October 2019 - Random - Mailing list — Dipartimento di Matematica, UniPI

MAF 2020 - 9th International Conference MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE
by Marco Corazza 18 Oct '19

18 Oct '19

*SECOND CALL FOR CONTRIBUTIONS* *MAF 2020 - 9th International Conference MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE* *April 15-17, 2020 - Geneve (CH)* *https://www.unige.ch/maf2020/ <https://www.unige.ch/maf2020/>* * The Steering Committee is delighted to announce the 9th International Conference *MAF 2020*. * *MAF 2020* promotes interaction between *mathematicians* and *statisticians* in *actuarial sciences* and *finance*. * *MAF 2020* is open to *academicians* and to *professionals*, to encourage cooperation. * *MAF 2020* covers a *wide variety of subjects* in actuarial science and financial fields. * *MAF 2020* will be held at the *Université de Genève*, in *April 15-17*, *2020*. * *We invite submission of original contributions*. * *Important dates*: - Submission of 1-page abstracts: by November 22nd, 2019. - Notification of 1-page abstract acceptance: by December 13th, 2019. - Organized session proposals: by October 25th, 2019. - Notification of organized session acceptance: by November 8th, 2019. - Submission of short papers (facultative): by December 13th, 2019. - Notification of short paper acceptance: by December 30th, 2019. - Early bird registration: by December 20th, 2019. *The accepted short papers, at least 4 pages and at most 6 pages, will be included in a Springer Volume. * *Keynote speakers* - *Michael O'Neill*, Centre for Business Analytics, University College Dublin; - *Jaap Spronk*, Erasmus School of Economics (NEH) & Rotterdam School of Management - *Howell Tong*, London School of Economics and Political Science Apologies for cross-posting. The warmest regards, Marco CORAZZA | Ca'Foscari University of Venice (I) [Behalf of the Steering Committee] Manfred GILLI | University of Geneve (CH) Cira PERNA | University of Salerno (I) Claudio PIZZI | Ca'Foscari University of Venice (I) Marilena SIBILLO | University of Salerno (I) -- Nota automatica aggiunta dal sistema di posta.

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postdoc opportunity in Bern
by Fabio Bellini 16 Oct '19

16 Oct '19

A postdoc search from Johanna Ziegel (University of Bern): The Institute of Mathematical Statistics and Actuarial Sciences invites applications for the following position opening February 1, 2020. POSTDOC (80-100%) Oeschger Centre, University of Bern Compound weather and climate events refer to multiple climate events that potentially cause large societal impacts. The analysis and prediction of compound events pose substantial challenges from a statistical perspective. The prospective PostDoc will work at the interface of the development of statistical methods and their application to current topics of high interest in climate and weather applications. Potential topics include the evaluation of predictions for (joint) extreme events, the evaluation of multivariate or spatial predictions, and the calibration (or ``bias-correction'') of multivariate predictions. The PostDoc will be a part of the group of Prof. Dr. Johanna F. Ziegel (Institute of Mathematical Statistics and Actuarial Science). Close collaboration is planned with the group of Dr. Jakob Zscheischler (Physics Institute), and with the group of Prof. Dr. Olivia Romppainen-Martius (Institute of Geography). The position is ideally suited for a young researcher in statistics to become an expert in statistics for climate science and weather applications. Profile of the candidate The successful candidate holds a PhD in Statistics and has a strong interest in climate and weather applications, or he/she holds a PhD in Climate Science with a solid background in statistics. She/he has excellent programming and data handling skills, and a keen interest in interdisciplinary research. The candidate is proficient in English, both written and spoken. Details - Type of appointment: Full time or part time (80-100%) fixed term appointment for 2 years with the possibility of a 1 year extension after a positive evaluation. - Starting date: February 1, 2020 or upon agreement - Employment conditions and remuneration in accordance with the standards of the University of Bern, Switzerland. For further information please contact Prof. Dr. Johanna F. Ziegel ( johanna.ziegel(a)stat.unibe.ch) Applications All applications received before January 1, 2020 will be reviewed, and further applications will be considered until the position is filled. Please send your application documents including a CV, a motivation letter, and contact information for 3 references by e-mail to office(a)stat.unibe.ch. Homepage http://www.oeschger.unibe.ch/ http://www.stat.unibe.ch

