March 2026 - 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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Seminario Padova - Bouchot
by alekos.cecchin＠unipd.it 08 May '26

08 May '26

Buongiorno a tutte/i, Vorremmo segnalarvi che Venerdì prossimo (6 Marzo) alle 14:30 in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Nicolas Bouchot (Universität Innsbruck) <https://www.uibk.ac.at/mathematik/personal/bouchot-nicolas/bouchotnicolas.h tml> website Title: Confined walk, interlacements and covering time Date: March 6, 2026, at 14:30, 2AB40 Abstract: Random interlacements are understood to naturally arise as a full-volume limit of random walks spending a long time inside a domain. However, this understanding is somewhat indirect, as it is often through ways of large deviations principles. In this talk, I will present a straightforward model: the random walk confined inside a domain. We obtain a precise coupling between this confined walk and some interlacements tilted by the first Laplace eigenvector on the domain. As an application, I will present asymptotics for the covering time of subdomains by the confined walk. Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Next Webinar PRISMA - April 13, 2026 - Speakers: Jodi Dianetti & Giorgio Ferrari
by Luciano Campi 13 Apr '26

13 Apr '26

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 Monday, April 13, 2026. The speakers will be Jodi Dianetti (Università di Roma Tor Vergata) and Giorgio Ferrari (University of Bielefeld), who will speak on: Singular Stochastic Controls in Reinforcement Learning and Mean-field Problems According to the following schedule 16:00 1st seminar 16:30 Break and discussions 16:45 2nd seminar 17:15 Conclusions and discussions The abstract can be found below. The seminars will be streamed on Teams at the following link: <https://teams.microsoft.com/meet/336647845045160?p=BZrq2TCGqLcOqxzVsv> teams.microsoft.com<https://teams.microsoft.com/meet/336647845045160?p=BZrq2TCGqLcOqxzVsv> [X]<https://teams.microsoft.com/meet/336647845045160?p=BZrq2TCGqLcOqxzVsv> We look forward to seeing many of you there! Luciano Campi, Maurizia Rossi %%%%%%%%%%%%%%%%%%%%%%%%%%%% SPEAKERS: Jodi Dianetti (Università di Roma Tor Vergata) and Giorgio Ferrari (Bielefeld University) TITLE: Singular Stochastic Controls in Reinforcement Learning and Mean-field Problems ABSTRACT: This talk is divided into two parts, both devoted to stochastic control problems with singular controls. In both cases, a connection with optimal stopping plays a key role, although it arises in different ways and from different perspectives. In the first part, we consider optimal stopping problems from a reinforcement learning perspective. We formulate the stopping decision through randomized stopping times, modeled by bounded, nondecreasing, càdlàg control processes, and introduce an entropy regularization that promotes exploration. The resulting problem can be rewritten as a degenerate, finite-fuel singular stochastic control problem. Using dynamic programming, we characterize the optimal exploratory policy, obtain semi-explicit solutions in a real-option setting, analyze the vanishing-entropy limit, and propose a policy-iteration reinforcement learning algorithm with convergence guarantees. In the second part, we turn to mean-field control problems with singular controls over a finite horizon, allowing for general dependence on the distribution of the state. We show that these problems can be linked to a mean-field game with singular controls, and that equilibria of this game yield optimal controls for the original problem. For a mean-field version of the classical monotone follower problem, the associated equilibrium is characterized by exploiting its connection with optimal stopping together with a Kakutani-Fan-Glicksberg fixed-point argument, leading to a complete characterization of the optimal control in terms of a moving free boundary that uniquely solves a nonlinear integral equation. The talk is based on (ongoing) joint works with Andrea Amato, Federico Cannerozzi, and Renyuan Xu. --------------------------------------------------------

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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 in honour of Freddy Delbaen
by Sara 31 Mar '26

