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Tenure-Track Assistant Professor (RTD-B) in Statistics , DAIS - Ca’ Foscari University of Venice, Italy
by Carlo Gaetan 07 Apr '21

07 Apr '21

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Tenure-track position (RTD-B) in Mathematics for Economics at Ca' Foscari University of Venice
by Antonella Basso 07 Apr '21

07 Apr '21

Call for applications for a tenure-track position as associate professor at the Department of Economics - Ca' Foscari University, Venice, Italy The Department of Economics is actively searching for brilliant and promising scholars to fill one tenure-track position (ricercatore RTD-B). The research activity will concern themes related to Mathematics for Economics, Finance, Social and Actuarial Sciences (including models and mathematical methods for decision theory, risk and uncertainty management, agent models and computational methods). Teaching commitment: excellent teaching skills are required to deliver courses, within the terms provided for by the University regulations, at the three-year degree, master's degree and PhD level (in Italian and English). In particular: Mathematics - modules 1 and 2; Financial mathematics; Computational tools for economics. The researcher may also be assigned managerial and organizational tasks to be carried out in the Department. Detailed additional information is at https://www.unive.it/data/38002/?id=2021-UNVE000-0022725 Informal queries may be directed to prof.ssa Antonella Basso, basso(a)unive.it and prof. Paolo Pellizzari, paolop(a)unive.it. Apply within 6 May 2005. -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Padova Online Seminar by Chiara Franceschini (IST Lisbona) [Friday, Apr. 16 at 12.00]
by alessandra bianchi 07 Apr '21

07 Apr '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on April 16 at 12.00 by the zoom platform. ________________________________________________________ Speaker: Chiara Franceschini (IST Lisbona) Title: The symmetric inclusion process: some properties and scaling limit 16 APRIL (Friday) - 12:00 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: The symmetric inclusion process (SIP) is an interacting particle system discovered as the dual process of a Markov diffusion that conserves the total energy, it can be tough as the inclusion counterpart of the well-known exclusion process. In this talk, I will present the model with an open boundary, i.e. with two reservoirs which create a flux of particles in the bulk putting the model in a non-equilibrium setting. We will see that via the duality property, we can characterize some correlations of its stationary measure in non-equilibrium and we will also see what are, in this open setting, the so-called hydrodynamic and hydrostatic limit. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Workshop announcement: Junior female researchers in probability, 4-6 October 2021
by Luisa Andreis 07 Apr '21

07 Apr '21

Dear colleagues, we would like to draw your attention to the third conference for "Junior female researchers in probability”, 4-6 October 2021 (postponed from last year due to the pandemic). The aim of this workshop is to promote young female researchers by giving them an opportunity to present their own work, and hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Keynote speakers: Nina Gantert (TU München) Eva Löcherbach (Paris) Invited speakers: Sigrid Källblad (Stockholm) Annika Lang (Göteborg) Elena Pulvirenti (Delft) Maite Wilke Berenguer (Berlin) The workshop will take place online and, if possible, as a hybrid event in Berlin. We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin in case we can have a hybrid event. However, please be aware that being unable to travel should not restrain from submitting an abstract. There are special travel grants for female master students interested in gaining some insight into research and get in touch with researchers. Of course everybody is very welcome to participate, but presentations and financial support are reserved for female participants. Deadline for submission of abstracts and funding requests: June 30, 2021. Please pass this information on to interested master students, PhD students and postdocs as well as your colleagues! More details can be found on our website: https://www.wias-berlin.de/workshops/JFRP21/ <https://www.wias-berlin.de/workshops/JFRP21/> Best regards, Luisa Andreis, Peter Bank, Dörte Kreher, Laura Körber, Noemi Kurt, Alexandra Quitmann and Weile Weng

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Seminar announcement Thursday 22 - Optimal constrained and unconstrained subgraph structures (prof. Clara Stegehuis)
by Gianmarco Bet 07 Apr '21