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Spring School COMPLEX NETWORKS: THEORY, METHODS, AND APPLICATIONS (6th edition)
by Irene Crimaldi 16 Oct '19

16 Oct '19

Spring School COMPLEX NETWORKS: THEORY, METHODS, AND APPLICATIONS (6th edition) Lake Como School of Advanced Studies Villa del Grumello, Como, Italy, 18-21 May 2020 https://ntmf.lakecomoschool.org/ *** DEADLINE FOR APPLICATION: February 23, 2020 *** Many real systems can be modeled as networks, where the elements of the system are nodes and interactions between elements are edges. An even larger set of systems can be modeled using dynamical processes on networks, which are in turn affected by the dynamics. Networks thus represent the backbone of many complex systems, and their theoretical and computational analysis makes it possible to gain insights into numerous applications. Networks permeate almost every conceivable discipline---including sociology, transportation, economics and finance, biology, and myriad others---and the study of "network science" has thus become a crucial component of modern scientific education. The school "Complex Networks: Theory, Methods, and Applications" offers a succinct education in network science. It is open to all aspiring scholars in any area of science or engineering who wish to study networks of any kind (whether theoretical or applied), and it is especially addressed to doctoral students and young postdoctoral scholars. The aim of the school is to deepen into both theoretical developments and applications in targeted fields. LECTURERS --- REKA ALBERT, Pennsylvania State University --- GUIDO CALDARELLI, IMT Lucca --- MARTON KARSAI, Central European University --- JOSE FERNANDO MENDES, University of Aveiro --- NATASA PRZULJ, Barcelona Supercomputing Center ORGANIZING COMMITTEE STEFANO BATTISTON, University of Zurich --- GINESTRA BIANCONI, Queen Mary University of London --- VITTORIA COLIZZA, INSERM and Sorbonne Université, Paris --- JAMES GLEESON, University of Limerick --- PETTER HOLME, Tokio Institute of Technology --- YAMIR MORENO, University of Zaragoza --- CARLO PICCARDI, Politecnico di Milano --- MASON A. PORTER, UCLA PROGRAM Monday, 18 May, morning - Introduction to Complex Networks (Mendes) Monday, 18 May, afternoon - Statistical Physics of Networks (Caldarelli) Tuesday, 19 May, morning - Critical Phenomena in Networks (Mendes) Tuesday, 19 May, afternoon - short talks by students Wednesday, 20 May, morning - Computational Human Dynamics (Karsai) Wednesday, 20 May, afternoon - Analyzing the structure of biological networks (Albert) Thursday, 21 May, morning - Biological Networks (II) (Przulj) Thursday, 21 May, afternoon - Analyzing the dynamics and attractors of biological networks (Albert) For more information and application: https://ntmf.lakecomoschool.org/ Sponsored by SICC - Italian Society for Chaos and Complexity http://www.sicc-it.org -------------------------------------------- SICC - Societa' Italiana Caos e Complessita' e-mail info(a)sicc-it.org Web http://www.sicc-it.org -------------------------------------------- Click here <http://www.sicc-it.org/lists/lt.php?id=Lk4AGgNTHwsDVA0E> to opt-out from all future mailings. [image: powered by phpList 3.2.7, © phpList ltd] <http://www.sicc-it.org/lists/lt.php?id=Lk4DGgNTHwsDVA0E>

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Colloquium di Lorenzo Zambotti a Milano-Bicocca (lunedì 28 ottobre)
by Francesco Caravenna 15 Oct '19

