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

Concorso RTDb in MAT/06 presso l'Università di Trento
by Stefano Bonaccorsi 10 Jun '21

10 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 Ingegneria Civile, Ambientale e Meccanica dell'Università di Trento. L'iscrizione al bando dovrà essere completata entro le ore 13:00 del giorno 8 luglio 2021, tramite la procedura di compilazione e presentazione della domanda per via telematica a cui si accede attraverso il collegamento sottostante https://www.unitn.it/ateneo/bando-dr-valcomp/68453/valutazione-comparativa-… Stefano Bonaccorsi

1 0

Summer School on Semiparametric Learning 26-30 July 2021, Trento
by Claudio Agostinelli 10 Jun '21

10 Jun '21

The Mathematical Statistics and Data Science research group at the Department of Mathematics, University of Trento, organizes a summer school in Semiparametric Learning. The school will take place in hybrid mode, with a maximum of 30 persons in presence. The Summer School will be held in Povo, on 26-30 July 2021. The school is free and includes lunches. Support for accommodation is available for some participants. In case of impediments due to the COVID-19 pandemic, the school will run completely from remote on the same dates. Information and registration: http://datascience.maths.unitn.it/events/spl2021/ Registration deadline: 10 July 2021 Kind regards, Claudio Agostinelli -- ------------------------------------------------------------- Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

1 0

(PMS)^2 online talk: Vincent Martinez, Monday June 14 at 17.30
by Margherita Zanella 09 Jun '21

09 Jun '21

Dear colleagues, we are happy to announce the following online talk: Speaker: Vincent Martinez (CUNY Hunter College) Title: On unique ergodicity, regularity, and mixing for the weakly-damped stochastic KdV equation. Abstract: We discuss the existence, uniqueness, and regularity of invariant measures for the damped-driven stochastic Korteweg-de Vries equation, where the noise is additive and sufficiently non-degenerate. It is shown that a simple, but versatile control strategy, typically employed to establish exponential mixing for strongly dissipative systems such as the 2D Navier-Stokes equations, can nevertheless be applied in this weakly dissipative setting to establish elementary proofs of both unique ergodicity, albeit without mixing rates, as well as regularity of the support of the invariant measure. Under the assumption of large damping, however, a one-force, one-solution principle is established, from which we are able to deduce the existence of a spectral gap with respect to a Wasserstein distance-like function. Date and time: Monday June 14, 17:30-18:30 (Rome time zone) Zoom link: https://us02web.zoom.us/j/85740643260?pwd=SzFjTXo0bWE3YjI3VWo0b3krT09kdz09 ID riunione: 857 4064 3260 Passcode: w7yJLi This talk is the fourth 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)

1 0

(PMS)^2 online talk: Vincent Martinez, Monday June 14 at 17.30
by Margherita Zanella 09 Jun '21

09 Jun '21

Dear colleagues, we are happy to announce the following online talk: Speaker: Vincent Martinez (CUNY Hunter College) Title: On unique ergodicity, regularity, and mixing for the weakly-damped stochastic KdV equation. Abstract: We discuss the existence, uniqueness, and regularity of invariant measures for the damped-driven stochastic Korteweg-de Vries equation, where the noise is additive and sufficiently non-degenerate. It is shown that a simple, but versatile control strategy, typically employed to establish exponential mixing for strongly dissipative systems such as the 2D Navier-Stokes equations, can nevertheless be applied in this weakly dissipative setting to establish elementary proofs of both unique ergodicity, albeit without mixing rates, as well as regularity of the support of the invariant measure. Under the assumption of large damping, however, a one-force, one-solution principle is established, from which we are able to deduce the existence of a spectral gap with respect to a Wasserstein distance-like function. Date and time: Monday June 14, 17:30-18:30 (Rome time zone) Zoom link: https://us02web.zoom.us/j/85740643260?pwd=SzFjTXo0bWE3YjI3VWo0b3krT09kdz09 ID riunione: 857 4064 3260 Passcode: w7yJLi This talk is the fourth 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)

1 0

Fwd: [owps] One World Probability Seminar Thursday June 10 2021
by Faggionato, Alessandra 09 Jun '21

