Random December 2024

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36 participants
43 discussions

affiliazione...
by Faggionato, Alessandra 09 Dec '24

09 Dec '24

Buongiorno scusate il secondo messaggio. Correggo l'affiliazione: Ivailo Hartarsky e' Ricercatore CNRS presso l'Institut Camille Jordan, Université Claude Bernard Lyon 1. Grazie! Alessandra ************************************************* 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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Seminario di Ivailo Hartarsky alla Sapienza
by Faggionato, Alessandra 09 Dec '24

09 Dec '24

Buongiorno, la prossima settimana Ivailo Hartarsky (ENS, Lione) sarà ospite del Dipartimento di Matematica dell'Università La Sapienza. Lunedì 16 terrà un seminario. Sotto trovate i dettagli. Grazie Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% When: Monday 16 December, 16:00. Room: Sala di Consiglio, Department of Mathematics, Sapienza University of Rome Speaker: Ivailo Hartarsky (ENS, Lyon) Title: Catalan percolation Abstract: In Catalan percolation, one declares the edges {i,i+1}, for integer i, *occupied* and each edge {i,j} with j> i+1 *open* independently with probability p. For k> i+1, we recursively define {i,k} to be *occupied*, if {i,k} is open and both {i,j} and {j,k} are occupied for some j in {i+1,...,k-1}. The model was introduced by Gravner and Kolesnik in the context of polluted bootstrap percolation, but is tightly linked with Catalan structures and oriented percolation. We establish that the critical parameter of the model is strictly between the natural lower and upper bounds given by 1/4 and the critical probability of oriented site percolation on Z^2 respectively. The most challenging part of the proof is a strict inequality for the critical parameter of an oriented percolation model with non-decaying infinite range dependencies, not relying on the Aizenman--Grimmett argument for essential enhancements. The talk is based on joint work with Eleanor Archer, Brett Kolesnik, Sam Olesker-Taylor, Bruno Schapira and Daniel Valesin available at https://arxiv.org/abs/2404.19583. -- ************************************************* 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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Seminar DE ANGELIS
by Stefano Pagliarani 09 Dec '24

09 Dec '24

Dear all, On December 10th, in the classroom Aula E2, Department of Computer Science and Engineering of the University of Bologna, the following seminar will take place: * 15:00-16:00: Tiziano DE ANGELIS "A PROBABILISTIC VIEW ON FREE BOUNDARY PROBLEMS" as part of the cycle Stochastics and Applications. The abstract is available at https://www.dm.unibo.it/seminari/mat/serials/36. For any question, please contact the organizer: Stefano Pagliarani (stefano.pagliarani9(a)unibo.it) ------------------------------------------------------------------------------------------------------------------------ Stefano Pagliarani, Associate Professor Piazza di Porta S. Donato, 5 University of Bologna (Alma Mater) 40126 Bologna (BO), Italy Department of Mathematics Cell. Phone +39 366 5013755 Email: stepagliara1(a)gmail.com<mailto:stepagliara1@gmail.com>, <mailto:stefano.pagliarani9@unibo.it> stefano.pagliarani9(a)unibo.it<mailto:stefano.pagliarani9@unibo.it> Zoom: https://unibo.zoom.us/j/3755841669 -----------------------------------------------------------------------------------------------------------------------

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Seminari Padova - Pablo Lopez Rivera e Nicolas Agote
by alekos.cecchin＠unipd.it 06 Dec '24

06 Dec '24

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (13 Dicembre) in aula 2BC30 (Torre Archimede, Università di Padova) ci saranno due seminari per il ciclo di seminari in Probabilità e Finanza di: 1) Pablo López Rivera (Université Paris Cité) <https://www.ljll.fr/lopezrivera/> https://www.ljll.fr/lopezrivera/ Title: Functional inequalities in the discrete setting and the Poisson-Föllmer Process Date: December 13, 2024, at 14:30, room 2BC30 Abstract: Functional inequalities are a ubiquitous tool in probability, since they help us quantify the convergence to equilibrium of ergodic Markov processes and imply good concentration properties. In the continuous setting, the Gaussian measure is a central object, since it satisfies both a Poincaré and a log-Sobolev inequality. In particular, Caffarelli's contraction theorem states that the optimal transport map pushing forward the Gaussian towards a measure which is more log-concave than it is 1-Lipschitz, a fact that allows us to extend these inequalities to those measures. Can we prove an analogous result in the discrete setting if we replace the Gaussian by the Poisson distribution? The type of measures that can arise as a pushforward of a discrete distribution is very limited; in addition, the lack of a chain rule in the discrete setting hinders the argument used in the continuous setting. In the first part of the talk, I will show how these obstacles can be overcome via a stochastic proof based on an entropy-minimizing process constructed by Klartag and Lehec, which we call the Poisson-Föllmer process. In the second part of the talk I will also use this process to give a stability result for Wu's log-Sobolev inequality, the Poissonan analog of the Gaussian one.. 2) Nicolas Agote (Universidad de Buenos Aires) Title: The potential method for community detection Date: December 13, 2024, at 15:30, room 2BC30 Abstract: The Stochastic Block Model (SBM) is a random graph model where nodes are (randomly) partitioned into classes, or communities, which share a common label, and edges are (randomly) added between each pair of nodes depending on their community membership. It is a very popular model to study the community detection problem, where the aim is to predict the communities given a sample graph. In this talk we will explore the potential estimators, which exploit information obtained via random walks, specifically expected first visit times to some subset of revealed nodes, to predict the community structure. We will show that they allow for strongly consistent and efficient estimations, particularly for small subsets of nodes. This work has been done in collaboration with Inés Armendáriz (UBA), Pablo Ferrari (UBA), and Florencia Leonardi (USP). Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Seminars in Statistics at Collegio Carlo Alberto - S. Pulido (ENSIIE) and K. Ray (Imperial College London)
by Matteo Giordano 06 Dec '24

