April 2025 - 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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Call for applications - MAPPA double degree master program - Padova & Paris Dauphine
by Claudio Fontana 09 Apr '26

09 Apr '26

Dear colleagues, I am pleased to share with you the call for applications for the MAPPA program, a DOUBLE-DEGREE MASTER PROGRAM IN MATHEMATICS jointly offered by the UNIVERSITY OF PADOVA and PARIS DAUPHINE UNIVERSITY (Paris Sciences & Lettres). This two-year program offers three specialized study paths: - MATHEMATICAL ANALYSIS - PROBABILITY AND FINANCE - PROBABILITY AND STATISTICAL MECHANICS Admitted students will spend their first year in Padova and their second year in Paris. Upon successful completion of the program, students will be awarded two degrees: Laurea Magistrale in Matematica (from Padova) and Master in Mathematics and Applications (from Paris Dauphine). The master thesis will be conducted in collaboration with two supervisors, one in Padova and one in Paris. Admission to the program, limited to 10 students, will be based on CV, presentation letters, and an interview. Financial support and fellowships are available for admitted students. For more information on the MAPPA program, please visit: https://web.math.unipd.it/mappawp The call for applications (bando) can be found here: https://www.math.unipd.it/news/bando-di-concorso-n-1-2025-per-10-posti-per-… The _DEADLINE FOR APPLICATIONS_ is MAY 12, 2024, AT 12:00. Please share this opportunity with your bachelor students, and feel free to contact me for further information. Best Regards, Claudio Fontana

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Conference GRAFIA - PRIN 2022
by Valentina Cammarota 11 Jun '25

11 Jun '25

Dear Colleagues, We are pleased to announce the Conference GRAFIA - Geometry of RAndom FIelds and Applications. The conference will be held at Palazzone di Cortona (Arezzo), June 16-20, 2025. The conference is funded by the project PRIN - MUR 2022 GRAFIA, and aims at bringing together experts and emerging scientists working in geometry and statistics of random fields and their applications. Speakers: Jürgen Angst (Univ. Rennes) Dmitry Belyaev (Univ. Oxford) Alessia Caponera (LUISS) Marco Carfagnini (Univ. Melbourne) Lucia Celli (Univ. Luxembourg) Lorenzo Dello Schiavo (Univ. Roma Tor Vergata) Naomi Feldheim (Bar Ilan Univ.) Louis Gass (Univ. Luxembourg) Giacomo Greco (Univ. Roma Tor Vergata) Davar Koshnevisan* (Univ. Utah) Leonardo Maini (Univ. Roma Tor Vergata) Michael McAuley (Technological Univ. Dublin) Oanh Nguyen (Brown Univ.) Ivan Nourdin (Univ. Luxembourg) Giovanni Peccati (Univ. Luxembourg) Francesca Pistolato (Univ. Luxembourg) Guillaume Poly (Univ. Rennes) Frederic Schoppert (Univ. Lübeck) Radomyra Shevchenko (Univ. Côte d'Azur) Michele Stecconi (Univ. Luxembourg) Anna Paola Todino (Univ. Piemonte Orientale) Anna Vidotto (Univ. Roma Sapienza) Yimin Xiao (Michigan State Univ.) Further information can be found on the conference website https://sites.google.com/unimib.it/prin2022grafia/conference If you are interested in attending the conference please send us an email. Participation is free, but registration is mandatory. Registration is open until 20 April. Best regards, the organizers (Valentina Cammarota, Claudio Durastanti, Domenico Marinucci, Maurizia Rossi) ************************************************************************************ Valentina Cammarota Associate Professor in Probability and Mathematical Statistics Sapienza University of Rome https://www.dss.uniroma1.it/it/dipartimento/persone/cammarota-valentina https://sites.google.com/site/valentinacammarota/ ************************************************************************************

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PhD course "Statistical mechanics and disordered systems"
by Michele Salvi 20 May '25

20 May '25

Dear all, This is the first announcement for the PhD course Statistical mechanics and disordered systems that will be held by Professor Quentin Berger (Université Sorbonne Paris Nord) at the Mathematics Department of the University of Rome, Tor Vergata, from May 26th until June 19th. Researchers, professors and advanced master students are all welcome to attend. Don't hesitate to reach out to us if you need the CFU validation. Synopsis The course will start with a broad introduction on Statistical Mechanics models and the problem of disorder relevance. In the second part, it will focus on the Directed Polymer model and discuss recent results about its phase transition and scaling limit. A full abstract can be found at https://www.mat.uniroma2.it/~rds/events.php . Schedule The lectures will take place in Aula Dal Passo from 13:30 until 16h00 on the following dates May 26 (Mon) June 3 (Tue) June 5 (Thu) June 9 (Mon) June 12 (Thu) June 16 (Mon) June 19 (Thu) (total about 20 hours) We strongly encourage in-person participation, especially for PhD students. Should you be unable to attend one or more lectures, you can follow the streaming at https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…"Tid"%3a"24c5be2a-d764-40c5-9975-82d08ae47d0e"%2c"Oid"%3a"650fc4a8-4cec-4bd2-87bc-90d134074fe6”} <https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…> The course is part of the Excellence Project MatMod@TOV.

