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

Concorso da RTDb di MAT/06 a Padova - scadenza 25/8/2016
by Marco Ferrante 25 Jun '24

25 Jun '24

Cari colleghi, vi segnalo che il Dipartimento di Matematica dell'Università di Padova ha bandito un posto di ricercatore di tipo B nel settore MAT/06. Il bando è disponibile alla pagina http://www.math.unipd.it/it/news/?id=1898 La scadenza per la presentazione delle domande è il 25 agosto 2016. Marco Ferrante

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ECSO-CMS 2021 First Call for Papers
by Martina Nardon 01 Dec '21

01 Dec '21

_First Call for Papers_ *Joint EUROPEAN CONFERENCE ON STOCHASTIC OPTIMIZATION and COMPUTATIONAL MANAGEMENT SCIENCE Conference * *7-9 July 2021, Venice, Italy* The organizers are delighted to invite you to ECSO – CMS 2021 that will be held in Venice, Italy, 7-9 July 2021, at the Department of Economics - Ca’ Foscari University of Venice, in the San Giobbe Economics Campus. /This is the rescheduled event for the Conference ECSO – CMS 2020, suspended due to the COVID -19 pandemic emergency. We are planning to organize the conference in presence in 2021./ ECSO - CMS 2021 is jointly organized by the Department of Economics of Ca’ Foscari University of Venice, the CMS Journal and the EURO Working Group on Stochastic Optimization. ECSO 2021 is the 3rd edition of a stream of conferences organized by the EURO Working Group on Stochastic Optimization (EWGSO). The previous editions were held in Paris (2014) and Rome (2017). The scope of the conference is to bring together researchers and professionals in Stochastic Optimization and its applications in different fields spacing from economics and finance to supply chain, logistics, etc. CMS 2021 is the 17th edition of an annual meeting associated with the journal of Computational Management Science published by Springer. The aim of the conference is to provide a forum for theoreticians and practitioners from academia and industry to exchange knowledge, ideas and results in a broad range of topics relevant to the theory and practice of computational methods in management science. This joint event will provide a forum for fruitful discussions and interactions among researchers and professionals from industry and institutional sectors on decision making under uncertainty in a complex world.The conference will be within the scopes of both CMS and EWGSO and, in particular, it will focus on models, methods and computational tools in stochastic, robust and distributionally robust optimization and on computational aspects of management science with emphasis on risk management, valuation problems, measurement applications. Traditional fields of application, such as finance, energy, water management, logistics, supply chain management, and emerging ones, such as healthcare, climate risk and sustainable development, will be included. VENUE: Department of Economics, Ca’ Foscari University of Venice San Giobbe Campus – Cannaregio 873, 30121 Venice, Italy Webpage: www.unive.it/ecsocms2021 <http://www.unive.it/ecsocms2021> Conference Secretariat: ecsocms2021(a)unive.it Conference hashtag: #ecsocms2021 IMPORTANT DATES Abstract submission: *March 31, 2021* Notification of acceptance: *April 20, 2021* Early registration: *April 30, 2021* Conference: J*uly 7-9, 2021* CONFIRMED INVITED SPEAKERS DARINKA DENTCHEVA, Stevens Institute of Technology (USA) DAVID MORTON, Northwestern University (USA) GAH-YI BAN, University of Maryland (USA) DANIEL KUHN, École polytechnique fédérale de Lausanne (CH) GIORGIO CONSIGLI, Università di Bergamo (I) A *prize for the student best paper* will be awarded. Papers should be nominated via e-mail by the students’ supervisors (ecsocms2021(a)unive.it) *Deadline for the submissions to the prize is May 15.* The program will include a devoted session for presenting the best papers to compete for the prize, such that the jury could make the final choice. The paper does not have to be published. The papers should be principally authored by the student, but co-authors are permitted as long as their contributions are clarified. Only registered participants’ papers will be considered for the prize. Jury for the Student Best Paper Prize: Stein-Erik Fleten (NTNU Norwegian University of Science and Technology), Milos Kopa (Charles University of Prague), Francesca Maggioni (University of Bergamo), Ruediger Schultz (University Duisburg-Essen). We are looking forward to seeing you in Venice. Best Regards, Diana Barro, Stein-Erik Fleten and Martina Nardon Organizing and Program Committee Chairs -------------------------------------- Dr. Martina Nardon Dipartimento di Economia Università Ca' Foscari Venezia San Giobbe - Cannaregio, 873 30121 Venezia, Italy tel. +39 041 234 7413 --------------------------------------

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Concorso da RTDb in MAT/06 all'Università di Padova
by Marco Ferrante 05 Jun '21

