September 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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Postdoc position in Geometric Methods for Machine Learning and Deep Learning at RIST
by Luigi Malagò 14 Dec '18

14 Dec '18

=========================================================== *Subject*: Postdoc position in Machine Learning (1 year, renewable up to 2 years) *Institution*: RIST - Romanian Institute of Science and Technology, Cluj-Napoca *Keywords*: Geometry of Latent Spaces, Optimization over Manifolds, Information Geometry, Natural Gradient, Riemannian Geometry *Application deadline*: 10 October 2018 (applicants are encouraged to apply earlier) *Salary*: around 2200 euro net *Official announcement*: http://rist.ro/en/details/news/postdoc-positions-in-deep-learning-and-machi… =========================================================== Dear colleagues, the Romanian Institute of Science and Technology (RIST) has an opening for a postdoc position, in the context of the DeepRiemann project “Riemannian Optimization Methods for Deep Learning”, funded by European structural funds through the Competitiveness Operational Program (POC 2014-2020). The appointments will be for 1 year, with possible extensions up to 2 years. The DeepRiemann project aims at the design and analysis of novel training algorithms for Neural Networks in Deep Learning, by applying notions of Riemannian optimization and differential geometry. The task of the training a Neural Network is studied by employing tools from Optimization over Manifolds and Information Geometry, by casting the learning process to an optimization problem defined over a statistical manifold, i.e., a set of probability distributions. The project is highly interdisciplinary, with competences spanning from Machine Learning to Optimization, Deep Learning, Statistics, and Differential Geometry. The objectives of the project are multiple and include both theoretical and applied research, together with industrial activities oriented to transfer knowledge, from the institute to a startup or spin-off of the research group. The positions will be part of the new Machine Learning and Optimization group https://rist.ro/en/teams.html, which performs research at the intersection of Machine Learning, Stochastic Optimization, Deep Learning, and Optimization over Manifolds, using geometric methods based on Information Geometry. The group is one of two newly-formed groups in Machine Learning at RIST. The official job announcement can be seen here: http://rist.ro/en/details/news/postdoc-positions-in-deep-learning-and-machi… Informal inquiries can be sent to Dr. Luigi Malagò <malago(a)rist.ro>, principal investigator of the DeepRiemann project. Application deadline: 10 October 2018 (applicants are encouraged to apply earlier) best regards, Luigi Malagò

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A Summer Day in Probability and Statistical Physics
by Francesca Romana Nardi 16 Nov '18

