Random November 2021

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33 participants
49 discussions

Luisa Andreis talk at the Torino seminar series in Stochastics and Mathematical Statistics
by Giuseppe D'Onofrio 04 Nov '21

04 Nov '21

Dear all, We are glad to announce the second seminar of the *Torino seminar series in Stochastics and Mathematical Statistics. * Torino seminar series SMS is a monthly seminar series held at the Department of Mathematics G. Peano of the University of Turin. For more info and a list of future talks see https://sites.google.com/view/torinostochastics. *Date and time:** Tuesday 9 November*, 2021, h 14:30-15:30 *Location*: Aula 5, Palazzo Campana, via Carlo Alberto 10, Torino *Speaker*: *Luisa ANDREIS *(University of Florence) *Title*: Phase transition in sparse random graphs and coagulation processes. *Abstract**:* Inhomogeneous random graphs are a natural generalization of the well-known Erdős–Rényi random graph, where vertices are characterized by a type and edges are present independently according to the type of the vertices that they are connecting. In the sparse regime, these graphs undergo a phase transition in terms of the emergence of a giant component exactly as the classical Erdős–Rényi model. In this talk we will present an alternative approach, via large deviations, to prove this phase transition. This allows a comparison with the gelation phase transition that characterizes some coagulation process and with phase transitions of condensation type emerging in several systems of interacting components. This is an ongoing joint work with Wolfgang König (WIAS and TU Berlin), Tejas Iyer (WIAS), Heide Langhammer (WIAS), Robert Patterson (WIAS). Best regards, The organizers (Tiziano De Angelis, Giuseppe D'Onofrio, Elena Issoglio)

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Politecnico di Milano - Seminario Arnone
by Laura Maria Sangalli 03 Nov '21

03 Nov '21

Si avvisa che in data 04-11-2021, alle ore 14:00 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Eleonora Arnone, Dipartimento di Matematica, Politecnico di Milano Titolo: Density estimation over complicated domains Sommario: In this talk, a nonparametric method for density estimation over complicated spatial domains is presented. The method combines a likelihood approach with a regularization based on a differential operator, and the estimator is proven to be consistent. The discretization of the estimator is based on finite elements, ensuring high computational efficiency and enabling great flexibility. The proposed method efficiently deals with data scattered over two-dimensional regions having complicated shapes, two-dimensional Riemannian manifolds, or planar networks. Moreover, it captures very well complicated signals having multiple modes with different directions and intensities of anisotropy. Il seminario può essere seguito online dal seguente link: https://mox.polimi.it/mox-seminars/?id_evento=2089 Cordiali saluti, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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Webinar Ryder @Bocconi
by Giacomo Zanella 03 Nov '21

03 Nov '21

We announce the following DEC Statistics webinar at Bocconi: Date: Thursday 4 November 2021, h12:00 (Italy time) Speaker: Robin Ryder (Université Paris Dauphine) Title: Bayesian methods for inferring the history of languages Abstract: Languages change through time in a manner comparable to biological evolution. Models have been developed for many aspects of human languages, including vocabulary, syntax and phonology. The complexity of these models, as well as the nature of the questions of interest, make the Bayesian framework quite natural in this setting, which explains why much of the research in Statistics applied to Historical Linguistics uses Bayesian methods. I shall present an overview of various models, starting with Morris Swadesh's failed attempts at glottochronology in the 1950s, then looking at some models developed in the last two decades. I shall go into more detail for a model of so-called "core" lexical data by a stochastic process on a phylogenetic tree, with an initial focus on the Sino-Tibetan family of languages and on the issue of dating the most recent common ancestor to these languages. This will allow me to discuss issues of model robustness and validation. I shall conclude with some ongoing work about joint estimation of lexical and phonological changes through a model of random discrete matrices, currently being applied to the history of sign languages. The webinar will be on zoom at: https://unibocconi-it.zoom.us/j/97798499552?pwd=U3o1NXBVZnA2Vm12RjZHLzl4SXd… Meeting ID: 977 9849 9552 Passcode: 564168 Kind regards, Giacomo Zanella

