November 2021 - Random - Mailing list — Dipartimento di Matematica, UniPI

Seminars in Florence: Magnanini and Iyer
by Luisa Andreis 15 Nov '21

15 Nov '21

Dear colleagues, we are pleased to invite you to the following two seminars (on site) on Wednesday, November 17, 2021, at the University of Florence. The room is the Aula Magna, building Morgagni 65 (ex Farmacologia), Viale Morgagni 65, 50134, Firenze. Time: 11:45-12:45 Speaker: Elena Magnanini, WIAS Berlin Title: LIMIT THEOREMS FOR THE EDGE DENSITY IN EXPONENTIAL RANDOM GRAPHS Abstract: In the present talk we focus on the derivation of some asymptotic properties for the family of exponential random graphs. This model can be seen as the generalization of the dense Erdӧs-Rényi random graph and follows the statistical mechanics approach of defining a Hamiltonian to weight the probability measure on the space of graphs, assigning higher mass to graphs with “desirable” properties. In particular our analysis will be focused on the edge-triangle model, a two-parameter family of exponential random graphs where the Hamiltonian only includes edge and triangle densities. We borrow tools from statistical mechanics together with large deviations techniques to obtain limit theorems for the edge density in the so-called replica symmetric regime, where the limiting free energy of the model is known together with a complete characterization of the phase diagram. First, we determine the asymptotic distribution of the edge density, as the graph size n tends to infinity, in the entire replica symmetric regime. In particular, we obtain a strong law of large numbers when the parameters are chosen outside the critical curve and the convergence to a mixture of Dirac measures whenever working on the critical curve. We then study the fluctuations of the edge density around its average for all parameter values outside the critical curve and off the critical point and we formulate conjectures about the behavior at criticality based on the analysis of a mean-field approximation of the model. Joint work with Alessandra Bianchi and Francesca Collet. Time: 14:15-15:15 Speaker: Tejas Iyer, WIAS Berlin Title: CONDENSATION IN PREFERENTIAL ATTACHMENT TREES WITH NEIGHBOURHOOD INFLUENCE Abstract: Motivated by the structure of complex networks such as the internet, we consider a growing model of preferential attachment trees with neighbourhood influence, where vertices arrive one at a time, are equipped with independent weights, and connect to existing vertices with probability proportional to their fitness function: a function of their own weight and the weights of their neighbours. In this model we prove almost sure limiting statements for the proportion of vertices with a given degree having weight belonging to a given measurable set, and the proportion of edges in the tree with endpoint belonging to a measurable set. We show that under certain conditions, the latter quantity demonstrates a condensation phenomenon, in which a positive proportion of edges in the network accumulate among those of weight that confers maximal reinforcement of fitness. Finally, we derive almost sure limiting statements for the log of the degree of a fixed vertex in this model, and prove that in this model the degree distribution behaves like a power law - a ubiquitous feature of many real-world complex networks. According to the current regulations to prevent the spread of Coronavirus the Green pass is mandatory to access the venue and contact tracing will be done. Best regards, Luisa Andreis and Gianmarco Bet Luisa Andreis ------------------------------------------------------- RTD-A Dipartimento di Matematica e Informatica “Ulisse Dini" Università degli Studi di Firenze Viale Morgagni 65, 50134, Firenze, IT Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)unifi.it

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4th Asset Pricing Conference by LTI@UniTO | October 5, 2021
by Luca Regis 15 Nov '21

