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

Posto di ricercatore RTD-B settore SECS-S/06 (13/D4) a Venezia
by Antonella Basso 03 May '19

03 May '19

Si informa che è uscito il bando per un posto di ricercatore RTD-B nel settore SECS-S/06 Metodi matematici dell'economia e delle scienze attuariali e finanziarie (macrosettore 13/D4) presso l'Università Ca' Foscari Venezia. Il bando si trova al seguente link: https://intra.unive.it/plapps/bandi/common/showbando?id=30917 e ha scadenza 30 maggio 2019. Cordiali saluti Antonella Basso -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Valuation Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751 -- Nota automatica aggiunta dal sistema di posta.

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YSS2019: Summer School on Computational and Statistical Methods for Stochastic Process [final announcement]
by stefano iacus 02 May '19

02 May '19

YSS2019: The first YUIMA Summer School on Computational and Statistical Methods for Stochastic Process 25-28 June 2019, Brixen-Bressanone, Italy This 4 days course aims at introducing researchers, PhD students and practitioners to several aspects of numerical and statistical analysis of time series through the R language and, in particular, the YUIMA package. Who can benefit? Stochastic differential equations, with or without jumps, are nowadays used as statistical models in many contexts, including but not limited to, finance, insurance, phylogenetics, genomics, political analysis, economics, migration flow analysis, social network analysis, and more. Topics The course covers topics of R programming, time series data handling, simulation and numerical analysis for several types of statistical models including: point processes, stochastic differential equations driven by Brownian motion with or without jumps, fractional Brownian motion and Lévy processes. For detailed information see the course page at: https://yuimaproject.com/yss2019/ Registration closes on May 20th 2019! PhD Students and PostDocs can attend for free. Limited availability. Access rule: FIFO. NOTE: A parallel “Third YUIMA workshop”, invitation based, will also take place in the same days. Participants of YSS2019 can also attend for free in non-overlapping slots. ----------------------------------- Prof. Stefano M. Iacus, Ph.D. Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en http://orcid.org/0000-0002-4884-0047 ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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Seminario di Mauro Mariani a Roma La Sapienza (10.05.19)
by Faggionato, Alessandra 02 May '19

02 May '19

Buongiorno vi annuncio un secondo seminario per la prossima settimana qui alla Sapienza (v.sotto). Grazie Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Venerdì 10 Maggio, ore 14:00, Aula di Consiglio, Dipartimento di Matematica, La Sapienza. Speaker: Mauro Mariani, National Research University Higher School of Economics, Moscow Title: Scaling limit of a continuous model of active particles. Abstract: A free energy functional arising from kinetic mean field models of interacting particles is considered. We study the variational limit, in the regime of long time and strong interaction. While the density of particles only features a weak limit in the phase space (say position and velocity), the projection of such a density on the spacial coordinates has a meaningful limit, which satisfies a hydrodynamic equation. We characterizes the tensors appearing in the hydrodynamic limit, in terms of the interaction and velocity field of the original model. -- ************************************************* 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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Variazione di orario seminario a Roma1 del 7 maggio
by Faggionato, Alessandra 02 May '19

02 May '19

Buongiorno il seminario di Lorenzo Dello Schiavo precedentemente annunciato sarà anticipato alle ore 13.45. Sotto l'annuncio aggiornato. Grazie Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Martedi' 7 Maggio, ore 13:45, Aula di Consiglio, Dip. Matematica, La Sapienza Speaker: Lorenzo Dello Schiavo (Università di Bonn) Titolo: The Dirichlet-Ferguson diffusion Abstract: We define, via Dirichlet forms’ theory, a geometric diffusion process on the L^2-Wasserstein space over a closed Riemannian manifold. The process is associated with the Dirichlet form induced by the L^2-Wasserstein gradient and by the Dirichlet-Ferguson random measure with intensity the Riemannian volume measure on the base manifold. We discuss the closability of the form via an integration-by-parts formula, which allows explicit computations for the generator and a specification of the process via a measure-valued SPDE. We comment how the construction is related to previous work of von Renesse—Sturm on the Wasserstein Diffusion and of Konarovskyi—von Renesse on the Modified Massive Arratia Flow. -- ************************************************* 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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Second Italian Meeting on Probability and Mathematical Statistics
by Antonio DI CRESCENZO 02 May '19

