May 2018 - 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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Seminario KOLOKOLTSOV @ UniTo
by Cristina Zucca 14 Oct '19

14 Oct '19

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Martedì 17 Aprile 2018 alle ore 15:00 in Aula Marro presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. *VASSILI KOLOKOLTSOV* terrà un seminario dal titolo *Recent developments in probabilistic and analytic methods for fractional differential equations * Abstract: We shall discuss recent achievements in solving fractional differential equations and their extensions arising from generalized fractional calculus. Probabilistic techniques will be derived from the notion of Markov processes interrupted on the attempt to cross the boundary. Analytic techniques will cover generalized operator-valued Mittag-Leffler functions and chronological Feynman-Kac formulas. Tutti gli interessati sono invitati a partecipare. -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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dottorato a Torino
by Enrico Bibbona 31 May '18

31 May '18

Gentili colleghi, il bando per il dottorato congiunto tra Università e Politecnico di Torino sta per scadere. Si chiude il 7 giugno alle 12 Vi prego di passare l'informazione ai vostri studenti più meritevoli, ai quali, in caso di partecipazione, dovrete scrivere una lettera di referenze (anch'essa da caricare entro la scadenza). Segnalo che è gradita la partecipazione di studenti con una formazione probabilistica o statistica in particolare sui temi legati al progetto di eccellenza di cui il Dipartimento di matematica del Politecnico è risultato vincitore. Si veda il bando https://www.unito.it/postlaurea/dottorato/matematica-pura-e-applicata e i temi del progetto https://areeweb.polito.it/disma-excellence/ Cordiali saluti, Enrico Bibbona -- Enrico Bibbona Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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2018/19 PhD Programs at the IMT School for Advanced Studies Lucca
by Irene Crimaldi 31 May '18

31 May '18

*2018/19 PhD Programs at the IMT School for Advanced Studies Lucca* *Deadline for applications – August 3rd 2018, 12 pm CEST* Applications are now being accepted for the 2018/19 PhD Programs at the IMT School for Advanced Studies Lucca (www.imtlucca.it), one of the six Schools of Excellence in Italy and one of the highest rated graduate schools in Europe according to the most recent U-Multirank survey. Highly motivated candidates from all disciplines are invited to apply for one of the 36 fully-funded scholarships within two doctoral Programs that integrate scientific competences of economics, engineering, computer science, neuroscience and behavioral psychology, physics, applied mathematics, statistics, history and sciences of cultural heritage. *Economics, Networks and Business Analytics* is one of the four field-specific Tracks offered and is under the “Systems Science” PhD Program. This Track provides participants with a solid knowledge on modern analytical methods in economics and management. With its multidisciplinary approach, the Track is unique in its deployment of a strong integration of concepts, analytical foundations, and practical expertise, to educate the new generation of economists, scientists and practitioners with distinctive capabilities in analyzing, interpreting, and managing complex socio-economic systems. Graduates will be trained to become researchers and decision makers in academia, policy and industry by integrating knowledge at the boundary of Economics, Statistical Physics, Computer and Social Sciences with the unifying language of Mathematics and Statistics. Close associations with a selected set of companies and institutions provide the opportunity to analyze relevant problems, motivating new analytical techniques from practical problem solving. Students are involved in the analysis of real world high dimensional data, in collaboration with companies and institutions. During their doctoral studies, students are also encouraged to carry out their research with the School’s Research Units. Courses are led by world-renowned researchers and provide students with all the theoretical skills and advanced tools required for rigorously tackling a multitude of analysis, design and management problems within the broad framework of systems analysis in economic, social, physical, technological and cultural domains. Specialized faculty and staff create a network that provides key guidance and support throughout the PhD Program. Working closely with faculty, both in the classroom and in the development of research, students reach the highest levels of scholarly achievement. IMT School PhD graduates will be able to use the skills they acquired during their studies to recognize and resolve complex problems, to choose the most appropriate method or instrument to utilize when approaching these problems, even in disciplines outside of their primary field of research. All students are based in the recently restored San Francesco complex, a fully integrated Campus in the historical center of the beautiful Tuscan city of Lucca. The Campus includes renewed residential facilities, an on-site canteen, study and living rooms, a state-of-the-art library and outdoor recreational spaces, which foster a unique cultural, professional and social environment for our doctoral program. Eligible students, in addition to free room and board, will also receive a research scholarship which amounts to approximately €15,300/year. Additional funding for further research stages, including scholarships to cover an eventual fourth year to complete the PhD thesis, can be assigned on a competitive basis. The PhD Programs at the IMT School attracts students from around the world, providing a truly international environment. English is the official language of the School. Moreover, all students will have the opportunity to spend periods abroad at research institutes, laboratories or universities, both within the Erasmus+ framework and through ad hoc mobility agreements. Most IMT School PhD Graduates have reached prominent roles in academics, governmental institutions, public and private companies or professions across the globe. To find out more about the School, the admission requirements and how to apply, please see www.imtlucca.it/phd *Deadline for applications – August 3 rd 2018, 12 pm CEST* Find the IMT School on Facebook, Twitter, LinkedIn and YouTube for the latest news.