05 Jun '21

Care colleghe e colleghi, vi informo che è uscito in Gazzetta Ufficiale un bando da RTDb in S.C. 01/A3 Analisi matematica, Probabilità e Statistica matematica - S.S.D. MAT/06 Probabilità e Statistica matematica presso il Dipartimento di Matematica "Tullio Levi-Civita" dell’Università di Padova. Trovate informazioni sul bando e su come applicare alla pagina https://www.unipd.it/procedura-2021RUB03 Marco Ferrante -- Prof. Marco Ferrante Dipartimento di Matematica "Tullio Levi-Civita" Università degli Studi di Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271366 Fax: +39-0498271499 E-Mail: ferrante(a)math.unipd.it URL: http://www.math.unipd.it/~ferrante

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Ph.D. position on copula theory at TU Eindhoven (NL)
by Elisa Perrone 31 May '21

31 May '21

Dear Everyone, The Department of Mathematics and Computer Science of TU Eindhoven (Netherlands) has an open Ph.D. position in Mathematical Statistics. We are looking for a motivated candidate with a solid theoretical background in Probability/Statistics to join our group and conduct research in the area of dependence modeling and copulas under my supervision. Salary Range: EUR 2395 to EUR 3061 gross per month Duration: 4 year Application deadline: July 11, 2021 Job description and how to apply: https://jobs.tue.nl/en/vacancy/phd-on-positive-dependence-and-copulas-87980… <https://jobs.tue.nl/en/vacancy/phd-on-positive-dependence-and-copulas-87980…> Please forward this email to any potential candidate, and reach out to me at e.perrone(a)tue.nl <mailto:e.perrone@tue.nl> for further information on the position. Thanks and best regards, Elisa --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

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Webinar Volgushev @Bocconi
by Giacomo Zanella 31 May '21

31 May '21

We announce the following webinar from the Statistics Series at Università Bocconi: Date: Thursday, June 3rd, h17:00 (Italy time) Speaker: Stanislav Volgushev (University of Toronto) Title: Structure learning for Extremes Abstract: Extremal graphical models are sparse statistical models for multivariate extreme events. The underlying graph encodes conditional independencies and enables a visual interpretation of the complex extremal dependence structure. For the important case of tree models, we provide a data-driven methodology for learning the graphical structure. We show that sample versions of the extremal correlation and a new summary statistic, which we call the extremal variogram, can be used as weights for a minimum spanning tree to consistently recover the true underlying tree. Remarkably, this implies that extremal tree models can be learned in a completely non-parametric fashion by using simple summary statistics and without the need to assume discrete distributions, existence of densities, or parametric models for marginal or bivariate distributions. Extensions to more general graphs are also discussed. The webinar will be on zoom at: https://zoom.us/j/97942632075?pwd=eDhNTlREdU5UVGpMcDVPSWV2bU5nQT09 Meeting ID: 979 4263 2075 Passcode: 627490 Kind regards, Giacomo Zanella [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] 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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Online conference "Algebraic Duality Methods in Probability"
by GIOIA CARINCI 31 May '21

31 May '21

Dear colleagues, I forward this conference announcement I’ve just received. Best regards, Gioia Carinci %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear colleagues, We are writing to announce an online conference on the topic of algebraic duality methods in probability. There are 9 talks that will be held at 10am and 11am central standard time on June 2, 4, 7, 8; and 5pm central standard time on June 3. The website, containing the zoom link, titles and abstracts can be found here: https://www.math.tamu.edu/~jkuan/AlgebraicDualityConference.html Please feel free to circulate this announcement to anyone else you think might be interested in attending these talks. Best, Ivan Corwin and Jeffrey Kuan _______________________________________________ Probability mailing list Probability(a)math.columbia.edu http://www.math.columbia.edu/cgi-bin/mailman/listinfo/probability

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Seminari Prisma 7 Giugno
by Domenico Marinucci 29 May '21