31 Mar '26

Dear all, Below you will find the details of the conference in honor of Professor Freddy Delbaen, on the occasion of his 80th birthday. Warm regards, ---------------------------------------------------------------------------------------------- *Sara Biagini* Department of AI, Data and Decision Sciences *LUISS University* Address: Viale Romania, 32 00197 Roma *Web*: https://www.luiss.it/faculty/352478 *Web* (personal): https://sites.google.com/site/sarabiagini/ ---------- Forwarded message --------- Da: Delia Coculescu <delia.coculescu(a)df.uzh.ch> Date: Mar 31 Mar 2026, 21:22 Subject: Conference in honour of Freddy Delbaen To: Sara <sara.biagini(a)gmail.com> Cc: Cheridito Patrick <patrickc(a)ethz.ch>, Damir Filipovic < damir.filipovic(a)epfl.ch> Dear Sara, We organise a conference for Freddy’s 80 birthday, 7-9 September 2026. Information is under [image: imageCarousel.imageformat.lightbox.644279698.jpg] Freddy Delbaen Conference <https://risklab.ethz.ch/news-and-events/conference-delbaen.html> risklab.ethz.ch <https://risklab.ethz.ch/news-and-events/conference-delbaen.html> <https://risklab.ethz.ch/news-and-events/conference-delbaen.html> Feel free to sent the information to people that may be interested to attend. Also, note that we have an open call for contributed talks, with deadline April 23. Best wishes, Delia

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STATISTICAL REFLECTIONS: Half-day Workshop on Statistical Methods - Ca’ Foscari University (Scientific Campus Venezia Mestre)
by Carlo Gaetan 30 Mar '26

30 Mar '26

The STREAM group (https://www.unive.it/pag/16818/) of the Ca’ Foscari University, in collaboration with the Data-Centric Environmental Studies Centre (DESC <https://www.unive.it/web/it/15083/home>), invites you all to STATISTICAL REFLECTIONS Half-day Workshop on Statistical Methods <https://drive.google.com/file/d/1GaAmvj5l4a9qmESfDGz9Q3wuQqgD6_ym/view?usp=…> Venice April 8, 2026 Ca’ Foscari University Scientific Campus Aula Epsilon 2 Via Torino 155 Venezia Mestre Program: -14:00 Miguel de Carvalho (University of Edinburgh): On Extremal Vulnerability in Multivariate Extremes -14:45 Philippe Naveau (Laboratoire des Sciences du Climat et de l’Environnement): A Kullback--Leibler divergence test for multivariate extremes with applications to environmental data -15:45 Simone Padoan (Bocconi University): Optimal weighted pooling for inference about the tail index and extreme quantiles Speaker: Miguel de Carvalho University of Edinburgh), UK https://webhomes.maths.ed.ac.uk/~mdecarv/ <https://warwick.ac.uk/dfirth> On Extremal Vulnerability in Multivariate Extremes In many complex systems, identifying the most vulnerable component is essential for effective prevention, intervention, and risk management. In this talk, I will introduce the notion of extremal vulnerability, defined as the long run tendency of a component to be affected by extreme events occurring in other components. The proposed framework builds on the tail dependence matrix and introduces the Extremal Vulnerability Rank (XVRank) method—a PageRank-inspired algorithm designed to quantify extremal vulnerability. We establish the theoretical properties of the proposed inferences, including consistency and asymptotic normality, and validate their performance through Monte Carlo simulations. The proposed methods are illustrated using financial data to determine assets most exposed to severe market downturns. Speaker: Philippe Naveau Laboratoire des Sciences du Climat et de l’Environnement, France https://www.lsce.ipsl.fr/en/pisp/philippe-naveau/ <https://www.ikosmidis.com/> A Kullback--Leibler divergence test for multivariate extremes with applications to environmental data Testing whether two multivariate samples exhibit the same extremal behavior is an important problem in various fields including environmental and climate sciences. While several ad-hoc approaches exist in the literature, they often lack theoretical justification and statistical guarantees. On the other hand, extreme value theory provides the theoretical foundation for constructing asymptotically justified tests. We combine this theory with Kullback--Leibler divergence, a fundamental concept in information theory and statistics, to propose a test for equality of extremal dependence structures in practically relevant directions. Under suitable assumptions, we derive the limiting distributions of the proposed statistic under null and alternative hypotheses. Importantly, our test is fast to compute and easy to interpret by practitioners, making it attractive in applications. Simulations and various environmental applications will be covered. Speaker: Simone Padoan Bocconi University, Italy https://www.unibocconi.it/en/faculty/simone-padoan <https://www.unibocconi.it/en/faculty/simone-padoan> Optimal weighted pooling for inference about the tail index and extreme quantiles We investigate pooling strategies for tail index and extreme quantile estimation from heavy-tailed data. To fully exploit the information contained in several samples, we present general weighted pooled Hill estimators of the tail index and weighted pooled Weissman estimators of extreme quantiles calculated through a nonstandard geometric averaging scheme. Our results include optimal choices of pooling weights based on asymptotic variance and MSE minimization. In the important application of distributed inference, we show that the variance-optimal distributed estimators are asymptotically equivalent to the benchmark Hill and Weissman estimators based on the unfeasible combination of subsamples, while the AMSE-optimal distributed estimators enjoy a smaller AMSE than the benchmarks in the case of large bias. Simulations confirm the statistical inferential theory of our pooled estimators. An application to real weather data is showcased. Participation is free and open to anybody interested. Best regards Caelo Gaetan -- Carlo Gaetan Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Z.A12 - Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY phone: ++39 041 234 8404 e-mail:[gaetan"at"unive"dot"it] web:[https://www.unive.it/data/people/5591383] ID orcid:[https://orcid.org/0000-0002-1361-9959] Please don't print this e-mail unless you really need to. Please avoid sending me Word, Excel or PowerPoint attachments. Seehttp://www.gnu.org/philosophy/no-word-attachments.html. Per favore non stampate questo messaggio se non è proprio necessario. Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le ragioni sono spiegate quihttp://www.gnu.org/philosophy/no-word-attachments.it.html