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Seminario Bicocca 4 giugno. Claudio Macci
by Asmerilda Hitaj 31 May '18

31 May '18

Il giorno lunedì 4 giugno alle ore 15 presso l'Università degli Studi di Milano-Bicocca (edificio U7, IV piano aula seminari 4026) si terrà il seguente seminario: *Speaker: *Claudio Macci (Università di Roma Tor Vergata) lunedì 4 giugno ore 15 *Titolo:* Large Deviations: theory and applications *Abstract:* I present a basic introduction on large deviations. In particular I will show how the rate functions can be expressed in terms of relative entropy (or Kullback-Leibler divergence). I will also present asymptotic results for level crossing probabilities of random walks, which can be interpreted as ruin probabilities in insurance. Il seminario è finanziato parzialmente con i fondi del progetto GNAMPA "Infinitely divisible distributions for portfolio allocation". Tutti gli interessati sono invitati a partecipare. Saluti, -- Asmerilda Hitaj

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Seminario Prof. Laura Ballotta
by Asmerilda Hitaj 30 May '18

30 May '18

Si avvisa che il giorno martedì 5 giugno, alle ore 15:00 presso l’Università degli studi di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula seminari 4026) si terrà il seguente seminario: Speaker: Prof. Laura Ballotta Titolo: Smiles & Smirks: a tale of factors (Joint work with Grégory Rayée (ULB)) Abstract The aim of this paper is to analyze which risk factors and which distribution features models for the joint evolution of stock log-returns and their volatility should target in order to provide a robust calibration, repricing and hedging performance. The setup is based on time changed Lévy process with both diffusive and jump components, and leverage effects originated by both factors. The analysis is carried out considering S&P500 options. Tutti gli interessati sono invitati a partecipare. Saluti, Asmerilda Hitaj

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Invito alla I edizione della “Giornata dei giovani IAC” (fwd)
by Lucia Caramellino 30 May '18

30 May '18

---------- Forwarded message ---------- Il direttore dell'IAC-CNR è lieto di annunciare la I edizione della ?Giornata dei giovani IAC 2018?: un mini simposio di un giorno dedicato ai giovani ricercatori del suo Istituto. L'evento è stato organizzato per dare l?opportunità ai tanti borsisti, dottorandi, assegnisti, collaboratori che svolgono giornalmente la loro attività formativa o di ricerca all?interno o in collaborazione con l?IAC, di far conoscere, presentare e discutere il proprio lavoro agli altri colleghi di Istituto e a tutta la comunità matematica fornendo una panoramica generale delle varie attività in cui sono coinvolti attraverso brevi interventi. I lavori si svolgeranno a partire dalle 9.30 dell?11 Giugno p.v. nell?aula seminari del piano terra della sede IAC di Roma in Via dei Taurini 19. Il programma e tutte le informazioni sono disponibili a questo link: https://tinyurl.com/giovaniIAC2018 L'ingresso è libero. -- Roberto Natalini, Ph.D. Direttore f.f. dell'Istituto per le Applicazioni del Calcolo "M. Picone", Consiglio Nazionale delle Ricerche via dei Taurini 19, 00185 Roma (Italy) Ph.:+39-0649937361 (CNR); Fax:+39-064404306, Mobile:+39-3336212987; skype: robbi60 WEB PAGE: http://www.iac.rm.cnr.it/~natalini/ ================================== 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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Final call ENBIS annual meeting 2018, Nancy
by antonio.pievatolo＠cnr.it 30 May '18

