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

Workshop "Bayesian Inference in Stochastic Processes - Online", 27-28 May 2021
by elisa varini 17 Feb '21

17 Feb '21

On behalf of the Scientific and Organising Committees we are pleased to inform you that the Twelth Workshop on “*Bayesian Inference in Stochastic Processes (BISP12)*” will be held *online* on *27-28 May 2021* (afternoons, Central European Summer Time). Attendance is free of charge but registration is required (and limited to 150 people). As in the past, the workshop will provide an opportunity to review, discuss and explore directions of development of Bayesian Inference in Stochastic Processes. Ten presentations by young scientists have been scheduled this year, followed by an in-depth discussion by senior scholars in the field. The workshop is organised by CNR-IMATI (Milano), www.imati.cnr.it. Information on programme, website and registration will be available in early Spring. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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Pisa Online Seminars - Renaud Raquépas (Tuesday, Feb. 23 at 16:00)
by Giacomo Filippo Di Gesu 16 Feb '21

16 Feb '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The talk will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Feb. 23, 16:00 Speaker: Renaud Raquépas (McGill University Montréal and Université Grenoble Alpes) Title: Entropy production in nondegenerate diffusions: the large-time and small-noise limits Abstract: Entropy production (EP) is a key quantity originating from thermodynamics and statistical physics which quantifies the irreversibility of the time evolution of physical systems. I will start with a general introduction to the different approaches to defining EP. Then, I will focus on the context of nondegenerate diffusions and I will describe the large-deviation properties of EP as time goes to infinity. Finally, I will discuss the behaviour of the corresponding rate function as the intensity of the noise goes to zero. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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Sussex probability seminar
by Enrico Scalas 15 Feb '21

15 Feb '21

Dear Colleagues, On Monday 22nd February at 11am UK time, Minmin Wang (Department of Mathematics, University of Sussex) will present a seminar on k-cut model for the Brownian Continuum Random Tree Paper: https://arxiv.org/abs/2007.11080 If you are interested in joining the seminar, please contact Dr Wang at: minmin.wang(a)sussex.ac.uk. Best regards, Enrico Scalas

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Fwd: Funded PhD positions at University College Dublin
by Bisi, Elia 12 Feb '21

12 Feb '21

Dear colleagues, Applications are open for PhD scholarships in Maths & Stats at University College Dublin — see announcement below. Possible projects in probability will be supervised by Neil O’Connell. Cheers, Elia Bisi ————————— Elia Bisi Assistant Professor (non-TT) Vienna University of Technology (TU Wien) Research Unit Mathematical Stochastics https://eliabisi.com ---------- Forwarded message ---------- From: Neil O'Connell <neil.oconnell(a)ucd.ie> Date: 12 Feb 2021, 16:46 +0100 To: Neil O'Connell <neil.oconnell(a)ucd.ie> Subject: Funded PhD positions at University College Dublin Dear colleagues, I would be grateful if you could forward the announcement below to any suitable mailing lists or students who might be interested: Applications are invited for the UCD School of Mathematics and Statistics Research Demonstratorship scholarship scheme. These scholarships fund up to 4 years full-time PhD research, beginning on 1st September 2021. The closing date for applications is March 9th 2021 with results anticipated by early April 2021. Details on the scholarships and the application process are available at www.ucd.ie/mathstat/study/researchdegrees/rd2021<http://www.ucd.ie/mathstat/study/researchdegrees/rd2021>. Best regards, Neil O'Connell

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Gubinelli graduate course
by Stefania Ugolini 12 Feb '21

12 Feb '21

Università degli Studi di Milano: PhD program Stochastic quantization of the Euclidean quantum field theory Lecturer: Prof. Dr. Massimiliano Gubinelli The goal of Euclidean quantum field theory is to build probability measures on the space of distributions satisfying properties such as Euclidean invariance, reflection positivity and non-triviality, that allows to recover an interacting relativistic quantum field satisfying Wightman axioms. Stochastic quantization, first proposed by Parisi–Wu and Nelson, is a method of construction of such measures via stationary solutions of a stochastic partial differential equations driven by additive Gaussian white noise. In this course we will learn about the stochastic quantization of the Euclidean quantum field theory of a scalar boson with quartic interaction and its main properties. We introduce the Φ43 measure as the limit of the invariant measure of a finite dimensional system of stochastic differential equations. The proof proposed uses several analytic and probabilistic techniques, such as white noise analysis, weighted Besov spaces on lattice and paraproducts, which also find applications in other problems arising in the study of deterministic and stochastic singular differential equations. All these tools and ideas will be gradually introduced and explained during the lectures. The course is as much as possible self-contained and requires as a prerequisite only basic knowledge of stochastic and functional analysis. Scheduling: February 15, 16, 18, 22, 25 from 10:00 to 12:00 and from 14:00 to 16:00 Topic: Lectures on Stochastic Quantisation Time: This is a recurring meeting Meet anytime Join Zoom Meeting https://www.iam.uni-bonn.de/abteilung-gubinelli/sq-lectures-milan-ws2021(ht…" target="_blank">https://uni-bonn.zoom.us/j/94642762037?pwd=MG80cW92T29PMWw3dDQ3aEdsY2lsdz09 Meeting ID: 946 4276 2037 Passcode: 954150 The link is available also at the following page: Course page: <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Seminar announcement
by Marco Scarsini 12 Feb '21