29 May '21

Cari colleghi il prossimo incontro per il ciclo di seminari Prisma (speaker: Francesco Caravenna e Maurizia Rossi) si svolgerà lunedì 7 Giugno alle ore 16 sulla piattaforma Teams; qui sotto il link, i titoli e gli abstract. Grazie per l'attenzione, Domenico Marinucci e Claudia Ceci Link collegamento: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… Speaker: Francesco Caravenna (Università di Milano-Bicocca) Title: Central limit theorems in disordered systems and stochastic PDEs Abstract: I will present some recent convergence results toward Gaussian processes, that arise from statistical mechanics models and stochastic PDEs connected to the so-called KPZ equation. These results may be viewed as generalised central limit theorems and they can be proved with a blend of old and new techniques, whose wide interest I will try to illustrate. %%%%%%%%%%%%%%%%%%%%%%%%%% Speaker: Maurizia Rossi (Università di Milano-Bicocca) Title: The geometry of random waves Abstract: In this talk we investigate the behavior of the "typical" eigenfunction of a compact Riemannian manifold. In particular, motivated by both Yau's conjecture on nodal sets and Berry's ansatz on planar random waves, we consider random spherical harmonics and study the distribution of the length of their nodal lines for large eigenvalues. These results raise several questions regarding both the distribution of other geometric functionals of excursion sets at any level and the behavior of nodal statistics of random eigenfunctions of a "generic" manifold. In this talk we answer some of these questions, relying on recent developments in the theory of local geometry of random fields and Gaussian Kinematic Formulae à la Adler & Taylor. %%%%%%%%%%%%%%%%%%%%%%%%%% -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Corso "Trasferimento delle Tecnologie Matematiche per l'Innovazione"
by Maurizio Ceseri 28 May '21

28 May '21

A tutti gli interessati lo Sportello Matematico per l'Innovazione e le Imprese <http://www.sportellomatematico.it> sta organizzando la terza edizione del corso in “Trasferimento delle Tecnologie Matematiche per l’Innovazione”. Il corso si svolgerà in modalità online durante il periodo *da lunedì 6 Settembre a venerdì 17 Settembre 2021*. Il corso è rivolto principalmente a giovani laureati in *Scienze Matematiche* e *F**isiche*,* Ingegneria*,* Economia*,* Informatica* e *Statistica*, con l’*obiettivo* di formare la figura professionale dell’*Esperto in Trasferimento delle Scienze e Tecnologie Matematiche per l’Innovazione* (in breve: Traduttore Tecnologico). Tale figura nasce per facilitare la comunicazione e promuovere collaborazioni tra imprese e centri di ricerca. Grazie alla sua formazione interdisciplinare, il *Traduttore Tecnologico* può dialogare sia con imprese che con Centri di Ricerca specializzati in Tecnologie Matematiche. Facilita l'incontro tra i bisogni tecnologici delle PMI e le competenze nelle Scienze e Tecnologie Matematiche disponibili nel sistema della ricerca pubblica e privata. Promuove un numero crescente di collaborazioni per apportare benefici tangibili alle imprese. *Modalità di presentazione** delle domande* Per procedere con la domanda di partecipazione, è sufficiente compilare il form online a questo link <https://www.sportellomatematico.it/SMII/limesurvey/index.php/729819?lang=it> entro il *23 Luglio 2021*, allegando un proprio CV aggiornato ed una lettera motivazionale di autopresentazione. Per informazioni: www.corsotraduttoretecnologico.it Grazie in anticipo per la collaborazione, Il Team dello Sportello Matematico *CONTENUTI DEL CORSO* *Tecnologie Matematiche:* cosa sono, come vengono applicate nelle imprese, tendenze del mercato della Ricerca e Innovazione, Prototipazione Virtuale e Digital Twinning. *Trasferimento Tecnologico:* contesto italiano ed internazionale, settori industriali, esperienze di successo e strategie di comunicazione. *Gestione dell'Innovazione:* concetti, fonti, forme, modelli ed ecosistemi dell'innovazione, Open Innovation e rapporto con la Proprietà Intellettuale *Sistemi di Supporto alle Decisioni e Ricerca Operativa:* abilitare il potenziale delle Tecnologie Matematiche nel Management. *Attori e Strutture Organizzative:* Best practices, il ruolo dello Sportello Matematico in Italia ed in Europa. *SBOCCHI E OPPORTUNITÀ PROFESSIONALI* Area *Ricerca e Innovazione* presso imprese manifatturiere e di servizi *Trasferimento Tecnologico* e *Valorizzazione della Ricerca* presso Università e Centri di Ricerca Partecipazione a *Progetti Europei* su Tecnologie Matematiche per l’Innovazione Maurizio Ceseri Sportello Matematico per l'Industria Italiana Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649937369 Website: sportellomatematico.it

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Open PhD Positions in Trento and Verona (Deadline 2021.05.31)
by Luigi Amedeo Bianchi 27 May '21

