Random October 2019

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31 participants
46 discussions

2-year Teaching Fellow in Statistics at the University of Leeds
by Tiziano De Angelis 07 Oct '19

07 Oct '19

Dear All, We have an opening for a Teaching Fellow in Statistics at the University of Leeds. The position is fixed term for 2 years. Please see the advert below https://www.timeshighereducation.com/unijobs/minisites/university-of-leeds/… I would be most grateful if you could please circulate the advert to any potential candidate. Best wishes Tiziano

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Postdoctoral position at UBC, Vancouver
by Antonio DI CRESCENZO 04 Oct '19

04 Oct '19

---------- Forwarded message --------- From: Mathav Murugan <mathav(a)math.ubc.ca> Date: Fri, 4 Oct 2019 at 00:09 Subject: Postdoctoral position at UBC Dear friends and colleagues, We invite applications for postdoctoral fellowships in probability theory in the Mathematics Department, University of British Columbia, Vancouver, Canada. For more details, please see the link: http://www.math.ubc.ca/Research/Probability/pdf.html We would be grateful if you could forward the information to potential interested candidates. With best regards, Omer Angel, Jonathan Hermon, Mathav Murugan, Ed Perkins, Gordon Slade ------------------------------

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PhD studentship in spatial stochastics
by Gianluca Finocchio 02 Oct '19

02 Oct '19

Gentili colleghi/e,vi inoltro l'annuncio della Prof. Marie-Colette van Lieshout, University of Twente (Olanda). Gianluca Finocchio ============================================= The University of Twente, The Netherlands, invites applications for a PhD studentship in spatial stochastics in the project `Comprehensive monitoring and prediction of seismicity within the Groningen gas field using large scale field observations', which is embedded in the national research programme DeepNL funded by the Dutch Research Council. Candidates are required to have a Master’s degree in mathematics or a related discipline and a solid background in probability, statistics and numerical mathematics. They should have excellent grades, research talent (as proven by their Master’s thesis), an excellent command of English and good academic writing and presentation skills. The terms of employment are in accordance with the Dutch Collective Labour Agreement for universities. The salary will range from EUR 2325 per calendar month in the first year to 2972 in the fourth year. Additional secondary conditions include superannuation and health care benefits, a holiday allowance and end-of-year bonus. To apply, please send a letter of motivation, a list of your BSc and MSc courses with grades and either a copy of your Master's thesis if available or a copy of your Bachelor's thesis accompanied by an outline of your Master's thesis to Prof.dr M.N.M. van Lieshout Centrum Wiskunde & Informatica Science Park 123, 1098 XG Amsterdam Email: m.n.m.vanlieshout(a)utwente.nl before October the 27th. Further information can be obtained at the same address.

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Leeds Winter School on Theory and Practice of Optimal Stopping and Free Boundary Problems
by Tiziano De Angelis 01 Oct '19

01 Oct '19

Dear All, I would like to draw your attention to the following winter school: *-------------------------* *Title:* Leeds Winter School on Theory and Practice of Optimal Stopping and Free Boundary Problems. *Website:* https://conferences.leeds.ac.uk/osfbp/ *Date and Location:* 13th-17th of January 2020, School of Mathematics University of Leeds *Registration:* registration is free but compulsory by the 15th of December (see details at https://conferences.leeds.ac.uk/osfbp/registration/ ) *Short description: *This winter school is mainly aimed at PhD students and post-docs but participation is open to anyone with an interest in the subject. The lectures will provide a comprehensive introduction to the theory of optimal stopping for Markov processes, including applications to Dynkin games, with an emphasis on the existing links to the theory of partial differential equations and free boundary problems. Alongside traditional lectures there will also be tutorial classes (4 hours) with a focus on solutions of specific problems. On Wednesday 15th of January there will be a full day workshop on a broad range of topics related to optimal stopping and stochastic control. We strongly encourage attendees of the winter school to submit a contributed talk at the time of their registration. -------------------------- I would be most grateful if you could please pass this advert on to potentially interested people. All enquiries can be addressed directly to me (t.deangelis(a)leeds.ac.uk). Thank you and best wishes Tiziano De Angelis

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Seminar announcement
by Marco Scarsini 01 Oct '19

01 Oct '19

Thursday, 3 October, 12:00 Luiss | Viale Romania, 32 | Room 207 Yosi Rinott, Hebrew University of Jerusalem Title Priors and Posteriors of Asset Values, Domination, Optimism, and Monotonicity Abstract Suppose there is a set of states that are relevant to the value of an asset, and the market has a prior distribution on the state space. Consider signals having distribution depending on the true state. The price of an asset depends on the market’s posterior probability that the asset is in a good state, given a signal. Before the signal is given, the market considers the expectation of this (random) posterior probability, and more generally, its distribution. It is well known that the expected posterior equals the prior, but the actual posterior probability may be higher or lower than the prior depending on the signal. Suppose an insider has a different prior than the market. We study the question of what kind of priors will make the insider expect that the asset value following the signal will be higher than the market’s value (suggesting to buy, or to be optimistic). Since the posterior is a random variable, this leads to stochastic ordering, and in fact, we obtain a very strong ordering, namely likelihood ratio order. Given such a setup, if signals are generated independently according to a given state, then Doob’s Bayesian Consistency Theorem says that the posterior probability of this state converges to one. We study some monotonicity properties of this convergence, and some (perhaps) surprising lack of monotonicity. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminario di Claudio Macci presso l’Università di Salerno
by Barbara Martinucci 01 Oct '19

01 Oct '19

Il Prof. Claudio Macci (Università di Roma Tor Vergata) terrà il seguente seminario mercoledì 9 ottobre alle ore 16.00 presso la sala riunioni del Dipartimento di Matematica dell’Università di Salerno: *Titolo*: "Multivariate fractional (possibly compound) Poisson processes " *Abstract:* We present multivariate space-time fractional Poisson processes by considering common random time-changes of a finite-dimensional vector of independent classical (non fractional) Poisson processes. In some cases we also consider compound processes. We obtain some equations in terms of some suitable fractional derivatives and fractional difference operators, which provides the extension of known equations for the univariate processes. In particular we show that, for each fixed t≥0, the conditional joint distribution of the components given their sum is multinomial, as happens for the non fractional Poisson processes. Thus we consider a suitable multivariate "alternative" fractional Poisson process, and we study its asymptotic behavior for large times (large and moderate deviations). The results appear in two papers with Luisa Beghin Cordiali saluti, Barbara Martinucci

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