12 Feb '21

Thursday, 11 February, 17:00 CET *Eva Tardos,* Cornell University Stability and Learning in Strategic Queuing Systems <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAALSAUFAA1OVgFdBQs> Discussants: Eran Shmaya and Federico Fusco The papers can be found here <https://arxiv.org/abs/2003.07009> and here <https://arxiv.org/abs/2011.10205>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUFAA1OVgFdBQs>. The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/prossimi-seminari>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Entropy - Special Issue "Measures of Information"
by francesco.buono3＠unina.it 10 Feb '21

10 Feb '21

Dear All, On behalf of the guest editor - Prof. Dr. Maria Longobardi, I would like to invite you to submit a paper to the Special Issue titled "Measures of Information" for Entropy (ISSN 1099-4300, IF 2.494). Special Issue Homepage: https://www.mdpi.com/journal/entropy/special_issues/meas_inf Submission deadline: 14 May 2021 Entropy is an open access journal which maintains a rigorous and fast peer-review system and accepted papers are immediately published online. Because it is an online and open access journal, papers published in Entropy will receive high publicity. It is fully covered by the leading indexing and abstracting services, including Google Scholar, MathSciNet, Scopus and Science Citation Index Expanded (Web of Science). The Impact Factor for Entropy is 2.494 (2019). An Article Processing Charge (APC) of CHF 1800 currently applies to all accepted papers. If the idea can retain your attention, please do not hesitate to contact Vincent Shang for further information. We are looking forward to hearing from you. -- Best regards, Francesco Buono

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Fwd: [owps] One World Probability Seminar Thursday February 11, 2021
by Faggionato, Alessandra 10 Feb '21

10 Feb '21

Buongiorno inoltro l'annuncio del OWPS di domani. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 10 feb 2021 alle ore 09:25 Subject: [owps] One World Probability Seminar Thursday February 11, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Bálint Virág (Toronto) Title: Introduction to random plane geometry Abstract: If lengths 1 and 2 are assigned randomly to each edge in Z^2, what are the fluctuations of distances between far away points? This problem is open, yet we know, in great detail, what to expect. The directed landscape, a universal random plane geometry, provides the answer to such questions. What is the directed landscape? What does it teach us about longest increasing subsequences in random permutations, about random polymers, about models for spread of infection, about tetris, about random Schrodinger operators, and about cell biology? (15:00-16:00 UTC) Speaker: Duncan Dauvergne (Princeton) Title: Building the directed landscape Abstract: The directed landscape is a random 'directed metric' on the plane that arises as the full scaling limit of last passage percolation. It was recently constructed by myself, Janosch Ortmann and Bálint Virág, and it is expected to be a universal limit for models in the KPZ universality class (e.g. random polymers, the KPZ equation, first passage percolation). In this talk I will explain some of the new ideas that underlie this construction. The key innovation is showing that a certain isometric property of the Robinson-Schensted-Knuth bijection passes to the limit. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/88066239585?pwd=djNYaHNkWUpGVkVZeWlXaHE5SkpqZz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 880 6623 9585 Passcode: 635181 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Ph.d. position (Spatio-temporal clustering and extreme-value theory)
by DI BERNARDINO Elena 09 Feb '21

09 Feb '21

Dear all, Please find attached a Ph.D. scholarship in Laboratory J.A. Dieudonné, University Cote d'Azur, Nice. This Ph.D. scholarship will start in September 2021 for 3 years and focus on the study of clustering methods taking into account the spatio-temporal dependency. A particular attention will be payed to programming the proposed methods and apply them to environmental data-sets. In addition, the selected student will be able to make proposals and test variant of the considered methods. For more information about this Ph.D. thesis please contact : Elena Di Bernardino at elenadb(a)nice.fr<mailto:elenadb@nice.fr> Gwladys Toulemonde gwladys.toulemonde(a)umontpellier.fr<mailto:gwladys.toulemonde@umontpellier.fr> Thomas Laloe laloe(a)unice.fr<mailto:laloe@unice.fr> Best regards, Elena Di Bernardino, Gwladys Toulemonde and Thomas Laloe Elena Di Bernardino Professeure des Universités Laboratoire J.A. Dieudonné Université Côte d'Azur Parc Valrose, 06108 Nice, Cedex 2, France

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LINK a SEMINARIO AGRESTI RM1 oggi 08 febbraio 2021 ore 16:00
by Nappo, Giovanna 08 Feb '21

08 Feb '21

SEMINARIO DI PROBABILITA' E STATISTICA MATEMATICA Dipartimento di Matematica "Guido Castelnuovo" Università di ROMA, la SAPIENZA Link Zoom https://uniroma1.zoom.us/j/81656265460?pwd=UmlZQzBDY2VmSUwrNitZbkNWMERIdz09 Lunedì 08 febbraio 2021 Ore 16:00 (modalità telematica con Zoom) Antonio AGRESTI (Dottorato in Matematica, Sapienza Università di Roma) Nonlinear parabolic stochastic evolution equations in critical spaces. Abstract: Critical spaces for non-linear equations are important due to scaling invariance, and in particular this plays a central role in fluid dynamics. In this talk we introduce and discuss local/global well-posedness, and blow-up criteria for stochastic parabolic evolution equations in critical spaces. Our results extend the celebrated theory of Prüss, Wilke and Simonett for deterministic PDEs. Due to the presence of noise it is unclear that a stochastic version of the theory is possible, but as we will show a suitable variation of the theory remains valid. We will also explain several features which are new in both the deterministic and stochastic framework. In particular, we discuss a new bootstrap method to prove regularization of solutions to (S)PDEs, which can also be applied in critical situations. Our theory is applicable to a large class of semilinear and quasilinear parabolic problems which includes many of the classical SPDE. During the talk we give applications to stochastic reaction-diffusion equations and stochastic Navier-Stokes equations with gradient noise. This is a joint work with Mark Veraar (TU Delft).

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