eu/jobs/218848> The deadline for application is July 15, 2017. Sincerely yours, Jean-Francois Le Gall Université Paris-Sud *Jean-François LE GALL* Laboratoire de Mathématiques d'Orsay Probabilités, Statistique et Modélisation Bureau 311 - Bâtiment 425 - Rue du Doyen Georges Poitou 91400 Orsay

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Research Assistant Position at Weierstrass-Institute for Applied Analysis and Stochastics, Berlin (Germany)
by Carina Geldhauser 26 May '17

26 May '17

-------- Forwarded Message -------- Subject: [ST-NET] Research Assistant Position at Weierstrass-Institute for Applied Analysis and Stochastics, Berlin (Germany) Date: Fri, 26 May 2017 13:19:40 +0200 From: Thorsten Schmidt <st-net(a)uni-freiburg.de> Organization: st-net To: st-net(a)zib.de ---------- Forwarded message ---------- From: Heike Sill <sill(a)wias-berlin.de> We are very happy to announce a Research Assistant Position at Weierstrass-Institute for Applied Analysis and Stochastics, Leibniz-Institute in Forschungsverbund Berlin e. V. (WIAS), in the area “Interacting Random Systems”. Deadline for applications: June 25, 2017 For more information, see https://www.wias-berlin.de/jobs/job.jsp?lang=1&year=17&number=10 _______________________________________________ St-net mailing list St-net(a)zib.de https://listserv.zib.de/mailman/listinfo/st-net --------------------------------------------------------------------------- Dies ist das ST-NET, der (moderierte) Mail-Verteiler der DMV-Fachgruppe Stochastik e.V. Weitere Informationen finden Sie auf unserer Homepage: http://www.fg-stochastik.de This is ST-NET, the (moderated) mailing list of the DMV-Fachgruppe Stochastik e.V. For further information, please refer to our homepage: http://www.fg-stochastik.de Please note the guidelines for posting at http://www.fg-stochastik.de/beitraege-verschicken.html ---------------------------------------------------------------------------

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Variazione orario - Seminario Yosi Rinott @UniTo
by Elvira Di Nardo 26 May '17

26 May '17

*********************************************************************** SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO *********************************************************************** Lunedì 29 Maggio 2017 alle ore 15:00 in Aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, il Prof. Yosi Rinott (The Hebrew University) terrà un seminario dal titolo Differential Privacy applied to common methods of dissemination of frequency tables Abstract: When official data are to be disseminated to the public, the agency that releases the data must guarantee the privacy of individuals whose data are to be released. It is not clear how to define and measure privacy. I will explain a notion developed in computer science known as Differential Privacy, and issues that arise in applying it to the dissemination of frequency tables. Tutti gli interessati sono invitati a partecipare. -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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For the St-Net: I GS Workshop in Mathematical Finance, L'Aquila, Italy (Correction) (fwd)
by Tiziano Vargiolu 26 May '17

26 May '17

---------- Forwarded message ---------- Date: Wed, 24 May 2017 20:56:45 +0200 (CEST) From: Francesca Biagini <biagini(a)mathematik.uni-muenchen.de> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: For the St-Net: I GS Workshop in Mathematical Finance, L'Aquila, Italy (Correction) Caro Tiziano, purtroppo mi e' successo un errore con le date. Puoi spedire per favore alla tua lista questa versione con le date corrette? Un caro saluto e grazie, Francesca ****************** Conference: "I Gran Sasso Workshop in Mathematical Finance" Gssi, L'Aquila, September 27-28-29, 2017 The Conference "I Gran Sasso Workshop in Mathematical Finance" will take place at the Gran Sasso Science Institute in L'Aquila, Italy, from September 27 to 29, 2017. Aim of the workshop is to provide an overview of new challenges in Mathematical Finance and Insurance. Top researchers in the field will present results in a wide range of topics including model uncertainty, stochastic calculus and processes, statistics, risk management, and applications. There is no admission fee. Admittance is on a first come first served basis. Registrations ends on September 1, 2017. For further information, please refer to http://www.gssi.it/seminars/seminars-and-events-2017/item/1859-conference-i… Scientific Committee: Francesca Biagini, Jean-Pierre Fouque, Marco Frittelli, Paolo Guasoni, Philip Protter, Mete Soner

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Seminario YOSI RINOTT @ UniTo
by Elvira Di Nardo 25 May '17

25 May '17

*********************************************************************** SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO *********************************************************************** Lunedì 29 Maggio 2017 alle ore 16:00 in Aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, il Prof. Yosi Rinott (The Hebrew University) terrà un seminario dal titolo Differential Privacy applied to common methods of dissemination of frequency tables Abstract: When official data are to be disseminated to the public, the agency that releases the data must guarantee the privacy of individuals whose data are to be released. It is not clear how to define and measure privacy. I will explain a notion developed in computer science known as Differential Privacy, and issues that arise in applying it to the dissemination of frequency tables. Tutti gli interessati sono invitati a partecipare. -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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I GS Workshop in Mathematical Finance, L'Aquila, Italy (fwd)
by Tiziano Vargiolu 24 May '17