15 Oct '19

Ho il piacere di annunciare il seguente Colloquium del Dipartimento di Matematica e Applicazioni, Università di Milano-Bicocca, congiuntamente con il Seminario Matematico e Fisico di Milano. Il giorno lunedì 28 ottobre 2019, alle ore 16:00, Lorenzo Zambotti (Sorbonne Université, Paris) terrà un colloquium dal titolo "Regularity structures: from physics to probability, from analysis to algebra, from combinatorics to geometry" Il seminario si terrà nell'aula 3014 (edificio U5, terzo piano, via Cozzi 55, Milano) e sarà seguito da un rinfresco. Segue l'abstract. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% Abstract: In this talk I wish to present some of the ideas at the heart of the theory of regularity structures (RS), introduced by Martin Hairer in 2014. RS are perhaps best described as a theory of Taylor expansions in a fractal (random) setting. I plan to show how this theory is based on a fascinating interplay between several different disciplines, as announced by my title. %%%%%%%%%%%%%%%%%%%%%%%%%%%% _________________________________________ 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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Workshop “Half day in Stochastic Analysis and applications”
by Paolo Dai Pra 15 Oct '19

15 Oct '19

Dear Colleagues, it is with pleasure that we announce the *workshop* *** Half day in Stochastic Analysis and applications *** WHEN: Wednesday 30 October 2019, starting at 10:30 WHERE: Aula 1C150, Torre Archimede, via Trieste 61, Padova *** SCHEDULE: *** 10.30: Therry Lyons (Oxford) 11.05: Franco Flandoli (SNS Pisa) 11.40: Francesco Caravenna (Milano Bicocca) 12.15: Franco Rampazzo (Padova) Please find more details below and the poster in attachment. Looking forward to your participation, Fabio Ancona, Paolo Dai Pra, Franco Rampazzo ---------------------------------------------------------------- *** Half day in Stochastic Analysis and applications *** Wed. 30 Oct. 2019, Aula 1C150 Maths Department, Padova ---------------- *** Special Guest: THERRY LYONS (Oxford) *** *** Opening the workshop at 10:30*** ---------------- *** Speaker: FRANCO FLANDOLI (SNS Pisa)*** *** Seminar at 11:05*** *** Title: Effect of transport noise on PDEs *** *** Abstract *** Linear PDEs of transport type are regularized by the addition of an extra transport term of stochastic type; this is a phenomenon discovered around 2010 and consolidated by different techniques and on different examples. However, the effect on nonlinear PDEs is much less clear. Two results for point vortex solutions and point charge solutions of 2D Euler equations and 1D Vlasov-Poisson equations respectively, indicate that a rich noise has to be considered, opposite to the linear case where a simple space-independent noise suffices to regularize. Some confirmations that such rich noise may have regularizing properties on nonlinear models came for Leray alpha model and dyadic models of turbulence. We now have new insight in the case of 2D Euler equations and 3D Navier-Stokes equations, that will be explained in the talk. The results mentioned above, the classical and the new ones, have been obtained by several authors including Gubinelli, Priola, Barbato, Galeati, Luo and myself. ---------------- *** Speaker: FRANCESCO CARAVENNA (Milano Bicocca) *** *** Seminar at 11:40 *** *** Title: On the two-dimensional KPZ equation *** *** Abstract: *** We consider the Kardar-Parisi-Zhang (KPZ) equation in two space dimensions, driven by space-time white noise. This is a singular PDE which lacks a solution theory, so it is standard to consider a regularized version of the equation and then to investigate the behavior of the solution when the regularization is removed. We first show that the regularized solution undergoes a phase transition, as the noise strength is varied on a logarithmic scale. Then, in the sub-critical regime, we prove convergence (after centering and rescaling) to an explicit well-posed random PDE, the additive Stochastic Heat Equation, with a non-trivial constant on the noise. Based on joint works with Rongfeng Sun and Nikos Zygouras. ---------------- *** Speaker: FRANCO RAMPAZZO (Padova) *** *** Seminar at 12:15 *** *** Title: Limit solutions for control-affine nonlinear systems of ode's *** *** Abstract: *** The aim of this talk, which is fully devoted to deterministic input-output systems, is to present the extremely weak notion of 'limit solution', that might be (or might be not) of interest also for whom is more interested in Stochastic Analysis. For a nonlinear (deterministic) control system with a given initial condition and with a dynamics which is affine in the control variable, a 'limit solution' verifies the following properties: i) it is pointwise defined for an input which is (formally) the derivative of a Lebesgue integrable function; ii) in the commutative case (i.e. when all Lie brackets of the involved vector field vanish identically) the limit solution coincides with the solution one can obtain via a (existing) change of coordinates which makes all vector fields constant; iii) the notion of limit solution subsumes former concepts of solution valid for the generic, non-commutative case. In particular, when the control is the derivative of a bounded variation path, a quite clear relation is established between limit solutions and so-called 'graph completion' solutions. Paolo Dai Pra Dipartimento di Informatica Università degli Studi di Verona Strada Le Grazie 15, 37134 Verona, Italy Tel. +390458027093

