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Fwd: PhD student or postdoc position in probability at TU Braunschweig
by Faggionato, Alessandra 03 May '24

03 May '24

Buongiorno ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Andres, Sebastian <sebastian.andres(a)tu-braunschweig.de> Date: Fri, 3 May 2024 at 11:31 Subject: PhD student or postdoc position in probability at TU Braunschweig Dear colleagues, We are currently advertising a position as PhD student or postdoc in probability theory at TU Braunschweig, Germany. Closing date is May 31st 2024. More details can be found below. I would appreciate if you could circulate this to potential candidates. Thank you very much! Best wishes Sebastian The Institute for Mathematical Stochastics at Technical University Braunschweig, Germany, is looking for a *Doctoral Candidate or Postdoctoral Research Associate (m/f/d) in the field of Probability Theory* The position is to be filled on a fixed-term basis for an initial period of 3 years. The position is embedded in the working group of Prof. Sebastian Andres and focuses on questions related to random walks and other stochastic processes in random environment and the associated partial differential differential equations describing the transition probabilities or heat kernels of such processes. The successful candidate will have a degree (Master’s or equivalent) in Mathematics or a subject requiring substantial mathematical expertise as well as very good knowledge of the German and English language, in particular the ability to teach courses in German, after an initial phase if required. Further information can be found at https://www.tu-braunschweig.de/en/vacancies/templates/job-offer-normal-germ… Please send your application (including cover letter, CV, short research statement (up to 6 pages), academic certificates, and names and contact details of at least two reference writers) preferably via email to sebastian.andres(a)tu-braunschweig.de <https://www.tu-braunschweig.de/en/vacancies/templates/job-offer-normal-germ…> or via mail to Technische Universität Braunschweig, Institut für Mathematische Stochastik, Universitätsplatz 2, D-38106 Braunschweig. Deadline for applications is May 31st, 2024 -- ************************************************* 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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(PMS)^2 talks - G. CHERUBINI and R.W. MAFFUCCI - may 9 at 14:00
by Maurizia Rossi 02 May '24

02 May '24

Dear colleagues, we are happy to announce the following two talks *Giacomo Cherubini* (INdAM & Univ. Roma La Sapienza) *From arithmetic random waves to universal quadratic forms* *Abstract: *Arithmetic random waves are eigenfunctions of the Laplacian on the torus R^2/Z^2, written as sums of sines and cosines with random coefficients. In agreement with Yau's conjecture, we know that the length of the nodal set (i.e. the zero set) is of size proportional to the square root of the eigenvalue and in 2013, Krishnapur-Kurlberg-Wigman proved an asymptotic formula for its fluctuations. In this talk we will give an overview of the situation for the torus R^n/Z^n, highlighting the link between eigenspaces and quadratic forms and arriving at the statement of the "290-Theorem", which characterizes when a positive definite integral quadratic form represents all positive integers. *Riccardo W. Maffucci* (Univ. Coventry) *Nodal intersections and correlation structure for random waves* *Abstract: *This talk is based on joint works with V. Cammarota, D. Marinucci, and M. Rossi. Several recent papers studied the ensemble of Laplace Toral eigenfunctions, and their randomisation ‘arithmetic waves’, introduced in 2007 by Oravecz-Rudnick-Wigman. These waves are related to the arithmetic of writing a number as the sum of d squares, where d is the dimension. One question is the nodal (zero) volume of the wave, in the high energy limit. Restrictions of the wave to submanifolds have also attracted recent attention. We considered the length of intersection between the nodal set, and a fixed reference surface in 3 dimensions. Expectation, and variance in a general scenario were prior work. In the generic setting we prove a CLT. We will discuss (finer order) variance and (non-Gaussian) limiting distribution in the case of ‘static’ surfaces (e.g. sphere). We will also discuss recent developments on the correlation structure between different functionals of the wave. Under certain assumptions, there is asymptotic full correlation between intersection length and nodal area. Date and time: Thursday* May 9, 14:00-15:30 (Rome time zone)* Place: *Aula 3014, Dip. Matematica e Applicazioni, Univ. Milano-Bicocca, Via R. Cozzi 55, Milano* *Webex meeting link:* https://unimib.webex.com/unimib-it/j.php?MTID=m1c4d20c1f6c3199f3682809e0f4a… *Meeting number:* 2742 624 6987 *Meeting password:* mmYN7WusD46 *These talks are part of the* *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* *organized jointly by the universities Milano-Bicocca, Pavia and Milano-Politecnico.* Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Seminario Federico Cornalba - Politecnico di Milano - 2 Maggio 2024
by Luca Scarpa 02 May '24

