April 2024 - Random - Mailing list — Dipartimento di Matematica, UniPI

Fwd: Workshop on March 25-28 -- Stochastic Dynamics and Stochastic Equations
by Marco Romito 11 Jul '26

11 Jul '26

-------- Forwarded Message -------- Dear Colleagues, I would like to advertise a workshop on stochastic dynamics and stochastic equations. https://www.epfl.ch/labs/stoan/workshops/ Regards, Xue-Mei ------------------------------------------------- Professor Xue-Mei Li Chair of Stochastic Analysis Mathematics EPFL --The École polytechnique fédérale de Lausanne ------------------------------------

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5th Spring Colloquium on Probability and Finance - Padova - 19 April 2024
by Claudio Fontana 02 Apr '25

02 Apr '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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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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assegno con Fincantieri su algoritmi quantistici per Navier Stokes
by Giacomo De Palma 15 May '24

15 May '24

Cari tutti, ho appena pubblicato il seguente bando per un assegno di ricerca di 15 mesi all’università di Bologna su un progetto in collaborazione con Fincantieri (https://www.fincantieri.com/it/) riguardante simulazioni numeriche di algoritmi quantistici per le equazioni di Navier-Stokes: https://bandi.unibo.it/ricerca/assegni-ricerca?id_bando=67830 L’assegno prevede uno stipendio competitivo di circa 2000€ netti al mese. È richiesta solo la laurea magistrale, ma un’esperienza in simulazioni numeriche di algoritmi quantistici è preferibile. I candidati possono allegare alla domanda fino a due lettere di referenza. La presa di servizio è prevista per il 1° giugno, e la scadenza del bando è il 21 aprile. Vi sarei grato se inoltraste l’avviso a potenziali interessati. Un caro saluto, Giacomo

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Post-doc position at the ESOMAS Department (UniTO)
by Luca Regis 30 Apr '24

30 Apr '24

Dear colleagues, it is my pleasure to advertise a post-doc position at the ESOMAS Department of the University of Torino to work with me on longevity risk-related themes (pension scheme design and socio-economic inequality). Please share the information as much as possible. The position is for 15 months, for an annual amount of 24320 euros. To apply, go here: https://pica.cineca.it/unito/assegni-di-ricerca-unito-2024-i-pnrr/ For any further information, please feel free to reach out to me at luca.regis(a)unito.it. The position is financed by the PNRR (Spoke 6 - Project "LinDor"). The ESOMAS Department <https://www.esomas.unito.it/do/home.pl> was awarded the "Department of Excellence" grant for 2017-2022 and 2023-2027 and has a strong group of researchers working on finance, actuarial science, stochastic control and carrying out activities at the Collegio Carlo Alberto <https://www.carloalberto.org/cca-finance/>. ------------- Luca Regis Associate Professor ESOMAS Department, University of Torino Affiliate, Collegio Carlo Alberto sites.google.com/view/lucaregis www.carloalberto.org/lti

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Seminario di Camille Tardif a Roma Tre il 9 maggio
by Pietro Caputo 30 Apr '24

30 Apr '24

Giovedì* 9 Maggio* 2024 alle ore *14:30*, Camille Tardif (Sorbonne Université, LPSM Paris) terrà il seminario di Probabilità dal titolo "*Persistence problem for additive functionals of one-dimensional diffusion processes*". Abstract: I will present a joint work with Quentin Berger and Loïc Bethencourt. We study the asymptotics of the probability that a signed additive functional of a recurrent one-dimensional diffusion stays below some constant level for a long time. Under our hypothesis we prove that this persistence probability decreases polynomially and we find the persistence exponent. For that we decompose the diffusion into excursions and the problem is reduced to study the fluctuations of some Lévy process naturally associated with the additive functional. Il seminario si svolgerà in presenza presso il Dipartimento di Matematica e Fisica - Lungotevere Dante, 376 - *Aula L*

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SPASS Seminar: Remco van der Hofstad
by Gianmarco Bet 30 Apr '24