07 Apr '21

Dear colleagues, On April Thursday 22 at 14:30, prof. Clara Stegehuis (Twente University) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below. Title: Optimal constrained and unconstrained subgraph structures Abstract: Subgraphs contain important information about network structures and their functions. We investigate the presence of subgraphs in a random graph model with infinite-variance degrees. We introduce an optimization problem which identifies the dominant structure of any given subgraph. The unique optimizer describes the degrees of the vertices that together span the most likely subgraph and allows us to count and characterize the asymptotic number of subgraphs in a simple manner. We then show that this optimization problem easily extends to investigating other random network structures, such as clustering, which expresses the probability that two neighbors of a vertex are connected. The optimization problem is able to find the behavior of network subgraphs in a wide class of random graph models. The seminar will be on Zoom. You can find the information to join below. Topic: Clara Stegehuis - Optimal constrained and unconstrained subgraph structures Time: Apr 22, 2021 02:30 PM Rome Join Zoom Meeting https://us02web.zoom.us/j/85651690146?pwd=ZnRCbGR6OUlxM2J4RldJd2R1aVE3Zz09 Meeting ID: 856 5169 0146 Passcode: 770134 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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online seminar - Angelo Lucia - Mixing time of quantum Gibbs samplers
by Carbone Raffaella 07 Apr '21

07 Apr '21

Dear colleagues, it is our pleasure to invite you to the following seminar Speaker: *Angelo Lucia* Title: *Mixing time of quantum Gibbs samplers* Time: Wednesday, *April 14*, 5PM (Italian time) The abstract follows below in this message. Zoom Link for the seminar <https://us02web.zoom.us/j/86771523774?pwd=SitEVEhPSGRlaEkxTHZmQk9rTmlLZz09> The seminar is a satellite activity of the PhD course "Introduction to coercive inequalities with applications in analysis and probability theory" (professor Boguslaw Zegarlinski - Imperial College, London) Best regards, Raffaella Carbone Abstract. Gibbs samplers are Markovian semigroups whose evolution converges towards the termal equilibrium of a given Hamiltonian (the Gibbs state). The time that the evolution takes, in the worst case, to converge close to the thermal state is known as the mixing time. Knowing the mixing time of a process is useful for many applications, and it can be estimated with various functional inequalities. In the case of classical spin systems on a lattice, it was shown that it is possible to determine the mixing properties of the semigroup from some "static" clustering condition of the thermal state. This suggests the question of whether the same is true for quantum spin systems. In this talk, I will focus on the specific case of Gibbs states of commuting Hamiltonians, and present some recent result in this direction. I will introduce the notion of quantum conditional relative entropy and show how it can be used to prove quasi-factorization (or approximate tensorization) properties of the quantum relative entropy. I will then show how these can be used to bound log-Sobolev constants for product semigroups with heath-bath generators, and under stronger assumptions in more general situations. -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Postdoc position at Université Laval
by Marzia Angela Cremona 06 Apr '21

06 Apr '21

12-month postdoc fellowship from September 2021 (indicatively) at Université Laval (Quebec City), under the supervision of Marzia A. Cremona (Operation and Decision Systems Department) and Federico Severino (Finance Department). Research area: Functional motif discovery for financial time series. Requirements: * Background in statistics, econometrics, or data science. * PhD in related areas obtained less than 5 years ago. * Proficiency in R and programming skills. Primary goal: Generalize and adapt existing statistical learning methods for motif discovery in functional data, to detect and predict bubbles and recurrent patterns in financial time series. An important part of the work is computational. No teaching activity required. Yearly salary: 51 737 CAD (maximum possible salary according to the postdoc union collective agreement). Additional funds available for conference attendance. A small amount of teaching assistantship can provide extra salary. The candidate commits to move to Quebec City. In case public health conditions do not allow the moving, remote work can be considered. For information or to apply, contact marzia.cremona(a)fsa.ulaval.ca<mailto:marzia.cremona@fsa.ulaval.ca> or federico.severino(a)fsa.ulaval.ca<mailto:federico.severino@fsa.ulaval.ca> Marzia A Cremona Department of Operations and Decision Systems Université Laval T 418 656-2131, poste 412525 https://marziacremona.com<https://marziacremona.com/> Pavillon Palasis-Prince, local 2449 2325, rue de la Terrasse Québec (Québec) G1V 0A6

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Pisa Online Seminars - Laure Dumaz and Martin Vogel (Tuesday, April 13 at 16:00 and 17:00)
by Giacomo Filippo Di Gesu 06 Apr '21

