Random October 2019

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31 participants
46 discussions

seminario Claudio Macci a Pisa
by Dario Trevisan 28 Oct '19

28 Oct '19

Dear all, this is to announce the following research talk by Claudio Macci, to be held in Pisa. PLACE: Sala Seminari, Dipartimento di Matematica, Università di Pisa (first floor). DATE & TIME: Wednesday, Nov 6, 2019, 3 PM SPEAKER: Claudio Macci (Università Roma Tor Vergata) TITLE: 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 (nonfractional) 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 $t\geq 0$, the conditional joint distribution of the components given their sum is multinomial, as happens for the nonfractional 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. Best, Dario -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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assegno di ricerca - Pavia
by Enrico Priola 28 Oct '19

28 Oct '19

Cari colleghi, segnalo l'assegno di ricerca, SSD MAT/06 (Probabilità e Statistica Matematica), titolo: "Processi Stocastici'' (scadenza 27/11/2019) http://bandi.miur.it/bandi.php/public/fellowship/id_fellow/164453 L'assegno è bandito all'interno del progetto di eccellenza MIUR presso il Dipartimento di Matematica dell'Università di Pavia. Grazie per l'attenzione. Enrico Priola -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Cambio aula - Colloquium di Lorenzo Zambotti a Milano-Bicocca (lunedì 28 ottobre)
by Francesco Caravenna 25 Oct '19

25 Oct '19

Comunico il seguente cambio di edificio / aula: Il colloquium di Lorenzo Zambotti a Milano-Bicocca, lunedì 28 ottobre 2019 ore 16:00, si terrà nell'aula U3-07 dell'edificio U3 (piano terra, Piazza della Scienza), 5 minuti a piedi dal Dipartimento di Matematica e Applicazioni. Il colloquium sarà seguito da un rinfresco. Segue l'annuncio completo. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% Colloquium del Dipartimento di Matematica e Applicazioni, Università di Milano-Bicocca & Seminario Matematico e Fisico di Milano Lorenzo Zambotti (Sorbonne Université, Paris) "Regularity structures: from physics to probability, from analysis to algebra, from combinatorics to geometry" lunedì 28 ottobre 2019 ore 16:00, aula U3-07, edificio U3 (piano terra, Piazza della Scienza, Milano) 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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Fwd: Call for applications, Integrable Probability Summer School
by Cristian Giardina 25 Oct '19

25 Oct '19

---------- Forwarded message --------- From: Naomi Kraker <kraker(a)maths.ox.ac.uk> Date: Fri, Oct 25, 2019 at 2:47 PM Subject: Call for applications, Integrable Probability Summer School To: Naomi Kraker <admin(a)claymath.org> The CMI-HIMR Integrable Probability Summer School will be held 27 July-7 August 2020 at the Mathematical Institute, University of Oxford. We would be grateful if you would circulate the below announcement to anyone who might be interest in applying. Thank you very much. With best regards, Naomi Naomi Kraker Administrative Manager Office of the President, Clay Mathematics Institute Andrew Wiles Building Radcliffe Observatory Quarter Woodstock Road Oxford OX2 6GG U.K. Email: admin(a)claymath.org Tel: +44 (0)1865 615155 www.claymath.org *CMI-HIMR Integrable Probability Summer School* *27 July – 7 August 2020* *Mathematical Institute, University of Oxford* The domain of integrable probability seeks to understand universal phenomena through exactly solvable probabilistic systems of algebraic and representation theoretic origin. This two-week postgraduate mathematics summer school will feature mini-courses and research talks on methods to find and analyze such solvable systems, as well as on more probabilistic approaches to expand the universality classes around them. Eight mini course speakers will each deliver three hours of lectures. Daily problem sessions and exercise presentations will help to reinforce the material from the courses. In addition to the mini course lectures, guest speakers will present research talks designed to complement the mini course topics. *Organisers: *Alexei Borodin (MIT) and Ivan Corwin (Columbia) *Mini course lecturers: *Jinho Baik (Michigan), Hugo Duminil-Copin (IHES), Vadim Gorin (MIT and Wisconsin, Madison), Rick Kenyon (Yale), Greta Panova (USC), Jeremy Quastel (Toronto), Fabio Toninelli (Lyon 1), Michael Wheeler (Melbourne) *Research Talk Speakers: * Amol Aggarwal (Harvard), Evgeni Dimitrov (Columbia), Yan Fyodorov (KCL), Alan Hammond (UC Berkeley), Alisa Knizel (Columbia), Pierre Le Doussal (ENS Paris), Leonid Petrov (Virginia), Tomohiro Sasamoto (Tokyo Inst Tech), Li-Cheng Tsai (Rutgers), Jon Warren (Warwick), Nicos Zygouras (Warwick) For graduate students or early career researchers who work in this area or nearby fields. *Registration: * http://claymath.org/events/cmi-himr-integrable-probability-summer-school Student places are offered with accommodation and weekday meals. This summer school is jointly funded by the Clay Mathematics Institute and the Heilbronn Institute for Mathematical Research, with support from the Mathematical Institute of the University of Oxford.