09 Jun '21

Buongiorno, Inoltro l'annuncio del OWPS di domani. Grazie dell'attenzione Saluti Alessandra ---------- Messaggio inoltrato ---------- Da: *One World Probability* <ow.probability(a)gmail.com> Data: mercoledì 9 giugno 2021 Oggetto: [owps] One World Probability Seminar Thursday June 10 2021 A: owps(a)lists.bath.ac.uk Dear All, Thursday June 10 we have two talks, by Allan Sly and Nike Sun. (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: Allan Sly Phase transitions in random constraint satisfaction problems - part I (14:00-15:00 UTC) Speaker: Nike Sun Phase transitions in random constraint satisfaction problems - part II Abstract: We will survey recent progress in determination of asymptotic behavior for random constraint satisfaction problems, including phase transitions and some refined understanding of solution geometry (the condensation phenomenon), particularly in the setting of the random regular NAE-SAT problem. We will discuss two ideas that played important roles in results obtained so far: (1) combinatorial models for the solution geometry, and (2) contractivity of tree recursions as a tool for calculating expected partition functions on sparse random graphs. This lecture is based in part on joint works with Zsolt Bartha, Jian Ding, Danny Nam, Youngtak Sohn, and Yumeng Zhang. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/63864070779 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 638 6407 0779 Kenncode: 726909 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 *************************************************

1 0

BISP12: videos of talks and virtual posters now available
by elisa varini 09 Jun '21

09 Jun '21

The *Twelfth Workshop on Bayesian Inference in Stochastic Processes* was successfully held on 27-28 May, 2021. We inform you that the entire event has been recorded and videos of the invited talks with discussions as well as the virtual posters are uploaded to the BISP12 website: https://bisp12.imati.cnr.it/ <https://bisp12.imati.cnr.it/> They will be available for some months. If you have questions or comments for the speakers, you are warmly invited to contact them. We had 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) We also had seventeen contributors who uploaded 20-minutes virtual posters and short videopresentations. We would also like to thank speakers, discussants and participants for the success of BISP12. Best regards and see you at the next BISP13 workshop in 2023. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

1 0

Fwd: Postdoc positions at Bielefeld University
by Marco Romito 08 Jun '21

08 Jun '21

-------- Forwarded Message -------- Subject: Postdoc positions at Bielefeld University Date: Tue, 8 Jun 2021 20:13:40 +0200 From: Benjamin Gess <benjamin.gess(a)gmail.com> To: Benjamin Gess <bgess(a)math.uni-bielefeld.de> Dear colleagues, at Bielefeld University, Faculty of Mathematics, two Postdoc positions (100%, E13 TV-L) are available in the research group of Prof. Dr. Benjamin Gess. The successful candidate(s) will work on projects in stochastic partial differential equations with application to statistical mechanics and interacting particle systems, or on aspects of the mathematics of machine learning. I would be happy if you could share the information further and forward it to possible candidates. More details can be found at: https://uni-bielefeld.hr4you.org/job/view/460/research-assistant-postdoc?pa… https://uni-bielefeld.hr4you.org/job/view/486/wissenschaftliche-r-mitarbeit… For questions, please contact Benjamin Gess at bgess(a)math.uni-bielefeld.de <mailto:bgess@math.uni-bielefeld.de>. Thank you in advance and my apologies for possible double postings. Best regards Benjamin Gess -- Prof. Dr. Benjamin Gess (www.bgess.de <http://www.bgess.de/>) Max Planck Institute for Mathematics in the Sciences <http://www.mis.mpg.de/index.html>, Leipzig Universität Bielefeld <https://www.math.uni-bielefeld.de/>, Fakultät für Mathematik