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Workshop announcement: "Spreading dynamics in random environments" at WIAS Berlin: July 06-08 2026
by Benedikt Jahnel 28 Mar '26

28 Mar '26

Dear owner, would you be so kind and allow me to send the following advertisement for a workshop. Thanks and best regards, Benedikt ====================================== Dear colleagues, as a reminder, see the advertisement below for our workshop on „Spreading dynamics in random environments" at WIAS Berlin, in July: https://wias-berlin.de/workshops/SDRE26/ https://wias-berlin.de/workshops/SDRE26/ With best regards, Benedikt ====================================== Dear colleagues, the registration is now open for the workshop „Spreading dynamics in random environments" taking place July 06-08 2026 at WIAS Berlin. Understanding how infections or information propagate through populations, or more generally, through complex networks embedded in space, is a central challenge of the modern world. This workshop brings together both established experts and early-career researchers working on mathematical approaches to information and infection spread in random environments. The program will feature a mini-course by Alexandre Stauffer, complemented by invited research talks from other participants. Speakers: Prof. Alexandre Stauffer, Kings College London (Minicourse) David Coupier (IMT-Université de Lille) Marta Dai Pra (Universität Bielefeld) John Fernley (University of Warwick) Lisa Hartung (Universität Mainz) Johannes Lengler (ETH Zurich) Laurent Ménard (Université Paris Nanterre) Cornelia Pokalyuk (Universität Lübeck) Bruno Schapira (Université Lyon 1) Marie Théret (Université Paris Nanterre) Stefanie Winkelmann (Zuse Institut Berlin) More details and registration can be found at https://wias-berlin.de/workshops/SDRE26/ Registration is free but mandatory. We look forward to seeing you in Berlin, with best regards, Jonas Köppl, Lukas Lüchtrath, and Benedikt Jahnel PS: This workshop is possible thanks to the support of the SPP2265 (through the German DFG), the Berlin Cluster of Excellence Math+, and WIAS Berlin. -- Prof. Dr. Benedikt Jahnel Head of Leibniz Group DYCOMNET Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Anton-Wilhelm-Amo-Str. 39 10117 Berlin, Germany Phone +49 30 20372-445 https://www.wias-berlin.de/people/jahnel/?lang=1 Legal Notice <https://www.wias-berlin.de/about/imprint.jsp> Legal entity: Forschungsverbund Berlin e. V. | Rudower Chaussee 17 | 12489 Berlin, Germany Registered office: Berlin – Registered at the Berlin-Charlottenburg local court – Reg. No.: VR 12174 B | VAT number: DE 136785011 Joint power of attorney: Prof. Dr. Michael Hintermüller (Director of the WIAS) and Martin Böhnke (Managing Director of the FVB)

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Premio SMF per Tesi di Dottorato
by Maurizia Rossi 27 Mar '26

