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Correzione: 30 GIUGNO !!! - Seminario LYSM di Felix Otto
by Faggionato, Alessandra 24 Jun '25

24 Jun '25

*SCUSATE, HO INDICATO LA DATA SBAGLIATA !!!!!! Correggo di seguito l'annuncio.* Buongiorno, vi informo che il *30 Giugno alle 17.30* al Dipartimento di Matematica della Sapienza (Aula Picone) il Prof. Felix Otto terra' un seminario organizzato dal LYSM con titolo The beginnings of Wasserstein gradient flows (https://www.altamatematica.it/lysm/miscellaneous/) Saluti Alessandra -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Seminar presented by Marta Leocata - Applications of Probability to Economics
by Enrico Scalas 24 Jun '25

24 Jun '25

Dear colleagues, (With apologies for cross-posting) On 26 June 2025 at 2pm (CET) Marta Leocata (LUISS Guido Carli, Department of AI, Data and Decision Sciences) will present an online seminar whose title is: Two applications of multi-agent models in economic and social systems Abstract: In this talk, we present an overview of mathematical models that capture the behavior of myopic agents—who rely on short-term, local information in their decision-making—and strategic agents, who consider the long-term consequences of their actions within interactive environments. These concepts will be illustrated through two applications in economic and social contexts: a multi-agent model for the co-evolution of preferences and actions in the emergence of social norms (joint work with Michele Aleandri, LUISS, and Laura Marcon, CNR), and a Mean Field Game approach to the Emission Trading System (joint work with Giulia Livieri, LSE, and Gianmarco Del Sarto, TU Darmstadt). The seminar link is: https://uniroma1.zoom.us/j/87022289921 This is the first seminar of a series of three seminars organised by UMI-PRISMA on the Applications of Probability to Economics in preparation to the 2025 Summer School of Mathematics for Economic and Social Sciences: https://indico.sns.it/event/105/overview The next seminars will be: on 10 July 2025, Annamaria Olivieri, (University of Parma (Italy), Department of Economics and Management), Modelling Stochastic Mortality for Life Insurance Applications on 17 July 2025, Sara Merino Aceituno (Faculty of Mathematics, University of Vienna, Austria), Large particle limit for jump processes Everybody is welcome to join these seminars! The organisers Giulio Bottazzi, Alessandro Calvia, Marco Capaldo, Enrico Scalas

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Seminario LYSM di Felix Otto alla Sapienza - 23 Giugno
by Faggionato, Alessandra 24 Jun '25

24 Jun '25

Buongiorno, vi informo che il 23 Giugno alle 17.30 al Dipartimento di Matematica della Sapienza (Aula Picone) il Prof. Felix Otto terra' un seminario organizzato dal LYSM con titolo The beginnings of Wasserstein gradient flows (https://www.altamatematica.it/lysm/miscellaneous/) Saluti Alessandra -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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ColloquiLYSM by Pierre-Luois LIONS July 15 2025 11.00 Sapienza
by Pietro Caputo 24 Jun '25

24 Jun '25

ricevo e inoltro con piacere: ------------------------------ *Da:* PAUL Thierry <thierry.paul(a)sorbonne-universite.fr> *Inviato:* martedì 24 giugno 2025 08:45 *Oggetto:* ColloquiLYSM by Pierre-Luois LIONS July 15 2025 11.00 Sapienza Dear all, can I kindly ask you to diffuse the following announcement? - July 15 11.00, aula Levi-Civita Dipartimento di Matematica Guido Castelnuovo Sapienza University Roma Piazzale Aldo Moro, 5 – Roma, *Pierre-Louis Lions* *Collège de France, Paris* *Mathematics and the Real World Today… and Tomorrow?* *On mathematics and their applications.* *Abstract*: It is well-known that mathematics are everywhere nowadays, from the design and improvement of most things that we use every day to the ubiquitous algorithms that govern our lives more and more. After a brief discussion of the nature of maths today, we wish to recall some historical facts that go back to the dawn of mathematics and that emphasize the fast growing role of mathematics with the use of computers and machine learning (AI). We shall describe how real world problems are being tacked with the help of mathematical models and equations that are often partial differential equations. And we wish to emphasize how the study of applications goes hand in hand with the development of maths. We will do so by discussing, without mathematical details, examples using Mean Field Games theory or random matrices. Best regards, Thierry Paul. . -- Pietro Caputo Dipartimento di Matematica e Fisica via della vasca navale 84, 00146 Roma, Italy. www.mat.uniroma3.it/users/caputo Tel +39 3460830076