27 May '21

Dear all, we have a few open PhD positions at the PhD School in Mathematics of the Universities of Trento and Verona. Some positions are on research projects that might be of interest for students in Probability Theory and Statistics, namely Mathematics of Reinforcement Learning (PIs: Claudio Agostinelli and Luigi Amedeo Bianchi) Modelling dynamic networks with differential equations (PI: Veronica Vinciotti, joint project with Ernst Wit, Università della Svizzera Italiana) Analytical, stochastic, and applicative aspects of Deep Neural Networks (PI: Gian Paolo Leonardi) There are also positions with no restriction on the research topic. All positions start on November 1st, 2021. Detailed descriptions of all projects are available at the following url: https://www.unitn.it/alfresco/download/workspace/SpacesStore/9bee3b6b-8282-… The application can be filled online from the page: https://www.unitn.it/en/ateneo/1956/announcement-of-selection Notice, however, that the deadline for applications is very close: Monday May 31st, 2021 at 4PM CEST (GMT +2) Best, Luigi Amedeo Bianchi

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bando RTDB Milano-Bicocca- errata corrige
by Emanuela Rosazza Gianin 27 May '21

27 May '21

ERRATA CORRIGE Si avvisa che e' stato bandito un posto da ricercatore RTDB nel settore SECS-S/06 presso il Dipartimento di Statistica e Metodi quantitativi dell'Universita' di Milano-Bicocca. La scadenza per le domande e' il giorno 20 giugno 2021 (NON 9 giugno 2021). Bando e dettagli sono consultabili alla pagina https://www.unimib.it/ateneo/gare-e-concorsi/2021-rtdb-095 Cordiali saluti, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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4-year doctoral position in Mathematics/Mathematical Finance at Bielefeld University
by Ferrari, Giorgio 26 May '21

26 May '21

Dear All, this is to inform about a *4-year doctoral position***(75% salary level 13 TV-L; starting salary circa 1800 Euros per month after taxes) at Bielefeld University within the Research Project C4 "/Stochastic Games of Singular Control and Games of Stopping/" of the SFB 1283 (see: https://www.sfb1283.uni-bielefeld.de/Pages/home and https://www.sfb1283.uni-bielefeld.de/projects/view/49 ). The PhD candidate will do research in my group by investigating stochastic games (N-player or mean-field) involving singular controls and optimal stopping rules, as well as multi-dimensional singular control and optimal stopping problems arising in applications. The PhD student of Project C4 will have the possibility to interact with international young researchers at doctoral and post-doctoral level, to gain from the frequent visits of leading academics in the field, to attend weekly seminars, workshops, conferences and summer schools, as well as to participate in the organization of scientific events. _Further information about the post and the application procedure can be found here:_ https://uni-bielefeld.hr4you.org/job/view/475/research-assistant?page_lang=… *DEADLINE* *for application:* June 22, 2021. *STARTING DATE:* as soon as possible. Please do not hesitate to write me for any queries. Best Regards, Giorgio Ferrari

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Fwd: [owps] Talks thursday May 27
by Faggionato, Alessandra 26 May '21

26 May '21

Buongiorno inoltro l'annuncio del OWPS di domani. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 26 mag 2021 alle ore 08:01 Subject: [owps] Talks thursday May 27 To: <owps(a)lists.bath.ac.uk> Dear All, we have a session on opinion dynamics tomorrow, namely talks by Elchanan Mossel and Timo Vilkas, see below. Remember that we start 14:00 UTC which is 16:00 CET! 14:00-15:00 Elchanan Mossel Opinion Exchange Dynamics I will survey some of the main opinion exchange dynamics models that were invented in probability theory and in economics. I will then discuss ``martingale models" - models where the opinion of each agent forms a martingale. I will highlight some recent large-deviation and graph-limit perspectives of these models. Based on: Mossel, Elchanan, Allan Sly, and Omer Tamuz. "Asymptotic learning on bayesian social networks." Probability Theory and Related Fields 158.1-2 (2014): 127-157. Mossel, Elchanan, Allan Sly, and Omer Tamuz. "Strategic learning and the topology of social networks." Econometrica 83.5 (2015): 1755-1794. Mossel, Elchanan, and Omer Tamuz. "Opinion exchange dynamics." Probability Surveys 14 (2017): 155-204. Harel, Matan, Elchanan Mossel, Philipp Strack, and Omer Tamuz. "Rational groupthink." The Quarterly Journal of Economics 136, no. 1 (2021): 621-668. 15:00 - 16:00 UTC Timo Vilkas Long-term behavior in opinion dynamics: clustering vs. consensus and local vs. global Using the examples of the well-known voter model (Holley & Liggett, 1975) and a lesser-known bounded confidence model. introduced by Deffuant et al. (2000), I want to discuss common limit behavior in interacting particle systems modelling opinion dynamics. Both the transition from clustering to consensus formation and the dichotomy between weak (local) and strong (global) consensus will play a central role. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/69810931142 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 698 1093 1142 Kenncode: 435370 Best wishes, Julien and Nina -- ************************************************* 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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posto RTDB - Milano-Bicocca
by Emanuela Rosazza Gianin 24 May '21