16 Nov '18

Carissimi, la prossima giornata di seminari sara` il 14 Settembre 2018. 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). Maggiori informazioni e aggiornamenti sulle giornate passate e future sono reperibili alla pagina web che vi invitiamo a visitare periodicamente. http://web.math.unifi.it/users/fnardi/seminari/ A SUMMER DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 14 September 2018 Lecturers: Stefano Olla (Paris) and Raúl Rechtman (Mexico) Location: Aula Magna di Via S. Gallo 10, Firenze Prof. Stefano Olla (Universite` Paris Dauphine) Title: Hyperbolic Hydrodynamic Limits Abstract: I will present a review of old and new results (and open problems) concerning scaling limits for conservation laws in the hyperbolic space-time scale, for a system of anharmonic oscillators with external boundary tension. The macroscopic equation is given by the compressible Euler system, with corresponding boundary conditions. The problem is particularly challenging when shockwaves are present. Some results exists when the microscopic dynamics is perturbed by a conservative stochastic viscosity. Works in Collaboration with Stefano Marchesani (GSSI) and Lu Xu (CEREMADE). Prof. Raúl Rechtman, (Universidad Nacional Autónoma de México) Title: Chaos and damage spreading in a probabilistic cellular automaton Abstract: Deterministic Boolean cellular automata (CA) are discrete maps F:BN → BN, B={0,1}, x(t+1)=F(x(t)) with x ϵ BN, N large and t=0,1,… . The vector x is the state of the cellular automaton with components xi,, i=0,…,N-1 the state of cell I. Each cell is connected to others, generally in a uniform and local way, and one can define an adjacency matrix aij=1 is cell j is connected to cell i and zero otherwise. The global map F is determined by the parallel application of a local function f, such that xi(t+1) = f(vi(t)), where vi denotes the state of cells connected to cell i. Deterministic CA are thus the discrete equivalent of dynamical systems, and many concepts like trajectory (the sequence of configurations x(t)), fixed points and limit cycles can be used. There are cellular automata for which a small modification in an initial configuration propagates to the whole system, a situation similar to chaos in continuous systems, and indeed one can extend the concept of the largest Lyapunov exponent to deterministic CA using Boolean derivatives. One of the main inconvenient is that these systems do not have continuous parameters to be tuned, in order to study bifurcations. In probabilistic cellular automata, the function f (and thus F) is defined in terms of transition probabilities so that deterministic CA can be seen as the extreme cases of probabilistic ones, when the transition probabilities are either zero or one. Probabilistic CA can be seen also as Markov chains, and one can observe interesting phase transitions after changing the transition probabilities that are therefore continuous control parameters. A realization of a specific trajectory is determined by the extraction of one or more of random numbers for each cell. By extracting these numbers at the beginning of the simulation, for all cells and all times, one converts a probabilistic CA into a deterministic one, running over a quenched random field. One can therefore use the concepts of deterministic CA, like damage spreading and maximum Lyapunov exponent also for probabilistic CA, with the advantage of having the possibility of fine-tuning the control parameters. In particular, we investigate a probabilistic cellular automaton which can be considered an extension of a model in the universality class of directed percolation models, but with two absorbing states. In the first part of the talk all the concepts mentioned above are defined and in the second part, the probabilistic cellular automaton is studied numerically. We show that the phase transitions when the order parameter is the average damage do not coincide with those found for the Lyapunov exponent and the reason of this is the presence of absorbing states. Program: 11.00-11.45 Introductory lecture: Olla 11.45-12.00 Break 12.00-13.00 Seminar: Olla 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Rechtman 15.15-15.30 Break 15.30-16.30 Seminar: Rechtman 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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4 PhD positions in Stochastics in Bochum and Essen (Germany)
by Hutzenthaler, Martin, Prof. Dr. 03 Oct '18

03 Oct '18

Dear Random, The Research Training Group High-Dimensional Phenomena in Probability - Fluctuations and Discontinuity (RTG 2131), funded by the Deutsche Forschungsgemeinschaft (DFG), invites applications for * 4 Ph.D. positions (salary scale TV-L E 13, 75%; including social benefits) for a three-year structured Ph.D. program. Start of the positions will be October 1st, 2018. The RTG is based at the faculties of mathematics at the three universities of Bochum<http://www.ruhr-uni-bochum.de/>, Dortmund<https://www.tu-dortmund.de/uni/Uni/index.html> and Duisburg/Essen<https://www.uni-due.de/>, Germany. Candidates should have obtained (or be about to obtain) a M.Sc. degree (or equivalent) in mathematics or closely related fields with excellent results, and intend to pursue graduate studies in mathematics within the research areas of the RTG. All graduate students will be expected to work towards a Ph.D. degree at one of the universities in Bochum<http://www.ruhr-uni-bochum.de/> and Duisburg/Essen<https://www.uni-due.de/>. No German language skills are required. The topics of the 4 projects are: * Probabilistic Networks * The separation of time-scales in the Buri-experiment * Applications of isomorphism theorems to continuous state Markov chains and their continuum limits * Strong convergence rates for stochastic partial differential equations For a description of the projects go to https://wiki.ruhr-uni-bochum.de/RTG2131/images/4/4b/Promotionsbeschreibunge… Applications should provide the usual documents: * letter of application * curriculum vitae * copies of certificates * Diploma/masters thesis and relevant publications if available * statement of purpose sketching the applicants' research interests The RTG particularly encourages the applications of female candidates. Disabled persons will be given preferential treatment in cases of otherwise equal qualification. Applications and inquiries should be addressed to: Prof. Dr. Peter Eichelsbacher<http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/stochastik/eichelsbacher.html>, Coordinator, GRK 2131 Faculty of Mathematics, Ruhr University of Bochum NA 3/66, Universitätsstraße 150, 44780 Bochum, Germany preferably via e-mail to peter.eichelsbacher(a)rub.de<mailto:peter.eichelsbacher@rub.de> DEADLINE: Applications are requested before august 19th 2018 Best wishes, Martin Hutzenthaler ————————————— Prof. Dr. Martin Hutzenthaler University of Duisburg Essen Thea-Leymann-Str. 9 45127 Essen, Germany Phone: +49 (0)201 183 6844 Fax: +49 (0)201 183 2381 martin.hutzenthaler(a)uni-due.de<mailto:martin.hutzenthaler@uni-due.de> https://www.uni-due.de/mathematik/ag_stochastische_analysis/