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call for the PhD program in Economics, Analytics and Decision Sciences
by Irene Crimaldi 14 May '25

14 May '25

Dear all, The call for applications to the IMT PhD program in *Economics, Analytics and Decision Sciences *(EADS) is out. We have at least *7 fully funded positions for up to 4 years*. *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 Best regards, Irene Crimaldi

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Minicorso Christian Léonard
by Gustavo Posta 30 Apr '25

30 Apr '25

Nell'ambito del semestre tematico "Statistical Mechanics and Nonequilibrium Processes" del dipartimento di matematica "Guido Castelnuovo" il Prof. Christian Léonard (Paris Nanterre), terrà un minicorso dal titolo "Schroedinger’s problem" Le lezioni si terranno presso il dipartimento "Guido Castelnuovo" secondo il seguente calendario: lunedì 5 maggio 16:00 sala di consiglio giovedì 8 maggio 14:30 aula L venerdì 9 maggio 14:30 sala di consiglio lunedì 12 maggio 16:00 sala di consiglio Gli interessati sono invitati a partecipare ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 -----------------------------------------------------------------

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QFinLab Seminar - Alessandro Sbuelz (Università Cattolica del Sacro Cuore) - 7/5/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 30 Apr '25

30 Apr '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Wednesday, 7 May 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Alessandro Sbuelz (Università Cattolica del Sacro Cuore) Title: The Zero-Theta Hedge Contract. Abstract: We examine long-dated asset valuation under systematic and idiosyncratic risk, driven by extreme trajectories. By introducing the zero-Theta hedge contract, a negative-Delta derivative security with a maturity-independent price, we study investor attitudes toward systematic long-run crashes. Declining expected payoff with maturity signal strong crash aversion. The contract aids in decomposing the stochastic discount factor, shedding light on long-run crash risk premia. Even for volatile assets whose price comes from idiosyncratic rallies, systematic long-run crashes remain central to long-run risk valuation. Based on a joint work with Anna Battauz and Marzia De Donno. Next seminars: Olimpia Carradori (University of Zurich), 5 June 12.00. Marco Tolotti (Università Ca' Foscari Venezia), 9 June 12.15. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

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Seminario Padova e Alumni Award - Jacopo Borga
by alekos.cecchin＠unipd.it 30 Apr '25

30 Apr '25

Buongiorno a tutti, Vorremmo segnalarvi che lunedì prossimo (5 Maggio) in aula 1BC45 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Jacopo Borga (MIT) <https://www.jacopoborga.com/> https://www.jacopoborga.com Title: Lattice Yang-Mills theory in the large N limit via sums over surfaces Date: May 5, 2025, at 14:30, room 1BC45 Abstract: Lattice Yang-Mills theories are important models in particle physics. They are defined on the d-dimensional lattice Z^d using a group of matrices of dimension N, and Wilson loop expectations are the fundamental observables of these theories. Recently, Cao, Park, and Sheffield showed that Wilson loop expectations can be expressed as sums over certain embedded bipartite maps of any genus. Building on this novel approach, we prove in the so-called strongly coupled regime: 1. A rigorous formula in terms of embedded bipartite planar maps of Wilson loop expectations in the large N limit, in any dimension d. 2. An exact computation of Wilson loop expectations in the large N limit, in dimension d=2, for a large family of (simple and non-simple) loops. Previous results to the two aforementioned points were established by Chatterjee (2019) and Basu & Ganguly (2016), respectively. Our results extend these previous results, offer simpler proofs and provide a new perspective on these significant quantities. This work is a collaboration with Sky Cao and Jasper Shogren-Knaak. Segnaliamo inoltre che Jacopo Borga terrà un seminario divulgativo e riceverà l'Alumni Special Award dell’Università di Padova lunedì, 5 maggio in aula 1A150, Torre Archimede Programma: * 16:30. Saluti istituzionali (Italian) * 16:40. Borga presents to non-experts his research: A Walk through Random Combinatorial Structures <https://www.alumniunipd.it/blog/event/a-walk-through-random-combinatorial-s…> https://www.alumniunipd.it/blog/event/a-walk-through-random-combinatorial-s… * 17:10. Cerimonia di premiazione (Italian) Registration <https://www.cognitoforms.com/AssociazioneAlumniDellUniversit%C3%A0DegliStud…> welcome! Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Colloquium Matematico del Prof. Lorenzo Zambotti
by Sonia Mazzucchi 30 Apr '25

30 Apr '25

Segnalo a tutti i potenziali interessati che mercoledì 7 maggio alle 14:00, nell'ambito dei "Colloquia matematica" del dipartimento di matematica dell'università di Trento, il Prof. Lorenzo Zambotti (Sorbonne Université) terrà un seminario dal titolo: Products of (random) distributions in Stochastic PDEs and Quantum Field Theories. Ulteriori dettagli e informazioni sono reperibili al seguente link https://eventi.unitn.it/it/products-random-distributions-stochastic-pdes-an… Grazie per l'attenzione e un caro saluto Sonia Mazzucchi --

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RTT in Statistics (STAT-01/A) - Dept of Mathematics - Trento
by Claudio Agostinelli 29 Apr '25

29 Apr '25

The Department of Mathematics at the University of Trento is inviting applications for a new position at the level of Tenure Track Assistant Professor (RTT, ricercatore/ricercatrice a tempo determinato in tenure track) in Statistics (STAT-01/A). This opportunity is aimed at individuals with a strong mathematical background and an outstanding track record in mathematical statistics, particularly in emerging areas such as: Statistical Machine Learning, High Dimensional Statistics, Bayesian Nonparametrics, Functional Data Analysis. The successful candidate will be expected to teach in English mainly for the MSc program in Mathematics. Here the link to the application: https://lavoraconnoi.unitn.it/bando-dr-valcomp/405-2025-dmath?check_logged_… The deadline for applying is *29 May*. Best, Claudio Agostinelli

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