October 2026 - Random - Mailing list — Dipartimento di Matematica, UniPI

Workshop Stochastic Analysis
by Stefania Ugolini 09 Oct '26

09 Oct '26

Dear Colleagues, It is our great pleasure to invite you to the following workshop. Best regards, Stefania Ugolini on behalf of the Organizing Committee Workshop: Stochastic Analysis Monday, October 19, 2026 Milano, Sala Consiglio, Room 8012, 8-th Floor, Via Celoria 18. Schedule: 10h-11h Davide Bignamini (University of Pavia), Integration by parts, reversibility and Gibbs measures for SPDEs on the whole line 11h-12h Margherita Zanella (Polytechnic University of Milano ), Existence, uniqueness and asymptotic stability of invariant measures for the stochastic Allen-Cahn-Navier-Stokes system with singular potential. 14h00-15h00 Emilio Ferrucci (SISSA, Trieste), Locality of rough path lifts of fractional Brownian motion 15h00-16h00 Lucio Galeati (University of L'Aquila), Fluctuations for mean field limits of singular interacting particle systems driven by fBm The workshop is organized by Francesco De Vecchi (Università di Pavia), Frédéric Patras (CNRS-Université Cote d’Azur) e Stefania Ugolini (Università di Milano) as the second scientific event of the Intensive Research Trimester titled: "Algebraic & Geometric Structures in Stochastic Calculus" of the Center for Training and Research, in the framework of the Excellence Project 2023-2027 of the Department of Mathematics " “F. Enriques”, Milano. https://agssc.unimi.it/

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Incarico di ricerca Dipartimento di Scienze Statistiche Università di Padova
by Livia Mian 08 Oct '26

08 Oct '26

Gentilissime/i, segnaliamo l’apertura di un bando per il conferimento di un incarico di ricerca di durata 12 mesi nell'ambito del progetto di ricerca dal titolo "Modellizzazione e previsione di misure di rischio finanziario con modelli fattoriali estesi" da svolgersi presso il Dipartimento di Scienze Statistiche dell'Università di Padova, sotto la supervisione del Prof. Massimiliano Caporin. Possono partecipare alla selezione giovani studiosi in possesso del titolo di laurea magistrale conseguito da non più di sei anni nelle seguenti classi di laurea: SCIENZE STATISTICHE (LM-82), SCIENZE DELL'ECONOMIA (LM-56), SCIENZE ECONOMICO AZIENDALI (LM-77), FINANZA (LM-16), SCIENZE STATISTICHE, ATTUARIALI E FINANZIARIE (LM-83). È inoltre richiesto un curriculum idoneo all’assistenza nello svolgimento di attività di ricerca. Link al bando: https://www.stat.unipd.it/news/termine/104 Scadenza per la presentazione della domanda: ore 13:00 del 21.10.2026 Cordiali saluti, Il Dipartimento di Scienze Statistiche

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3-year Chapman Fellowship at Imperial College
by Passeggeri, Riccardo 07 Oct '26

07 Oct '26

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Seminar Bordiga at Tor Vergata, October 12
by Michele Salvi 07 Oct '26

07 Oct '26

Dear all, On Monday, October 12, at 14h00 in Aula Dal Passo in the Math Department of the University of Rome Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Eleonora Bordiga (IMT Lucca) with the seminar “Spectra of random non-uniform hypergraphs” Abstract: Hypergraphs provide a natural mathematical framework for modeling systems with higher-order interactions. Motivated by the heterogeneity of many real-world networks, we study a non-uniform inhomogeneous Erdős-Rényi hypergraph model, in which hyperedges of different sizes are included with possibly different probabilities. In a suitable non-sparse regime, we characterize the limiting spectral distribution of an associated adjacency matrix and identify the relative contributions of the different hyperedge sizes. Joint work with Luca Avena and Elia Bisi (University of Florence). We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Bordiga | Join meeting in Teams | Microsoft Teams <https://teams.microsoft.com/meet/3292751676629632?p=wnwUHfwvCnnnvpGPgi> The seminar is part of the Excellence Project MatMod@TOV.