1 0

2022 IMS Annual Meeting -- Probability & Statistics
by Elisabetta Candellero 08 Jun '21

08 Jun '21

A tutti gli interessati. --- Dear all, The 2022 IMS Annual Meeting in Probability and Statistics will be held in London, UK, on June 27-30 (with an online video option), here is the website of the conference: https://www.imsannualmeeting-london2022.com/ . I'd like to draw your attention to the current call for invited sessions in probability and statistics: https://www.imsannualmeeting-london2022.com/invited-sessions . Proposal submission is open, and will close on 1 September 2021, acceptance decisions will be made by 1 October 2021. There are 15 slots in probability and 15 in statistics to be filled as a result of this open call, each speaker will have 30 minutes, including Q&A. Further information is available on the website https://www.imsannualmeeting-london2022.com/invited-sessions . Best regards, Elisabetta

1 0

Conference at CIRM
by Giovanni Conforti 08 Jun '21

08 Jun '21

Cari colleghi, Ecco l'annuncio di una conferenza al CIRM di Marsiglia che potrebbe interessarvi. Giovanni Dear All, We are happy to announce the upcoming conference “Schrödinger Problem and Mean-field PDE Systems: Computational and Theoretical Advances” taking place at CIRM in Luminy, France from Nov. 15 to Nov. 19 2021. The webpage of the event is publicly available at https://conferences.cirm-math.fr/2413.html and you can find below a brief description of the themes of the conference. Registration is open until July 1st. At the moment we aim for a hybrid (online+in person) conference, but this could change depending on the development of the pandemic. Limited funding is available for junior participants or participants who cannot support themselves. Moreover, there are also some free slots for contributed talks. We hope to see you soon, in whichever form. Best regards, the organizers. Julio Backhoff, Guillaume Carlier, Giovanni Conforti, Ivan Gentil, Daniela Tonon. -------------------------------------------------------------------------------------------------------------------------------------------- “Schrödinger Problem and Mean-field PDE Systems: Computational and Theoretical Advances” Monge’s question of how to optimally move sand-pile stands at the origin of the modern theory of optimal transport. The development of this theory over the last decades led to impressive advances in analysis and geometry, reaching out to applied fields such as economics and machine learning. One and a half century after Monge, Schrödinger asked: “What is the most likely evolution of a cloud of random particles conditionally on the observation of their initial and final configurations? "This question, going under the name of Schödinger Problem, initiated a research line that has grown enormously in the last years since it was understood that Schrödinger’s and Monge’s questions are the same when the fluctuations of the random particles are very small. This discovery offered a natural ground for the theories of optimal transport and large deviations to meet and thrive together. At the same time, it also inspired the use of entropic regularization techniques in machine learning and numerics for PDEs, achieving major computational advantages. Asking Schrödinger’s question for strategic particles is the gateway to connect the Schrödinger problem and large deviations with the theory of mean field stochastic control and planning mean field games. This brings to light new mathematical questions. Can entropic regularization speed up the computation of Nash equilibria? Are there new functional inequalities that capture the ergodic behaviour of mean field games? Bringing together researchers from the areas of probability, optimal transport, statistical machine learning and mean field games, this conference aims to strengthen the interplay between the Schrödinger problem and mean field systems, and facilitate the birth of novel methodologies and results.

1 0

Postdoc position at Aarhus University
by Alessandra Cipriani 07 Jun '21

07 Jun '21

Ricevo ed inoltro. Alessandra Cipriani ---------------------------------------------------- Postdoc position at Aarhus University ---------------------------------------------------- The Department of Mathematics at Aarhus University invites applications for a 3-year Postdoc position in spatial random networks and topological data analysis starting in January 2022. The closing date of the vacancy is August 1, 2021. More details can be found in the official vacancy text: https://international.au.dk/about/profile/vacant-positions/job/postdoctoral…<https://urldefense.proofpoint.com/v2/url?u=https-3A__international.au.dk_ab…> For further inquiries about the position please contact Assoc. Prof. Christian Hirsch: c.p.hirsch(a)rug.nl<mailto:c.p.hirsch@rug.nl> Best regards, Christian Hirsch

1 0

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

1 1

Assegno di ricerca Università Ca' Foscari di Venezia / Research position Ca' Foscari University of Venice.
by Carlo Gaetan 04 Jun '21