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Call for Interest: 2 Associate Professor positions
by Roberto Casarin 29 Sep '18

29 Sep '18

Dear Colleagues, The Department of Economics at the Ca’ Foscari University of Venice (DEC) invites expressions of interest for two Associate Professor positions in any area of *Economics*, *Econometrics *and *Finance*. Our Department is devoted to promoting high quality research, seminars and conference activities, with the aim of contributing to the national and international policy debate. QS ranks our Department as top 250 worldwide, Shanghai Ranking as top 300, the most recent Italian National Research Assessment ranked us as fifth economics department in Italy. The Department has been recently financed by the Italian Ministry of Education, University and Research under the program “Departments of Excellence” for the 2018/2022 period. More information about the DEC can be found at http://www.unive.it/pag/28365/. The Associate Professorships are tenured positions. Applicants should have an established track record of publications in top international journals and evidence of recognition in the international academic community, including grant application and project management. Standards of excellence in teaching are also expected. All positions will start in 2019. Applications from scholars working abroad are welcome and treated under a favorable tax waiver scheme. Knowledge of Italian is not required. *Application Instructions** *Applications should be received by October 31st, 2018. They should include a CV, and should be sent to *recruiting.dec(a)unive.it.** * There are no restrictions regarding the nationality of the applicants. DEC is an equal opportunity employer. Please note that this is a call for interest, not a job vacancy announcement. The Department will advertise job vacancies later in the year. best regards Roberto -- Roberto Casarin Professor of Econometrics IMEF Director University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Web: http://venus.unive.it/r.casarin/ IMEF: http://www.unive.it/imef/ -- Nota automatica aggiunta dal sistema di posta.

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Seminario QUINTANA
by Matteo Ruggiero 28 Sep '18

28 Sep '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 5 Ottobre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Fernando A. QUINTANA (Pontificia Universidad Catolica de Chile) DISCOVERING INTERACTIONS USING COVARIATE INFORMED RANDOM PARTITION MODELS Combination chemotherapy treatment regimens created for patients diagnosedwith childhood acute lymphoblastic leukemia have had great success inimproving cure rates. Unfortunately, patients prescribed these types oftreatment regimens have displayed susceptibility to the onset ofosteonecrosis. Some have suggested that this is due to pharmacokineticinteraction between two agents in the treatment regimen (asparaginase anddexamethasone) and other physiological variables. Determining whichphysiological variables to consider when searching for interactions inscenarios like these, minus a priori guidance, has proved to be achallenging problem, particularly if interactions influence the responsedistribution in ways beyond shifts in expectation or dispersion only. We propose an exploratory technique that is able to discoverassociations between covariates and responses in a very general way. Theprocedure connects covariates to responses very flexibly through dependentrandom partition prior distributions, and then employs machine learningtechniques to highlight potential associations found in each cluster. Weapply the method to data produced from a study dedicated to learning whichphysiological predictors influence severity of osteonecrosis multiplicatively. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario Prof. N. Leonenko - Roma
by Luisa Beghin 28 Sep '18