15 Nov '21

Dear Colleagues, I am more than happy to forward you the invitation to the 4th Asset Pricing Conference organised by LTI@UniTO (www.carloalberto.org/lti <www.carloalberto.org/lti>) which will take place on October 5th, from 9:50 to 17:50. The conference will take place in hybrid form, with most of the speakers presenting in Torino. Anyone who is interested in participating can join us online on Zoom by registering using the link below. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Xe0Ryq6AoDvB5plSlME3rN_Jzs5m3a2VfR…> <#> The Fondazione Collegio Carlo Alberto is pleased to invite you to the following online event <#> <#> *October 5th, 2021 | 9:50-17:50* *4th Asset Pricing Conference by LTI@UniTO* <#> This online conference hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. <#> *Conference Program* 09:50 - 10.00. *Welcome* Speaker: Pietro Garibaldi (CCA) 10.00 - 10.50. *Dynamic equity slope* Speaker: Matthijs Breugem (CCA), Discussant: Alessandro Graniero (BI Oslo) 10:50 – 11:10. /Coffee Break/ 11:10 – 11:50. *Credit Market Equivalents and the Valuation of **Private Firm* Speaker: Roberto Steri (Luxembourg), Discussant: Loriana Pelizzon (Venice) 11:50 – 12:40. *Subjective Risk Premia on Foreign Bonds* Speaker: Paul Whelan (CBS), Discussant: Adrian Buss (INSEAD) 12:40 – 14:00. /Lunch Break/ 14:00 – 14:50. *Wealth Inequality, Aggregate Risk, and Asset * *Prices* Speaker: Harjoat Bhamra (Imperial), Discussant: Fabio Trojani (Unige) 14:50 – 15:40. *T**he Core, the Periphery, and the Disaster: **Corporate-Sovereign Nexus in COVID-19 Times* Speaker: Alberto Plazzi (USI), Discussant: Christian Schlag (Goethe) 15:40 – 16:10. /Coffee Break/ 16:10 – 17:00. *What Makes Local Currency Bonds Riskier in the * *Long Run?* Speaker: Pasquale Della Corte (Imperial), Discussant: Max Croce (Bocconi) 17:00 – 17:50. */Job Market Paper Award/:* *Cash Heterogeneity and the Payout Channel of **Monetary Policy* Speaker: Altan Pazarbasi (Frankfurt School), Discussant: Bernard Dumas (INSEAD) <#> Register here <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/SZvV1bFy5zDo7uHA8Ut1OafY6p-WbULIOT…> <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/pd5AUylRjDFXNWCqbg6C00ckQOolF8YojF…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/HFs1Hzin2InKSmbpH9llaNb6bDBYgaMbBv…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/HZ6A9fZYqX0fhVoM5aZm2c56W-oggam3Zs…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/hTKJIWMt8xBJdI4UhkmfVXcHIFNzqqGb_c…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/tY1qK4-zSyYA8CVaOE-xFCNrpW6NhixNZo…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/NK7ygCfkSJ5ElTNmMiOyJHLly6mlrGMR6b…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/3JGFX3aqajrObFIujjtonuxvZBPpM3dQAF…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link https://www.carloalberto.org/privacy/ <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/IL2W_58aoQ6pDBzOoARQluUYeIe1H4AgIS…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/FstCbhI5ujOHsFL-uNwwhyr9fzj7t47HcDxJ…> <#> © 2021 Fondazione Collegio Carlo Alberto

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Fwd: NeuroMat Post-doctoral fellowships
by Faggionato, Alessandra 15 Nov '21

15 Nov '21

cari tutti, ricevo ed inoltro. mi scuso per l'eventuale ripetizione nel caso il messaggio fosse gia' stato inoltrato da altri, ma io non vedo i messaggi su random inviati da alcuni colleghi. grazie saluti alessandra ---------- Forwarded message --------- Da: Antonio Galves <galves(a)usp.br> Date: sab 13 nov 2021 alle ore 03:39 Subject: NeuroMat Post-doctoral fellowships Dear all, NeuroMat offers 3 post-doctoral fellowships for young researchers interested in stochastic modeling of neurobiological data and phenomena. https://neuromat.numec.prp.usp.br/content/positions-for-postdoctoral-resear… If you know people that could be interested by these fellowships, please tell them about this possibility. Best regards, Antonio -- ************************************************* 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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Padova Seminars in Probability and Finance - Vittoria Silvestri (Roma, La Sapienza)
by Marco Formentin 15 Nov '21