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[PRISMA] seminari di G. Peccati e F. Grotto + altre informazioni
by Domenico Marinucci 03 Nov '21

03 Nov '21

Cari colleghi lunedì 8 novembre 2021 riprenderanno i seminari online del Gruppo UMI PRISMA, con i seguenti interventi: * November 8, 2021, 16:00-17:00 (CET): Giovanni Peccati TITLE: Quantitative stabilization results on the Poisson space [1] ABSTRACT: Consider a random variable associated with a random point configuration generated by a Poisson point process (for instance, is the length of some random geometric graph). How can we assess the discrepancy between the distribution of and the one of a Gaussian random variable? The aim of my talk is to describe some recent results in this direction, all relying on some quantitative version of the notion of "geometric stabilization", as formalized by Penrose & Yukich in 2001. In doing so, I will sketch the general philosophy of a powerful collection of techniques for establishing probabilistic approximations, known as the "Malliavin-Stein method". Some explicit examples will be discussed, in particular, related to models of combinatorial optimization and random forests. * November 8, 2021, 17:00-18:00 (CET): Francesco Grotto TITLE: Completely Random Measures and 2D Euler's Equations [1] ABSTRACT: We will recall generalities on completely random measures -alias independently scattered measures- and their natural interaction with divergence-less flows on the underlying domain. We will then proceed to argue how these random fields thus constitute invariant measures for 2d incompressible Euler's equations, outline how a notion of solution to the latter nonlinear dynamics can be given in this setting by means of stochastic integrals, and discuss both rigorous results and open problems relating to the well-posedness of this measure-preserving system. Per altre informazioni: http://www.umi-prisma.polito.it/webinars.html Collegamento Teams: [1] https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… Grazie per l'attenzione, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Due bandi per Assegno di Ricerca - UNIGE
by Fabio Rapallo 03 Nov '21

03 Nov '21

Buongiorno, vi segnalo che sono stati pubblicati due bandi per due assegni di ricerca annuali presso l'Università di Genova (DR 5048 del 28.10.2021), SSD SECS-S/01, uno presso il Dipartimento di Economia e uno presso il Dipartimento di Matematica. Per dettagli e modalità di partecipazione, il bando è disponibile alla pagina: https://unige.it/concorsi/assricerca Scadenza: 29.11.2021 - ore 12.00 Siete pregati di dare la massima diffusione presso potenziali candidati. Cordiali saluti, Fabio Rapallo -- Fabio Rapallo Dipartimento di Economia Universita' di Genova

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Assegno Calcolo di Malliavin a Parma
by Davide Addona 02 Nov '21

02 Nov '21

Cari tutti, Presso l’università di Parma, Dipartimento di scienze matematiche, fisiche e informatiche, abbiamo fondi per bandire un assegno di un anno su CALCOLO DI MALLIAVIN E SPAZI DI WIENER ASTRATTI Vi chiedevo se conoscete possibili candidati e persone interessate, il lavoro si concentrerebbe sullo studiare proprietà delle funzioni derivabili secondo Malliavin e su problemi in spazi di Wiener astratti. Grazie per la collaborazione Saluti Davide Addona

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23rd Workshop on Quantitative Finance - Rome 27-28 January 2022 - call for papers
by clnkta01＠uniroma2.it 02 Nov '21

