Random October 2023

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51 participants
59 discussions

Call for interest for Postdoc at Tor Vergata
by Davide Pirino 11 Oct '23

11 Oct '23

Dear all, the Department of Economics and Finance of the University of Rome Tor Vergata is expressing a Call of Interest for two Postdoctoral Fellows funded under the following research projects: - Stochastic control and games and the role of information, PI: Prof. Katia Colaneri, funded by PRIN 2022 (12 months); - A New Paradigm for High-Frequency Finance, PI: Prof. Davide Pirino funded by PRIN 2022 (18 months). The postdoctoral fellows should have completed, or be close to completing, a PhD with substantial training in quantitative skills (econometrics, mathematical finance, stochastic analysis and control). The projects involve theoretical and empirical research. The applicant will become a member of a robust and dynamic quantitative team comprising over 10 researchers. Active participation and collaboration within the team are highly encouraged. Starting date: beginning of 2024. Teaching: none. The compensation structure is competitive, determined by one's job experience, and open to negotiation. Interested candidates can contact Prof. Colaneri (katia.colaneri(a)uniroma2.it) and Prof. Pirino (davide.pirino(a)gmail.com) for questions/clarifications, or to send a cv, as soon as possible.

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PhD position in Probability Theory at TU Delft
by Elena Pulvirenti 09 Oct '23

09 Oct '23

Dear all, could you help me share this position? If you know of any suitable candidate, I would be grateful if you could bring the position to their attention! With many thanks and best regards, Elena ************ The Institute of Applied Mathematics at *TU Delft* invites applications for a *PhD position in Probability Theory* We are looking for a highly motivated candidate to work under the supervision of Dr. E. Pulvirenti, Assistant professor in the *Applied Probability* group of Delft Institute of Applied Mathematics (DIAM). The PhD position is in the area of probability theory and statistical mechanics. The PhD project is a NWO funded "open competition project" which deals with the study of metastability for dilute spin systems. These are classical models of statistical mechanics with bond disorder, i.e. where deterministic pair interactions are replaced by random variables. The main objective is to develop a robust mathematical approach to study the metastable behaviour of these models. Metastability is a universal phenomenon, where a system spends a long time in a state of "pseudo equilibrium" until it crosses over to a stable state. This project aims at identifying the quantities characterising the stochastic nature of this phenomenon, such as the average and the distribution of the random transition time. The candidate should: - Hold a master's degree in mathematics or theoretical physics; - Have a profound knowledge of probability and mathematical physics\statistical mechanics; - Have eagerness to explore complex mathematical challenges; - Have English proficiency both written and spoken; - Be able to work both independently and collaboratively. Are you interested in this vacancy? Please apply before *19 November 2023* via the application button and upload your the following material: - A motivation letter (max. 2 pages) addressed to Elena Pulvirenti. The motivation letter should summarize: (i) why you would like to do a PhD, (ii) why you are interested in the project/topic, (iii) why your profile is suitable for the job, and (iv) what you hope to gain from the position; - A detailed CV (with contact information of 2-3 references); - A transcript of BSc and MSc grades; - The candidates bachelor's and master's theses (if available online, a link is sufficient). If available, a summary of the theses can be added; - Optional: (draft) versions of papers that you have submitted/published. You will be contacted by Elena Pulvirenti for an interview if you are among the leading candidates, in which case more specific information will be provided. For scientific inquiries regarding this vacancy, please contact Elena Pulvirenti, via email: E.Pulvirenti(a)tudelft.nl. In order to simplify communication, please add the prefix [PhDPulvirenti2023] to the email's subject. For more details about the position, see https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details?…

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Fwd: PostDoc Position at Tufts
by Stefano Vigogna 09 Oct '23