30 May '18

Inoltro l'annuncio finale già spedito ai membri di ENBIS. Antonio Pievatolo %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% With this ENBIS-18 Final Call for Papers we cordially invite you to submit your abstract by *4th June 2018* at the latest and benefit from the early bird registration fee which is available for the main conference and all accompanying pre- and post-conference events up until 19th June 2018. To submit your abstract go to www.enbis.org, log in and search for ENBIS-18 under Upcoming Events. If you are not already a member of ENBIS, please join first (note there is no membership fee for individual members of ENBIS). The notifications of acceptance will be sent out no later than 15th June 2018. COURSES 1) A pre-conference course on High-Dimensional Markov Chain Monte Carlo (MCMC) Methods for Bayesian Image Processing Applications by Jean-Yves Tourneret (University of Toulouse, France) and Marco Pereyra (University of Edinburgh, UK). The course is scheduled for the afternoon of September 2nd. Link: https://enbis.org/activities/events/current/610_ENBIS_18_Pre_Conference_Cou… 2) A post-conference course on Mixed Models by Tim Robinson (University of Wyoming, USA) and Volker Kraft (JMP, Germany). The course is scheduled for the afternoon of September 5th. Link: https://enbis.org/activities/events/current/611_ENBIS_18_Post_Conference_Co… 3) A Joint ECAS-ENBIS 1-Day Summer School will take place on September 6th. It will feature Introduction to Deep Learning by Stéphane Canu (INSA Rouen, France) in the morning and An Introduction to Generalized Additive Modelling in R by Matteo Fasiolo (University of Bristol, UK) in the afternoon. Link: https://enbis.org/activities/events/current/612_ENBIS_18_Post_Conference_Ev… Please note that you need to register for each of the pre- and post-conference events separately from the main event. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101

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10 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline June 26, 2018 (13:00 CEST)
by Patrizia Piacentini - PhD 28 May '18

28 May '18

Ten PhD scholarships (8 funded by the University of Padova and 2 funded by the Fondazione Cassa di Risparmio di Padova e Rovigo) are available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2018*). *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2018). Admission is decided on the basis of qualifications only and does not require an entry examination. *Award* The award, not including lodging and living expenses, will be for three years and it will be subject to satisfactory progress. The annual grant is of euros *18,052.04* (gross amount). This is an increased scholarship with respect to the standard University of Padova scholarship of euros 15,343.28. The additional amount of euros *2,708.76* is funded by the Department of Statistical Sciences "Department of Excellence" grant, financed by the Italian Ministry of Education, Universities and Research (MIUR). *How to apply* The call is published *(deadline June 26, 2018 13:00 CEST)* at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template *CV_XXXIV* available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. *Applications are only accepted online using the link indicated in the call* See http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it <mailto:phd@stat.unipd.it> Kindest regards, Patrizia Piacentini On behalf of prof. Nicola Sartori Coordinator of the PhD Course in Statistics University of Padova *We apologize for cross posting * -- Patrizia Piacentini Secretariat PhD Course in Statistics University of Padova tel +39 049 8274167 fax +39 049 8271524 dottorato(a)stat.unipd.it

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PhD-fellowships on Mathematics of Planet Earth
by Enrico Scalas 25 May '18

25 May '18

Car* collegh*, questo bando per dottorand* puo' essere di interesse per chi si occupa di probabilita' applicata e statistica. Lo invio con preghiera di circolarlo. Cordiali saluti, Enrico Scalas -- The Mathematics of Planet Earth Centre for Doctoral Training (MPE CDT) has a small number of fully funded PhD positions available for study starting in September 2018. Applications are sought from outstanding candidates who have (or expect to receive) a first class degree in mathematics, statistics, physics or closely related subject. The MPE CDT brings together the Department of Mathematics at Imperial College London and the School of Mathematical, Physical and Computational Sciences at the University of Reading, as well as external partners such as the UK Met Office, NPL and ECMWF, and representatives of key commercial sectors, including energy, water, marine, and insurance. Students in the MPE CDT receive cohort-based PhD training in the mathematical and computational techniques needed to understand, predict and quantify risk and uncertainty for extreme weather and climate change. In particular, our PhD students receive training that ranges from the data-driven domain represented by statistics, to the model-driven domain represented by analysis and mechanics. For further details of the MPE programme and how to apply, please see http://mpecdt.org/admissions/ All appointments will be made on merit, however we particularly welcome applications from currently under-represented groups, including women and those from an ethnic minority.