06 Apr '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The two talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3Aaf3d635091e049579e555a84219a…> Best regards, Giacomo Tuesday, April 13, 16:00 Speaker: Laure Dumaz (École Normale supérieure) Title: Localization of the continuous Anderson hamiltonian in 1-d and its transition towards delocalization. Abstract: We consider the continuous Schrödinger operator - d^2/d^x^2 + B’(x) on the interval [0,L] where the potential B’ is a white noise. We study the entire spectrum of this operator in the large L limit. We prove the joint convergence of the eigenvalues and of the eigenvectors and describe the limiting shape of the eigenvectors for all energies. When the energy is much smaller than L, we find that we are in the localized phase and the eigenvalues are distributed as a Poisson point process. The transition towards delocalization holds for large eigenvalues of order L. In this regime, we show the convergence at the level of operators. The limiting operator in the delocalized phase is acting on R^2-valued functions and is of the form ``J \partial_t + 2*2 noise matrix'' (where J is the matrix ((0, -1)(1, 0))), a form appearing as a conjecture by Edelman Sutton (2006) for limiting random matrices. Joint works with Cyril Labbé. Tuesday, April 13, 17:00 Speaker: Martin Vogel (Université de Strasbourg) Title: Eigenvalue asymptotics and eigenvector localization for non-Hermitian noisy Toeplitz matrices Abstract: A most notable characteristic of non-Hermitian matrices is that their spectra can be intrinsically sensitive to tiny perturbation. Although this spectral instability causes the numerical analysis of their spectra to be extremely unreliable, it has recently been shown to be also the source of new mathematical phenomena. I will present recent results about the eigenvalues asymptotics and eigenvector localization for deterministic non-Hermitian Toeplitz matrices with small additive random perturbations. These results are related to recent developments in the theory of partial differential equations. The talk is based on joint work with J. Sjöstrand, and with A. Basak and O. Zeitouni. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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Avviso di Seminario - PRISMA
by Domenico Marinucci 06 Apr '21

06 Apr '21

Cari Colleghi lunedì prossimo 12 Aprile dalle 16 alle 18 avrà luogo il prossimo incontro per il ciclo di seminari Prisma. Gli speaker saranno Marco Fuhrman e Andrea Cosso, qui sotto titoli, abstract ed il link al collegamento Teams. ---------------------------------------------------------------- Speaker: Marco Fuhrman (Università di Milano) Title: A new tool in stochastic optimal control: the randomization method. Abstract: In the first part of this talk I will present a survery on the relationships among classical stochastic optimal control problems, non-linear partial differential equations (the Hamilton-Jacobi-Bellman equations) and backward stochastic differential equations (BSDEs). In the second part, more specifically, I will introduce the so-called randomization method, which allows to associate an appropriate BSDE to a large class of optimal control problems. Among the possible generalizations, I will concentrate on optimal control of path-dependent equations, i.e. equations with general with memory effects. Speaker: Andrea Cosso (Università di Bologna) Title: Randomization method and path-dependent Hamilton-Jacobi-Bellman equation Abstract: In the present talk I will study a stochastic optimal control problem with path-dependent coefficients. I will exploit the so-called randomization method to derive a dynamic programming principle for the value function. This allows to prove that the value function is a viscosity solution to a path-dependent Hamilton-Jacobi-Bellman equation, involving the horizontal and vertical derivatives of functional Ito calculus. Finally, I will discuss the validity of the comparison principle for such a partial differential equation. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… --------------------------------------------------------------------- Grazie per l'attenzione, Domenico Marinucci e Claudia Ceci

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Webinar in Statistics GILLES STUPFLER
by Pierpaolo De Blasi 05 Apr '21

05 Apr '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 9 Aprile 2021, alle ore 12.00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Gilles Stupfler *(ENSAI Rennes and CREST, France) Title: *Asymmetric least squares techniques for extreme risk estimation* Zoom link: https://us02web.zoom.us/j/81720792366?pwd=QWtaYVRRejVSVGlOMXFMaDdsemxjdz09 Meeting ID: 817 2079 2366 Passcode: 241135 Abstract: Financial and actuarial risk assessment is typically based on the computation of a single quantile (or Value-at-Risk). One drawback of quantiles is that they only take into account the frequency of an extreme event, and in particular do not give an idea of what the typical magnitude of such an event would be. Another issue is that they do not induce a coherent risk measure, which is a serious concern in actuarial and financial applications. In this talk, I will explain how, starting from the formulation of a quantile as the solution of an optimisation problem, one may come up with two alternative families of risk measures, called expectiles and extremiles. I will give a broad overview of their properties, as well as of their estimation at extreme levels in heavy-tailed models, and explain why they constitute sensible alternatives for risk assessment using some real data applications. This is based on joint work with Abdelaati Daouia, Irène Gijbels, Stéphane Girard and Antoine Usseglio-Carleve. ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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