Random November 2024

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5th Spring Colloquium on Probability and Finance - Padova - 19 April 2024
by Claudio Fontana 06 Mar '25

06 Mar '25

Dear all, We are glad to announce the 5TH SPRING COLLOQUIUM ON PROBABILITY AND FINANCE, held at the Department of Mathematics "Tullio Levi-Civita" of the University of Padova, on APRIL 19TH, 2024. The Colloquium will bring together researchers in stochastic analysis and mathematical finance. The workshop will start at 10am and end at 5pm. Attendance is free but registration is required (on the conference website). Please note that, due to the small capacity of the conference room, we will be able to host only a limited number of attendees. WEBSITE: https://events.math.unipd.it/SpringColloquium5 INVITED SPEAKERS: - Eduardo ABI JABER (École Polytechnique, FR) - Huy Ngoc CHAU (University of Manchester, UK) - Giulia DI NUNNO (University of Oslo, NR) - Roxana DUMITRESCU (King's College London, UK) - David SKOVMAND (University of Copenhagen, DK) - Luca TASCHINI (University of Edinburgh, UK) We hope to see you in Padova! Best wishes, Giorgia Callegaro and Claudio Fontana

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Workshop TuBA, 28-30 April 2025
by Umberto PAPPALETTERA 31 Jan '25

31 Jan '25

Dear all, We are glad to announce the 2nd edition of the workshop "Turbulence on the Banks of the Arno", to be held at Scuola Normale Superiore in Pisa (Italy) from the 28th of April to the 30th of April 2025. The goal of the workshop is to provide a platform for early-stage researchers (ideally Ph.D. students and postdoctoral fellows) working in the field of turbulence to come together, exchange ideas, and present their own research. The workshop will also feature two lecture series, delivered by Professors Theodore D. Drivas and Alexei A. Mailybaev. More details are available at the web page: https://indico.sns.it/e/ <https://indico.sns.it/event/62/>tuba Please notice that registration to the event is free but mandatory. The deadline for registration is *February 16th 2025*. Accommodation in Pisa free of charge and additional remboursement for travel expenses may be granted upon request. Please feel free to circulate this message to anybody who might be interested. Looking forward to seeing you in Pisa, The organizers, Franco Flandoli, Federico Butori, Eliseo Luongo, Silvia Morlacchi, Umberto Pappalettera

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Fwd: Postdoc position in Lyon in probability / mathematical physics (2025-2027)
by Faggionato, Alessandra 18 Dec '24

18 Dec '24

Ricevo e con piacere inoltro Buona giornata Alessandra ---------- Forwarded message --------- From: Christophe Garban <christophe.garban(a)gmail.com> Date: Fri, 29 Nov 2024 at 09:35 Subject: Postdoc position in Lyon in probability / mathematical physics (2025-2027) Dear colleagues, I am currently advertising a two-year postdoc position in probability/mathematical physics in University of Lyon 1, with deadline January, 16th. Please transfer the announcement below to potential candidates. Thanks a lot! Best wishes, Christophe. ---------------------- Postdoc position in Lyon for 2025 Université Lyon 1 (funded by the ERC project Vortex) Applications are invited for a postdoc position in probability/mathematical physics at the University Lyon 1, in the Laboratoire Institut Camille Jordan. The postdoc is funded by the European Research Council grant "Vortex". Main research areas include: Villain and XY model, Coulomb gas, Berezinskii-Kosterlitz-Thouless transition, lattice gauge theory, Gaussian Free Field, Ising and dimer models, percolation, localisation and delocalisation of interfaces, classical Heisenberg model, planar statistical physics. Practical information: (you may also click on this link : http://math.univ-lyon1.fr/~garban/Fichiers/PostdocInLyon2025.pdf ) - The position is for two years, with a salary of approx. 38000 per year (between year 0 and 3 after PhD) and approx. 50000 euros per year (between year 3 and 7 after PhD). - Substantial financial support to attend conferences, workshops and invite collaborators will be granted. (Approx 5000 euros/year). - No teaching. - A lot of activity around probability in Lyon. - Great city :-) - The expected starting date is September 2025, but a different date may be arranged. Application and deadline: Applications including a CV, a list of publications and a (approximately) three-pages description of research interests should be sent by email to Christophe Garban (christophe.garban(a)gmail.com) before *January 16th, 2025.* Applicants should also arrange for up to three letters of recommendation to be sent to the same address. They will be evaluated first on January 17th, 2025 and then on a rolling basis. *Contacts: *(all members of the ERC project Vortex). Christophe Garban (christophe.garban(a)gmail.com) Diederik van Engelenburg (diederikvanengelenburg(a)gmail.com) Romain Panis (panis(a)math.univ-lyon1.fr) Franco Severo (severo(a)math.univ-lyon1.fr) Avelio Sepúlveda (lsepulveda(a)dim.uchile.cl) Jean-Marie Stéphan (stephan(a)math.univ-lyon1.fr) -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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PhD in Hamburg
by Giovanni Luca 29 Nov '24