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convegno "Sustainable Finance: Challenges for Portfolio Management" a Varese
by Enrico Moretto 25 May '18

25 May '18

Invio la seguente comunicazione chiedendo venga inviata ai membri della mailing list RANDOM: Gentilissimi, l’elaborazione e l’integrazione dei pilastri della sostenibilità - Environment, Social & Governance - nelle fasi del processo di investimento è un tema di attuale e vivace discussione nell’industria finanziaria anche alla luce dell’action plan della Commissione europea per la costruzione di un framework condiviso di Finanza sostenibile. Ne parleremo il giorno 12 giugno 2018 dalle ore 10.00 presso il Dipartimento di Economia dell’Università dell’Insubria di Varese (via Monte Generoso, 71) con studiosi ed operatori quotidianamente impegnati a integrare i criteri ESG nella gestione di portafoglio, nella misurazione e gestione dei rischi e nella valutazione delle strategie finanziarie. Al mattino interverranno Sara Silano, Managing Research Editor di Morningstar Italia, Membro del SIF’s Board Italia Fabrizio Fiocchi, Responsabile Sviluppo Prodotti e servizi di Advisory Eurizon Capital SGR Sara Migliaccio e Matteo Cazzini, Fixed Income Portfolio Manager, Investment Management, Zurich Investment Life spa La seconda parte della giornata prevede gli interventi di Andrea Gamba (Warwick Business School) Paolo Miniero (Portfolio Manager, Euromobiliare Advisory SIM) Alessandra Mainini (Università Cattolica del Sacro Cuore) che, seguendo punti di partenza, metodologie e percorsi differenti tra loro, presenteranno recenti risultati che spaziano nel vasto e complesso ambito della gestione del rischio. La partecipazione è libera. Per motivi organizzativi si chiede di inviare una mail (preferibilmente entro Domenica 3 Giugno) agli indirizzi giovanna.redaelli(a)uninsubria.it enrico.moretto(a)uninsubria.it Si allega la brochure del convegno. grazie mille. cordiali saluti, enrico moretto

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bando INdAM per borse per accesso ad un qualsiasi dottorato italiano in mat
by Cecilia 24 May '18

24 May '18

-------- Messaggio Inoltrato -------- Oggetto: [Gnampa] Rinvio scadenza bando INdAM-DP-Cofund-2015 Data: Wed, 23 May 2018 15:42:12 +0200 Mittente: Mauro Petrucci <petrucci(a)altamatematica.it> A: gnampa(a)lists.altamatematica.it, gncs(a)lists.altamatematica.it, gnfm(a)lists.altamatematica.it, gnsaga(a)lists.altamatematica.it A tutti gli aderenti ai Gruppi INdAM, Vi informiamo che è stata rinviata la scadenza del secondo bando di concorso per n° 10 borse di dottorato del programma “INdAM Doctoral Programme in Mathematics and/or Applications Cofunded by Marie Sklodowska-Curie Actions”, cofinanziato dalla UE nell’ambito di Horizon 2020, La NUOVA SCADENZA per la presentazione delle domande è il*30 giugno 2018*. La scadenza per la presentazione del titolo di accesso al dottorato prescelto è il 30 settembre 2018 per i cittadini europei, il *30 giugno 2018* per i cittadini extra-europei. Il programma offre a ricercatori da tutto il mondo l’opportunità di accedere a uno dei dottorati italiani in Matematica e/o applicazioni che partecipano al Programma. Il sito per la presentazione delle domande è: https://cofund.altamatematica.it *Giorgio Patrizio* *Presidente INdAM* * * *//*

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Bayesian Workshop in Grenoble, September 6-7, 2018
by Julyan Arbel 23 May '18

23 May '18

Dear all, The second edition of the Italian-French statistics seminar will be held in Grenoble on 6-7 September 2018. This year the theme of the workshop will be Bayesian learning theory for complex data modeling. The workshop will give to young statisticians the opportunity to learn from and interact with highly qualified senior researchers in probability, theoretical and applied statistics, with a particular focus on Bayesian methods. Anyone interested in this field is welcome. There will be two junior sessions and a poster session with a call for abstract open until June 30. A particular focus will be given to researchers in the early stage of their career, or currently studying for a PhD, MSc or BSc. The junior session is supported by ISBA through travel awards. Confirmed invited speakers: • Simon Barthelmé, Gipsa-lab, Grenoble, France • Arnoldo Frigessi, University of Oslo, Norway • Benjamin Guedj, Inria Lille - Nord Europe, France • Alessandra Guglielmi, Politecnico di Milano, Italy • Antonio Lijoi, University Bocconi, Milan, Italy • Bernardo Nipoti, Trinity College Dublin, Ireland • Sonia Petrone, University Bocconi, Milan, Italy Important Dates: • June 30, 2018: Abstract submission closes • July 20, 2018: Notification on abstract acceptance • August 25, 2018: Registration closes More details and how to register: https://sites.google.com/view/bigworkshop We look forward to seeing you in Grenoble. Best, Marta Crispino and Julyan Arbel marta.crispino(a)inria.fr, julyan.arbel(a)inria.fr