28 Sep '18

*Seminario congiunto Università Sapienza - Tor Vergata, Roma* *Mercoledì 3 ottobre 2018* Ore 15:00, Aula 34 (iv piano) Dipartimento di Scienze Statistiche, Sapienza *Titolo: *Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes *Speaker:* Prof. N. Leonenko (Cardiff University, UK) *Abstract:* Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently. In this paper we investigate the limiting behavior of integrated supOU processes with finite variance. We show that after suitable normalization four different limiting processes may arise. The type of limit depends on the decay of the correlation function as well as on the characteristic triplet of the marginal distribution. SupOU processes, moreover, may exhibit intermittency, a phenomenon affecting the rate of growth of moments. We establish this rate for each of the four limiting scenarios. The rate changes at some point indicating that there is a change-point in the asymptotic behavior of absolute moments. For such a behavior to be possible, the moments in the limit theorem do not converge beyond some critical point. We show that this point is related to the dependence structure of the supOU process. The intermittency phenomenon appears also in some other models, for example, Intermittency of trawl processes. Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA). Tutti gli interessati sono invitati ad intervenire. Cordiali saluti. Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Annuncio di seminario a Roma La Sapienza
by Faggionato, Alessandra 27 Sep '18

27 Sep '18

Martedi` 2 Ottobre, ore 14.00 Aula di Consiglio, Dipartimento di Matematica, La Sapienza Speaker: F. Patras (University of Nice) Title: Revisiting chaos expansions and Wick products Abstract: Recently, the interest in the structure of cumulants and Wick products for non-Gaussian variables has been revived, since they both play important roles in M. Hairer’s theory of regularity structures. We present a new approach to the theory based on tools (group actions, Hopf algebras) that allow to understand the theory of Wick products as a deformation, a presentation from which many of their properties follow easily. We also discuss how these ideas appear in the theory of regularity structures. Based on j.w. with K. Ebrahimi-Fard, N. Tapia, L. Zambotti. Cordiali saluti Alessandra Faggionato ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Premio Cuozzo
by Lucia Caramellino 27 Sep '18

27 Sep '18

L’Università di Roma “Tor Vergata” indice una selezione pubblica, per titoli ed eventuale colloquio, per il conferimento di un premio di studio intitolato “Michele Cuozzo” (11° edizione) destinato ai candidati che abbiano conseguito il titolo di dottore di Ricerca in Matematica presso un’università italiana. Il bando è disponibile all'indirizzo https://www.mat.uniroma2.it/~lucia/Docs_avvisi-dip/PremioCuozzo2018_prot.pdf <https://www.mat.uniroma2.it/~lucia/Docs_avvisi-dip/PremioCuozzo2018_prot.pdf> Scadenza: 26 Ottobre 2018, ore 12:00 +++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Via della Ricerca Scientifica 1 00133 Roma www.mat.uniroma2.it/~caramell <http://www.mat.uniroma2.it/~caramell>

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Autumn School “From interacting Particle systems to Kinetic equations: modelling, control and numerical methods”
by Luca di persio 27 Sep '18

27 Sep '18

Dear colleagues We are happy to announce the following Autumn School *“From interacting Particle systems to Kinetic equations: **modelling, control and numerical methods”* to be held* from* *26th to 30th, November *in* Verona, Italy.* The school is addressed to PhD, and last year master students, and organized in *3 mini-courses*, - "Agent Models of 1st and 2nd order: From micro to macro <https://unimathverona.wixsite.com/optke/carrillo>", José A. Carrillo (Imperial College London); - "Mean-Field optimal control and other types of games <https://unimathverona.wixsite.com/optke/fornasier>", Massimo Fornasier (TU München); - "Efficient Numerical Methods for Kinetic Equations <https://unimathverona.wixsite.com/optke/hu>", Jingwei Hu (Purdue University); and *3 focused **seminars* with tutorial sessions, - "Numerical Methods for Control and Games over Multiscale Agent-Based Models" <https://unimathverona.wixsite.com/optke/kalise>, Dante Kalise (Imperial College London); - "Herding Sheep - a mathematical approach" <https://unimathverona.wixsite.com/optke/totzeck>, Claudia Totzeck (TU Kaiserslautern); - "Uncertainty Quantification for Kinetic Equations of the Collective Behavior <https://unimathverona.wixsite.com/optke/zanella>", Mattia Zanella (Politecnico di Torino). Registration is free but mandatory, and places available are limited. For additional informations refer to the dedicated web-site: https://unimathverona.wixsite.com/optke/, Please, feel free to forward this announcement to people who might be interested in the school. Hope to seeing you in Verona! The local organizers, Giacomo Albi, Ph.D. Dept. of Computer Science University of Verona web: giacomoalbi.com <http://www.giacomoalbi.com/> __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 <http://www.hpa8.com/>