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PhD Opportunities – Call for Candidates
by Mastrogiacomo Elisa 24 Jun '25

24 Jun '25

Dear all, We are pleased to announce the call for applications for the PhD Program in Methods and Models for Economic Decisions at the Department of Economics, University of Insubria. The program offers 5 fully funded positions and 1 position without a scholarship for the 2025–2026 academic year (Cycle 41). 🔗 Application links: * Call for applications – English version<https://www.uninsubria.eu/work-and-study-us/call-admission-doctoral-courses…> * Bando di ammissione – Versione italiana<https://www.uninsubria.it/bandi-e-concorsi/bando-di-ammissione-ai-corsi-di-…> 📅 Deadline: Applications must be submitted exclusively online via the Student Secretarial Web Services by July 12, 2025, at 12:00 p.m. (noon). We particularly encourage applications from candidates interested in research topics such as: * Operations Research * Probability and Stochastic Processes * Multiobjective Optimization * Stochastic Control * Mathematical Finance The PhD program lasts three years and all its activities are in English. Each post is endowed with a scholarship of about € 16.243 gross per year. Each student is endowed with an additional budget of about €1.624 per year for research activities. The PhD program is hosted by Department of Economics<https://www.uninsubria.it/dieco> of the University of Insubria (located in Varese, Italy), which has been granted the <https://www.mur.gov.it/it/aree-tematiche/universita/programmazione-e-finanz…> Departments of Excellence<https://www.mur.gov.it/it/aree-tematiche/universita/programmazione-e-finanz…> award and funding plan for the period 2023 – 2027 by the ANVUR<https://www.anvur.it/en> (Italian National Agency for the Evaluation of Universities and Research Institutes), ranking 8th among the Italian departments of economics and statistics. For more information on the Department of Economics, its research areas, and faculty involved in quantitative research, please visit: 🔍 Quantitative Research at the Department of Economics (DIECO)<https://archivio.uninsubria.it/siti-tematici-o-federati/siti-dei-dipartimen…> and the PhD website 🔍 PhD website We would be grateful if you could help share this opportunity with any potentially interested students or colleagues. Best regards, Elisa Mastrogiacomo Elisa Mastrogiacomo ----------------------------------------- Professore Ordinario di Metodi matematici dell'economia e delle scienze attuariali e finanziarie DIPARTIMENTO D'ECCELLENZA 2023/2027 Università degli Studi dell'Insubria Dipartimento di Economia Via Monte Generoso, 71 – 21100 Varese tel. +39 0332/395528 web: www.uninsubria.it<http://www.uninsubria.it/> mail: elisa.mastrogiacomo(a)uninsubria.it<mailto:mario.rossi@uninsubria.it> Chiaramente Insubria! [LOGO-ATENEO-FONDO TRASPARENTE]<http://www.uninsubria.it/> [Facebook] <https://www.facebook.com/uninsubria> [Twitter] <https://twitter.com/Uni_Insubria> [Instagram] <https://instagram.com/uninsubria> [YouTube] <https://www.youtube.com/user/LabVAMultimedia>

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Seminario CNR-IAC
by GIOVANNI LUCA TORRISI 24 Jun '25