02 May '19

Dear Colleagues, we are pleased to announce that the provisional program and the list of contributions of the *Second Italian Meeting on Probability and Mathematical Statistics* is now available at http://www.salerno2019.dipmat.unisa.it/program.html Invited Speakers (cf. http://www.salerno2019.dipmat.unisa.it/speakers.html) - *Giovanni Peccati*, Luxembourg University Monday, June 17. Talk: Intrinsic volumes of convex bodies and cones: concentration, limit theorems and sparse recovery - *Lorenzo Zambotti*, Sorbonne Université Tuesday, June 18. Talk: A brief personal history of stochastic partial differential equations - *Cristina Toninelli*, Université Paris Dauphine Wednesday, June 19. Talk: Bootstrap percolation and kinetically constrained particle systems: critical time scales - *Stefano Maria Iacus*, University of Milano Thursday, June 20. Talk: On regularized estimation for stochastic differential equations Participants are kindly invited to provide for the accommodation as soon as possible, since June is a touristic period. Important deadline: - May 31, 2019: intermediate registration Main links: Conference web site: http://www.salerno2019.dipmat.unisa.it Registration: http://www.salerno2019.dipmat.unisa.it/registration.html Accommodation: http://www.salerno2019.dipmat.unisa.it/accommodation.html Travel info: http://www.salerno2019.dipmat.unisa.it/travel.html Contacts: http://www.salerno2019.dipmat.unisa.it/contacts.html We look forward meeting you soon in Vietri sul Mare. The Scientific Committee Claudia Ceci, Paolo Dai Pra, Antonio Di Crescenzo, Franco Fagnola, Franco Flandoli, Antonio Lijoi, Andrea Pascucci, Franco Pellerey, Laura Sacerdote The Local Organizing Committee Giacomo Ascione, Aniello Buonocore, Camilla Calì, Luigia Caputo, Antonio Di Crescenzo, Maria Longobardi, Barbara Martinucci, Alessandra Meoli, Luca Paolillo, Paola Paraggio, Enrica Pirozzi, Fabio Travaglino

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New studentships in Statistics and Probability available in Warwick
by Spano, Dario 01 May '19

01 May '19

[apologies for cross postings] Dear Colleagues, PhD studentships are available in the Department of Statistics at the University of Warwick as part of the Warwick Centre for Doctoral Training in Mathematics and Statistics. https://warwick.ac.uk/fac/sci/fromas The studentships are for a period of 4 years with starting date October 2019. Funding includes a stipend at UKRI rates and tuition fees at UK/EU rates. Research in the Warwick Statistics Department can be broadly divided into three areas: 1 Probability and Stochastic Finance; 2 Statistical Methodology and Computational Statistics; 3 Data Intensive Research and Scientific Statistical Modelling. For further details see: https://warwick.ac.uk/fac/sci/statistics/postgrad/research/ Further information on the CDT, including how to apply, is given at: https://warwick.ac.uk/fac/sci/fromas Informal enquiries may be sent to Martyn Plummer <martyn.plummer(a)warwick.ac.uk<mailto:martyn.plummer@warwick.ac.uk>> Best wishes, Dario Spanò

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5 assistant/associate professor positions at University of Twente
by Antonio Lijoi 01 May '19

01 May '19

Care/i colleghe/i, su gentile richiesta, inoltro l'annuncio relativo a posizioni aperte presso la University of Twente. Cordiali saluti, AL -------- Forwarded Message -------- Subject: 5 assistant/associate professor positions at University of Twente Date: Wed, 1 May 2019 07:19:06 +0000 From: a.j.schmidt-hieber(a)utwente.nl To: antonio.lijoi(a)unibocconi.it The University of Twente (Netherlands) invites applications for several assistant/associate professor positions in statistics/machine learning/data science. All details can be found here https://www.utwente.nl/en/organization/careers/!/913354/5-assistantassociat… Closing date is *May 12*. If you have any question regarding the positions, feel free to contact Johannes Schmidt-Hieber (a.j.schmidt-hieber(a)utwente.nl ) --- Dai il tuo 5x1000 alla Bocconi. Aiuta gli studenti meritevoli a costruire il proprio futuro. CF 80024610158. www.unibocconi.it/5x1000 Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations. ---

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