29 Nov '24

Ricevo e volentieri inoltro. Cordialmente, Gianluca. ______________________________________________________________________________________________________________________________________________________________________________________________________________________________ PhD position at Hamburg University of Technology The Institute of Mathematics of Hamburg University of Technology invites applications for a PhD position in probability theory. The topics of the research group include stochastic geometry, limit theorems, Stein's method, random graphs and extreme value theory. The position comes with some teaching duties (four hours per week during the semester). The successful candidate is expected to have a Master's degree in Mathematics or a related field, a good background in probability theory and proficiency in written and spoken English. Knowledge of German is helpful but not necessary. The position (100%, TV-L 13) is for four years. The starting date should be between March 2025 and early summer. Please apply by December 19, 2024 online via our application portal, where you can find more information: https://stellenportal.tuhh.de/y2qm2 For questions please contact Prof. Dr. Matthias Schulte at matthias.schulte(a)tuhh.de. * *

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Tenure Track-Tenured Position at the University of Melbourne
by Marco Carfagnini 29 Nov '24

29 Nov '24

Dear all, The School of Mathematics and Statistics at the University of Melbourne has recently opened a position in Statistics and Data Science Education at the Lecturer/Senior Lecturer Level. Lecturer corresponds to a tenure-track position/RTT, while senior lecturer is a tenured assistant professorship. More information and a detailed description of the position, and how to apply, can be found here (including salary, visa sponsorship etc) https://jobs.unimelb.edu.au/caw/en/job/918680/lecturer-senior-lecturer-in-s… *The deadline for applying is December 11, 2024.* *About the Role*You will lead an innovative program of education, both in the classroom and in developing leadership in the area. You will also have a strong commitment to research and scholarship in statistics education. Your responsibilities will include: - Effective preparation and delivery of lectures at undergraduate and postgraduate level and assessment of that material, including as Subject Coordinator. - Proactive development of subject materials and delivery, including the use of modern technology and online resources as appropriate. - The contribution to knowledge through scholarship, refereed publications and presentations. - Active supervision of students. - Presentation of research to the public to elevate public awareness of educational and scientific developments and promote critical enquiry and public debate within the community. *Who We Are Looking For*- You will have demonstrated and/or growing excellence in education. You will be adept at teaching both large undergraduate classes and advanced graduate-level applied mathematics subjects, collaborating effectively with colleagues and contributing to administrative tasks. You will develop research directions and scholarship relevant to statistics education. - A PhD or equivalent research higher degree in statistics or a closely related discipline. - Demonstrated education excellence in relation to career stage. - Demonstrated potential for research and scholarship. - The ability to interact well with other academic staff and to contribute to the administration of a large school Do not hesitate to reach out to me if you have any questions about the application process or working/living in Melbourne. Best, Marco Carfagnini (he-they) | Lecturer School of Mathematics and Statistics Office 139 University of Melbourne

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Postdoc and PhD position at Heriot Watt University and Maxwell Institute, Edinburgh
by Ottobre, Michela 28 Nov '24

28 Nov '24

Dear all, I am looking to hire a Postdoc to work broadly on Multiscale Methods and Interacting Particle Systems. What I am looking for is someone with background in stochastic analysis/probability/ analysis/numerical analysis. Ideally a person interested in developing theory motivated by applications. The position is for three years and a half, starting in May 2025. The closing date for applications is January 31st. I would be grateful if you could circulate the ad below to collaborators and to potential candidates. https://www.jobs.ac.uk/job/DKV462/research-associate-ftc-42-months I am also interested in hiring a PhD student, not necessarily to work on the same project as the postdoc but still in (applied) stochastic problems. A description of the projects I offer and links to apply can be found on my homepage https://www.macs.hw.ac.uk/~mo3/ If the student has any problems navigating the links for the application process they should get in touch with me. For either positions I am more than happy to be contacted by potential applicants for an informal chat. Thanks for your time, Michela -------------------------------------- Michela Ottobre Professor of Mathematics Heriot-Watt University https://www.macs.hw.ac.uk/~mo3/ My working hours are flexible. I do not expect a reply outside of your normal working hours ________________________________ Founded in 1821, Heriot-Watt is a leader in ideas and solutions. With campuses and students across the entire globe we span the world, delivering innovation and educational excellence in business, engineering, design and the physical, social and life sciences. This email is generated from the Heriot-Watt University Group, which includes: 1. Heriot-Watt University, a Scottish charity registered under number SC000278 2. Heriot- Watt Services Limited (Oriam), Scotland's national performance centre for sport. Heriot-Watt Services Limited is a private limited company registered is Scotland with registered number SC271030 and registered office at Research & Enterprise Services Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS. The contents (including any attachments) are confidential. If you are not the intended recipient of this e-mail, any disclosure, copying, distribution or use of its contents is strictly prohibited, and you should please notify the sender immediately and then delete it (including any attachments) from your system.