02 Nov '21

Dear Colleagues, The XXIII Workshop on Quantitative Finance (QFW2022) will be held “in presence” on January 27-28, 2022 at the University of Rome Tor Vergata, School of Economics. Information on the workshop is available at the webpage https://qfw2022.it/en/ or via email qfw2022(a)economia.uniroma2.it Call for papers The workshop aims to bring together academia and industry and stimulate fruitful discussions and interactions among researchers and professionals on theoretical and practical aspects of Quantitative Finance. Contributions, both theoretical and applied, from Mathematical Finance, Quantitative Risk Management, Portfolio Optimization, Financial Economics, Corporate Finance, Insurance, Computational Finance, Econophysics, Financial Econometrics, Financial Applications of machine learning and neural networks, Game-theoretical models for finance, and related fields are welcome. PhD students, young researchers and practitioners are particularly welcome. Abstracts can be submitted through the following webpage: https://qfw2022.it/registration/ Format of the workshop There will be two kinds of presentations, the “long talk” (about 30 minutes) and the “short talk” (about 15 minutes), and one poster session. The contributions accepted as long talks will be assigned to a discussant, and the latest version of the paper must be received by the organizers not later than January 9th, 2022. Registration Participation in the conference is free but registration (by January 9th, 2022) is mandatory. Coffee-breaks and light lunches will be offered by the organizers, but no scholarships are available for travel and accommodation expenses. Deadlines Extended Abstract Submission: October 27th -- November 30th, 2021 Notification of Acceptance: by December 19th, 2021 Full paper submission of accepted contributions: December 20th 2021 -- January 9th, 2022 Registration of participants: October 27th, 2021 -- January 9th, 2022 Best Regards Katia Colaneri (On behalf of the organizing committee)

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Virtual Seminar by M. Grigorova (Leeds)
by Alessandro Gnoatto 01 Nov '21

01 Nov '21

Dr. Miryana Grigorova (University of Leeds) will give a talk organized by the Department of Economics - University of Verona Date: 3 November 12:00 CET. Title: "Superhedging of options in a non-linear incomplete financial market model” Abstract: We will study the superhedging price (and superhedging strategies) of European and American options in a non-linear incomplete market model with default, with a particular focus on the American options case which is more involved. We will provide a dual representation of the seller’s (superhedging) price for the American option in terms of a mixed stochastic control/stopping problem with non-linear expectations/ evaluations, and in terms of non-linear Reflected BSDEs with constraints. If time permits, we will also present a duality result for the buyer’s price in terms of a stochastic game of control and stopping with non-linear expectations/ evaluations. The talk is based on joint works with Marie-Claire Quenez and Agnès Sulem. If you would like to attend via Zoom, please register at the following link, we will send you the details: https://docs.google.com/forms/d/e/1FAIpQLScVu88XwBhoF9O3xmbKwUxv0JN2URNT3Ki… -- 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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Fwd: Stochastic DE and Analysis Search
by Marco Romito 01 Nov '21