04 Jun '21

(An English version follows) Care/i iscritte/i, l'Università Ca’ Foscari di Venezia bandisce un assegno annuale di ricerca presso il Dipartimento di Scienze Ambientali, Informatica e Statistica (DAIS) dal titolo Metodi di previsione di eventi meteorologici estremi. L' obiettivo del progetto di ricerca è, in breve, quello di valutare diversi aspetti delle distribuzioni predittive comunemente in uso e di proporne di nuove e più adatte alla previsione nelle code. Contestualmente allo sviluppo teorico delle metodologie si prospetta la produzione di un pacchetto applicativo per il software statistico R con cui poter analizzare i casi concreti. SCADENZA: 21/06/2021 ORE 12:00 ORA ITALIANA. Info e portale per la domanda: https://www.unive.it/data/17574/ Vi sarei grato se poteste diffondere la notizia presso i vostri contatti. Per maggiori dettagli sentitevi liberi di contattare me (gaetan(a)unive.it) o la Prof.ssa Federica Giummolé (giummole(a)unive.it) Cordiali saluti, Carlo Gaetan ================= ENGLISH VERSION ====================================== Dear all, Ca' Foscari University of Venice (Italy) has opened an annual research position at Department of Environmental Sciences, Informatics and Statistics on prediction of extreme events. The aim of the research project is the verification of commonly used forecast methods and the introduction of new improved solutions for prediction of heavy-tailed distributions. Furthermore, the theoretical development of new methodologies will be supported by the production of a suitable R package for use in the applications. DEADLINE June 21 2021 AT 12:00 PM ITALIAN TIME. Info and on-line application: https://www.unive.it/data/17574/ I would be grateful if you could circulate the information to your contacts. Please, feel free to get in touch for any question (me: gaetan(a)unive.it or Professor Federica Giummolé: giummole(a)unive.it) Kind regards, Carlo Gaetan -- https://www.google.com/search?q=andr%C3%A0+tutto+bene&tbm=isch `Andrà tutto bene’ translates as ‘everything will be ok’, and has been adopted here in Italy as the slogan of solidarity against the virus. Feel free to spread this positive message. Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Z.A12 - Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY phone: ++39 041 234 8404 e-mail:[gaetan"at"unive"dot"it] web:[http://www.dais.unive.it/~gaetan] Please don't print this e-mail unless you really need to. Please avoid sending me Word, Excel or PowerPoint attachments. See http://www.gnu.org/philosophy/no-word-attachments.html. Per favore non stampate questo messaggio se non è proprio necessario. Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le ragioni sono spiegate qui http://www.gnu.org/philosophy/no-word-attachments.it.html

1 0

Fwd: researcher position in stochastic control theory, Uppsala University
by Giorgio Ferrari 03 Jun '21

03 Jun '21

Dear All, I forward the following interesting announcement. Best wishes, Giorgio Ferrari -------- Weitergeleitete Nachricht -------- Betreff: researcher position in stochastic control theory, Uppsala University Datum: Thu, 3 Jun 2021 07:20:13 +0000 Von: Erik Ekström <erik.ekstrom(a)math.uu.se> An: Erik Ekström <erik.ekstrom(a)math.uu.se> Dear colleagues, I would like to draw your attention to the following two-year researcher position in stochastic control theory, with deadline June 15. https://math.uu.se/the-department/vacant-positions/?positionId=406642 <https://math.uu.se/the-department/vacant-positions/?positionId=406642> Please forward this announcement to potential candidates in your network! <https://math.uu.se/the-department/vacant-positions/?positionId=406642> Thanks in advance, and best regards, Erik Vacant positions - Department of Mathematics - Uppsala University, Sweden <https://math.uu.se/the-department/vacant-positions/?positionId=406642> math.uu.se Researcher in stochastic control theory, Uppsala University, Department of Mathematics, Uppsala University Page Title När du har kontakt med oss på Uppsala universitet med e-post så innebär det att vi behandlar dina personuppgifter. För att läsa mer om hur vi gör det kan du läsa här: http://www.uu.se/om-uu/dataskydd-personuppgifter/ E-mailing Uppsala University means that we will process your personal data. For more information on how this is performed, please read here: http://www.uu.se/en/about-uu/data-protection-policy -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