06 Dec '24

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 13/12/2024, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente doppio seminario: ------------------------------------------------ 11.00-12.00 Speaker: Sergio Pulido (ENSIIE) Title: Polynomial Volterra processes Abstract: Recent studies have extended the theory of affine processes to the stochastic Volterra equations framework. In this talk, I will describe how the theory of polynomial processes extends to the Volterra setting. In particular, I will explain the moment formula and an interesting stochastic invariance result in this context. Potential applications to fractional volatility models will be discussed. This is joint work with Eduardo Abi Jaber, Christa Cuchiero, Luca Pelizzari and Sara Svaluto-Ferro. 12.00-13.00 Speaker: Kolyan Ray Title: Bayesian nonparametric inference in a McKean-Vlasov model Abstract: We study nonparametric estimation of the interaction term in a McKean-Vlasov model where noisy observations are drawn from the nonlinear parabolic PDE arising in the mean-field limit as the number particles grows to infinity. In this model, the long-time invariant state can be uninformative about the interaction potential. We therefore show that under certain regularity conditions on the initial state, the short-time behaviour of this system contains sufficient information to consistently recover the interaction potential using Gaussian process priors. This involves establishing a stability-type estimate for this PDE to solve the resulting inverse problem. ------------------------------------------------ Sarà possibile il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 11/12/2024 * a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, A presto, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

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Stochastic CRN Summer School and Workshop in Turin
by Daniele Cappelletti 05 Dec '24

05 Dec '24

Dear all, I am writing to you to announce a Summer School and a Workshop on Stochastic Chemical Reaction Networks that will take place in Torgnon and Turin next Summer. The two events are close in time, so to facilitate those who want to take part in both. Here are the relevant web pages with more useful information: https://constrained.polito.it/stochastic-reaction-networks-summer-school/ https://constrained.polito.it/stochastic-reaction-networks-workshop/ The registration is already open for both events and should be completed by April 11. Feel free to share this email and do not hesitate to contact me for further information! Daniele

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Postdoc position in Applied Analysis and Stochastics with Johannes Zimmer at TU Munich
by Federico Cornalba 05 Dec '24

05 Dec '24

Buongiorno, segnalo, per conto di Johannes Zimmer (TU Munich), il seguente bando per un posizione postdoc in analisi stocastica / fluctuating hydrodynamics: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.mathj…<https://www.mathjobs.org/jobs/list/25992> - Durata contratto: 2 anni, con possibilità d'estensione (data d’inizio flessibile, a partire da Febbraio 2025). - Domande valuate a partire dal 20 Dicembre 2024. - Contatto: Johannes Zimmer ( jz(a)tum.de ). Ringrazio e saluto, Federico -------------------------------------------------------------------------- Dr Federico Cornalba Lecturer (Assistant Professor) in Mathematics University of Bath, UK https://sites.google.com/view/federicocornalba/home --------------------------------------------------------------------------

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[EFI] EFI10 @Viterbo, February 10-12: deadline extension (fwd)
by Tiziano Vargiolu 04 Dec '24

04 Dec '24

Dear friends and colleagues We remind you that we are pleased to invite you to submit your contribution, or simply to take part, to the 10th Workshop of Energy Finance Italia in the historic city of Viterbo, February 10-12, 2025. website: https://sites.google.com/unitus.it/efi10 email: efi10(a)unitus.it This annual event brings together Italian and international scholars from academia and industry, focused on energy markets, financial contracts, and related topics. Whether your interests are in energy commodity time series, market pricing, weather patterns, or asset optimization, this workshop promises engaging discussions and collaborations. Our format ensures valuable focused exchanges, with official discussion for each presentation and no parallel sessions. International participants are highly welcome and the official language is English. We invite contributions in all areas of interest! *********** The Deadline for Abstract Submission is extended up to December 15, 2024. *********** You can submit your abstract here: https://sites.google.com/unitus.it/efi10/abstract-submission We look forward to seeing many of you in Viterbo! Best regards The Organizing Committee of EFI 10

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Sad news
by Bertini, Lorenzo 04 Dec '24

04 Dec '24

To the probability community, with great sorrow, I would like to let you know that Errico Presutti, friend and mentor, of many of us, died last night. If you would like to know a little more about him, you can look at the special issue of Ensaios Matemáticos that has been dedicated to him, vol. 38 at the link https://ensaios.sbm.org.br/previous-volumes/ Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 5, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

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PhD and professor positions at Imperial College
by Passeggeri, Riccardo 03 Dec '24

03 Dec '24

Dear all, I would like to highlight various PhD positions in Mathematics at Imperial: 1. CDT in Statistics and Machine Learning (joint with Oxford). It is a 4-year PhD programme and there are around 15 positions, apply here: https://statml.io/ 2. CDT in Mathematics for our Future Climate (joint with Reading and Southampton), also a 4-year PhD programme and there are around 15 positions, apply here: https://mfccdt.ac.uk/ 3. Usual PhD positions in the department, apply here: https://www.imperial.ac.uk/mathematics/postgraduate/doctoral-programme/pros… 4. I have funding for one PhD position to fill this year (flexible starting date), please contact me: https://sites.google.com/site/riccardopasseggeri I would also highlight that there is an open position for Lecturer/Senior Lecturer (equivalent to tenured assistant/associate professor) in the Mathematical Finance group: https://www.imperial.ac.uk/jobs/search-jobs/description/index.php?jobId=216… For all these applications, I would suggest applying asap. Best Regards, Riccardo

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