02 May '24

Si segnala il seguente seminario a tutti gli interessati. Giovedì 2 Maggio 2024, ore 11. Aula Seminari - III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Federico Cornalba, University of Bath. Title: Numerical and analytical aspects for stochastic equations from Fluctuating Hydrodynamics. Abstract: Large-scale systems of interacting particles are ubiquitous, with applications ranging from thermal advection phenomena to gradient descent algorithms in machine learning. While the mean-field-limit (MFL) perspective allows to efficiently characterize the ‘average’ evolution of many such particles systems (usually via PDEs), it does not incorporate a macroscopic description of the particles’ intrinsic fluctuations. The theory of Fluctuating Hydrodynamics addresses this aspect by instead describing the particle systems via stochastic PDEs which enrich the underlying MFL dynamics. For a weakly interacting multi-species system, we will discuss the interplay between MFL dynamics and associated stochastic PDE, and show that numerical discretizations of the latter can approximate the particles’ fluctuations in an accurate and efficient way. Based on joint works with Julian Fischer (IST Austria), Jonas Ingmanns (IST Austria), Claudia Raithel (TU Dresden). Link Zoom: https://<https://polimi-it.zoom.us/j/91570308862?pwd=Qy9pQy9JdEViVTJValAzN2tGbng3QT09>polimi-it.zoom.us/j/91570308862?pwd=Qy9pQy9JdEViVTJValAzN2tGbng3QT09<https://polimi-it.zoom.us/j/91570308862?pwd=Qy9pQy9JdEViVTJValAzN2tGbng3QT09> Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2414 ----- 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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AMASES summer school on "Machine learning methods for finance"
by Piero MAZZARISI 01 May '24

01 May '24

Dear all, On behalf of the Italian Association for Mathematics Applied to Social and Economic Sciences (AMASES), I am co-organizing a summer school on “Machine learning methods for finance", which will take place in Bertinoro (Forlì-Cesena, Centro Residenziale Universitario) on July 14-19. The deadline for applications is June 5. The candidature (along with the CV) can be sent to summer.school.amases2024(a)gmail.com <mailto:summer.school.amases2024@gmail.com> See the attached flyer and the website https://www.amases.org/amases-summer-school-2024/ for more info. For any further info, please send an email to summer.school.amases2024(a)gmail.com <mailto:summer.school.amases2024@gmail.com> Please distribute the call to any potential applicant. All the best, p — Piero Mazzarisi Department of Economics and Statistics University of Siena Personal website: https://pieromazzarisi.wordpress.com <https://pieromazzarisi.wordpress.com/>

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Post-doc position at the ESOMAS Department (UniTO)
by Luca Regis 30 Apr '24

30 Apr '24

Dear colleagues, it is my pleasure to advertise a post-doc position at the ESOMAS Department of the University of Torino to work with me on longevity risk-related themes (pension scheme design and socio-economic inequality). Please share the information as much as possible. The position is for 15 months, for an annual amount of 24320 euros. To apply, go here: https://pica.cineca.it/unito/assegni-di-ricerca-unito-2024-i-pnrr/ For any further information, please feel free to reach out to me at luca.regis(a)unito.it. The position is financed by the PNRR (Spoke 6 - Project "LinDor"). The ESOMAS Department <https://www.esomas.unito.it/do/home.pl> was awarded the "Department of Excellence" grant for 2017-2022 and 2023-2027 and has a strong group of researchers working on finance, actuarial science, stochastic control and carrying out activities at the Collegio Carlo Alberto <https://www.carloalberto.org/cca-finance/>. ------------- Luca Regis Associate Professor ESOMAS Department, University of Torino Affiliate, Collegio Carlo Alberto sites.google.com/view/lucaregis www.carloalberto.org/lti

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Seminario di Camille Tardif a Roma Tre il 9 maggio
by Pietro Caputo 30 Apr '24

30 Apr '24

Giovedì* 9 Maggio* 2024 alle ore *14:30*, Camille Tardif (Sorbonne Université, LPSM Paris) terrà il seminario di Probabilità dal titolo "*Persistence problem for additive functionals of one-dimensional diffusion processes*". Abstract: I will present a joint work with Quentin Berger and Loïc Bethencourt. We study the asymptotics of the probability that a signed additive functional of a recurrent one-dimensional diffusion stays below some constant level for a long time. Under our hypothesis we prove that this persistence probability decreases polynomially and we find the persistence exponent. For that we decompose the diffusion into excursions and the problem is reduced to study the fluctuations of some Lévy process naturally associated with the additive functional. Il seminario si svolgerà in presenza presso il Dipartimento di Matematica e Fisica - Lungotevere Dante, 376 - *Aula L*

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SPASS Seminar: Remco van der Hofstad
by Gianmarco Bet 30 Apr '24