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Seminario F. Caravenna - Univ. Bocconi, Milano
by Antonio Lijoi 24 Sep '18

24 Sep '18

DEC-Statistics Seminar @ Bocconi University, Milano Thursday, September 27 12:30 Meeting room 3-e4-sr03, Via Roentgen 1, 3rd floor Francesco Caravenna (Universita' degli studi di Milano - Bicocca) Title: Local large deviations and the strong renewal theorem Abstract: We present two different, but related results for random walks with heavy tails (more precisely: in the domain of attraction of a stable law with infinite mean). The first result is a local large deviation upper bound, which improves on the classical local central limit theorem. The second result is the derivation of necessary and sufficient conditions for the so-called strong renewal theorem, which is the analogue of Blackwell's renewal theorem in the case of infinite mean. This solves a long standing problem, which dates back to a classical paper by Garsia and Lamperti (Comment. Math. Helv. 1962). (Based on joint work with Ron Doney) The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar ---------- Please note: If you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to arianna.colombo(a)unibocconi.it In addition, we suggest to print, fill out and send the attached form (to give your consent to personal data handling) via email to the same address. In this way, the check-in procedure at the entrance will be faster and easier.

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Seminario di Lorenzo Taggi a Roma Tre il 3/10/18 h16
by Pietro Caputo 24 Sep '18

24 Sep '18

Annuncio di Seminario Speaker: Lorenzo Taggi (TU Darmstadt, Germania) Titolo: Conservative interacting particle systems: "Oil and Water" and "Activated Random Walk". Mercoledi' 03 Ottobre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We consider two interacting particle systems, Activated Random Walk (ARW) and Oil and Water (OW). One of the main features of these systems is that the number of particles is conserved: This conservation law introduces hard-core constraints and long-range correlations which make the mathematical analysis particularly challenging. In this talk the main questions and results concerning these models are presented: In ARW, if the particle density is small enough, the activity dies out with time, while if the particle density is large enough the activity is sustained; moreover a non-trivial characterization of the critical density is available. Contrary to ARW, no phase transition occurs in OW: The activity dies out with time does not matter how large the particle density is. Based on joint works with E. Candellero and A. Stauffer.

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avviso di seminario: Prof. N.N. Leonenko
by Enrica Pirozzi 24 Sep '18

24 Sep '18

-------------- AVVISO di SEMINARIO Fractional Pearson Diffusions and Continuous Time Random Walks Prof. N.N. Leonenko School of Mathematics, Cardiff University, UK Abstract: We define fractional Pearson diffusions by non-Markovian time change in the corresponding Pearson diffusions. They are governed by the time-fractional diffusion equations with polynomial coefficients depending on the parameters of the corresponding Pearson distribution. We present the spectral representation of transition densities of fractional Pearson diffusions, which depend heavily on the structure of the spectrum of the infinitesimal generator of the corresponding non-fractional Pearson diffusion. Also, we present the strong solutions of the Cauchy problems associated with heavy-tailed fractional Pearson diffusions and the correlation structure of these diffusions. Continuous time random walks have random waiting times between particle jumps. We define the correlated continuous time random walks (CTRWs) that converge to fractional Pearson diffusions (fPDs). The jumps in these CTRWs are obtained from Markov chains through the Bernoulli urn-scheme model and Wright-Fisher model. The jumps are correlated so that the limiting processes are not Lévy but diffusion processes with non-independent increments. The waiting times are selected from the domain of attraction of a stable law. Il seminario si terrà il giorno 27 Settembre 2018 ore 15:00 nella Aula G terzo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Enrica Pirozzi ------------------ -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Seminar at Dep. of Economics - Verona, 27 September 2018, Giacomo Bormetti
by Alessandro Gnoatto 24 Sep '18