15 Nov '21

Dear Colleagues, we would like to invite you to the following seminar  that will take place on November 26 at 14.30, at the Department of Mathematics “Tullio Levi-Civita”, University of Padova. The seminar may also be attended online via the Zoom platform. ________________________________________________________ Speaker: Vittoria Silvestri (Università di Roma La Sapienza)  Title: Planar aggregation with subcritical fluctuations and the Hastings-Levitov models  NOVEMBER 26 (Friday) - 14:30 In presence: room 2BC30, Torre Archimede, Via Trieste 63, Padova Online: Zoom link https://unipd.zoom.us/j/88496035657 (meeting ID 884 9603 5657) , available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: The ALE (Aggregate Loewner Evolution) models describe growing random clusters on the complex plane, built by iterated composition of random conformal maps. A striking feature of these models is that they can be used to define natural off-lattice analogues of several fundamental discrete models, such as Eden or Diffusion Limited Aggregation, by tuning the correlation between the defining maps appropriately. In this talk I will discuss shape theorems and fluctuations of ALE clusters, which include Hastings-Levitov clusters as particular cases, in the subcritical regime. Based on joint work with James Norris (Cambridge) and Amanda Turner (Lancaster). On behalf of the organizers, Marco Formentin

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Politecnico di Milano - Seminario Ferraccioli
by Laura Maria Sangalli 15 Nov '21

15 Nov '21

Si avvisa che in data 25-11-2021, 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: Federico Ferraccioli, Università degli Studi di Padova Titolo: Eigen sign-flip test for semiparametric regression Sommario: In this seminar, a nonparametric test for semiparametric penalized regression models is presented. The test is based on random sign-flipping of an appropriate transformation of the vector of residuals, that exploits a spectral decomposition of the residualizing matrix associated with the nonparametric part of the model. The formulation allows for a wide applicability of the test to a vast class of extensively used semiparametric regression models, including for instance models based on univariate or multivariate splines. The good asymptotic properties of the proposed test are discussed, together with its good control of the Type I error and power, even in challenging data scenarios. Il seminario può essere seguito online dal seguente link: https://polimi-it.zoom.us/j/87179036436 Tutti gli interessati sono cordialmente invitati a partecipare, 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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Ph.D. position in Financial Mathematics at Bielefeld University
by Giorgio Ferrari 15 Nov '21

15 Nov '21

Cari colleghi, inoltro con piacere il seguente annuncio. Buona giornata, Giorgio Ferrari %%%%%%%%%%% The Collaborative Research Center (CRC) 1283 “Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications” at the Bielefeld University has a job opening in its project C7. The research in the project C7 focuses on model uncertainty in dynamic settings and the development of new solution concepts for a wide range of Hamilton-Jacobi-Bellman equations appearing in the context of robust finance and optimal decision problems under uncertainty. The successful candidate is expected to have a scientific university degree in Mathematics, Mathematical Economics, Mathematical Finance or a related field and to have good knowledge in at least one of the following topics: measure and probability theory, stochastic analysis, functional analysis, partial differential equations, and (stochastic) optimal control. Starting date: 15.01.2022 or later Salary level: part time 75% in the remuneration level 13 TV-L Temporary position until 30.06.2025 For further information see: https://uni-bielefeld.hr4you.org/job/view/982/research-position?page_lang=en https://www.sfb1283.uni-bielefeld.de Application deadline: 09.12.2021 -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Seminar in Statistics LORENZO ROSASCO
by Pierpaolo De Blasi 12 Nov '21