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Short course - Kolyan RAY (Imperial)
by Matteo Ruggiero 28 Nov '24

28 Nov '24

Dear Colleagues, as part of the Visiting Professors program of the Master's Degree in Stochastics and Data Science at the University of Torino (full program available at https://www.master-sds.unito.it/go/visiting), we are pleased to announce the following short course: ——————————————————— Kolyan RAY (Imperial College London) POSTERIOR ASYMPTOTICS IN BAYESIAN NONPARAMETRICS This mini-course will cover an introduction into the asymptotic theory for Bayesian nonparametric procedures. This provides a useful tool to understand how prior choices can affect the statistical performance of the Bayes method in high or infinite dimensional models. We will cover the notion of posterior consistency and convergence rates, using Gaussian process priors as a canonical example. At the end, we will also touch on recent extensions of such theory to variational Bayes, which provides a scalable posterior approximation algorithm. ——————————————————— The course will be held exclusively in-person, according to the following schedule: - Tue Dec 10, h. 9.15-11.15 - Wed Dec 11, h. 11.15-13.00 - Thu Dec 12, h. 9.15-11.15 - Thu Dec 12, h. 14.00-16.00 Course location: Room 30, third floor, Corso Unione Sovietica 218/bis, 10134, Torino. The participation is open to everyone interested. Best regards, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario Padova - Alex Delalande
by alekos.cecchin＠unipd.it 28 Nov '24

28 Nov '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (29 Novembre) alle ore 14:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Alex Delalande (EPFL Losanna) https://alex-delalande.github.io Title: Sharper Exponential Convergence Rates for Sinkhorn's Algorithm in Continuous Settings Date: November 29, 2024, at 14:30, room 2BC30 Abstract: In this talk, I will present recent results I obtained in collaboration with Lénaïc Chizat and Tomas Vaškevičius regarding the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems, in the context where at least one of the probability measures, say \mu, admits a density over \R^d. For a semi-concave cost function bounded by c∞ and a regularization parameter λ>0, we obtained exponential convergence guarantees on the dual sub-optimality gap with contraction rates that are polynomial in λ/c∞. This represents an exponential improvement over the known contraction rate 1−Θ(exp(−c∞/λ)) achievable via Hilbert's projective metric. Specifically, we proved a contraction rate value of 1−Θ(λ²/c²∞) when has a bounded log-density. In some cases, such as when is log-concave and the cost function is c(x,y)=−⟨x,y⟩, this rate improves to 1−Θ(λ/c∞). The latter rate matches the one that we derived for the transport between isotropic Gaussian measures, indicating tightness in the dependency in λ/c∞. Our results are fully non-asymptotic and explicit in all the parameters of the problem. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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PhD positions in Probability at King's College London
by Alexandre Stauffer 27 Nov '24

27 Nov '24

Dear All, There are open PhD positions in Probability at King’s College London with a (flexible) starting date of October 2025. We have fully funded PhD projects in various areas of pure and applied probability. Outstanding candidates with a UK first-class undergraduate degree or international equivalent are encouraged to apply. PhD funding will be available for 3.5-4 years, and includes tuition fees, tax free stipend set at UKRI rate plus London weighting, as well as an allowance for research-related travel. Further information may be found in the links below: https://www.kcl.ac.uk/study-legacy/funding/phd-studentship-interacting-part… https://www.findaphd.com/phds/program/kings-college-london-phd-studentships… Interested candidates are encouraged to contact Sam Johnston (samuel.g.johnston(a)kcl.ac.uk), Alexandre Stauffer (a.stauffer(a)kcl.ac.uk) or any other member of the Probability group via email. Thanks, Alexandre

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Postdoc position in Rome
by Michele Salvi 26 Nov '24

26 Nov '24

Dear All, The Department of Mathematics at the University of Rome, Tor Vergata, is advertising a postdoctoral position in Probability: https://bandi.mur.gov.it/bandi.php/public/fellowship/id_fellow/285852 The position is for two years, with no teaching duties. Candidates with an interest in the geometry of random fields and/or in applications to machine learning will be given priority, but we welcome applications from researchers with a strong background in any area of probability theory. The application deadline is December 27th. For further information, please do not hesitate to contact us: marinucc(a)mat.uniroma2.it <> salvi(a)mat.uniroma2.it <> vigogna(a)mat.uniroma2.it <> Best regards, Michele

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