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Fwd: annuncio convegno
by Francesco Caravenna 15 Oct '19

15 Oct '19

Ricevo e inoltro. > Da: malongob(a)unina.it > > Dear colleagues, > > We are writing to keep you updated on the news regarding the 14th International Conference on Ordered Statistical Data - OSD2020, which will take place at Vietri sul Mare (SA), Italy, May 26th - 29th, 2020. > > The instructions for registration and abstract submission are now available on the web page of the conference. To register please visit the conference webpage (http:www.osd2020.unina.it) then click on the ?Registration? tab. If you are going to give a talk or to present a poster, please click on the ?Authors? tab for getting instructions on how to prepare and submit the abstract of your contribution. > > The deadline for early registration is April 1st and deadline for submissions of abstracts is February 15th, 2020. > > If you have any questions, do not hesitate to ask us by sending an e-mail to osd2020(a)unina.it. > > We are looking forward to seeing you in Vietri sul Mare, > > On the behalf of the Organizing Committee, > Maria Longobardi > > Maria Longobardi > E-mail: maria.longobardi(a)unina.it > Dipartimento di Matematica e Applicazioni "R. Caccioppoli" > Universita' degli Studi di Napoli FEDERICO II > Via Cintia - 80126 Napoli - Italy > Studio 114 - V livello > Tel. +39 081 675620

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Seminario di Antonio Blanca a Roma Tre il 24-10-2019
by Pietro Caputo 15 Oct '19

15 Oct '19

Speaker: Antonio Blanca (Penn State University) Titolo: Lower bounds for testing spin systems Giovedi' 24 Ottobre 2019 ORE 10:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We study the identity testing problem in the context of spin systems where it takes the following form: given the parameter specification of the model M and a sampling oracle for the distribution μ of an unknown model M*, can we efficiently determine if the two models M and M* are the same? We establish hardness results for this problem for two prototypical spin systems: the Ising model and proper colorings. For the ferromagnetic (attractive) Ising model, Daskalakis et al. (2018) presented a polynomial-time algorithm for identity testing. I will present a hardness result for the antiferromagnetic (repulsive) setting. In our proofs, we use random graphs as gadgets; this is inspired by similar constructions in seminal works on the hardness of approximate counting. The results for proper colorings are based on the presumed hardness of #BIS, the problem of (approximately) counting independent sets in bipartite graphs. Based on joint work with Ivona Bezakova, Zongchen Chen, Daniel Stefankovic and Eric Vigoda

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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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Announcement -- Half day in Stochastic Analysis and applications (fwd)
by Tiziano Vargiolu 14 Oct '19