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Seminario a Padova: Alekos Cecchin
by Markus 25 Oct '19

25 Oct '19

Seminario di Analisi e Probabilità all'Università di Padova Martedì 29 ottobre 2019 alle ore 14:30 in aula seminario 430 del Dipartimento di Matematica (via Trieste, 63, 35121 Padova) Alekos Cecchin (Université de Nice Sophia-Antipolis, France) terrà un seminario dal titolo "Selection by vanishing common noise for potential finite state mean field games" Abstract: By adding a suitable Wright-Fisher common noise in the dynamics of the law, uniqueness is restored for finite state mean field games, for any shape of the costs. We then focus on a class of mean field games in which the costs admit a potential in the simplex of probability measures. Firstly, by modifying the cost in the mean field game, we show that the unique solution of the randomized mean field game is equal to the unique minimizer of a suitable stochastic control problem stated in the simplex, called potential randomized game. Thus we study the limit as the intensity of the common noise vanishes. On the one hand, the optimal trajectories converge to the mean field game solutions which are minimizers of the corresponding potential game (not randomized), that is a deterministic optimal control problem in the simplex. On the other hand, the classical solution to the second order master equation converges to the gradient of the value function of the related potential game; we select a particular weak solution, in the sense of distributions, of the master equation, which can be written as multidimensional system of hyperbolic PDEs stated in the simplex. Lastly, we establish uniqueness of such solution in a suitable class. Joint work with Francois Delarue. Tutti gli interessati sono invitati a partecipare. Gli organizzatori Martino Bardi, Claudio Marchi, Markus Fischer

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4-year postdoctoral position in "Modelling Collective Behaviour"
by Tiziano De Angelis 25 Oct '19

25 Oct '19

Dear All, I was asked to circulate the announcement below for a 4-year postdoctoral position in "Modelling Collective Behaviour". It might be of interest to candidates with a PhD in Statistics or Applied Maths, should you know any who is looking for a postdoc. https://jobs.leeds.ac.uk/Vacancy.aspx?ref=EPSMA1003 Best wishes Tiziano

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Seminario di probabilita' di Daniel Valesin (Groningen) a Roma Tre
by Alexandre Stauffer 24 Oct '19

24 Oct '19

SEMINARIO Probabilita' Daniel Valesin (University of Groningen) Titolo: On the threshold of spread-out contact process percolation Lunedi' 04 Novembre 2019 ORE 16:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We study the stationary distribution of the (spread-out) d-dimensional contact process from the point of view of site percolation. In this process, vertices of ^d can be healthy (state 0) or infected (state 1). With rate one infected individuals recover, and with rate lambda they transmit the infection to some other vertex chosen uniformly within a ball of radius R. The classical phase transition result for this process states that there is a critical value lambda_c(R) such that the process has a non-trivial stationary distribution if and only if lambda > lambda_c(R). In configurations sampled from this stationary distribution, we study nearest-neighbor site percolation of the set of infected sites; the associated percolation threshold is denoted lambda_p(R). We prove that lambda_p(R) converges to 1/(1-p_c) as R tends to infinity, where p_c is the threshold for Bernoulli site percolation on ^d. As a consequence, we prove that lambda_p(R) > lambda_c(R) for large enough R, answering an open question of [Liggett, Steif, AIHP, 2006] in the spread-out case. Joint work with Bala'zs Ra'th. Alexandre

