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

Call for Applications: 1-Year Research Fellowship-Dept. MEMOTEF, Sapienza
by Claudia Ceci 26 Oct '26

26 Oct '26

Dear Colleagues, I am pleased to share that the Department of Methods and Models in Economics, Territory and Finance (MEMOTEF) at Sapienza Università di Roma has officially opened a call for applications for a *1-year Research Fellowship *(*Incarico di Ricerca*). The research activity will focus on the quantitative modeling and parametric pricing of innovative risk-transfer instruments for emerging risks, alongside the application of stochastic control techniques and dynamic optimization methods to design effective risk-mitigation strategies. The contract is for 12 months (renewable depending on funding and project needs). A Master’s degree (*Laurea Magistrale*) in Mathematics, Finance, Economics, or related quantitative disciplines is required. *A PhD is considered a preferred qualification, but is not mandatory.* All details regarding eligibility, application procedures, and deadlines are available *here* <https://trasparenza.uniroma1.it/page/5/details/37185/bando-incarico-di-rice…> . *Deadline for applications:* 18.11.2026 (23:59, local time) I would be very grateful if you could share this call with your networks or forward it to potential candidates who might be interested. Best regards, Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(a)uniroma1.it -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Next Webinar PRISMA - Nov 10, 2026 - Speakers: Elena Bandini & Francesco Russo
by Luciano Campi 26 Oct '26

26 Oct '26

Dear colleagues and friends We are happy to announce the next webinar of the team UMI - PRISMA (http://www.umi-prisma.polito.it/) PRISMA webinars follow a colloquium-style format designed to foster exchange and discussion within the Italian probability and statistics community. Each session features two speakers, who give two closely connected 30-minute talks providing the community with a perspective on their research area. Over the past few years, recordings of the seminars have been made available on the UMI YouTube channel: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb The next event is scheduled for Tuesday, Nov 10, 2026. The speakers will be Elena Bandini (Università di Bologna) and Francesco Russo (ENSTA), who will speak on: Weak Dirichlet processes, path-dependent martingale problems and BSDEs according to the following schedule 16:00 Elena Bandini 16:30 Break and discussions 16:45 Francesco Russo 17:15 Conclusions and discussions The abstract can be found in the attached pdf. The seminars will be streamed on Teams at the following link: <https://teams.microsoft.com/meet/3990193635962130?p=dPpioonTpoD8sCgnfh> teams.microsoft.com<https://teams.microsoft.com/meet/3990193635962130?p=dPpioonTpoD8sCgnfh> [X]<https://teams.microsoft.com/meet/3990193635962130?p=dPpioonTpoD8sCgnfh> We look forward to seeing many of you there! Luciano Campi, Maurizia Rossi -------------------------------------------------------- Luciano Campi Full Professor University of Milan Department of Mathematics Email: luciano.campi(a)unimi.it Web: sites.google.com/site/lucianocampi1

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Probability Seminar by Ronan Herry (Univ. Rennes 1) at Milano-Bicocca
by Maurizia Rossi 25 Oct '26

25 Oct '26

Dear colleagues, I am glad to announce the following seminar, which will take place on *Friday, 30 October 2026, at 11:00* at the University of *Milano-Bicocca*, Department of Physics, *Building U2*, *Room 5017* (5th floor). Speaker: *Ronan Herry* (Université de Rennes) https://www.ronanherry.org/ *Title:* Limit distributions for polynomials with independent Gaussian entries. *Abstract:* In this talk, I will try to explain a recent result of Dominique Malicet, Guillaume Poly and myself where we proved that, for all integers d, the set polynomials of degree ≤ d evaluated in an i.i.d. Gaussian sequence is closed for the convergence in law. For people familiar with multiple stochastic integrals, it says that any limit in law of a sequence of a fixed degree d multiple integral can be represented as a sum of multiple integrals of degree ≤ d. In the first part of the talk I will motivate this result and give some consequences of our results. In the second part, I will illustrate the general strategy with the case d=2 and 3. Everyone is welcome to attend! Best regards, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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P2 tenure-track position in Mathematics at ICTP
by Ilya Chevyrev 23 Oct '26