24 May '21

Si avvisa che e' stato bandito un posto da ricercatore RTDB nel settore SECS-S/06 presso il Dipartimento di Statistica e Metodi quantitativi dell'Universita' di Milano-Bicocca. La scadenza per le domande e' il giorno 9 giugno 2021. Bando e dettagli sono consultabili alla pagina https://www.unimib.it/ateneo/gare-e-concorsi/2021-rtdb-095 Cordiali saluti, Emanuela ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Special Issue - Annals of Operations Research
by Claudio Fontana 21 May '21

21 May '21

Dear all, We want to bring to your attention the Call for papers for the Special Issue "Recent Advances in Mathematical Methods for Finance" of the journal Annals of Operations Research (https://www.springer.com/journal/10479 <https://www.springer.com/journal/10479>). We are targeting original contributions in emerging topics in mathematical finance, including theoretical aspects as well as computational techniques. Submitted papers will undergo a regular review process under the supervision of the Guest Editors (G. Callegaro, C. Fontana, M. Grasselli, W.J. Runggaldier, T. Vargiolu). The deadline for submissions is November 30, 2021. This Special Issue is connected to the themes of the 10th General AMaMeF Conference (June 22-26, University of Padova, https://events.math.unipd.it/AMAMEF2021/home <https://events.math.unipd.it/AMAMEF2021/home>) but paper submission is open to the research community and not restricted to the conference attendees. Here attached the full Call for papers. Best regards, the AMaMeF organizing committee, G. Callegaro, C. Fontana, M. Grasselli, W.J. Runggaldier, T. Vargiolu

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Sussex probability seminar
by Enrico Scalas 21 May '21

21 May '21

Care colleghe e colleghi, vi invio l'annuncio del seminario di William FitzGerald il 24 maggio a mezzogiorno. Le persone interessate possono ottenere il link contattando l'organizzatrice, Dr Minmin Wang (minmin.wang(a)sussex.ac.uk <https://fields.dm.unipi.it/listinfo/random>). Cordiali saluti, Enrico Scalas -- Dear all, Next Monday at 11am we’ll have the last Prob. Seminar of this semester. Will FitzGerald will speak about Random growth and random matrices This talk will focus on some connections between random growth models, directed polymers and random matrices. This is based on joint work with Jon Warren.

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Summer School in Trento (Italy) 30 August - 3 September 2021
by Luigi Amedeo Bianchi 21 May '21

21 May '21

The Stochastic Processes, Analysis and Semigroups Summer School will take place August 30 to September 3 2021 at the University of Trento (Italy). It is a one-week summer school for Master and PhD students and is co-organized by the Universities of Trento and Wuppertal. It will consist of four minicourses, delivered in a hybrid in-person/online mode: Introduction to the Large Deviations Theory (Mariem Abdellatif, Wuppertal) Asymptotics and ergodic properties of operator semigroups (Bálint Farkas, Wuppertal) SPDEs with multiple limiting distributions (Martin Friesen, Dublin City and Barbara Rüdiger, Wuppertal) Singular stochastic PDEs and renormalization of Anderson Hamiltonian (Baris Ugurcan, Wuppertal). The school is made possible by funding of the University of Trento, within the Department of Excellence project. There are limited resources available to partially cover local expenses of some of the participating students. For more information, visit the webpage of the school: https://sites.google.com/unitn.it/sstw/ Best regards, the organisers: Luigi Amedeo Bianchi (Trento) Stefano Bonaccorsi (Trento) Bálint Farkas (Wuppertal) Martin Friesen (Dublin City) Barbara Rüdiger (Wuppertal) Baris Ugurcan (Wuppertal)

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European Summer School on Learning in Games, Markets, and Online Decision Making
by Marco Scarsini 21 May '21