24 May '17

---------- Forwarded message ---------- Date: Wed, 24 May 2017 09:55:57 +0200 (CEST) From: Francesca Biagini <biagini(a)mathematik.uni-muenchen.de> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: I GS Workshop in Mathematical Finance, L'Aquila, Italy ************************************************ Conference: "I Gran Sasso Workshop in Mathematical Finance" Gssi, L'Aquila, September 20-21-22, 2017 The Conference "I Gran Sasso Workshop in Mathematical Finance" will take place at the Gran Sasso Science Institute in L'Aquila, Italy, from September 20 to 22, 2017. Aim of the workshop is to provide an overview of new challenges in Mathematical Finance and Insurance. Top researchers in the field will present results in a wide range of topics including model uncertainty, stochastic calculus and processes, statistics, risk management, and applications. There is no admission fee. Admittance is on a first come first served basis. Registrations ends on September 1, 2017. For further information, please refer to http://www.gssi.it/seminars/seminars-and-events-2017/item/1859-conference-i… Scientific Committee: Francesca Biagini, Jean-Pierre Fouque, Marco Frittelli, Paolo Guasoni, Philip Protter, Mete Soner

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2 Research Grants in Mathematics, including Probability (Assegni di tipo B), in Padova - deadline 21/06/2017
by Tiziano Vargiolu 24 May '17

24 May '17

Dear all, the Department of Mathematics of the University of Padova just issued a call for 2 research grants (Assegni tipo B) in all areas of Mathematics, including probability, with these features: - amount: about 30K Euro/year for 2 years + 5K Euro for scientific activity (invitations, conferences, etc.); - requested title: PhD, not necessarily in Mathematics; - deadline for application: 21/6/2017; - official announcement: http://www.math.unipd.it/it/news/?id=2032 (English version at the bottom, in the case of disputes the Italian version will be the valid one) Please circulate among all the potentially interested people. Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu -------------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Mon, 22 May 2017 16:14:28 +0200 From: Dipartimento di Matematica <dipmath(a)math.unipd.it> To: afferenti(a)math.unipd.it Subject: Bando Assegni di tipo B 2017 - DM - 22/05-21/06/2017 Cari colleghi, ? uscito il bando per assegni di tipo B (ossia dove sono i candidati stessi a presentare un progetto di ricerca), con scadenza il 21/06/2017, che troverete all?indirizzo: http://www.math.unipd.it/it/news/?id=2032 Vi preghiamo di diffondere ampiamente questa informazione tra i vostri contatti e sulle liste ed i siti di diffusione, in modo da darne la massima pubblicit? ed attirare i candidati migliori a livello internazionale. (Per facilitare l?accesso ai candidati stranieri, il bando e la procedura di presentazione della domanda sono disponibili anche in inglese. Inoltre, la procedura e? completamente informatizzata, e non richiede l?invio di documenti tramite posta.) Cordiali saluti, Andrea D?Agnolo (per la Commisione Scientifica d?Area allargata)

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Seminario di Probabilità e Statistica Matematica a RM1
by Fabio Spizzichino 24 May '17

24 May '17

Nell'ambito del ciclo di seminari di Probabilità e Statistica Matematica del Dipartimento di Matematica, Univ. La Sapienza, il Prof. Ehud Lehrer (Tel Aviv University) terra' un seminario di carattere piuttosto introduttivo circa la tematica delle misure di probabilità monotone (non necessariamente additive). Esattamente il titolo e' *Non-additive probability, integration and decision making* Giovedi' 25 maggio, ore 15, Aula di Consiglio Tutte le persone interessate sono invitate ad intervenire Abstract:* Frequently a decision maker (DM) does not have a full information about the underlying uncertainty. For instance, the information about the probability of some events might be missing, or the probability distribution might fail to be additive. In this talk I will present non-additive probabilities, describe a few methods of integration with respect to these probabilities and how one may use these schemes in decision making.* -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587*

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PhD course announcement
by alessandra bianchi 23 May '17