24 Jun '25

Oggi, martedì 24 giugno 2025 alle ore 14:30 Dario Trevisan, Dipartimento di Matematica , Università di Pisa , terrà il seminario: Convergenza quantitativa delle reti neurali profonde ai processi gaussiani Astratto In questo seminario, esploriamo la convergenza quantitativa di ampie reti neurali profonde con pesi gaussiani a processi gaussiani, stabilendo nuove velocità per la loro approssimazione gaussiana. Mostriamo che la distanza di Wasserstein tra l'output della rete e la sua controparte gaussiana scala inversamente alla larghezza della rete, con limiti applicabili a qualsiasi insieme finito di input in specifiche condizioni di non degenerazione delle covarianze. Inoltre, estendiamo la nostra analisi al framework bayesiano, studiando i posteriori esatti per le reti neurali, quando dotate di priori gaussiani e funzioni di verosimiglianza regolari, ma forniamo anche recenti progressi nell'approssimazione quantitativa di reti addestrate tramite discesa del gradiente nel regime NTK. Basato su lavori congiunti con A. Basteri, A. Agazzi ed E. Mosig. Il seminario si svolgerà presso la sede CNR-IAC di Roma , sala al primo piano , in modalità mista: in presenza e in streaming al link https://www.youtube.com/watch?v=RMKVBN5l13g Cordialmente, Giovanni Luca Torrisi

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Seminari Giorgio Cipolloni - Politecnico di Milano - 24 e 25 Giugno 2025
by Luca Scarpa 23 Jun '25

23 Jun '25

Si segnalano i seguente seminario a tutti gli interessati. ----------------------------------------------------------------------------------------------------- Martedì 24 Giugno 2025, ore 15:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Giorgio Cipolloni, The University of Arizona, College of Mathematics. Title: Spectral Statistics of Large Random Matrices Abstract: The last fifteen years have brought major breakthroughs in understanding the spectra of large random matrices. I'll discuss several recent advances in eigenvalue and eigenvector statistics for both Hermitian and non-Hermitian matrices, focusing on the universal patterns that emerge. Link Zoom: https://polimi-it.zoom.us/j/92959315270?pwd=heQYe7W7vKv2UUf8mmT1mRuyW57F9B.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2597#single ----------------------------------------------------------------------------------------------------- Mercoledì 25 Giugno 2025, ore 15:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Giorgio Cipolloni, The University of Arizona, College of Mathematics. Title: Logarithmically Correlated Fields from Random Matrices. Abstract: In 2012, Fyodorov, Hiary, and Keating discovered a new connection between random matrices and extremal values of logarithmically correlated fields, such as branching Brownian motion and the 2D Gaussian Free Field. In particular, they conjectured that extreme statistics of random characteristic polynomials of unitary matrices belong to the universality class of logarithmically correlated fields, which was first identified by Bramson in his seminal work on branching Brownian motion. I will review several contributions in proving this connection and present some new recent works establishing new connections of characteristic polynomials of non-Hermitian matrices and two- and three-dimensional logarithmically correlated fields. Link Zoom: https://polimi-it.zoom.us/j/92092890590?pwd=81rN5Wr71qo5hPv5UkGhkm5MdPM7Rv.1 Link Seminario Polimi: https://www.mate.polimi.it/Eventi/?id=2598#single ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Prof Scalas Seminar Sant'Anna Pisa, palazzo Boyl
by Francesco Montomoli 19 Jun '25

19 Jun '25

Ciao a tutti Oggi pomeriggio ore 15, Prof Scalas, Sapienza, tiene un seminario Palazzo Boyl, aula dottorandi, secondo piano CISC su Uncertainty Quantification con code grasse Siete benvenuti A presto Francesco

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Final Reminder Eurandom Workshop on Dependence Modeling (NL)
by Elisa Perrone 19 Jun '25