01 Nov '21

ricevo e inoltro m. > ---------- Forwarded message --------- > From: Shu-Ming Sun <sun(a)math.vt.edu> > Date: Wed, Oct 27, 2021 at 4:11 PM > Subject: Stochastic DE and Analysis Search > To: faculty <faculty(a)math.vt.edu> > > > > Hi, all, > > An opening in Stochastic Differential Equations and Analysis > for our math department has been approved > today and the ad of this job opening is enclosed. Please spread this > around among your friends and collaborators. > If you know someone who is interested in the position, please let them > apply as soon as possible. The link for applying > is the following: > https://careers.pageuppeople.com/968/cw/en-us/job/518011/assistant-professo… > > Thanks a lot! > > Best regards, > Shu-Ming > > > Virginia Tech Department of Mathematics Faculty Position in Stochastic > Differential Equations and Analysis > > The Virginia Tech Department of Mathematics anticipates a tenure-track > opening in Stochastic Differential Equations or other areas of > Stochastic Analysis with a start date of August 10, 2022, at our > Blacksburg, VA, campus. The successful candidate will have a strong > background in the analysis of stochastic, random, or ergodic systems, > or closely related areas. Possible specialties include, but are not > limited to, functional analysis, geometric analysis, harmonic > analysis, stochastic analysis, stochastic ordinary differential > equations, stochastic partial differential equations, theory of > partial differential equations, dynamical systems, mathematical > physics, or applications of at least one of these areas. The > successful candidate will have the opportunity to engage in > interdisciplinary research, curriculum development, and/or outreach > initiatives with other members of the Virginia Tech faculty. > > Appointment as an Assistant Professor of Mathematics is anticipated, > but exceptional senior candidates will be considered for positions of > Associate Professor of Mathematics or Professor of Mathematics. > > Job requirements include a Ph.D. in mathematics or a related field at > the time of appointment and an active research program, or, for new > Ph.D.’s, strong promise for developing an active research program. > The successful candidate will be expected to establish a distinguished > research program and to provide effective instruction and advising to > a diverse population of undergraduate and graduate students. > Additional responsibilities include: continuing development of > professional capabilities and scholarly activities, including travel > to attend conferences and meetings; curriculum development; > participation in department, college, and university governance; and > professional service. Position requires occasional travel to attend > conferences and meetings. > > The Mathematics Department is committed to building an inclusive > community of mathematical scientists through programs and activities > that are woven into the department’s research, teaching, and outreach > efforts. Our commitment is illustrated by programs such as our: > Broadening Engagement and Participation in Undergraduate Research; > Mathematics: Opportunities in Research and Education; and professional > development activities organized by the Virginia Tech Chapter of the > Association for Women in Mathematics, winner of the 2021 AWM Student > Chapter Award for Scientific Excellence. Through undergraduates’ > supervised tutoring of local public school students and through the > department’s participation in the Commonwealth Cyber Initiative, the > Mathematics Department introduces secondary school and community > college students to opportunities in the mathematical sciences. The > diversity statement required in our application process gives > candidates opportunities to bring to our attention their > qualifications for and interest in contributing to efforts to > diversify our discipline. Strong statements will demonstrate informed > awareness of the rewards and challenges arising from efforts to > provide equitable opportunities for all. Specific examples of > experiences, activities, and plans will help us identify candidates > who can support and extend our department’s commitment to inclusive > excellence. > > Virginia Tech is committed to supporting the success of its faculty > members through policies that include the modification of duties, the > extension of tenure clocks, mentoring, proposal-writing guidance, and > dual-career accommodations, depending on individual circumstances. > Interviewed candidates will meet with a work-life liaison for a > confidential conversation about details of these policies. > > An online application is required. To apply, please visit > www.jobs.vt.edu, select “Apply Now,” and search by posting number > 518011. Please include a cover letter, a CV, a research statement, a > teaching statement, and a diversity statement as part of the online > application. Each applicant should follow the instructions in the > online application system to request that four references submit > letters of recommendation, or letters can be emailed to > stochsearch21(a)math.vt.edu. Additional information about position > requirements and responsibilities can be found at the following url’s. > http://www.hr.vt.edu or https://www.math.vt.edu. The faculty handbook > (at https://faculty.vt.edu/faculty-handbook.html ) gives a complete > description of faculty responsibilities. The successful candidate will > be required to have a criminal conviction check as well as > documentation of COVID 19 vaccination or receive approval from the > university for a vaccination exemption due to a medical condition or > sincerely held religious belief. Questions about the search may be > addressed to: stochsearch21(a)math.vt.edu. > > Applications received by November 29, 2021, will receive full > consideration. > > About Virginia Tech > > Dedicated to its motto, Ut Prosim (That I May Serve), Virginia Tech > pushes the boundaries of knowledge by taking a hands-on, > transdisciplinary approach to preparing scholars to be leaders and > problem-solvers. A comprehensive land-grant institution that enhances > the quality of life in Virginia and throughout the world, Virginia > Tech is an inclusive community dedicated to knowledge, discovery, and > creativity. The university offers more than 280 majors to a diverse > enrollment of more than 36,000 undergraduate, graduate, and > professional students in eight undergraduate colleges, a school of > medicine, a veterinary medicine college, Graduate School, and Honors > College. The university has a significant presence across Virginia, > including the Innovation Campus in Northern Virginia; the Health > Sciences and Technology Campus in Roanoke; sites in Newport News and > Richmond; and numerous Extension offices and research centers. A > leading global research institution, Virginia Tech conducts more than > $500 million in research annually. > > Virginia Tech does not discriminate against employees, students, or > applicants on the basis of age, color, disability, sex (including > pregnancy), gender, gender identity, gender expression, genetic > information, national origin, political affiliation, race, religion, > sexual orientation, or military status, or otherwise discriminate > against employees or applicants who inquire about, discuss, or > disclose their compensation or the compensation of other employees or > applicants, or on any other basis protected by law. > > If you are an individual with a disability and desire an > accommodation, please contact Glenda Dalton at gldalto1(a)vt.edu during > regular business hours at least 10 business days prior to the event.

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