21 May '21

*European Summer School on Learning in Games, Markets, and Online Decision Making* *September 6-10, 2021* *Sapienza Università di Roma, Department of Computer, Control and Management Engineering, Antonio Ruberti* https://sites.google.com/a/diag.uniroma1.it/algadimar/summer-school The school will have a group of prestigious scholars giving tutorials and research seminars. Among them: Nicolò Cesa-Bianchi, José Correa, Michal Feldman, Renato Paes Leme, and Eva Tardos. The presence of all the speakers will be determined by the traveling constraints at the time of the school. Some of the speakers may have to take part in the school online. Partial support for local expenses and travel will be made available for at most 25 international students from COST countries <https://www.cost.eu/who-we-are/members/> by the COST GAMENET project. If you intend to attend the school, please fill out this form <https://docs.google.com/forms/d/1UK6ysgJZuJNEhNkIFSTS--Pr93i-Ij-ZGHZXfWegeS…> by June 15, 2021. For further information, please contact leonardi(a)diag.uniroma1.it. Please spread the word among your graduate students. The organizers Nicola Gatti, Stefano Leonardi, Marco Scarsini

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May 27-28: BISP12 - Twelfth Workshop on Bayesian Inference in Stochastic Processes
by elisa varini 20 May '21

20 May '21

We informyou that it is still possible to register (free of charge) for *BISP12 (Twelfth Workshop on Bayesian Inference in Stochastic Processes)* to be held on May 27 (13.55-18.35 CEST) and 28 (13.00-17.50 CEST). The website ishttps://bisp12.imati.cnr.it/ <https://bisp12.imati.cnr.it/> The event is organized by CNR – IMATI (Institute of Applied Mathematics and Information Technology at the Italian National Research Council), Milano, Italy: https://www.imati.cnr.it/ <https://www.imati.cnr.it/> We have 10 junior invited speakers and 10 more senior discussants (within parentheses): • Atilla Ay, USA (Melike Baykal-Gursoy, USA) • Clara Grazian, Australia (Maria Concepcion Ausin, Spain) • Andrew Holbrook, USA (Katja Ickstadt, Germany) • Kaoru Irie, Japan (Sylvia Frühwirth-Schnatter, Austria) • Roi Naveiro, Spain (Mike West, USA) • Giovanni Rebaudo , USA (Bernardo Nipoti, Italy) • Claudia Solis-Lemus, USA (Nicholas Polson, USA) • Stéphanie Van Der Pas, The Netherlands (Antonio Lijoi, Italy) • Andi Wang, UK (Giacomo Zanella, Italy) • Paul Wu, Australia (David Banks, USA) The titles of their (live) talks are available on the website. We have also many contributors who uploaded (or are uploading) a 20-minutes video at https://bisp12.imati.cnr.it/virtual_poster.php <https://bisp12.imati.cnr.it/virtual_poster.php>(accessible also in the near future) and will prepare a 5-minutes video to be broadcast during the conference. We invite to watch those videos and send comments to the authors. The entire event will be recorded and then uploaded in the BISP12 website. Best regards Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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LTI@Unito webinar Andrea Modea (U. Bonn): “Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking”| May 24, 2021 @12:45
by Luca Regis 20 May '21

20 May '21

Dear Colleagues, I am happy to share with you the following invitation to the Quantative Finance webinar organized by LTI@UniTO and Collegio Carlo Alberto, “Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking” by Andrea Modena (University of Bonn), which will take place on Zoom on May 24, at 12.45. Below you find the Zoom link and an abstract of the presentation. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/J7QJ4oN6YVj_zZsZOtARrIVf6c7Hmq99bS…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the following workshop <#> *May 24, 2021 | 12:45 - 13:45* *“Recapitalization, Bailout, and Long-run Welfare in a Dynamic Model of Banking”* *Andrea Modena (University of Bonn, Università Ca’ Foscari Venezia) * <#> *Abstract. *We study the trade-off between the short-run costs and the long-run benefits of bank bailouts. In the model, banks leverage, thanks to their cost advantage at monitoring firms, but hold precautionary capital buffers to avoid costly equity issuance. Banks’ recapitalization is suboptimal because they do not internalize the externalities of the banking sector’s relative size on their individual leverage capacity and firms’ investments. Systematic bailouts can improve the allocation efficiency in bad states, in which banks’ leverage is persistently constrained and investments are low. In the long run, bailouts accelerate the economy’s recovery by fostering growth, thereby reducing endogenous risk. *Zoom link:* *https://us02web.zoom.us/j/83596624662?pwd=ZmlvenJSbGJVZjl4WTA0MnNMUXVlZz09* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/s-qJVnhbS_zG1dfsi6qOu9mnfTxc8QKO7h…> Meeting ID: 835 9662 4662 Passcode: 056057 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/yuwpD8sTuPk6FHLiRKKpTMm-UjUyfN6wgb…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/VpUegKgodGXzBen7C44jhlkXkF9jhsSmmo…> <#> 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/cMWe7pVTdvfxQ1F14Ip-99gRFCuIRpXB8y…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/PBGBAvJh5x5DlI_7sK-JDvUzZNEYzjMddC…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/ODY9SQh8giPEbUl9tQNsfhNYuPH1kUrrxH…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/eSYLTqj79odIe23NOKQ9iD17xZiiWLxZpk…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/VHxNOf4LAHpDbLIqIRMcZ1IjxJ8vJMlt0R…> <#> *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 *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/pwqLm48bGIHoEgSNMJjK02XvcE2z7S4OYMkg…> <#> © 2021 Fondazione Collegio Carlo Alberto