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Forthcoming CIRCE meeting and winter school @Padova 25-27 Jan 2027
by Ilaria Prosdocimi 07 Oct '26

07 Oct '26

Dear all, We are pleased to announce that the next CIRCE (Community of Italian Researchers Connecting on Extreme Value Statistics) workshop meeting will be held at the Department of Statistical Sciences of the University of Padua (via C. Battisti, 241, 35121 Padua, room SC60) on 27 January 2027 - more details will be communicated on this list and will be available closer to the data here. Scholars interested in Extreme Value Analysis are welcome to join the workshop. Moreover, we are pleased to announce that the first edition of the thematic winter school “The Foundations of Extreme Value Analysis and Beyond" will take place at the same venue on 25–26 January 2027. The school aims to: - provide a solid introduction to Extreme Value Theory; - highlight the distinctive features of extreme value analysis compared with traditional statistical methods; - provide an overview of fundamental problems and solution strategies proposed in the literature, ranging from well-established methodologies to the most recent developments; - introduce approaches for studying complex forms of extremal dependence and spatial data. See website for a broad school program. The school is intended for PhD students in statistics, mathematics, data science, and related fields; Master’s students interested in pursuing a research career; and young postdoctoral researchers. The school is free of charge and limited financial support is available, covering accommodation costs for a few selected participants. Applicants wishing to be considered for this support should indicate this in the application form: deadline for applying (for the school and for the financial support) is 30th October 2026. The programme offers the possibility of obtaining academic credits (subject to attendance at both the school and the workshop, and submission of a final assignment) and consists of two short courses, details will be provided shortly on the website. Registration for the Short Course includes participation in the CIRCE meeting at no additional costs, so no separate registration for the meeting is required. Further details will be posted on the website. Best wishes, The CIRCE school management team

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PhD in probabilità a Warwick
by Giuseppe Cannizzaro 06 Oct '26

06 Oct '26

Cari colleghi, come ogni anno i dipartimenti di Matematica e Statistica di Warwick aprono posizioni di dottorato, alcune delle quali in Probabilità. Qualora aveste studenti interessati, vi prego di inoltrare loro la mail. Cordiali saluti, Giuseppe ------------------------------------------------------ The Probability group at the University of Warwick (*P@W* <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>) is looking for talented students to undertake their *PhD studies* with us. The successful applicant will join one of the *largest probability groups* <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> worldwide with an established track record of high-quality research and a broad range of interests <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>. The Probability group is *joint *between the Mathematics and Statistics Department and you can apply to either or *both* (recommended). See P@W <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> for a list of potential supervisors and their affiliation; *co-supervision* is possible and encouraged. The appointments include · *fully funded scholarships* for both UK and international students of the duration of 4 years; · a *travel allowance* for schools, workshops and conferences; · a *training fund* for extended research stays. Applications are received and assessed throughout the year on a *first-come-first-served basis*, with the *prestigious Chancellor scholarship* has an earlier deadline* 10 December. *For more information on funding please visit the webpage at the following *link* <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> . The programme consists of 6 months of *research training* with the possibility to attend graduate level courses taught by leading experts. Further, it is enriched by a variety of activities: 3 dedicated weekly seminars; research focus groups on cutting-edge topics; minicourses, a biannual summer school <https://warwick.ac.uk/fac/sci/statistics/news/patw_summer_school_2027/> workshops and conferences, ensuring a continued presence of international and distinguished visitors. Useful links: - P@W group: https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/ <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - Research at P@W: https://warwick.ac.uk/fac/sci/statistics/research/probability-at-warwick/re… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - Fundings: https://warwick.ac.uk/fac/sci/statistics/postgrad/centre-for-doctoral-train… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - CDT in Statistics: https://warwick.ac.uk/fac/sci/statistics/postgrad/centre-for-doctoral-train… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> - CDT in Mathematics: https://warwick.ac.uk/fac/sci/maths/currentstudents/currentpostgraduates/ph… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>

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P@W Summer School
by Giuseppe Cannizzaro 06 Oct '26

06 Oct '26

Cari colleghi, nella mail che segue, potete trovare informazioni riguardo alla seconda edizione della P@W Summer School in Probability che si terrà a Warwick a Luglio prossimo. Vi prego di inoltrarla a tutti coloro che possano essere interessati. Cordiali saluti, Giuseppe -------------------------------------------- Dear all, we are extremely happy to announce the *LMS/P@W Summer School - Large Scale Universal Properties of Random Systems* <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> which will take place at the *University of Warwick, 12-16 July 2027*. The school aims at engaging PhD students and researchers with cutting-edge topics at the frontiers of current knowledge in Probability and Statistical Mechanics. It will feature four lecture courses held by - Patricia Gonçalves <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fpatriciam…>, IST Lisbon (Portugal) - Felix Otto <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.mis.m…>, MPI Leipzig (Germany) - Justin Salez <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.cerem…>, Université Paris-Dauphine (France) - Perla Sousi <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.stats…>, University of Cambridge (UK) who will explore different but connected themes: stochastic PDEs and homogenisation, interacting particle systems, mixing and cut-off phenomena (for more details please visit the website <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>). The programme will be complemented by discussion and exercise sessions so to maximise interaction among participants and speakers. Further, participants will have the chance to present their work in short-talk sessions. To join the school, please register at https://warwick.ac.uk/fac/sci/statistics/news/patw_summer_school/registrati… <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> and fill in and submit the registration form. The *registration deadline* is *31 May 2027 *but due to limited room capabilities we encourage interested participants to register earlier*. * For more information about the school, how to reach the University of Warwick and accommodation, please visit https://warwick.ac.uk/fac/sci/statistics/news/patw_summer_school_2027/ <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> The school is jointly funded by the London Mathematical Society (via grant RS-75), the Heilbronn Institute for Mathematical Research, the Statistics (via CRiSM <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…>) and Mathematics departments of the University of Warwick, and the UKRI (via the grant MR/W008246/1). We are looking forward to welcoming you in Warwick! Best wishes, The Organisers (Giuseppe Cannizzaro, Paul Chleboun, Emma Horton, and Nikolaos Zygouras)