23 Oct '26

Dear Colleagues, A P2 tenure-track position in Mathematics has opened at ICTP: https://careers.unesco.org/job/Trieste-Associate-Research-Officer-%28Mathem… Deadline is 9 November 2026 (midnight Paris time). It is advertised as a 1-year project appointment, but this is only for administrative reasons: the position is meant to be tenure-track. The call covers a broad range of maths (PDE, geometry, probability and statistics, algebra, analysis, number theory, dynamical systems), including more applied and computing-related aspects. Best regards, Ilya -- Dr. Ilya Chevyrev SISSA Homepage: https://sites.google.com/view/ilyachevyrev

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Colloquium di Dipartimento a Sapienza -- Jason Miller 29 Ottobre ore 17:00
by Silvestri, Vittoria 23 Oct '26

23 Oct '26

Cari colleghi, Segnalo che Giovedì prossimo a Sapienza *Jason Miller (Cambridge)* terrà il Colloquium di Dipartimento. Seguirà un rinfresco alle 18:00 aperto a tutti i partecipanti. *Data e ora:* Giovedì 29 Ottobre 17:00 *Luogo: *Aula Picone, Dipartimento di Matematica G. Castelnuovo (Roma Sapienza) *Speaker: *Jason Miller (University of Cambridge) *Titolo: *The Ant in the Labyrinth *Abstract: *In 1976, Pierre-Gilles de Gennes posed the problem of the “ant in the labyrinth” to understand diffusion, including heat flow, in disordered media: how does a random walk on a percolation cluster behave over long times and large distances? This question has inspired decades of research in mathematics and physics and was an important motivation for the development of analysis on fractals. The problem is especially subtle at criticality since the large clusters have a fractal structure. Kesten showed in 1986 that in this setting in two dimensions the random walk is subdiffusive, meaning that it spreads out more slowly than an ordinary random walk, but identifying the scaling limit remained a long-standing open problem. In this talk, I will trace the mathematical history of the problem and then present recent work establishing the scaling limit of random walk on two-dimensional critical percolation clusters. This is based on joint work with Valeria Ambrosio, Irina Dankovic, Maarten Markering, and Yizheng Yuan. ******************************** Vittoria Silvestri Associate Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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1-day workshop on Probability and Kinetic Equations (save the date and registration)
by Enrico Scalas 22 Oct '26

22 Oct '26

Dear Colleagues, On 12 November 2026, from 10am, in room 34 of the Department of Statistical Sciences, Sapienza University of Rome, a workshop on Probability and Kinetic Equations will take place. List of speakers Giada Basile: Large deviations and dynamical phase transitions Matteo Quattropani: Aldous’ spectral gap phenomena in stochastic exchange models Nadia Loy: On some kinetic models in econophysics Sergio Simonella: Kinetic limits for classical particle systems: Progress and directions Organisers Lorenzo Facciaroni Costantino Ricciuti Enrico Scalas For further info you can refer to the following web site: https://sites.google.com/uniroma1.it/pke Registration is free, but given that we have a limited number of seats, please send a message to enrico.scalas(a)uniroma1.it by 10 November, if you plan to attend. Best wishes, Enrico Scalas

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Recruitment now open: several PhD studentships in SAMBa CDT, Bath, UK (starting Sep 2027).
by Federico Cornalba 22 Oct '26

22 Oct '26

Dear All, recruitment is now open for several fully funded 4-year PhD studentships in the Centre for Doctoral Training (CDT) in Statistical Applied Mathematics (SAMBa) in Bath, United Kingdom (start date: September 2027). More info can be found here: https://samba.ac.uk/apply-to-samba/ Two important notes: 1. Recruitment is for both UK and international students. 2. Applications are reviewed on a rolling basis, and it is highly recommended to apply by January 2027 in any case. I would be grateful if you could forward this message to all those who may be interested. Many thanks. Best, Federico -------------------------------------------------------------------------- Dr Federico Cornalba Lecturer (Assistant Professor) in Mathematics University of Bath, UK https://sites.google.com/view/federicocornalba/home --------------------------------------------------------------------------