1 0

Fwd: [owps] OWPS: two talks thursday June 3
by Faggionato, Alessandra 02 Jun '21

02 Jun '21

Buongiorno, inoltro l'annuncio del OWPS per chi fosse interessato. Grazie per l'attenzione. Saluti Alessandra ---------- Messaggio inoltrato ---------- Da: *One World Probability* <ow.probability(a)gmail.com> Data: mercoledì 2 giugno 2021 Oggetto: [owps] OWPS: two talks thursday June 3 A: owps(a)lists.bath.ac.uk Dear All, we have two talks tomorrow, by Gerard Ben Arous and Benjamin McKenna, see below. Remember that we start 14:00 UTC which is 16:00 CET! 14:00-15:00 Gerard Ben Arous The topology of the elastic manifold This is joint work with Paul Bourgade and Benjamin McKenna (both Courant Institute, NYU) and relies on the joint recent papers arXiv:2105.05051 and arXiv:2105.05000. The elastic manifold is a paradigmatic representative of the class of disordered elastic systems. These models describe random surfaces with rugged shapes resulting from a competition between random spatial impurities (preferring disordered configurations), on the one hand, and elastic self-interactions (preferring ordered configurations), on the other. The elastic manifold model is interesting because it displays a depinning phase transition and has a long history as a testing ground for new approaches in statistical physics of disordered media, for example for fixed dimension by Fisher (1986) using functional renormalization group methods, and in the high-dimensional limit by Mézard and Parisi (1992) using the replica method or by Le Doussal-Mueller-Wiese (2007) which relies on functional renormalization group. We study the topology of the energy landscape of this model in the Mézard-Parisi setting, and compute the (annealed) topological complexity both of total critical points and of local minima. Our main result confirms the recent formulas obtained by Fyodorov and Le Doussal (2020). It identifies the boundary between simple and glassy phases, as well as the nature of the phase transition. The main argument relies naturally on Random Matrix Theory, through the Kac-Rice formula. 15:00 - 16:00 UTC Benjamin McKenna Random determinants beyond invariance This is partially joint work with Gérard Ben Arous and Paul Bourgade (both Courant Institute, NYU) and relies on the recent joint paper arXiv:2105.05000 and solo paper arXiv:2105.05043. To study the topology of high-dimensional random functions via the Kac-Rice formula, the core requirement is the analysis of the asymptotic behavior of large random determinants in the exponential scale. For models like the elastic manifold, these random determinants are not invariant under the usual groups of symmetries, as for usual models of spherical spin glasses for instance. Thus their asymptotic evaluation is rather delicate. We give an abstract result for the behavior of large random determinants beyond the invariant case, which cover many other interesting models beyond the elastic manifold. As an example of one such model, we discuss bipartite spherical spin glasses. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/69822554866 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 698 2255 4866 Kenncode: 098960 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 *************************************************

1 0

Pisa Online Seminars - J. Corujo and W. Van Zuijlen (Tuesday, June 8 at 15:00 and 16:00)
by Giacomo Filippo Di Gesu 02 Jun '21