24 Sep '18

Dear all, On Thursday 27 September 2018 at 12.00 - Polo Santa Marta, Via Cantarane 24, Sala Vaona Prof. Giacomo Bormetti - University of Bologna will give the seminar "Modeling correlation dynamics with canonical Vines" Abstract: When modeling correlation dynamics, tackling the issue of positive definiteness is a challenging task. At high frequencies in a multivariate financial setting, observational noise and asynchronicity makes the goal even more difficult. After reviewing different observation-driven approaches available in literature, I will focus on a recently proposed modeling framework based on regular vines. Please also find attached the full list of our Finance seminars. Feel free to forward this announcement to your colleagues. Best Regards, -- Prof Alessandro Gnoatto, PhD Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Position at Luxembourg University (repost)
by Giovanni Peccati 21 Sep '18

21 Sep '18

Dear All, I would like to announce once again the opening of a very attractive full professor position in data science at Luxembourg University. A detailed discussion can be found here https://wwwen.uni.lu/university/news/slideshow/university_receives_2_5_mill… together with a link to the application page. Best regards, GP -- Prof. Giovanni Peccati ------------------------------------------ UR en Mathématiques Faculté des Sciences, de la Technologie et de la Communication ------------------------------------------ Université du Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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Scaling limits & SPDEs, Cambridge, 10-14 dec 2018
by A. Giuliani 20 Sep '18

20 Sep '18

Dear colleague, this is an announcement of the workshop `Scaling limits & SPDEs: recent developments and future directions' which will be held at the Isaac Newton Institute (INI) for Mathematical Sciences in Cambridge, UK, from December 10 to 14, 2018, see http://www.newton.ac.uk/event/srqw03 [www.newton.ac.uk] We invite all the interested participants to register as soon as possible on the website. DEADLINE FOR APPLICATIONS IS **SEPTEMBER 30, 2018** There is limited financial support available for students and young researchers; if you wish to apply for a grant, please indicate it in the application form. The workshop is the closing event of the 4-months programme `Scaling limits, rough paths, quantum field theory', which will be held at INI from September 3, to December 21, 2018, see https://www.newton.ac.uk/event/srq [www.newton.ac.uk] The confirmed speakers are: Cedric Bernardin Iwan Corwin Jean-Dominique Deuschel Franco Flandoli Yan Fyodorov Christophe Garban Gianbattista Giacomin Alessandro Giuliani Martin Hairer Claudio Landim Pierre Le Doussal Ian Melbourne Eveliina Peltola Jeremy Quastel Remi Rhodes Slava Rychkov Makiko Sasada Hao Shen Panagiotis Souganidis Herbert Spohn Hendrik Weber Weijun Xu Please forward this announcement to all the potentially interested colleagues and students. Thanks and best regards, Patricia Goncalves Antti Kupiainen Felix Otto Jeremy Quastel

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Spring school on Random Interfaces
by Luigi Amedeo Bianchi 19 Sep '18

19 Sep '18

Dear all, this is the first announcement for the spring school on Random Interfaces to be held at the University of Augsburg, Germany, for three full days from March 13th to March 15th, 2019. The school will focus on random interfaces, both continuous (approached by means of stochastic partial differential equations) and discrete (together with their hydrodynamic limits). The school will feature a main course by Tadahisa Funaki (Waseda University/University of Tokyo), a minicourse by Fabio Toninelli (Université Claude Bernard Lyon 1) and an invited lecture by Dimitra Antonopoulou (University of Chester). A poster session for participants is also foreseen. This spring school is intended for PhD students and young researchers, but open for everyone. Registration to the school is free, but compulsory for organisatorial purposes. Limited funds are available to offer financial support to some selected students and young researchers (post-docs). The deadline for application is 15th December 2018. More information and the registration form are available on the website https://www.math.uni-augsburg.de/de/prof/ana/Workshops_Tagungen/Spring-Scho… <https://www.math.uni-augsburg.de/de/prof/ana/Workshops_Tagungen/Spring-Scho…> We are looking forward to seeing you in Augsburg. The organisers, Lisa Beck, Luigi Amedeo Bianchi, Dirk Blömker, Franco Flandoli, Marco Romito, Dario Trevisan