19 Jun '25

Dear Colleagues, This is a final reminder to register for the upcoming Eurandom Workshop on Dependence Modeling, taking place on June 30 - July 2, 2025, at the Eindhoven University of Technology (NL). Workshop website and program: Eurandom Workshop on Dependence Modeling <https://www.eurandom.tue.nl/event/https-www-eurandom-tue-nl-event-yes-depen…> Registration Deadline: Sunday, June 22. If you plan to attend and haven’t yet registered, we encourage you to do so as soon as possible. Special Journal Issue: We are pleased to announce a special issue of the journal Dependence Modeling <https://www.degruyterbrill.com/journal/key/demo/html?lang=en&srsltid=AfmBOo…>, exclusively open to workshop participants. This is a great opportunity to contribute to the field and showcase your work developed in connection with the workshop themes. Sponsors: This workshop is generously sponsored by Eurandom, NWO, 4TU.AMI, and STAR. We thank them for their support in fostering research collaboration and advancements in dependence modeling. We look forward to welcoming you in Eindhoven! Best wishes, Elisa Perrone (on behalf of all the organizers) --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

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I: [owps] Fwd: next OWPS: Eva Löcherbach and Elisa Marini
by Luisa Andreis 18 Jun '25

18 Jun '25

Dear colleagues, this is a gentle reminder of today One World Probability Seminar, details below. The seminar will be held at 15:00 (italian time). This will be the last seminar of the spring term, we hope to see many of you online! Luisa and Roger ________________________________ Da: owps-request(a)lists.bath.ac.uk <owps-request(a)lists.bath.ac.uk> per conto di One World Probability <ow.probability(a)gmail.com> Inviato: martedì 17 giugno 2025 21:13 A: owps(a)lists.bath.ac.uk <owps(a)lists.bath.ac.uk> Oggetto: [owps] Fwd: next OWPS: Eva Löcherbach and Elisa Marini The final OWPS of Spring will be on Wednesday, June 18, from 13:00 to 15:00 UTC time. Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar<https://protect-eu.mimecast.com/s/-zGkCWqjZFlpkVlsnEyR_?domain=eur01.safeli…>. ----------------------- Probabilistic models for systems of interacting spiking neurons and some words about their mean field limits E. Löcherbach (Paris 1 Panthéon-Sorbonne University) I will give an overview of recent results about mean field limits for systems of interacting point processes modeling spiking (biological) neurons. I will start with a short introduction to the functioning of neurons and the modeling of their spiking activity by stochastic integrate and fire models and then focus on a particular class of models which are stochastic intensity based processes. Then we will discuss mean field limits and propagation of chaos results for large homogeneous systems of neurons and see how the limit is described by a McKean-Vlasov type equation driven by Poisson random measure. A second part of the talk is devoted to the study of systems with random synaptic weights in a diffusive scaling. We will see how this setting leads to conditional propagation of chaos and how the convergence can be obtained by means of a new martingale problem. Finally, if time permits, I will also discuss the longtime behavior both of the finite and the limit system of neurons. The second part of the talk is based on joint work with Xavier Erny and Dasha Loukianova. Strong conditional propagation of chaos for systems of interacting particles with nearly stable jumps E. Marini (Dauphine-PSL Paris) We consider a system of N interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a rate depending on its position. When this happens, all the other particles of the system receive the same random kick, distributed according to a heavy-tailed random variable belonging to the domain of attraction of an α-stable law, and scaled by N−1/α, where α ∈ (0, 2) \ {1}. We call these jumps collateral jumps. Moreover, in the case 0 < α < 1, the jumping particle itself undergoes a macroscopic, main jump. Similar systems are used to model networks of interacting neurons; in that context, main and collateral jumps represent, respectively, the hyperpolarization of a neuron after a spike and the synaptic inputs received by post-synaptic neurons from pre-synaptic ones. We prove that our system satisfies the conditional propagation of chaos property: as N → +∞, the finite particle system converges to an infinite exchangeable system that obeys a McKean–Vlasov SDE driven by an α-stable process. In the limit, the particles become independent, conditionally on the driving α-stable process. https://polimi-it.zoom.us/j/92945513591?pwd=zjtRwpHoO9kRyQuPPj4o186jXrvg1v.1 Meeting ID: 92945513591 Passcode: 131676

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