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(PMS)^2 online talk: Alessandra Bianchi, Monday May 24 at 17.30
by Carlo Orrieri 19 May '21

19 May '21

Dear colleagues, We are happy to announce the following online talk: Speaker: Alessandra Bianchi (Università di Padova) Title: Limit Theorems for Exponential Random Graphs. Abstract: Exponential Random Graphs are defined through probabilistic ensembles with one or more adjustable parameters. They can be seen as a generalization of the classical Erdos Renyi random graph, obtained by defining a tilted probability measure that is proportional to the densities of certain given finite subgraphs. In this talk we will focus on the edge-triangle model, that is a two-parameter family of exponential random graphs in which dependence between edges is introduced through triangles. Borrowing tools from statistical mechanics, together with large deviations techniques, we will characterize the limiting behavior of the edge density for all parameters in the so-called replica symmetric regime, where a complete characterization of the phase diagram of the model is accessible. First, we determine the asymptotic distribution of this quantity, as the graph size tends to infinity, in the various phases. Then we study the fluctuations of the edge density around its average value off the critical curve and formulate conjectures about the behavior at criticality based on the analysis of a mean-field approximation of the model. Joint work with Francesca Collet and Elena Magnanini. Date and time: Monday May 24, 17:30-18:30 (Rome time zone) Zoom link: https://us02web.zoom.us/j/81602205122?pwd=Wlk0SVZPRjY4UHFzR1c5RmJMekRCZz09 <https://us02web.zoom.us/j/81602205122?pwd=Wlk0SVZPRjY4UHFzR1c5RmJMekRCZz09> Meeting ID: 816 0220 5122 Passcode: d5v0SS This talk is the second 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. Participation is free and welcome! (though limited to 100 participants for technical reasons) Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Fwd: [owps] talks May 20
by Faggionato, Alessandra 19 May '21

19 May '21

Buongiorno, inoltro l'annuncio del OWPS di domani per chi fosse interessato. Grazie dell'attenzione Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 19 mag 2021 alle ore 08:03 Subject: [owps] talks May 20 To: <owps(a)lists.bath.ac.uk> Dear All, we have two talks tomorrow. Remember that we start 14:00 UTC which is 16:00 CET! 14:00-15:00 UTC Pascal MaillardBranching particle systems and front propagation I will review some recent results (some in progress) on extremes of branching particle systems as models of front propagation. The main theme will be asymptotic results about speed and fluctuations. The talk will be based on joint work with various subsets of the following people : Gaël Raoul, Michel Pain, Sarah Penington, Jason Schweinsberg, Julie Tourniaire. 15:00 - 16:00 UTC Sarah Penington Brownian bees in the infinite swarm limit Consider a system of N particles moving according to Brownian motions and branching at rate one. Each time a particle branches, the particle in the system furthest from the origin is killed. I will discuss the large N and large time behaviour of the system, which is related to solutions of a novel non-linear free boundary partial differential equation. Based on joint work with Julien Berestycki, Éric Brunet and Jim Nolen. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/67314174274 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 673 1417 4274 Password: 532590 Best wishes, Julien and Nina -- ************************************************* 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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open rank positions at Lund University (all fields)
by Carina Geldhauser 18 May '21

18 May '21

The Centre for Mathematical Sciences at Lund University seeks expressions of interest for several research group leaders (open rank). We are looking for internationally /strong/ scholars in any field of mathematics, with 5-12 years of research experience after PhD, currently working outside Sweden. Group leaders will bring in their unique research programme and expertise, whilst integrating and enhancing existing strengths at the Centre. Your research vision and future plans will be at the core of Lund University's bid for a very generous sponsorship from the Knut and Alice Wallenberg foundation, which will fund your research group for the first 5 years. Whilst your appointment will be permanent, we expect you to fund your staff members through external grants after the initial funding period. Lund University offers a competitive salary, attractive employer benefits and family-friendly working hours. We are committed to increase the diversity in our department and especially welcome proposals from scholars of underrepresented gender. Interested? Then send your CV and research group vision to erik.lindstrom(a)matstat.lu.se <mailto:erik.lindstrom@matstat.lu.se> by May 24th. We intend to invite interesting candidates to a virtual seminar talk and campus visit in /early/ June. More information about the hiring process will be given at this occasion.