14 Oct '19

---------- Forwarded message ---------- Date: Mon, 14 Oct 2019 07:53:54 +0200 From: ancona(a)math.unipd.it To: users(a)math.unipd.it Subject: Announcement -- Half day in Stochastic Analysis and applications Dear Colleagues, it is our great pleasure to announce at our Department the *workshop* *** Half day in Stochastic Analysis and applications *** WHEN: Wednesday 30 October 2019, starting at 10:30 WHERE: Aula 1C150, Torre Archimede, via Trieste 61, Padova *** SCHEDULE: *** 10.30: Terry Lyons (Oxford) 11.05: Franco Flandoli (SNS Pisa) 11.40: Francesco Caravenna (Milano Bicocca) 12.15: Franco Rampazzo (Padova) Please find more details below in attachment. Looking forward to your participation, Fabio Ancona, Paolo Dai Pra, Franco Rampazzo ---------------------------------------------------------------- *** Half day in Stochastic Analysis and applications *** Wed. 30 Oct. 2019, Aula 1C150 Maths Department, via Trieste 63, Padova ---------------- *** Special Guest: TERRY LYONS (Oxford) *** *** Opening the workshop at 10:30 *** ---------------- *** Speaker: FRANCO FLANDOLI (SNS Pisa)*** *** Seminar at 11:05 *** *** Title: Effect of transport noise on PDEs *** *** Abstract *** Linear PDEs of transport type are regularized by the addition of an extra transport term of stochastic type; this is a phenomenon discovered around 2010 and consolidated by different techniques and on different examples. However, the effect on nonlinear PDEs is much less clear. Two results for point vortex solutions and point charge solutions of 2D Euler equations and 1D Vlasov-Poisson equations respectively, indicate that a rich noise has to be considered, opposite to the linear case where a simple space-independent noise suffices to regularize. Some confirmations that such rich noise may have regularizing properties on nonlinear models came for Leray alpha model and dyadic models of turbulence. We now have new insight in the case of 2D Euler equations and 3D Navier-Stokes equations, that will be explained in the talk. The results mentioned above, the classical and the new ones, have been obtained by several authors including Gubinelli, Priola, Barbato, Galeati, Luo and myself. ---------------- *** Speaker: FRANCESCO CARAVENNA (Milano Bicocca) *** *** Seminar at 11:40 *** *** Title: On the two-dimensional KPZ equation *** *** Abstract: *** We consider the Kardar-Parisi-Zhang (KPZ) equation in two space dimensions, driven by space-time white noise. This is a singular PDE which lacks a solution theory, so it is standard to consider a regularized version of the equation and then to investigate the behavior of the solution when the regularization is removed. We first show that the regularized solution undergoes a phase transition, as the noise strength is varied on a logarithmic scale. Then, in the sub-critical regime, we prove convergence (after centering and rescaling) to an explicit well-posed random PDE, the additive Stochastic Heat Equation, with a non-trivial constant on the noise. Based on joint works with Rongfeng Sun and Nikos Zygouras. ---------------- *** Speaker: FRANCO RAMPAZZO (Padova) *** *** Seminar at 12:15 *** *** Title: Limit solutions for control-affine nonlinear systems of ode's *** *** Abstract: *** The aim of this talk, which is fully devoted to deterministic input-output systems, is to present the extremely weak notion of 'limit solution', that might be (or might be not) of interest also for whom is more interested in Stochastic Analysis. For a nonlinear (deterministic) control system with a given initial condition and with a dynamics which is affine in the control variable, a 'limit solution' verifies the following properties: i) it is pointwise defined for an input which is (formally) the derivative of a Lebesgue integrable function; ii) in the commutative case (i.e. when all Lie brackets of the involved vector field vanish identically) the limit solution coincides with the solution one can obtain via a (existing) change of coordinates which makes all vector fields constant; iii) the notion of limit solution subsumes former concepts of solution valid for the generic, non-commutative case. In particular, when the control is the derivative of a bounded variation path, a quite clear relation is established between limit solutions and so-called 'graph completion' solutions.