02 Jun '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 two talks will be accessible under the link Click here to join<https://teams.microsoft.com/l/meetup-join/19:af3d635091e049579e555a84219ab3…"Tid":"c7456b31-a220-47f5-be52-473828670aa1","Oid":"dfd1e5f6-331d-43e0-a180-4bb6ce727fb7"}> Best regards, Giacomo Tuesday, June 8, 15:00 Speaker: Josué Corujo (Université Paris Dauphine) Title: Spectrum and ergodicity of a neutral multi-allelic Moran model Abstract: We will present some recent results on the study of a neutral multi-allelic Moran model, which is a finite continuous-time Markov process. For this process, it is assumed that the individuals interact according to two processes: a mutation process where they mutate independently of each other according to an irreducible rate matrix, and a Moran type reproduction process, where two individuals are uniformly chosen, one dies and the other is duplicated. During this talk we will discuss some recent results for the spectrum of the generator of the neutral multi-allelic Moran process, providing explicit expressions for its eigenvalues in terms of the eigenvalues of the rate matrix that drives the mutation process. Our approach does not require that the mutation process be reversible, or even diagonalizable. Additionally, we will discuss some applications of these results to the study of the speed of convergence to stationarity of the Moran process for a process with general mutation scheme. We specially focus on the case where the mutation scheme satisfies the so called "parent independent" condition, where (and only where) the neutral Moran model becomes reversible. In this later case we can go further and prove the existence of a cutoff phenomenon for the convergence to stationarity. This presentation is based on a recently submitted work, for which a preprint is available at https://arxiv.org/abs/2010.08809. Tuesday, June 8, 16:00 Speaker: Willem Van Zuijlen (WIAS) Title: Total mass asymptotics of the parabolic Anderson model Abstract: We consider the parabolic Anderson model with a white noise potential in two dimensions. This model is also called the stochastic heat equation with a multiplicative noise. We study the large time asymptotics of the total mass of the solution. Due to the irregularity of the white noise, in two dimensions the equation is a priori not well-posed. Using paracontrolled calculus or regularity structures one can make sense of the equation by a renormalisation, which can be thought of as ''subtracting infinity of the potential''. To obtain the asymptotics of the total mass we use the spectral decomposition, an alternative Feynman-Kac type representation and heat-kernel estimates which come from joint works with Khalil Chouk, Wolfgang König and Nicolas Perkowski. ************************ 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/

1 0

Seminar on Stochastic Games by M. MNIF "in Padova" (Zoom)
by Giorgia Callegaro 02 Jun '21

02 Jun '21

Dear colleagues, this email is to announce the Probability and Finance seminar of this week, "in Padova" (Zoom). Here are the details: * Speaker: *M. MNIF* (University of Monastir, Tunisia) * Title: *Nonzero-sum stochastic Impulse Games with an application in competitive retail energy markets* * Date: *Friday June 4*, 2021 at 3 pm (ITA time) * Abstract: We study a nonzero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. We derive the corresponding system of quasi-variational inequalities (QVIs in short). We prove, by means of the weak dynamic programming principle for the stochastic differential game, that the value function of each player is the unique viscosity solution to the associated QVIs system. We present a probabilistic numerical scheme which approximates the solution of the QVIs system and we give some numerical results. *** Zoom link: https://unipd.zoom.us/j/85706083496 Have a nice day, Giorgia Callegaro -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

1 0

Seminario di Alessio Figalli il 10 giugno 2021
by Enrico Scalas 01 Jun '21

01 Jun '21

Care colleghe e colleghi, in seguito a una recente donazione al Dipartimento di Matematica dell'Universita' del Sussex abbiamo istituito il "James (Jim) Perry Browne Sussex Mathematics Colloquium". La prima lezione sara' tenuta dal Prof. Alessio Figalli dell'ETH di Zurigo il 10 giugno 2021 alle 15:00 ora UK (16:00 italiane) su Zoom. Il prof. Figalli introdurra' la teoria del trasporto ottimale per un pubblico non specialistico. Informazioni su come accedere all'evento si trovano a questo link: http://www.sussex.ac.uk/maths/about/newsandevents/events?id=55357 Il seminario puo' essere interessante per chi si occupa di probabilita' e analisi. Vi prego di diffondere l'informazione e mi scuso in anticipo se avete gia' ricevuto questo annuncio. Grazie per l'attenzione e cordiali saluti, Enrico Scalas

1 0

2-day online workshop on "Stochastic Games with Partial and Asymmetric Information"
by Tiziano De Angelis 01 Jun '21

01 Jun '21

Dear All, We are pleased to announce a 2-day online workshop on "Stochastic Games with Partial and Asymmetric Information", which will be held on 6 - 7 July via Zoom and hosted by Collegio Carlo Alberto in Turin. Registration is free but compulsory via the dedicated website https://www.carloalberto.org/event/workshop-on-stochastic-games-with-partia… On the website you can also find the list of guest speakers, titles of their talks and a tentative schedule. Further information and the relevant Zoom links will be sent to registered participants closer to the date. Best wishes Tiziano De Angelis and Jan Palczewski

1 0