30 Apr '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Local and 'almost' local structure of random graphs* by *Remco van der Hofstad* (*Eindhoven University of Technology*) The seminar will take place on TUE, 07.05.2024 at 14:00 CET in Aula 102, Dipartimento di Matematica e Informatica "Ulisse Dini", Università degli Studi di Firenze, and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract:* * Ever since its invention by Benjamini and Schramm, and independently by Aldous and Steele, local convergence has become an indispensable tool in random graph theory. Many properties, such as subgraph counts, clustering, degree distributions and degree-degree dependencies, but also the number of spanning trees on a graph, and, under mild extra conditions, the free energy of the Ising model, are asymptotically determined by the local limit. Even more properties are not local, yet their behavior in many random graph models is still dictated by the local limit. An example is the size of the maximal connected component, which was recently shown to be `almost' local, in the sense that the proportion of vertices in it equals the survival probability of the local limit subject to one natural necessary and sufficient condition. In this lecture, we give an overview of local convergence and the local and `almost local’ structure of random graphs. We discuss that most real-world networks are sparse, in that their average degrees are bounded, while they can be quite inhomogeneous in that vertices of very high degree may exist. For such settings, local convergence is the natural notion of graph convergence for graph sequences with diverging sizes. It describes how the proportion of vertices whose neighborhoods have a certain shape converges to a limiting value, which can be seen as the neighborhood of a vertex in a limiting infinite graph, which can be random even when the finite graph is deterministic. We then discuss consequences of local convergence for random graph sequences.*

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talk by Markus Reiß
by Enrico Priola 29 Apr '24

29 Apr '24

Cari tutti, segnalo il seguente seminario di Markus Reiß. Cari saluti Enrico Priola %%%%%%%%%%%%%% -------- Přeposlaná zpráva -------- Předmět: HU Working Group Seminar Mathematical Statistics: Upcoming Talk (Online) Datum: Sun, 28 Apr 2024 21:35:28 +0200 Od: Sascha Gaudlitz <sascha.gaudlitz(a)hu-berlin.de> Komu: sascha.gaudlitz(a)hu-berlin.de Dear all, this Friday, 03.05. at 13:30, Markus Reiß will give a talk on "Statistics for SPDEs" in the "International Seminar on SDEs and Related Topics". The seminar takes place online: https://jyufi.zoom.us/j/61891007917 Meeting ID: 618 9100 7917 See here for the official announcement: http://users.jyu.fi/~chgeiss/posterofPrMarkusReiss.jpg --------------------------------------------- Speaker: Markus Reiß Title: Statistics for SPDEs Abstract: Stochastic partial differential equations (SPDEs) are used more and more often to model real-world phenomena. Currently, statistical methodology for these equations is developing rapidly. If there is not only dynamic noise, but also measurement error ('static noise'), we study estimation of coefficients in a parabolic SPDE (e.g. diffusivity, transport or source terms), either parametrically or as functions in space. The analysis exhibits a fundamentally different impact of dynamic and static noise levels. We establish minimax optimality of the convergence rates. Lower bounds are achieved by bounding the Hellinger distance between noisy SPDE observations in path space and a general framework for (linear) stochastic evolution equations in Hilbert space. This gives an information-theoretic insight which coefficients can be easier estimated than others and open problems are pointed out. Some motivation by cell motility experiments in biophysics are provided. --------------------------------------------- The full programme can be found here: https://amor.cms.hu-berlin.de/~gaudlisa/seminar.html %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Extension for Abstract Submissions - 3rd BNP Networking Workshop
by Raffaele ARGIENTO 29 Apr '24

29 Apr '24

Dear all, The abstract submission deadline for the 3rd Bayesian Nonparametric Networking workshop has been extended to May 15. The workshop is scheduled from July 30 to August 2 at The Institute for Mathematical Sciences (IMS) in Singapore. The format will largely follow the previous editions held in Nicosia (Cyprus) in April 2022 and Melbourne (Australia) in December 2023. This edition will offer three mini-courses delivered by Peter Orbanz (University College London), Li Ma (Duke University), and Kerrie Mengersen (Queensland University of Technology). For more information, please visit the workshop event page at https://bnp-networking2024.github.io/ or contact the local organizing committee via bnp-networking2024(a)bayesian.org. Best regards, Raffaele Argiento and Maria de Iorio -- Raffaele Argiento Professor of Statistics Department of Economics University of Bergamo (Italy) web: http://www.raffaeleargiento.it/

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PhD Call 2024
by Irene Crimaldi 29 Apr '24

29 Apr '24

Dear all, The call for applications to the PhD program in *Economics, Analytics and Decision Sciences *(EADS) at IMT School for Advanced Studies is out. You can find the call on INOMICS: https://inomics.com/program/8-fully-funded-phd-positions-in-economics-analy… *Please, share the call and prompt potentially interested students to apply. * Here you can find the *EADS* *website*: https://eads.imtlucca.it/ Here you can find the *information on the application procedure*: https://eads.imtlucca.it/how-to-apply_1 *Deadline for applying: June 21 at 1pm.* My best regards, Irene Crimaldi

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