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I: Avviso di seminario
by Massimo Campanino 18 Sep '18

18 Sep '18

Il giorno 20 settembre alle ore 14 nell'Aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna in piazza Porta S. Donato 5 il prof. Pietro Rigo del Dipartimento di Matematica dell'Università di Pavia terrà un seminario dal titolo: CLASSICAL VERSUS COHERENT CONDITIONAL PROBABILITIES ABSTRACT: The standard (Kolmogorovian) notion of conditional probability is compared with the (de Finettian) notion based on the coherence principle. Each notion has both merits and drawbacks, and the talk aims to highlight them with special attention to the connection points. Various results, both old and new, are discussed and some open problems are mentioned. The talk is split into four parts. (i) Classical (Kolmogorovian) conditional probabilities; (ii) Disintegrability; (iii) Coherent (de Finettian) conditional probabilities; (iv) Some statistical implications.

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Fwd: DEM Workshop in Financial Mathematics - Verona 31.10. (fwd)
by Tiziano Vargiolu 18 Sep '18

18 Sep '18

Dear All, We are pleased to announce the "DEM Workshop in Financial Mathematics?, taking place at the Department of Economics (University of Verona, Italy) on October 31st, 2018. Description: the workshop is organised by the PhD course "Dottorato in Economia e Management" (DEM). Speakers will present recent developments in financial mathematics with focus on numerical methods, xVA and commodity markets. Speakers: Giorgia Callegaro (University of Padova) Daniele Marazzina (Politecnico of Milan) Andrea Pallavicini (Banca IMI and Imperial College London) Christa Cuchiero (University of Vienna) Registration: Registration is free. Interested participants are requested to register via an E-Mail to alessandro.gnoatto(a)univr.it Website/Program: See http://dse.univr.it/demwfm/ Best Regards, Alessandro Gnoatto

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Fwd: Fw: Job advert
by Marco Romito 18 Sep '18

18 Sep '18

ricevo e inoltro m. -------- Forwarded Message -------- Subject: Fw: Job advert Date: Thu, 13 Sep 2018 19:20:49 +0000 From: Pennanen, Teemu <teemu.pennanen(a)kcl.ac.uk> Dear Random, We would like to advertise the following position via your mailing list: Lecturer in Financial Mathematics King's College London https://my.corehr.com/pls/kingrecruit/erq_jobspec_version_4.jobspec?p_id=00… Deadline 14 October 2018. Please let me know if you require more info. Best, Teemu --------------------------------------------------------------------------------------------------- Professor of Mathematical Finance, Probability and Statistics Department of Mathematics King's College London http://www.mth.kcl.ac.uk/~teemu/

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Concorso Ricercatore tipo B - Lecce
by Enrico Priola 17 Sep '18

17 Sep '18

Gentili colleghi, con l'invito a volerne dare la massima diffusione, vi segnalo che e' uscito il bando per una posizione da Ricercatore a tempo Determinato tipo B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Fisica "E. De Giorgi" dell'Università del Salento. https://www1.unisalento.it/c/document_library/get_file?p_l_i d=63872469&folderId=64317337&name=DLFE-355230.pdf Un saluto. Prof. Diego Pallara Dipartimento di Matematica e Fisica "E. De Giorgi" Università del Salento diego.pallara(a)unisalento.it

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Eurocast 2019 – 30 years - Stochastic Models and Applications to Natural, Social and Technical Systems
by Antonio DI CRESCENZO 17 Sep '18