27 Mar '26

Cari tutti, Vi segnalo con piacere una nuova attività del *Seminario Matematico e Fisico di Milano*: sono aperte le candidature per il *Premio Tesi di Dottorato* https://www.smf-milano.it/phd.html Possono partecipare alla selezione coloro che abbiano conseguito il titolo di Dottore di Ricerca in *Matematica*, o titolo riconosciuto equipollente, presso un’Università o istituzione scientifica *italiana* nei *18 mesi *precedenti la data di scadenza del bando (*31 maggio 2026*). Vi chiederei la cortesia di pubblicizzare il bando tra i vostri contatti e all'interno delle vostre Scuole di Dottorato. Cordiali saluti, Maurizia Rossi -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Seminario di Enrico Scalas
by Lorenzo Facciaroni 26 Mar '26

26 Mar '26

Buonasera, Vi segnalo il seguente seminario (https://www.dss.uniroma1.it/it/node/8750) di domani 27 Marzo del prof. Enrico Scalas, che si terrà presso il Dipartimento di Scienze Statistiche (Sapienza Università di Roma, edificio CU002) in aula V, alle ore 12:00: *The Ehrenfest-Brillouin Model and its Applications* The Ehrenfest-Brillouin Model (EBM) is a framework for understanding complex systems. We begin by establishing a hierarchy of state descriptions, moving from individual descriptions to statistical descriptions before arriving at "frequencies of frequencies." This structural approach facilitates a rigorous definition of the EBM as a random dynamic process whose state space coincides with these world descriptions. The EBM is an irreducible and aperiodic Markov chain, ensuring the convergence to a unique stationary distribution regardless of the initial state. The EBM dynamics incorporates interaction parameters that allow the system to recover Maxwell-Boltzmann, Bose-Einstein, or Fermi- Dirac statistics depending on the degree of dependency between agents. The model’s stochastic rules naturally yield emergent phenomena such as power laws. Finally, we discuss the broad applicability of the EBM in physics and the social sciences, for example in modeling wealth distribution. The EBM provides a unifying bridge between the combinatorial foundations of statistical mechanics and socio-economic theory. Di seguito link per il collegamento online https://uniroma1.zoom.us/j/83625004899?pwd=bXCtz0 mp759PUh2lkqT0BUoVa0Uegg.1 Passcode: 123456 Buona serata, Lorenzo Facciaroni -- *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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Reminder: spring school "Mathematical Aspects of Plasma Physics and Turbulence", May 4-8, 2026, Pisa
by Theresa Lange 26 Mar '26

26 Mar '26

Dear colleagues, With this I would like to remind you of the below event. Despite the previous announcement, there is still funding available for participants. Feel free to contact the organisers for further information. Kind regards Theresa Lange ——— Dr. Theresa Lange Research Group Leader (DFG Emmy-Noether-programme) Max Planck Institute for Mathematics in the Sciences Inselstr. 22 04103 Leipzig Germany theresalange(a)mis.mpg.de <mailto:theresalange@mis.mpg.de> >> Von: Theresa LANGE <theresa.lange(a)sns.it <mailto:theresa.lange@sns.it>> >> Betreff: Announcement of spring school "Mathematical Aspects of Plasma Physics and Turbulence", May 4-8, 2026, Pisa >> Datum: 9. Februar 2026 um 11:22:59 MEZ >> An: random(a)lists.dm.unipi.it <mailto:random@lists.dm.unipi.it> >> >> Dear colleagues, >> >> with this we would like to draw your attention to the following event: >> >> From May 4th-8th, 2026, we are organising the spring school “Mathematical Aspects of Plasma Physics and Turbulence”, to be held at Scuola Normale Superiore di Pisa. It will comprise three lecture series on mathematical models and techniques arising in plasma physics, and aims to bring together mathematicians and physicists with complementary expertise in these areas. >> >> The event shall be targeted at researchers in particular at early-career level, working in the fields of kinetic equations, scaling limits, diffusion processes, and pattern formation in partial differential equations. They will be able to share their work via presentation of a talk or a poster. Limited funding is available for accommodation. >> >> We would kindly like to ask you to forward this information to interested students and colleagues. Further information on the event can be found on the webpage https://indico.sns.it/event/139/. >> >> Registration is open until March 10th for those requiring funding, and latest until April 26th, under https://indico.sns.it/event/139/registrations/83/. >> >> Best wishes >> >> Franco Flandoli, Ciro Campolina, Federico Butori, Theresa Lange, Yassine Tahraoui >> >> — >> >> Dr. Theresa Lange >> Postdoctoral Researcher >> >> Group Prof. Franco Flandoli >> Scuola Normale Superiore >> Piazza dei Cavalieri 7 >> 56126 Pisa >> Italy

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