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Fwd: Tenure track position in mathematics at EPFL
by Marco Romito 24 Oct '19

24 Oct '19

-------- Forwarded Message -------- Subject: Tenure track position in mathematics at EPFL Date: Wed, 23 Oct 2019 17:04:25 +0200 From: Robert Dalang <robert.dalang(a)epfl.ch> To: Robert Dalang <robert.dalang(a)epfl.ch> Dear Colleagues, The Ecole Polytechnique Fédérale de Lausanne (EPFL) is advertising a tenure-track assistant-professorship in mathematics. The fields of interest include PDEs and stochastic PDEs. EPFL is an equal opportunity employer and family friendly university. It is committed to increasing the diversity of its faculty. It strongly encourages women to apply. Could you please bring the announcement of the position (https://www.epfl.ch/about/working/mathematics/) to any strong candidates that you think might be interested? Sincerely, Robert Dalang.

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Mini corso di A. Stauffer a Roma Tre: Multi-scale analysis of reaction-diffusion particle systems
by Pietro Caputo 22 Oct '19

22 Oct '19

Speaker: Alexandre Stauffer (Roma Tre) Title: Multi-scale analysis of reaction-diffusion particle systems 6 Lectures: Monday, 25 November at 16:30 Tuesday, 26 November at 14:30 Monday, 2 December at 16:30 Tuesday, 3 December at 14:30 Monday, 9 December at 16:30 Tuesday, 10 December at 14:30 All lectures will be in Room 211 (2nd floor) at Department of Mathematics and Physics of Roma Tre Largo San Murialdo 1, Palazzina C For PhD students that want to take the course as part of their PhD coursework, the course will be completed by a reading part (to be discussed with the lecturer). Abstract: This course focus on the (microscopic) analysis of stochastic processes on particle systems. A few examples include spread of infection among moving particles, the frog model or stochastic combustion model, activated random walks, growth processes with competition, and branching random walk with interactions. A common feature of such models is that correlations do not decay exponentially fast, which brings serious challenges to the application of standard techniques of analysis, such as renormalization techniques and comparison with independent percolation. Recently, there has been very important progress in this field, with most new results employing a so-called multi-scale analysis to control the dependences in the model. Multi-scale analysis proved to be an extremely powerful technique; it has been employed in areas beyond particle system, one notable example being the study of random interlacements, where it has been playing a fundamental role. Despite its power, a multi-scale analysis can be quite involved to implement and can become very technical. In particular, it usually needs to be developed from scratch for each application as it needs to be tailored to each specific question being analyzed. The goal of this course is to explain the multi-scale analysis in a didactic and comprehensible way, demystifying this technique, and explaining its main aspects (the ones that are common to most applications) and the most common variations. In order to do this we will concentrate on one problem: the analysis of the spread of an infection among particles that move as independent simple random walks.

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PhD in Statistics & Computer Science - Univ. Bocconi
by Antonio Lijoi 21 Oct '19

21 Oct '19

Cari tutti, con preghiera di diffusione, inoltro l'annuncio relativo al bando (allegato) per l'ammissione al PhD in Statistics and Computer Science presso l'Università Bocconi, per l'a.a. 2020-2021. La scadenza per la presentazione delle domande è il 3 Febbario 2020. Saluti, AL *********************************************************** PhD in Statistics and Computer Science - a.y. 2020-2021 Call for applications for PhD student positions *********************************************************** The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20.280 euro per annum in the 1st and 2nd year 15.343 euro per annum in the 3rd and 4th year Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd<http://www.unibocconi.eu/admissionphd> for detailed information. ** Applications are due by February 3, 2020 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold or be on their way to hold a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience<http://www.unibocconi.eu/phdstatscompscience> and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it<mailto:antonio.lijoi@unibocconi.it>) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it<mailto:angela.baldassarre@unibocconi.it>) Antonio Lijoi Director, PhD program in Statistics and Computer Science Bocconi University http://mypage.unibocconi.it/antoniolijoi

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Random October 2019