17 Sep '18

Dear Colleagues, we are pleased to inform you about the Conference Eurocast 2019 – 30 years 17th International Conference on Computer Aided Systems Theory Museo Elder de la Ciencia y la Tecnología. Las Palmas de Gran Canaria, Spain 17-22 February, 2019 http://eurocast2019.fulp.ulpgc.es/ Among the planned activities we point out the following workshop, that we hope you find of interest. An extended two pages abstract must be sent by the Abstract Submission form before November 15, 2018. *Stochastic Models and Applications to Natural, Social and Technical Systems (Nobile, Di Crescenzo)* The Workshop deals with theory and applications of probability in the modeling of random phenomena in the natural sciences, social sciences and technology, focusing on mathematical theory, analytical, algorithmic, experimental approaches and computational methods. Practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories, reliability, queueing theory, optimization and operations research are very welcome as well. Attention is given also to probabilistic methods in data science and related areas, and their applications to the treatment of big data. Many greetings, Amelia Nobile and Antonio Di Crescenzo

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Special Issue “Applications of Stochastic Optimal Control to Economics and Finance” in Risks
by salvatore federico 14 Sep '18

14 Sep '18

[Risks] Feature Paper (Free of Charge) Invitation for Special Issue “Applications of Stochastic Optimal Control to Economics and Finance” – edited by Salvatore Federico (University of Siena), Giorgio Ferrari (University of Bielefeld) and Luca Regis (University of Siena). We are pleased to inform you that we are guest editing for a special issue entitled “Applications of Stochastic Optimal Control to Economics and Finance” which will be published in //Risks// (<http://www.mdpi.com/journal/risks>http://www.mdpi.com/journal/risks <http://www.mdpi.com/journal/risks>, ISSN 2227-9091). This special issue is now open to receive submissions of full research articles and comprehensive review papers for peer-review. Details can be found at the following link: http://www.mdpi.com/journal/risks/special_issues/Stochastic_Optimal_Control <http://www.mdpi.com/journal/risks/special_issues/Stochastic_Optimal_Control> We welcome your contribution that will be peer-reviewed. If accepted, your article will be published free of charge (in Open Access form). Let me know as soon as possible if you can contribute by sending a tentative title and short abstract by email. The submission deadline is *30 November 2018*but it can be extended upon request. We also encourage authors to send a short abstract or tentative title to the Editorial Office (risks(a)mdpi.com <mailto:risks@mdpi.com> <mailto:risks@mdpi.com><mailto:risks@mdpi.com> <mailto:risks@mdpi.com>). For further details on the submission process, please see the instructions for authors at the journal website (<http://www.mdpi.com/journal/risks/instructions>http://www.mdpi.com/journal/risks/instructions <http://www.mdpi.com/journal/risks/instructions>) //Risks//is fully open access. Open access (unlimited and free access by readers) increases publicity and promotes more frequent citations, as indicated by several studies. Open access is supported by the authors and their institutes. This year, 2018, Risks has been accepted for funding by the Knowledge Unlatched initiative (http://www.knowledgeunlatched.org <http://www.knowledgeunlatched.org/>). The Article Processing Charges (350 CHF) for papers published in the journal are fully covered via the Knowledge Unlatched crowd-funding mechanism. Please note this is a pilot program experimenting ways to support authors in the humanities and social sciences fields publishing in open access format. Thank you very much in advance for your consideration of this request. Salvatore Federico Giorgio Ferrari Luca Regis Guest Editors of Special Issue “Applications of Stochastic Optimal Control to Economics and Finance”

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Luiss seminar, dott. Marco Bianchetti
by Sara 14 Sep '18

14 Sep '18

Dear all, on October 18 at 12 in Room 207, Marco Bianchetti, Unicredit, Head of Fair valuation and Financial risk models will give the following seminar: Title: "Bitcoin, Brexit and other Bubble Stories - Evidence from Quantitative Models" Abstract "We develop a bubble detection methodology based on a combination of quantitative models, calibration approaches, global stochastic optimization algorithms, and sentiment analysis. We apply such methodology to a variety of financial data related to cryptocurrency, Brexit and tech bubbles, confirming ex-ante a number of bubble events actually observed ex-post." -- Sara Biagini, Professor of Mathematical Finance Department of Economics and Finance LUISS Guido Carli Address: viale Romania, 32 - 00197 Roma Web: http://sites.google.com/site/sarabiagini/

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