12 Nov '21

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 19 Novembre 2021, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Lorenzo Rosasco *(University of Genova & MIT) Title: *Interpolation and learning with scale dependent kernels* Abstract: We study the learning properties of nonparametric ridge-less least squares. In particular, we consider the common case of estimators defined by scale dependent (Matern) kernels, and focus on the role scale and smoothness. These estimators interpolate the data and the scale can be shown to control their stability to noise and sampling. Larger scales, corresponding to smoother functions, improve stability with respect to sampling. However, smaller scales, corresponding to more complex functions, improve stability to noise. We will discuss to which extent these results can explain the learning curves observed for large overparameterized models. Our analysis combines, probabilistic results with analytic techniques from interpolation theory. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/236nC7S6NrVwHzEm8 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/82967941062?pwd=RGpFUmY2YzdLS2VyMnJTeCt5ODFVZz09> Meeting ID: 829 6794 1062 Passcode: 846274 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminario Letac Castelnuovo
by Piccioni, Mauro 11 Nov '21

11 Nov '21

Seminario di Probabilità e Statistica Matematica Dipartimento di Matematica "Guido Castelnuovo" Sapienza Università di Roma Aula del Consiglio 16 novembre 2021, ore 14 Gérard Letac Institut de Mathématiques de Toulouse, Université Paul Sabatier Title: Duality of exponential families and large deviations Abstract: Two positive measures on the real line with exponential moments are duals if the derivatives of their log-Laplace transforms are inverse to each other. We link this property with real exponential families and large deviations. We compute the duals of many classical exponential families when they exist, like Tweedie, Morris, Mora families, and a family on the integers generated by the dilogarithm distribution. We extend the definition and the calculations to multivariate exponential families like Wishart and the simple quadratic families of Muriel Casalis. Details are in arXiv 2104.05510 Per informazioni ulteriori scrivere a: mauro.piccioni(a)uniroma1.it

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Postdoctoral positions in Mathematics at Milano-Bicocca
by Maurizia Rossi 10 Nov '21

10 Nov '21

Dear all, There are some postdoctoral positions available at the University of Milano-Bicocca for candidates in all areas of Mathematics (deadline: November 23, 2021). https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a2-a2-typ… In particular, I encourage candidates in Probability Theory and related fields to submit their application. Please, do not hesitate to contact me if you have any questions. Best wishes, Maurizia Rossi -- - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca https://mauriziarossi.wordpress.com/

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PMS^2 hybrid talk: Luca Scarpa, Monday November 15 at 14.30.
by Carlo Orrieri 10 Nov '21

10 Nov '21

Dear colleagues, we are happy to announce the hybrid - that is, in person with online streaming - talk of the (PMS)^2 series: Speaker: Luca Scarpa (Politecnico di Milano) Title: Variational methods for doubly nonlinear stochastic evolution equations. Abstract: We give an overview of some recent results for doubly nonlinear stochastic evolution equations in Hilbert spaces. In the first part of the talk we introduce the prototypes of the problems in consideration and we discuss the main existence results.Secondly, we provide alternative proofs of existence which rely on convex minimisation techniques, such as the Weighted-Energy-Dissipation (WED) and the Energy-Dissipation principles (EDP). Eventually, we discuss some current open problems, focusing above all on the direction of uniqueness-by-noise for doubly nonlinear evolutions. The works presented in the talk are based on joint collaborations with Prof. Ulisse Stefanelli (University of Vienna, Austria). Date and time: Monday November 15, 14:30-15:30 (Rome time zone). Place: Aula Seminari - III piano (third floor), Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci, 32 – 20133 Milano - Ed. 14 “Nave” Campus Bonardi. (Accesso pedonale da: Via A.M. Ampère, 2 - Milano, Via E. Bonardi, 9 - Milano, Via G. Ponzio, 31 - Milano). Zoom link: https://us02web.zoom.us/j/2940008616 <https://us02web.zoom.us/j/2940008616> This is a talk of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ <https://paviamilanoseminars.wordpress.com/> Participation is free and welcome! The number of seats available in the seminar room, due to Covid-19 restrictions, is limited to 15. We advise people who want to participate in person that they must fill out the following form https://www.mate.polimi.it/registrazione/PMS2_registrazione.php <https://www.mate.polimi.it/registrazione/PMS2_registrazione.php> by November 14. Participants in person need to have the "green pass" or the EU digital covid certificate. Access to the seminar room will be allowed only after verification of the validity of the personal Green Pass. Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Webinar Insubria and Bicocca - November Tuesday 16 at 17:00 - Zachary Feinstein - Set-Valued Risk Measures as BS$\Delta$Es
by Mastrogiacomo Elisa 08 Nov '21