23 May '17

Il Prof. Alexandre Gaudillière [ LATP, Université de Provence, CNRS - Marseille ] terrà un corso di dottorato su "Covering trees: alea and application" che si svolgerà presso il dipartimento di Matematica dell'Università Padova, aula 2BC30, nelle seguenti date: - 05/06/2017 h. 11.00-13.00 - 06/06/2017 h. 11.00-13.00 - 07/06/2017 h. 14.30-16.30 - 08/06/2017 h. 14.30-16.30 - 09/06/2017 h. 11.00-13.00 - 22/06/2017 h. 9.00-11.00 - 23/06/2017 h. 11.00-13.00 - 26/06/2017 h. 11.00-13.00 - 27/06/2017 h. 14.30-16.30 - 28/06/2017 h. 14.30-16.30 - 29/06/2017 h. 14.30-16.30 - 30/06/2017 h. 11.00-13.00 Ulteriori informazioni sul corso possono essere trovate all'indirizzo http://dottorato.math.unipd.it/node/127 -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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seminario Ruodu Wang in Bicocca
by fabio.bellini 21 May '17

21 May '17

Il giorno martedì 30 maggio alle ore 16.30, presso la Aula Seminari del DISMEQ al IV piano dell'edificio U7, il prof. Ruodu Wang della Università di Waterloo terrà un seminario su A theory for measures of tail risk Abstract The notion of “tail risk” has been a crucial consideration in modern risk management. To achieve a comprehensive understanding of the tail risk, we carry out an axiomatic study for risk measures which quantify the tail risk, that is, the behavior of a risk beyond a certain quantile. Such risk measures are referred to as tail risk measures in this talk. The two popular classes of regulatory risk measures in banking and insurance, the Value-at-Risk (VaR) and the Expected Shortfall (ES), are prominent, yet elementary, examples of tail risk measures. We establish a connection between a tail risk measure and a corresponding law-invariant risk measure, called its generator, and investigate their joint properties. A tail risk measure inherits many properties from its generator, but not subadditivity or convexity; nevertheless, a tail risk measure is coherent if and only if its generator is coherent. We explore further relevant issues on tail risk measures, such as bounds, distortion risk measures, risk aggregation, elicitability, and dual representations. In particular, there is no elicitable tail convex risk measure other than the essential supremum, and under a continuity condition, the only elicitable and positively homogeneous monetary tail risk measures are the VaRs. The study on tail risk measures brings in new tools and insights for prudent risk management as highlighted in the recent Basel documents on financial regulation. This talk focuses on mathematical developments of the theory (joint work with Fangda Liu). Tutti gli interessati sono invitati a partecipare. Fabio Bellini

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4th ISNPS Conference, Salerno, Italy, 11-15 June 2018
by Brunero Liseo 19 May '17

19 May '17

ISNPS - International Society for Non-Parametric Statistics Dear Colleagues, Following the successful ISNPS Conferences in Chalkidiki (Greece) in 2012, Cadiz (Spain) in 2014 and Avignon (France) last year, and the successful ISNPS workshop in Graz (Austria) in 2015, we are pleased to announce that the 4th ISNPS Conference will take place in Salerno, 11 - 15 June 2018. Salerno is located in the south of Italy, 30 miles from Naples (40/55 minutes from Naples's airport by train or by direct bus), but also easily reachable from Rome (2 hours from Rome Fiumicino Airport by high-speed trains). Salerno is a UNESCO World Heritage Site. It was the seat of the oldest medical school in Europe, the Schola Medica Salernitana, the most important source of medical knowledge in Europe in the early Middle Ages, regarded by many as one of the forerunners of modern Universities. Salerno is situated in the middle of two enchanting coasts, the Amalfi and Cilento coasts. It has several touristic attractions and museums, together with a beautiful promenade, and it is well connected with many of the most famous touristic sites in Southern Italy, all easily reachable by train, bus or ferry. Within half an hour, conference participants will be able to get to small picturesque towns with splendid coastal views like Amalfi, Positano, Ravello or important archaeological sites of ancient Greek and Roman ages, such as Paestum, Pompei or Ercolano. It will take a little more to get to Naples (one of the favourite destinations for all tourists who love spending their holidays in cities of artistic interest), Capri and Ischia islands or to discover beautiful natural landscapes like the Vesuvio volcano or the Cilento National Park. Just like in past editions, the 4th ISNPS conference will put together recent advances and trends in several areas of nonparametric statistics. The conference will be a perfect place to facilitate the exchange of research ideas, promote collaboration among researchers from all over the world and contribute to the further development of the field. The scientific program (scheduled from 11 June to 15 June 2018, with a pause on the 13th) will include plenary talks, special invited talks, invited sessions as well as contributed talks and posters on all areas of nonparametric statistics. If you have any questions, please contact isnps2018(a)unisa.it. A link to the conference website will soon be available. Looking forward to seeing you at ISNPS 2018! Michele La Rocca, University of Salerno Brunero Liseo, University of Rome La Sapienza Luigi Salmaso, University of Padua (Co-chairs of 4th ISNPS conference, 2018) -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *http://www.memotef.uniroma1.it/users/liseo-brunero <http://www.memotef.uniroma1.it/users/liseo-brunero>* ============================================= -- ___________________________________________ *Il tuo 5 diventa 1000* Fai crescere la tua università Dona il 5 per mille alla Sapienza Codice fiscale: *80209930587*