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Cortona SMI summer course
by Yosef Rinott 22 May '18

22 May '18

A course: HIGH DIMENSIONAL PROBABILITY FOR MATHEMATICIANS AND DATA SCIENTISTS Organized by SMI in Cortona will take place during July2 - July 13. Details can be found in http://germanio.math.unifi.it/it/courses-cortona-2016-2-2-2-2-3/ and further details in http://bcf.usc.edu/~larry/courses/SMI/2018/Cortona2018.html Yosi Rinott

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Pavia-Bicocca-INdAM PhD program in Mathematics
by Francesco Caravenna 22 May '18

22 May '18

The Universities of Pavia and Milano-Bicocca have a *joint PhD program in Mathematics*, with the contribution of INdAM: https://sites.google.com/view/jointphd/home The call for admissions 2018 is open (deadline June 7, 2018). A total of 13 fellowship are available in all domains of Mathematics, including Probability and Statistics. For more information, see the official pages: https://www.unimib.it/unimib-international/phd/how-apply (english version - details for Mathematics at page 26 of the Call) https://www.unimib.it/didattica/dottorato-ricerca/accedere-al-dottorato (versione italiana - scheda per Matematica a pag. 30 del Bando) _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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assegno di ricerca bandito presso il Dipartimento di Ingegneria Gestionale - Politecnico di Milano
by Anna Paganoni 21 May '18

21 May '18

Desidero segnalare il seguente assegno di ricerca (12 mesi) bandito presso il Dipartimento di Ingegneria Gestionale - Politecnico di Milano SECS-P/08 - ECONOMIA E GESTIONE DELLE IMPRESE "Analisi statistica/econometrica da fonti eterogenee di grandi basi di dati Sviluppo e utilizzo di metodologie in campo economico, industriale e finanziario" Il bando e' reperibile al sito: https://www.polimi.it/index.php?id=3971&tx_wfqbe_pi1%5BID%5D=7729 Scadenza: 12 Giugno 2018 ----------------------------------------------------------------------------------- The call for a 12 month postdoc is open at Politecnico di Milano Dept of Department of Management, Economics and Industrial Engineering SECS-P/08 - MANAGEMENT "Statistical and econometric analysis of large databases from heterogeneous sources Development and implementation of methodologies in economic, industrial and financial fields" The details of the call are at https://www.polimi.it/index.php?id=3971&tx_wfqbe_pi1[ID]=7729&L=1 Deadline: 12 June 2018 -- Anna Maria Paganoni MOX - Modeling and Scientific Computing Dipartimento di Matematica "F. Brioschi" Politecnico di Milano Piazza Leonardo da Vinci, 32 I-20133 Milano - Italy tel. +39 02 2399 4574 fax. +39 02 2399 4568 e.mail: anna.paganoni(a)polimi.it

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A Spring Day in Probability and Statistical Physics
by Francesca Romana Nardi 21 May '18