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From Randomness to Quantum Theory, 15 -17 February 2027, Rome
by Luca Fresta 06 Oct '26

06 Oct '26

Dear Colleagues, We are pleased to announce the workshop From Randomness to Quantum Theory: A Winter Workshop in Probability and Mathematical Physics which will take place at Roma Tre University, 15 - 17 February 2027. The workshop will bring together researchers working at the interface of probability, quantum mechanics and quantum field theory, with the aim of fostering interactions across these closely related areas. The workshop is supported by the European Union through the Marie Skłodowska-Curie Actions and by Roma Tre University. The current list of invited speakers, further information about the event, and the registration form can be found on the workshop website: https://www.mat.uniroma3.it/users/pmp-seminars/workshop.html Registration is now open. If you would like to attend, please register via the website, the deadline is Friday, 11 December 2026. We would be very happy to welcome you to Rome in February! Best regards, Alessandro Giuliani Luca Fresta

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SURE-AI@STAR seminar - Thursday 8th October
by David Vencato 06 Oct '26

06 Oct '26

Dear all, Join us for our upcoming talk in the SURE-AI<https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> STAR seminar <https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> series on Thursday, October 8th, from 11:15 to 12:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/64628994183>. The speaker is Sebastian Zeng (Linnæus University) with the talk: Title: Latent Variable Learning of SPDEs Abstract: We study the problem of learning the law of linear stochastic partial differential equations (SPDEs) with additive Gaussian forcing from spatiotemporal observations. Most existing approaches either assume access to the driving noise or initial condition, rely on deterministic surrogates that fail to capture intrinsic stochasticity, or employ generative models (e.g., diffusion models) that capture local randomness but may accumulate distributional errors when used in an autoregressive rollout setting. We propose a structured latent-variable formulation that requires only observations of solution realizations and learns the underlying randomly forced dynamics. Our approach combines a spectral Galerkin projection with a truncated Wiener chaos expansion, yielding a principled separation between deterministic evolution and stochastic forcing. This formulation reduces the infinite-dimensional SPDE to a finite system of parametrized ordinary differential equations governing latent dynamics. The latent dynamics and stochastic forcing are jointly inferred through variational learning, enabling recovery of stochastic structure without explicit observation or simulation of noise during training. Empirical evaluation on synthetic data demonstrates state-of-the-art performance under comparable modeling assumptions on bounded and unbounded one-dimensional spatial domains. We are looking forward to seeing you! Best regards, Giulia, Salvador, Leonardo, Antonio, Kristoffer and David

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Seminario di Barbara Ruediger in Sapienza
by Enrico Scalas 05 Oct '26

05 Oct '26

Buongiorno, trovate qui sotto l'avviso di seminario. Tutte le persone interessate sono cordialmente invitate. Cordiali saluti, Enrico Scalas -- Il giorno 9 ottobre 2026 alle ore 10 in aula 24 del Dipartimento di Scienze Statistiche, Sapienza Università di Roma, la Prof. Barbara Ruediger (Universitaet Wuppertal) presenterà un seminario dal titolo: Boltzmann Processes Riassunto: In [1] we identify the stochastic process which has, as the corresponding Fokker-Planck equation, the Boltzmann equation. This means that we identify the stochastic process which describes the dynamics in position and velocity of one molecule of a rarefied gas which expands in a vacuum according to the Boltzmann equation. We call this the Boltzmann process. We show that this is the solution of a McKean-Vlasov type stochastic differential equation with Poisson noise. All cases are considered here: hard sphere cut-off case, considered by Boltzmann, as well as soft and hard potentials. In [2] we prove the existence of the solution of this Mc Kean-Vlasov SDE for the hard sphere cut-off case. Bibliografia [1] On the construction and identification of Boltzmann processes, S. Albeverio, B. Rüdiger, P. Sundar, Ensaios Matematicos Vol. 38, 2023. [2] (an improved version of) Identification and existence of Boltzmann processes, B. Rüdiger, P. Sundar arxiv 2301.08662.

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