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4-yearPhD program in MODELING AND ENGINEERING RISK AND COMPLEXITY
by Tiziano De Angelis 17 May '21

17 May '21

Dear all, Please find below information concerning an interdisciplinary 4-year PhD programme that may be of interest to applied probabilists. Best wishes Tiziano *----------------------------* *4-year PhD program in MODELING AND ENGINEERING RISK AND COMPLEXITY (MERC) at SSM, a new School for Advanced Studies of the University of Naples "Federico II"- ITALY* >From epidemics phenomena, climate change and sustainable cities to seismic engineering and Industry 4.0, all the crucial challenges facing mankind today require the development of new methodological approaches to understand, model and engineer ever-growing reliable interdependent, complex and interconnected systems and infrastructures. This PhD program is aimed at ambitious young scientists and engineers who wish to work on these crucial challenging problems with high impact in society in a new, *strongly-interdisciplinary *and inter-sectorial way. The Call for Applications for the 4 year PhD Program in Modeling and Engineering Risk and Complexity (*MERC*) of the Scuola Superiore Meridionale (*SSM* is a School for Advanced Studies in Naples) is now out and available at http://www.ssm.unina.it/en/phd-scholarships-calls-and-procedures/ We are looking for bright and ambitious students from any area of Mathematics, Physics, Science and Engineering to join this exciting PhD program. *6 fully funded 4-year scholarships are available this year* Each scholarship includes a stipend of EUR 19,000 (net) per year which is increased by 50% when the student is spending time abroad. Students are expected to spend at least 9-12 months abroad during their PhD. Each Scholarship also includes approx EUR 4,000 for research costs/travel per year. Applicants must submit a brief scientific report (description of their MSc thesis work, CV, personal statement and reference letters) following the instructions provided at the website above *by* *no later than July 1st 2021.* Successful candidates will be announced by the end of July 2021 with courses officially starting on November 2, 2021. For any further information contact the PhD Coordinator, Prof Mario di Bernardo, at merc(a)unina.it or check out the PhD website at: http://www.ssm.unina.it/en/modeling-and-engineering-risk-eng-and-complexity…

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Webinar in Statistics PAUL JENKINS
by Pierpaolo De Blasi 17 May '21

17 May '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 21 Maggio 2021, alle ore 12.00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Paul Jenkins *(University of Warwick) Title: *Asymptotic genealogies of interacting particle systems* Join Zoom Meeting https://us02web.zoom.us/j/87319216872?pwd=L1JnR0UvamZ2RC9Eb2xFbW9qREN0Zz09 Meeting ID: 873 1921 6872 Passcode: 626226 Abstract: Interacting particle systems are a broad class of stochastic models for phenomena arising in physics, engineering, biology, and finance. A prominent class of such models can be expressed as a sequential Monte Carlo algorithm in which the aim is to construct an empirical approximation to a sequence of measures. The approximation is constructed by evolving a discrete-time, weighted population of particles, alternating between a Markov update and a resampling step. Resampling gives rise to a notion of a genealogy in which duplicated particles are regarded as offspring of their parents. In this talk I discuss how to characterise the genealogy underlying this evolving particle system. More precisely, under certain conditions we can show that the genealogy converges (as the number of particles grows) to Kingman's coalescent, a stochastic tree-valued process widely studied in population genetics. This makes explicit the analogy between sequential Monte Carlo and an evolving biological population. This is joint work with Suzie Brown, Adam Johansen, Jere Koskela, and Dario Spanò. ------------------------------------------------ Il webinar 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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RTD-A SECS/S-01 Università Cattolica del Sacro Cuore
by Argiento Raffaele (raffaele.argiento) 15 May '21

15 May '21

Si comunica che presso la facoltà di Economia dell'Università Cattolica del Sacro Cuore di Milano è stato bandito 1 posto per ricercatore a tempo determinato - A - SECS-S/01. La scadenza per la presentazione della domanda è il 31 maggio 2021 Per ulteriori informazioni si rinvia al link http://progetti.unicatt.it/progetti-ateneo-milano-brescia-piacenza-e-cremon… (Decreto Rettorale 7321 del 24 marzo 2021) Cordiali saluti, Raffaele A. [http://static.unicatt.it/ext-portale/FirmaOutlook.jpg]<http://www.unicatt.it/> [http://static.unicatt.it/ext-portale/5xmille-firma-mail-scritta.jpg]

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