21 May '18

Carissimi, vi ricordo il seminario di venerdi` prossimo 25 Maggio (vedi annuncio sotto per dettagli). Stiamo prenotando un ristorante diverso dal precedente con cucina fiorentina e prezzo contenuto, per questo ho bisogno del numero ESATTO di persone. Potreste farmi sapere chi intende mangiare con il gruppo per favore? A prestissimo Francesca R Nardi -------- Messaggio originale -------- OGGETTO: A Spring Day in Probability and Statistical Physics DATA: Venerdì 27/04/2018 18:13 MITTENTE: Francesca Romana Nardi <francescaromana.nardi(a)unifi.it> DESTINATARIO: random(a)fields.dm.unipi.it Carissimi, stiamo preparando la prossima giornata di seminari del 25 Maggio 2018 (quarto incontro della serie di giornate sulla probabilita` e le sue applicazioni alla Fisica, Biologia e Scienze sociali). Ricordo che ciascuno oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Per maggiori informazioni e aggiornamenti sulle giornate passate e future abbiamo istituito una pagina web che vi invitiamo a visitare periodicamente. http://web.math.unifi.it/users/fnardi/seminari/ A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 25 May 2018 Lecturers: Francis Comets (Paris) and Remco van der Hofstad (Eindhoven) Location: Aula Magna di Via S. Gallo 10, Firenze Prof. Francis Comets (University of Paris Diderot) Title: Cover time, cover process, random interlacements for random walk on the torus, I and II" Abstract: The cover time is the time needed for the $d$-dimensional simple random walk to visit all points of the torus of size $n$ on the lattice $Z^d$; in the continuum, it is the time for the Wiener sausage of radius 1 to cover the torus of linear size $n$. As a maximum of correlated random variables (here, with logarithmic decay when $d=2$) it has interesting asymptotics as $n \to \infty$, which are related to the way the covering is performed. Things are different in dimension $d \geq 3$ (the walk is transient) from dimension $d=1,2$ (the walk is recurrent). In dimension $d \geq 3$, Sznitman introduced random interlacements to describe the local picture during the covering process. They consist in a Poissonian soup of bi-inifinite random walk trajectories. They still give a reliable account at large densities, up to cover time. We will emphasize dimension 2: random interlacements can be used as a description of the neighborhood of an unvisited site, provided that the paths used in the interlacements are random walk _conditioned not to visit a point_. (Joint works with Serguei Popov and Marina Vachkovskaia.) (Leiden University) Prof. Remco van der Hofstad (Technical University Eindhoven) Title: Ising models on random graphs ABSTRACT: The Ising model is one of the simplest statistical mechanics models that displays a phase transition. While invented by Ising and Lenz to model magnetism, for which the Ising model lives on regular lattices, it is now widely used for other real-world applications as a model for cooperative behavior and consensus between people. As such, it is natural to consider the Ising model on complex networks. Since complex networks are modelled using random graphs, this leads us to study the Ising model on random graphs. In this talk, we discuss some recent results on the stationary distribution of the Ising model on locally tree-like random graphs. We start by giving an extensive introduction to random graph models for complex networks, to set the stage of the graphs on which our Ising models live. Real-world networks tend to be highly inhomogeneous, a fact that is most prominently reflected in their degree distributions having heavy tails as described by power laws. Due to the randomness of the graphs on which the Ising model lives, there are different settings for the Ising model on it. The quenched setting describes the Ising model on the random graph as it is, while the averaged quenched setting takes the expectation w.r.t. the randomness of the graph. As such, it takes the expectation of the Boltzman distribution, which is a ratio of an exponential involving the Hamiltonian, and the partition function. In the annealed setting, the expectation is taken on both sides of the ratio. These different settings each describe different physical realities. We discuss the thermodynamic limit of the Ising model, which can be used to define the phase transition in the Ising model on locally tree-like random graphs, by describing when spontaneous magnetization exists and when not, extending work by Dembo and Montanari. We give an explicit expression for the critical value and the critical exponents for the magnetization close to it. These critical exponents depend on the power-law exponent of the degree distribution in the random graph. We also discuss central limit theorems for the total spin in the uniqueness regime, as well as a non-classical limit theorem for the total spin at the critical point in the special setting of the annealed generalized random graph. This talk is based on several joint works with Sander Dommers, Cristian Giardina, Claudio Giberti and Maria Luisa Prioriello. Program: 11.00-11.45 Introductory lecture: Comets 11.45-12.00 Break 12.00-13.00 Seminar: Comets 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: van der Hofstad 15.15-15.30 Break 15.30-16.30 Seminar: van der Hofstad 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 Note pratiche: 1) E` importante prenotare il biglietto del treno il piu` presto possibile per poter usufruire di sconti!!!! 2) Stiamo prenotando un ristorante (diverso dal precedente) con un paio di menu fissi (di cui uno vegerariano) 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. Vi aspettiamo numerosi Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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assegno di ricerca bandito presso il Dipartimento di Scienze per l'Economia e l'Impresa dell'Università di Firenze
by Maria Elvira Mancino 21 May '18