09 Oct '23

> Begin forwarded message: > > From: "Murphy, James" <JM.Murphy(a)tufts.edu> > Subject: PostDoc Position at Tufts > Date: 5 October 2023 at 21:52:36 CEST > To: "vigogna(a)mat.uniroma2.it" <vigogna(a)mat.uniroma2.it> > > Hi Stefano, > > I hope you are well. I am hiring a postdoc to start in September of 2024. The ad is here: https://www.mathjobs.org/jobs/list/23235. If you know any students who are graduating and interested in an academic position in the USA, I would be grateful if you let them know about it. > > Thank you for your time and help, > > James

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Lutto per Giuseppe da Prato
by Lorenzo Zambotti 09 Oct '23

09 Oct '23

Care colleghe e cari colleghi il nostro amico e maestro Giuseppe da Prato si è spento durante la giornata di ieri, dopo una vita dedicata allo studio, alla ricerca, alla lettura. Faremo seguire informazioni sulle esequie e su iniziative in suo ricordo. Gli allievi di Beppe -- Lorenzo Zambotti Postal Address: Sorbonne Universite', LPSM - Boite courrier 158 4, place Jussieu - 75252 Paris cedex 05, France Bureau n. 22, 2eme etage, tours 16/26, Jussieu E-mail: lorenzo.zambotti(a)upmc.fr https://www.lpsm.paris/users/zambotti/index

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(PMS)^2 talks: G. Zheng and G. Amir
by Maurizia Rossi 09 Oct '23

09 Oct '23

Dear colleagues, We are happy to announce the following *hybrid* - that is, in person with online streaming - *talks*: Speaker: *Guangqu Zheng* (University of Liverpool) Title: CLT and almost sure CLT for hyperbolical Anderson model with Lévy noise. (Abstract below.) Speaker: *Gidi Amir* (Bar Ilan University) Title: Speed, entropy and other quantities of random walks on groups. (Abstract below.) Date and time: *Tuesday October 10, 10:30-12:30 (Rome time zone) * Place: Dept. of Mathematics and Applications, *Università di Milano-Bicocca*, *room 3014* (*U5/RATIO* building). *Webex meeting link*: https://unimib.webex.com/unimib-it/j.php?MTID=md61ac6bd0a0c3288815a386b472b… *ID meeting*: 2741 951 7655 *Password*: mwCpfq3tr54 - *Abstract (Zheng)*. In this talk, we will first briefly mention the recent research on CLT results of random field solutions to stochastic heat equations and stochastic wave equations with various Gaussian noises. Then, we will talk about the spatial ergodicity (first order result) and CLT (second order fluctuation) for a stochastic linear wave equation driven by Lévy noise, which is based on a joint work with R. Balan (Ottawa) [arXiv:2302.14178]. Finally, we will talk about the associated almost sure central limit theorem, based on a joint work with R. Balan (Ottawa) and P. Xia (Auburn). *Abstract (Amir)*. Given a (finitely supported, symmetric) random walk X_n on a countable groups G, one may consider several quantities associated to the random walk, such as the expected distance E|X_n|, its Shannon entropy H(X_n), its return probabilities P(X_n=id) and more. For example, on polynomial growth groups (e.g. Z^d) it is well known the walk is always diffusive, has logarithmic entropy and polynomial decaying return probabilities, while on the free group the speed and entropy of a random walk increase linearly with n and the return probabilities decay exponentially. A natural problem is to understand what are the possible range of behaviours of such quantities for random walks on groups and how they relate to other group properties. In this lecture I will survey some old and new results on the subject, including some more recent works on speed and entropy of random walks on intermediate growth groups and on possible behaviours of the Law of Iterated Logarithm. The talk is based on joint works with B. Virag, G. Blachar, C. Saroussi and T. Zheng, though we will also touch upon works by A. Erschler, and by J. Brieussel and T. Zheng. All notions will be defined in the talk, and in particular no knowledge of groups is required for the talk. - These talks are part of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards, The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Post-doctoral position at University Ca' Foscari, with Marco LiCalzi
by Marco LI CALZI 06 Oct '23