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Postdoctoral position in Paris - Saclay with Eric Moulines and Nicolas Chopin
by Julyan Arbel 12 Oct '19

12 Oct '19

---------- Forwarded message ---------- From: eric.moulines(a)polytechnique.edu Date: 12 Oct 2019 at 09:33 +0200 To: 'Julyan Arbel' <julyan.arbel(a)inria.fr> Subject: TR: offre de post-doc > As a consequence of its recent funding by the Agence Nationale de la Recherche (ANR), the ABSint research group is recruiting a post-doctoral collaborator for up to 21 months. The accronym ABSint stands for Approximate Bayesian solutions for inference on large datasets and complex models. The project involves researchers in Paris, Saclay, Montpellier, Lyon and Nice. This second call seeks candidates with an excellent research record interested to collaborate more closely with members on the ABSint team located in Saclay, at institutions such as Institut Polytechnique de Paris (e.g. Nicolas Chopin and Eric Moulines), Université Paris Saclay, on any topic (broadly) relevant to ABSint and to these researchers' interests. > Applications can be submitted in either English or French. > The candidate must obtain a PhD degree by the date of application. > Good working knowledge of English is required. > Estimated salary is around 2500 EUR with taxes, depending on experience since PhD. > Position opened December 1, 2019, with possible accommodation for later start. > Call opened until position filled. > Candidates should contact Nicolas Chopin (mail address: nicolas.chopin(a)ensae.fr) with a vita and a motivation letter. Letters of recommendation can also be sent to the same address. >

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Seminario PODOLSKIJ
by Pierpaolo De Blasi 11 Oct '19

11 Oct '19

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 18 Ottobre 2019, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Mark PODOLSKIJ (Aarhus University) OPTIMAL ESTIMATION OF CERTAIN RANDOM QUANTITIES ASSOCIATED WITH LEVY PROCESSES In this talk we present new ideas on optimality of statistical estimates of certain random quantities of stochastic processes, such as supremum or local times. Despite the existing results on estimation of such objects through high frequency observations, the question of optimality is rarely discussed. We will demonstrate some optimal estimation methods for the supremum and local times of the Brownian motion in the L2 and L1 sense. In the second part of the talk we will investigate how the main ideas can be extended towards the class of Levy processes and continuous diffusion models. (joint work with J. Ivanovs) ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Pierpaolo De Blasi --- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto https://sites.google.com/a/carloalberto.org/pdeblasi/

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Fellowships at Heilbronn Institute
by Tiziano De Angelis 10 Oct '19

10 Oct '19

Dear All, The fellowship advertised below might be of interest to people in your network. Best wishes Tiziano Posted on behalf of the Heilbronn Institute: The Heilbronn Institute invites applications for Heilbronn Research Fellowships. We have a number of Fellowships available at Imperial College London, King’s College London, University of Bristol, University College London, University of Manchester. Deadline 17 November 2019. Please see our website for further details: https://heilbronn.ac.uk/fellowships-2/ Heilbronn Research Fellowship: https://www.jobs.ac.uk/job/BVN616/heilbronn-research-fellowship Data Science Heilbronn Research Fellowship: https://www.jobs.ac.uk/job/BVF215/data-science-heilbronn-research-fellowship

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Seminario Enrico Scalas @ UniTo - 15 Ottobre
by Bruno Toaldo 10 Oct '19