30 Apr '24

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Local and 'almost' local structure of random graphs* by *Remco van der Hofstad* (*Eindhoven University of Technology*) The seminar will take place on TUE, 07.05.2024 at 14:00 CET in Aula 102, Dipartimento di Matematica e Informatica "Ulisse Dini", Università degli Studi di Firenze, and streamed online at this link <https://meet.google.com/gji-phwo-vbg>. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract:* * Ever since its invention by Benjamini and Schramm, and independently by Aldous and Steele, local convergence has become an indispensable tool in random graph theory. Many properties, such as subgraph counts, clustering, degree distributions and degree-degree dependencies, but also the number of spanning trees on a graph, and, under mild extra conditions, the free energy of the Ising model, are asymptotically determined by the local limit. Even more properties are not local, yet their behavior in many random graph models is still dictated by the local limit. An example is the size of the maximal connected component, which was recently shown to be `almost' local, in the sense that the proportion of vertices in it equals the survival probability of the local limit subject to one natural necessary and sufficient condition. In this lecture, we give an overview of local convergence and the local and `almost local’ structure of random graphs. We discuss that most real-world networks are sparse, in that their average degrees are bounded, while they can be quite inhomogeneous in that vertices of very high degree may exist. For such settings, local convergence is the natural notion of graph convergence for graph sequences with diverging sizes. It describes how the proportion of vertices whose neighborhoods have a certain shape converges to a limiting value, which can be seen as the neighborhood of a vertex in a limiting infinite graph, which can be random even when the finite graph is deterministic. We then discuss consequences of local convergence for random graph sequences.*

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talk by Markus Reiß
by Enrico Priola 29 Apr '24

29 Apr '24

Cari tutti, segnalo il seguente seminario di Markus Reiß. Cari saluti Enrico Priola %%%%%%%%%%%%%% -------- Přeposlaná zpráva -------- Předmět: HU Working Group Seminar Mathematical Statistics: Upcoming Talk (Online) Datum: Sun, 28 Apr 2024 21:35:28 +0200 Od: Sascha Gaudlitz <sascha.gaudlitz(a)hu-berlin.de> Komu: sascha.gaudlitz(a)hu-berlin.de Dear all, this Friday, 03.05. at 13:30, Markus Reiß will give a talk on "Statistics for SPDEs" in the "International Seminar on SDEs and Related Topics". The seminar takes place online: https://jyufi.zoom.us/j/61891007917 Meeting ID: 618 9100 7917 See here for the official announcement: http://users.jyu.fi/~chgeiss/posterofPrMarkusReiss.jpg --------------------------------------------- Speaker: Markus Reiß Title: Statistics for SPDEs Abstract: Stochastic partial differential equations (SPDEs) are used more and more often to model real-world phenomena. Currently, statistical methodology for these equations is developing rapidly. If there is not only dynamic noise, but also measurement error ('static noise'), we study estimation of coefficients in a parabolic SPDE (e.g. diffusivity, transport or source terms), either parametrically or as functions in space. The analysis exhibits a fundamentally different impact of dynamic and static noise levels. We establish minimax optimality of the convergence rates. Lower bounds are achieved by bounding the Hellinger distance between noisy SPDE observations in path space and a general framework for (linear) stochastic evolution equations in Hilbert space. This gives an information-theoretic insight which coefficients can be easier estimated than others and open problems are pointed out. Some motivation by cell motility experiments in biophysics are provided. --------------------------------------------- The full programme can be found here: https://amor.cms.hu-berlin.de/~gaudlisa/seminar.html %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Extension for Abstract Submissions - 3rd BNP Networking Workshop
by Raffaele ARGIENTO 29 Apr '24

29 Apr '24

Dear all, The abstract submission deadline for the 3rd Bayesian Nonparametric Networking workshop has been extended to May 15. The workshop is scheduled from July 30 to August 2 at The Institute for Mathematical Sciences (IMS) in Singapore. The format will largely follow the previous editions held in Nicosia (Cyprus) in April 2022 and Melbourne (Australia) in December 2023. This edition will offer three mini-courses delivered by Peter Orbanz (University College London), Li Ma (Duke University), and Kerrie Mengersen (Queensland University of Technology). For more information, please visit the workshop event page at https://bnp-networking2024.github.io/ or contact the local organizing committee via bnp-networking2024(a)bayesian.org. Best regards, Raffaele Argiento and Maria de Iorio -- Raffaele Argiento Professor of Statistics Department of Economics University of Bergamo (Italy) web: http://www.raffaeleargiento.it/

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PhD Call 2024
by Irene Crimaldi 29 Apr '24

29 Apr '24

Dear all, The call for applications to the PhD program in *Economics, Analytics and Decision Sciences *(EADS) at IMT School for Advanced Studies is out. You can find the call on INOMICS: https://inomics.com/program/8-fully-funded-phd-positions-in-economics-analy… *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 *Deadline for applying: June 21 at 1pm.* My best regards, Irene Crimaldi

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