08 Nov '21

Dear all, On November Tuesday 16 at 17:00, Zachary Feinstein (Stevens Institute of Technology) will give a virtual seminar “in Insubria & Bicocca”, to which you are all invited. Title and abstract below. Title: Set-Valued Risk Measures as BS$\Delta$Es Abstract: Scalar dynamic risk measures for univariate positions in continuous time are commonly represented as backward stochastic differential equations. In the multivariate setting, dynamic risk measures have been defined and studied as families of set-valued functionals in the recent literature. There are two possible extensions of scalar backward stochastic differential equations for the set-valued framework: (1) backward stochastic differential inclusions, which evaluate the risk dynamics on the selectors of acceptable capital allocations; or (2) set-valued backward stochastic differential equations, which evaluate the risk dynamics on the full set of acceptable capital allocations as a singular object. In this talk, we will investigate the discrete time setting with difference inclusions and difference equations in order to provide insights for such differential representations for set-valued dynamic risk measures in continuous time.. The seminar will be on Zoom. You can find the information to join below. Topic: Zachary Feinstein - Set-Valued Risk Measures as BS$\Delta$Es Time: Nov 16, 2021 17:00 PM Rome Where: Zoom Link: https://zoom.us/j/92990672101?pwd=TTY3SGtpVHlOdE9adEhKcGV1MzJnUT09 ID riunione: 929 9067 2101 Passcode: 85asGb After the talk, you are all invited to remain in the meeting for an informal aperitif and chat. Please forward to anyone interested. Kind regards, Emanuela Rosazza Gianin and Elisa Mastrogiacomo Elisa Mastrogiacomo ----------------------------------------- Professore Associato di Metodi matematici dell'economia e delle scienze attuariali e finanziarie Università degli Studi dell'Insubria Dipartimento di Economia Via Monte Generoso, 71 – 21100 Varese tel. +39 0332/395528 web: https://www.uninsubria.it/hpp/elisa.mastrogiacomo mail: elisa.mastrogiacomo(a)uninsubria.it<mailto:mario.rossi@uninsubria.it>

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Seminar by L. Campi in Verona (Virtual + In Person)
by Alessandro Gnoatto 05 Nov '21

05 Nov '21

Prof. Luciano Campi (University of Milan) will give a talk at the Department of Economics. Date: 9 November 12:00 CET. Title: "Mean field games with absorption and common noise with a model of bank run" 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/1FAIpQLScYCdJt0zbw3PiKRhISABA-iwjZYYT-2qB… Abstract: We consider a mean field game describing the limit of a stochastic differential game of $N$-players whose state dynamics are subject to idiosyncratic and common noise and that can be absorbed when they hit a prescribed region of the state space. We provide a general result for the existence of weak mean field equilibria which, due to the absorption and the common noise, are given by random flow of sub-probabilities. We first use a fixed point argument to find solutions to the mean field problem in a reduced setting resulting from a discretization procedure and then we prove convergence of such equilibria to the desired solution. We exploit these ideas also to construct $\varepsilon$-Nash equilibria for the $N$-player game. Since the approximation is two-fold, one given by the mean field limit and one given by the discretization, some suitable convergence results are needed. We also introduce and discuss a novel model of bank run that can be studied within this framework.This talk is based on a joint paper with Matteo Burzoni (University of Milan). -- 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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Fondamenti della Probabilità - L'impostazione di Bruno de Finetti
by Antonio Lijoi 04 Nov '21