21 May '18

Desidero segnalare il seguente assegno di ricerca (12 mesi) bandito presso il Dipartimento di Scienze per l'Economia e l'Impresa dell'Università di Firenze SSD SECS-S/06 "Misure di rischio finanziario con dati ad alta frequenza" Il bando e' reperibile al sito: https://www.unifi.it/vp-391-assegni-di-ricerca.html Scadenza: 7 Giugno 2018 ----------------------------------------------------------------------------------- The call for a 12 month postdoc is open at University of Firenze (Dept of Economics and Management) "Financial risk measures with high frequency data" The details of the call are at https://www.unifi.it/vp-391-assegni-di-ricerca.html Deadline: 7 June 2018

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PhD course di Marco Frittelli in Bicocca
by fabio bellini 18 May '18

18 May '18

Nei giorni 22-23-24 maggio, presso la Aula Seminari 2062 del DISMEQ, al secondo piano dell'edificio U7, il prof. Marco Frittelli del Dipartimento di Matematica della Università di Milano terrà un mini-corso di dottorato su 'Pathwise Finance (Arbitrage and Super-Hedging) and Systemic Risk Measures'. Il calendario delle lezioni è il seguente: Martedì 22 maggio 11-13, 14.30-16.30 Mercoledì 23 maggio 11-13, 14.30-16.30 Giovedì 24 maggio 11-13, 14.30-16.30. La partecipazione è libera ma per motivi logistici è consigliata la registrazione inviando una mail a nicoletta.alghisi(a)unimib.it. -- Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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Call for abstracts : Numerical methods and quantitative finance: new perspectives and applications @AMASES
by Daniele Marazzina 17 May '18

17 May '18

Con preghiera di diffusione >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Dear Colleagues, a session entitled Numerical methods and quantitative finance: new perspectives and applications(NM)<http://amases2018.uniparthenope.it/files/NM.pdf> will take place during the AMASES Annual Conference, which will be held in Naples on September 13-15, 2018 (http://amases2018.uniparthenope.it/). In recent years the research for mathematical tools to be applied in financial contexts has gained additional importance. In fact the latest financial crisis has highlighted the need for a more scientific approach to the problem of pricing and risk control. Moreover, we can now take advantage of more advanced statistical and mathematical skills and of the availability of numerical techniques and faster computer systems. The aim of this special session is to discuss recent advances and application in this field. Theoretical and empirical papers are welcome. It is a great pleasure to invite you to submit an extended abstract. To be considered for the session, please submit your abstract by specifying the session code (NM) in the file name (NM-[surname of author who will present the paper].pdf). Please refer to the official web page of the conference for further details on the submission. Important dates: May 30, 2018: deadline for abstract submission June 11, 2018: notification of acceptance June 18, 2018: early registration July 2, 2018: late registration For information, please contact: Chiara Guardasoni - chiara.guardasoni(a)unipr.it Daniele Marazzina - daniele.marazzina(a)polimi.it Simona Sanfelici - simona.sanfelici(a)unipr.it We are looking forward to meeting you in Naples. Best regards Chiara Guardasoni, Daniele Marazzina, Simona Sanfelici

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Seminario di G. Giacomin a Milano-Bicocca (29 maggio 2018)
by Francesco Caravenna 17 May '18

17 May '18

Martedì 29 maggio 2018 alle ore 14:30 Giambattista Giacomin (Université Paris Diderot) terrà un seminario dal titolo "On phase transitions in disordered systems and singular behavior of Lyapunov exponents" Aula 3014, Dipartimento di Matematica e Applicazioni (edificio U5, terzo piano, via Cozzi 55, Milano) Università di Milano-Bicocca Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract: Understanding the effect of disorder on phase transitions and crtical phenomena is a challenging problem that has been repeatedly considered in the phyisics literature. In this domain there is a highly non trivial model that takes the center stage because it is considered to be «exactly solvable». It is the two dimensional Ising model with a special type of disorder («columnar disorder»). I will provide an introduction to this model and to what has been conjectured about it. I will also explain why the exact solvability claim is an overstatement. The solvability aspect in fact is limited to the reduction of the problem to another one - the computation of the Lyapunov exponent of a certain product of two by two random matrices - that seems (and probably is) much easier. In collaboration with Francis Comets and Rafael Greenblatt, we have made some progress toward understanding this product of random matrices. The main aim of the talk is explaining these results and what they imply on the two dimensional Ising model with columnar disorder. %%%%%%%%%%%%%%%%%%%%%%%%%% _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Bando RTD-B in Statistica Università Milano-Bicocca
by andrea ongaro 16 May '18