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Positions in Mathematical Modeling in Life and Medical Sciences, University of Bonn (Germany)
by Carina Geldhauser 19 May '17

19 May '17

-------- Forwarded Message -------- Subject: [ST-NET] Positions in Mathematical Modeling in Life and Medical Sciences, University of Bonn (Germany) Date: Fri, 19 May 2017 10:02:09 +0200 From: Thorsten Schmidt <st-net(a)uni-freiburg.de> Organization: st-net To: st-net(a)zib.de ---------- Forwarded message ---------- From: Anton Bovier <bovier(a)uni-bonn.de> The University of Bonn with its two Clusters of Excellence, the Hausdorff Center for Mathematics, and ImmunoSensation, intends to significantly strengthen the existing collaborations between these two clusters and to establish an internationally visible research group in the field of mathematical modeling in life and medical sciences. In this context, it invites applications for - three temporary Professorships (W2) for 5 years to be filled as soon as possible. To some of these positions, a tenure-track option is associated, and, in exceptional cases, a position may be tenured immediately. Alternatively, the W2-positions will come with reduced teaching load (4 hours per week). Furthermore, within this newly established research group there is an opening for - three research positions (E13) for 3 years for Postdocs. The positioning of the research group at the interface of two clusters of excellence is expected to provide a unique opportunity to develop new and challenging mathematical models with a significant impact on the understanding of the immune system and immune-mediated diseases. The new research group shall engage in efficient modeling of the complex processes in medical and life sciences as well as in the mathematical analysis of the involved mathematical structures. The range of possible topics includes -- but is not limited to -- the analysis of information processing, the dynamics of the immune response, modeling and optimization of treatment protocols, or the interplay with genetics, sparse data problems in single cell approaches, modeling and integration of multi-layer genomics data, predicting and modeling cell behavior from perturbation experiments, analysis of two to three-dimensional images including dynamic images in the context of immune responses. Applicants for both kind of positions should have a strong research background in applied mathematics or theoretical life sciences, and a proven record and interest in mathematical modeling in close collaboration with experimental researchers in life sciences. Active cooperation in the excellent environment of both clusters is expected. Depending on the respective research focus, candidates become members of one of the mathematical institutes, or the Life & Medical Sciences Institute (LIMES) of the Faculty of Mathematics and Natural Sciences, or the Bonn Institutes of Immunosciences and Infection of the Faculty of Medicine at the University of Bonn. Formal requirements are regulated by §36 of the Higher Education Act of North-Rhine Westphalia (Hochschulgesetz des Landes Nordrhein-Westfalen). Applications should be sent, using our online application form https://hcm.uni-bonn.de/hcm-immunosensation/ by 1 July 2017 for the W2-professor positions and for the postdoc positions by 1 October 2017 to Prof. Dr. Anton Bovier, Institute for Applied Mathematics, Endenicher Allee 60, D-53115 Bonn, Germany. _______________________________________________ St-net mailing list St-net(a)zib.de https://listserv.zib.de/mailman/listinfo/st-net --------------------------------------------------------------------------- Dies ist das ST-NET, der (moderierte) Mail-Verteiler der DMV-Fachgruppe Stochastik e.V. Weitere Informationen finden Sie auf unserer Homepage: http://www.fg-stochastik.de This is ST-NET, the (moderated) mailing list of the DMV-Fachgruppe Stochastik e.V. For further information, please refer to our homepage: http://www.fg-stochastik.de Please note the guidelines for posting at http://www.fg-stochastik.de/beitraege-verschicken.html ---------------------------------------------------------------------------

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Annuncio Seminario di Probabilita, Pisa, 23 maggio, ore 11:15
by Carina Geldhauser 18 May '17

18 May '17

Annuncio Seminario di Probabilita, Pisa, Universita' di Pisa Martedi' 23 maggio, ore 11:15, Aula Seminari Seminario di Probabilita’ SPEAKER: Christian Olivera (UNICAMP), Instituto de Matemática, Estatística e Computação Científica (IMECC) TITLE: Regularization by noise in (2x 2) hyperbolic systems of conservation law. ABSTRACT: In this talk we study a non-strictly hyperbolic system of conservation law by stochastic perturbation. We show existence and uniqueness of the solution. We do not assume $BV$-regularity for the initial conditions. The proofs are based on the concept of entropy solution and on the method of charactteristics (under the influence of noise). This is the first result on the regularization by noise in hyperbolic systems of conservation law. Tutti gli interessati sono invitati a partecipare. Per informazioni consultare http://people.dm.unipi.it/spass/ o scrivere a carina.geldhauser(a)dm.unipi.it

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