10 Oct '19

******************************************************************** SEMINARI DI PROBABILITÀ E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITÀ DEGLI STUDI DI TORINO ********************************************************************* Martedì 15 Ottobre 2019 alle ore 16:30 in Sala S presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. *Enrico Scalas* (Department of Mathematics – University of Sussex, UK) terrà un seminario dal titolo *Functional and Thermodynamic Limits of a Simple Coagulation-Fragmentation Markov Chain* Abstract: We discuss a simple random exchange model for the distribution of wealth. There are N agents, each one endowed with a fraction of the total wealth; indebtedness is not possible, so wealth fractions are positive random variables. At each step, two agent are randomly selected, their wealths are first merged (coagulation) and then randomly split into two parts (fragmentation) conserving the total wealth. We start from a discrete state space - discrete time version of this model and, under suitable scaling, we present its functional convergence to a continuous space - discrete time model. Then, we discuss how a continuous-time version of the one-point marginal Markov chain functionally converges to a kinetic equation of Boltzmann type. Solutions to this equation are presented and they coincide with the appropriate limits of the invariant measure for the marginal Markov chain. In this way, in this simple case, we complete Boltzmann’s program of deriving kinetic equations from random dynamics. Joint work with: Bertram Duering, Nicos Georgiou, Sara Merino Aceituno Tutti gli interessati sono invitati a partecipare.

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Seminario Jonathan Hermon a Roma Tre il 15-10-2019
by Pietro Caputo 09 Oct '19

09 Oct '19

Martedi' 15 Ottobre 2019 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Speaker: Jonathan Hermon Titolo: Anchored expansion in supercritical percolation on nonamenable graphs. Abstract: Let G be a transitive nonamenable graph, and consider supercritical Bernoulli bond percolation on G. We prove that the probability that the origin lies in a finite cluster of size n decays exponentially in n. We deduce that: 1. Every infinite cluster has anchored expansion (a relaxation of having positive Cheeger constant), and so is nonamenable in some weak sense. This answers positively a question of Benjamini, Lyons, and Schramm (1997). 2. Various observables, including the percolation probability and the truncated susceptibility (which was not even known to be finite!) are analytic functions of p throughout the entire supercritical phase. 3. A RW on an infinite cluster returns to the origin at time 2n with probability exp(-Theta(n^{1/3})). Joint work with Tom Hutchcroft.

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Seminar Mealli @Bocconi
by Giacomo Zanella 08 Oct '19

08 Oct '19

We announce the following DEC Statistics seminar: Thursday, October 10 12:30 Meeting room 3-e4-sr03, Bocconi University, Via Roentgen 1, 3rd floor Fabrizia Mealli (University of Florence) Title: Assessing causal effects in the presence of treatment switching through principal stratification Abstract: consider clinical trials focusing on survival outcomes for patients suffering from Acquired Immune Deficiency Syndrome (AIDS)-related illnesses or particularly painful cancers in advanced stages. These trials often allow patients in the control arm to switch to the treatment arm if their physical conditions are worse than certain tolerance levels. The Intention-To-Treat analysis compares groups formed by randomization regardless of the treatment actually received. Although it provides valid causal estimates of the effect of assignment, it does not measure the effect of the actual receipt of the treatment and ignores the information of treatment switching in the control group. Other existing methods propose to reconstruct the outcome a unit would have had if s/he had not switched. But these methods usually rely on strong assumptions, for example, there exists no relation between patient's prognosis and switching behavior, or the treatment effect is constant. Clearly, the switching status of the units in the control group contains important post-treatment information, which is useful to characterize the treatment effect heterogeneity. We propose to re-define the problem of treatment switching using principal stratification and introduce new causal estimands, principal causal effects for patients belonging to subpopulations defined by the switching behavior under control. For statistical inference, we use a Bayesian approach to take into account that (i) switching happens in continuous time generating infinitely many principal strata; (ii) switching time is not defined for units who never switch in a particular experiment; and (iii) survival time and switching time are subject to censoring. We illustrate our framework using a synthetic dataset based on the Concorde study, a randomized controlled trial aimed to assess causal effects on time to-disease progression or death of immediate versus deferred treatment with zidovudine among patients with asymptomatic HIV infection. Joint work with Alessandra Mattei and Peng Ding Kind regards, Giacomo Zanella 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

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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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