04 Nov '21

Care/i tutte/i, ricordo che gli ultimi due seminari del ciclo ** Fondamenti della probabilità. L'impostazione di Bruno de Finetti ** Relatore: Prof. Eugenio Regazzini, Università di Pavia si terranno nelle seguenti date 5 novembre 2021, alle 17:30 6 novembre 2021, alle 10:30 in Aula 35, via Sarfatti 25, Milano Il ciclo seminariale si svolgerà in modalità ibrida. Per chi desidera collegarsi on-line, di seguito sono elencati i link per il collegamento alle sessioni: 5 nov 2021 05:30 PM https://unibocconi-it.zoom.us/j/94824472994?pwd=YXNpdnNzUENPV2FIeTBwKzRKZU1… ID riunione: 948 2447 2994 Passcode: 225763 6 nov 2021 10:30 AM https://unibocconi-it.zoom.us/j/99374038124?pwd=eWtMRUNOZGh4dDJWZEprSG9EL3p… ID riunione: 993 7403 8124 Passcode: 249969 Cordiali saluti, AL

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Dottorati di ricerca su temi innovazione e "green", UniGe, scadenza 11 novembre
by Antonio Pievatolo 04 Nov '21

04 Nov '21

Segnalo i bandi per borse sui fondi del Programma Operativo Nazionale 2014-2020 – Dottorati di ricerca su tematiche dell’innovazione e green – D.M. 10 agosto 2021, n. 1061, in scadenza l'11 novembre alle 12:00 presso l'Università di Genova, in particolare quelli relativi al programma in Matematica e Applicazioni. Informazioni e iscrizioni al seguente link: [ https://unige.it/usg/it/dottorati-di-ricerca | https://unige.it/usg/it/dottorati-di-ricerca ] Saluti, Antonio Pievatolo -- Dr Antonio Pievatolo CNR IMATI Phone: +39 02 23699 520 https://www.imati.cnr.it/mypage/people/PievatoloAntonio.htm

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Fwd: Avviso seminario
by Enrico Bibbona 04 Nov '21

04 Nov '21

Gentilissimi, con la presente si ricorda che martedì *09 novembre*, ore 16:30, il prof. *Grzegorz A. Rempala *presenterà un seminario dal titolo: *“Modeling a new pandemic with an old equation. 2020-21 Ohio statewide SIR models for COVID-19”* Questo evento e parte del "Progetto di eccellenza", DISMA - Politecnico di Torino. Maggiori informazioni reperibili nella locandina allegata e sul sito: www.polito.it/disma-excellence/ Il seminario si terrà in la forma telematica, tramite la piattaforma Zoom. Per collegarsi, sarà necessario utilizzare il seguente link https://polito-it.zoom.us/j/87409718573?pwd=T3ZmTFpOb210THpUcVFlZmdyb2pMdz09 ID riunione: 874 0971 8573 Passcode: 372502 Accedendo al seminario, si prega di tenere microfono e videocamera disattivati. Per porre domande al termine del seminario, si prega di utilizzare la chat per chiedere la parola. Cordiali saluti Enrico Bibbona Dear colleagues, it is our pleasure to invite you to the seminar *“Modeling a new pandemic with an old equation. 2020-21 Ohio statewide SIR models for COVID-19”*by prof. Grzegorz A. Rempala. The seminar will be held on Tuesday, November 09, at 16:30. This event is part of "Progetto di eccellenza", DISMA - Politecnico di Torino. Further information available on the attached flyer and www.polito.it/disma-excellence/ The seminar will be online on Zoom platform. To connect, please follow this link https://polito-it.zoom.us/j/87409718573?pwd=T3ZmTFpOb210THpUcVFlZmdyb2pMdz09 ID riunione: 874 0971 8573 Passcode: 372502 By connecting to the seminar, please switch both microphone and webcam off. Question time will be at the end of the talk. Please, use the chat to ask for the floor. Best regards, Enrico Bibbona Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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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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