16 May '18

Si informa che l*'Università di Milano - Bicocca* ha bandito una posizione di *RTD-B in Statistica*, (settore concorsuale 13/D1, settore scientifico-disciplinare SECS-S/01) presso il Dipartimento di Economia, Metodi Quantitativi e Strategie d'Azienda. La scadenza per la presentazione delle domande è il *7 giugno 2018*. Il bando (data registr. 9.5.18, nr. reg. 1128/2018), contenente anche le informazioni per la presentazione della domanda on-line, è disponibile alla pagina: https://webproto.si.unimib.it/ADP/concdocenti.aspx Con preghiera di massima diffusione e scusandomi per eventuali invii multipli Andrea Ongaro

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Corso BERESTYCKI
by Matteo Ruggiero 16 May '18

16 May '18

Cari colleghi, nell’ambito del programma di Visiting Professors per la Laurea Magistrale in Stochastics and Data Science dell’Università di Torino, siamo lieti di annunciare il seguente corso: Julien BERESTYCKI (University of Oxford) TOPICS ON BRANCHING BROWNIAN MOTION che si terrà al terzo piano di Corso Unione Sovietica 218/bis, 10134, Torino, secondo il seguente calendario: 24 maggio 11:15-13:15 (aula 12) 25 maggio 9:15-11:15 (aula 12) 28 maggio 11:15-13:15 e 14:00-16:00 (aula 12) 29 maggio 11:15-13:15 e 16:00-18:00 (aula 12) 30 maggio 14:00-16:00 (aula 12) 31 maggio 11:15-13:15 (aula 13) Il corso è rivolto agli studenti della Laurea Magistrale, ma la partecipazione è libera agli interessati. Il programma completo di Visiting Professors si può consultare alla pagina http://www.master-sds.unito.it/do/home.pl/View?round=1&doc=visitingprofesso… Questa iniziativa è parzialmente supportata da Fondazione CRT, Torino. Cordiali saluti, I coordinatori del Programma Laura Sacerdote e Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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seminario GSSI L'Aquila
by davide gabrielli 15 May '18

15 May '18

Il giorno 23 maggio ore 15 presso il GSSI-L'Aquila il Prof. F. Comets terra' un seminario dal titolo Singular behavior of Lyapunov exponents in a weak disorder limit infos: "http://www.gssi.infn.it/seminars/seminars-and-events-2018/item/3612-singula… Locandina allegata

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Colloquium di Balint Toth a Roma Tre il 23 maggio alle 16
by Pietro Caputo 15 May '18

15 May '18

COLLOQUIUM DI MATEMATICA Balint Toth (University of Bristol, UK and Renyi Institute, Budapest) Titolo: Invariance principle for the random Lorentz gas beyond the [Boltzmann-Grad / Gallavotti-Spohn] limit Mercoledi' 23 Maggio 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Aula F, primo piano, edificio Aule - Largo San Leonardo Murialdo,1 Abstract Let hard ball scatterers of radius $r$ be placed in $mathbb R^d$, centred at the points of a Poisson point process of intensity $rho$. The volume fraction $r^d rho$ is assumed to be sufficiently low so that with positive probability the origin is not trapped in a finite domain fully surrounded by scatterers. The Lorentz process is the trajectory of a point-like particle starting from the origin with randomly oriented unit velocity subject to elastic collisions with the fixed (infinite mass) scatterers. The question of diffusive scaling limit of this process is a major open problem in classical statistical physics. Gallavotti (1969) and Spohn (1978) proved that under the so-called Boltzmann-Grad limit, when $r to 0$, $rho to infty$ so that $r^{d-1}rho to 1$ and the time scale is fixed, the Lorentz process (described informally above) converges to a Markovian random flight process, with independent exponentially distributed free flight times and Markovian scatterings. It is essentially straightforward to see that taking a second diffusive scaling limit (after the Gallavotti-Spohn limit) yields invariance principle. I will present new results going beyond the [Boltzmann-Grad / Gallavotti-Spohn] limit, in $d=3$: Letting $r to 0$, $rho to infty$ so that $r^{d-1}rho to 1$ (as in B-G) and simultaneously rescaling time by $T sim r^{-2+epsilon}$ we prove invariance principle (under diffusive scaling) for the Lorentz trajectory. Note that the B-G limit and diffusive scaling are done simultaneously and not in sequel. The proof is essentially based on control of the effect of re-collisions by probabilistic coupling arguments. The main arguments are valid in $d=3$ but not in $d=2$. Joint work with Chris Lutsko (Bristol)

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