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[Call for Talks & Papers] VieCo26- Vienna-Copenhagen Conference on Financial Econometrics 2026
by Viktoria Schildhammer 21 Oct '26

21 Oct '26

Dear colleagues, We invite submissions for the upcoming Vienna-Copenhagen Conference on Financial Econometrics, taking place at the University of Vienna, Austria from August 13-15th 2026. This long-standing meeting series brings together researchers working on theoretical, methodological, and empirical aspects of financial econometrics, statistics, applied mathematics, and quantitative economics. Topics include (but are not limited to): risk measurement and management, asset pricing, forecasting, high-frequency statistics, market microstructure, derivatives, and machine learning in finance. The conference will take place at the Faculty of Business, Economics and Statistics of the University of Vienna located in the heart of Vienna. This is an in-person meeting only. Keynote Speakers: Lasse Heje Pedersen, Copenhagen Business School Shuping Shi, Macquarie University Michael Wolf, University of Zurich & ADIA Lab Please submit your paper in PDF format via vieco26.isor(a)univie.ac.at Submission Deadline: March 1st, 2026 Organizers: Nikolaus Hautsch, University of Vienna Anders Rahbek, University of Copenhagen Stefan Voigt, University of Copenhagen Please visit our website, https://vieco2026.univie.ac.at, for further information. For inquiries, please contact vieco26.isor(a)univie.ac.at. We are looking forward to your submissions. Best regards, The Organizers

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Seminario di Pietro Caputo a Roma1 (oggi)- Annuncio aggiornato
by Faggionato, Alessandra 21 Oct '26

21 Oct '26

Buongiorno, gli organizzatori mi hanno appena mandato un aggiornamento dell'annuncio inviato poco fa. Sotto l'annuncio aggiornato. Grazie Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%% Seminari di Fisica Matematica Dipartimento di Matematica "G. Castelnuovo" Università di Roma La Sapienza Mercoledì 21 ottobre, ore 16:00, *aula B* Pietro Caputo (Università di Roma Tre) *Nonlinear exchange dynamics for spin systems.* Abstract. We discuss a class of nonlinear exchange dynamics for interacting spin systems, inspired by Boltzmann-type equations from kinetic theory. These dynamics provide a nonlinear Monte Carlo approach for sampling Gibbs measures under prescribed magnetization or density constraints. We focus on the Ising and hard-core models and present convergence results showing exponential relaxation to equilibrium in the weak-interaction and low-density regimes, respectively, with optimal decay rates independent of the initial condition. The proofs are based on novel coupling techniques as well as ideas from the Kac program in kinetic theory, including uniform functional inequalities for the associated particle systems. We also discuss some possible algorithmic applications. Tutte le persone interessate sono invitate a partecipare.

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Seminario di Pietro Caputo alla Sapienza - Oggi
by Faggionato, Alessandra 21 Oct '26

21 Oct '26

Buongiorno segnalo il seguente seminario organizzato dal gruppo di Fisica Matematica: Seminari di Fisica Matematica Dipartimento di Matematica "G. Castelnuovo" Università di Roma La Sapienza Mercoledì 21 ottobre, ore 16:00, sala di Consiglio Pietro Caputo (Università di Roma Tre) *Nonlinear exchange dynamics for spin systems.* Abstract. We discuss a class of nonlinear exchange dynamics for interacting spin systems, inspired by Boltzmann-type equations from kinetic theory. These dynamics provide a nonlinear Monte Carlo approach for sampling Gibbs measures under prescribed magnetization or density constraints. We focus on the Ising and hard-core models and present convergence results showing exponential relaxation to equilibrium in the weak-interaction and low-density regimes, respectively, with optimal decay rates independent of the initial condition. The proofs are based on novel coupling techniques as well as ideas from the Kac program in kinetic theory, including uniform functional inequalities for the associated particle systems. We also discuss some possible algorithmic applications. Saluti Alessandra -- ****************************************************************************** Prof. Alessandra Faggionato https://sites.google.com/mat.uniroma1.it/alessandrafaggionato/home Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor ******************************************************************************

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