06 Oct '23

*Post-graduate research position: *"Comparative statics under limited attention". (The position is open to graduates who do not yet hold a Ph.D.) *Announcement:* https://apps.unive.it/common2/file/download/assegni_ricerca/651eb4f4459de *Job duration:* 15 months. *Start date:* January 2024, with a modicum of flexibility. *Teaching:* none. *Remuneration:* Eur. 30,204 (gross). *Online application *(to be submitted by 17 November 2023, 12:00 a.m.): https://apps.unive.it/domandeconcorso-en/accesso_cf/dma-licalzi-prin2022 Interested candidates can contact Marco LiCalzi (licalzi(a)unive.it <http://sns.it/>) for questions or clarifications. Applications must be submitted online. -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

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Post-doctoral position at University Ca' Foscari, with Marco LiCalzi
by Marco LI CALZI 06 Oct '23

06 Oct '23

Post-graduate research position: "Comparative statics under limited attention". (The position is open to graduates who do not yet hold a Ph.D.) Announcement: https://apps.unive.it/common2/file/download/assegni_ricerca/651eb4f4459de Job duration: 15 months. Start date: January 2024, with a modicum of flexibility. Teaching: none. Remuneration: Eur. 30,204 (gross). Online application (to be submitted by 17 November 2023, 12:00 a.m.): https://apps.unive.it/domandeconcorso-en/accesso_cf/dma-licalzi-prin2022 Interested candidates can contact Marco LiCalzi (licalzi(a)unive.it <http://sns.it/>) for questions or clarifications. Applications must be submitted online.

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Post-doctoral position at Scuola Normale Superiore di Pisa
by Giulia Livieri 06 Oct '23

06 Oct '23

*Post-doctoral research position: *"Quantitative Approaches for Green Finance". The position is financed by the following research project: "Qnt4Green - Quantitative Approaches for Green Bond Market: Risk Assessment, Agency Problems and Policy Incentives (PRIN 2022)". *Link of the call with all the deatails: * https://trasparenza.sns.it/pagina874_tc-1_assegni-di-ricerca.html *Job duration:* 24 months. *Start date:* around January 2024, with some flexibility. *Teaching:* none. *Remuneration:* 30,000 Eur per year. Interested candidates can contact me or Dr. Roberto Pellungrini (roberto. pellungrini(a)sns.it) for questions/clarifications. Best, Giulia

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Assistant Professor Positions in Statistics and Data Science at The London School of Economics and Political Science
by Giulia Livieri 05 Oct '23

05 Oct '23

Dear Colleagues, The Department of Statistics of The London School of Economics and Political Science has two new openings for Assistant Professor. The deadline for applying is December 10, 2023. You find all details at https://www.lse.ac.uk/statistics/news/recruitment-join-us-at-the-department… Please forward this opportunity to anyone who might be interested! Regards, Giulia Livieri

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Seminar: Guangqu Zheng at Tor Vergata
by Michele Salvi 05 Oct '23

05 Oct '23

Dear all, On Thursday, October 12th, at 15h00 in Aula Dal Passo at the Math Department of Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host the seminar Guangqu Zheng (University of Liverpool) “CLT and almost sure CLT for hyperbolic Anderson model with Lévy noise" Abstract: In this talk, we will first briefly mention the recent research on CLT results of random field solutions to stochastic heat equations and stochastic wave equations with various Gaussian noises. Then, we will talk about the spatial ergodicity (first order result) and CLT (second order fluctuation) for a stochastic linear wave equation driven by Lévy noise, which is based on a joint work with R. Balan (Ottawa) [arXiv:2302.14178]. Finally, we will talk about the associated almost sure central limit theorem, based on a joint work with R. Balan (Ottawa) and P. Xia (Auburn). We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming <https://teams.microsoft.com/l/meetup-join/19:rfsL73KX-fw86y1YnXq2nk5VnZFwPU…>. The seminar is part of the Excellence Project MatMod@TOV.

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