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Seminar announcement
by Marco Scarsini 14 Mar '23

14 Mar '23

Friday, March 17th 11.30 - 12.30 Luiss | Viale Romania, 32 | Room 310 Arkadi Predtetchinski (Maastricht University) 0-1 Laws for a Control Problem with Random Action Sets In many control problems there is only limited information about the actions that will be available at future stages. We introduce a framework where the controller sequentially chooses actions a0, a1, ... one at a time. Her goal is to maximize the probability that the infinite sequence a0, a1,... is an element of a subset G of the set of infinite sequences of natural numbers. The set G is assumed to be a Borel tail set. The controller's choices are restricted: having taken a sequence ht of actions prior to stage t, she must choose a decision at stage t from a restricted set A(ht) of natural number. The set A(ht) is chosen randomly from a distribution pt, independently over all time periods and past histories. We consider several information structures defined by how far into the future the controller knows what actions will be available. In the special case where all the action sets are singletons (and thus the controller is a dummy), Kolmogorov’s 0-1 law says that the probability for the goal to be reached is 0 or 1. We construct a number of counterexamples to show that in general the value of the control problem can be strictly between 0 and 1, and derive several sufficient conditions for the 0-1 "law" to hold. Joint work with Janos Flesch, William Sudderth, Xavier Venel ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Spring Colloquium on Probability and Finance in Padova (13 April 2023)
by Giorgia Callegaro 13 Mar '23

13 Mar '23

Dear all, We are glad to announce the 4th edition of the Spring Colloquium on Probability and Finance, held at the University of Padova, on 13 April 2023. The Colloquium will bring together researchers in stochastic analysis and mathematical finance, featuring invited plenary talks by leading scholars in the field. Attendance is free but registration is required (on the conference website). Website: *https://events.math.unipd.it/SpringColloquium4/node/32 <https://events.math.unipd.it/SpringColloquium4/node/32>* Invited plenary speakers (list to be completed soon!): - Katia COLANERI (University of Rome - Tor Vergata, IT) - Mao Fabrice DJETE (Ecole Polytechnique, FR) - Caroline HILLAIRET (ENSAE - CREST, FR) - Cosimo Andrea MUNARI (University of Zurich, CH) - Sergio PULIDO (ENSIIE - LaMME, FR) We hope to see you in Padova! Best wishes, Giorgia Callegaro and Claudio Fontana -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Seminar in Statistics - ELISABETH GASSIAT
by Pierpaolo De Blasi 13 Mar '23

13 Mar '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 17 Marzo 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Elisabeth Gassiat* (Université Paris-Saclay) Title: *Deconvolution with unknown noise distribution is possible. Application to distribution and support learning* Abstract: I consider the deconvolution problem in the case where no information is known about the noise distribution. More precisely, no assumption is made on the noise distribution and no samples are available to estimate it: the deconvolution problem is solved based only on observations of the corrupted signal. I will present an identifiability result, and its use for statistical inference in various applications. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88424860408?pwd=VE1yYVIwN0dleE50aUxLd0lhNkMrZz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Submission of titles and abstracts for talks at the 11th General AMaMeF Conference (Bielefeld, June 26-30, 2023)
by Ferrari, Giorgio 10 Mar '23

10 Mar '23

Dear Colleagues, we would like to inform you that the submission of titles and abstracts for talks at the /11th General AMaMeF Conference/ ( https://sites.google.com/view/amamef-2023/overview ) is now open: https://sites.google.com/view/amamef-2023/abstract-submission *Please note that the deadline for abstracts' submissions is April 9. Acceptance will be confirmed by April 23 and the registration to the conference will open on April 24.* All the details about deadlines, registration and fees are listed here: https://sites.google.com/view/amamef-2023/participation-fees-and-dates All the best wishes and looking forward to welcoming you in Bielefeld in the Summer! Giorgio Ferrari and Frank Riedel

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SPASS Seminar: Avi Mayorcas
by Francesco Grotto 10 Mar '23

10 Mar '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: Blow-up criteria for an SPDE model of chemotaxis Avi Mayorcas (TU Berlin) The seminar will take place on TUE, 14.3.2023 at 14:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: **Chemotaxis and related phenomena have been an active area of mathematical research since statistical and PDE models were first proposed by C. Patlak (’53) and E. Keller & L. Segel (’71). They are commonly studied through mean field PDE models and a common feature of these equations is the possibility of finite time blow-up under given model parameters. Recently it was shown that advection by a sufficiently strong relaxation enhancing vector field could suppress this blow up (Kiselev & Xu ’16, Iyer, Zlatos & Xu ’20). In this talk I will discuss new results (obtained with M. Tomašević) regarding criteria for the persistence of blow-up for an SPDE model of chemotaxis with stochastic advection. The noise we cover is of a form recently shown to be almost surely relaxation enhancing (Gess & Yaroslavtsev ’21) and closely related to those studied in recent works by Galeati, Flandoli and Luo.*

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Next OWPS on March 15th: Amandine Veber and Apolline Louvet
by Alberto Chiarini 09 Mar '23

09 Mar '23

OWPS's next session will be on Wednesday the 15th of March of from 15:00 to 17:00 UTC. Our next speakers are: Amandine Veber (Université Paris Cité) and Apolline Louvet (University of Bath) 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. We have found that many that subscribed to the mailing list to receive these updates are not receiving them anymore. If you are interested in the project, we kindly ask you to resubscribe to the mailing list and share this announcement within your community. With best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Talk 1 : Amandine Veber (Université Paris Cité) Title : Modelling the evolution of genetic diversity in a population living in a spatial continuum Abstract : The spatial structure of a population influences the way genes are transmitted from one generation to the next, and consequently how the genetic diversity in the population evolves through time. To model this evolution when the population lives in continuous space (a forest, a mountain range, ...), a stochastic process called the spatial Lambda-Fleming-Viot process was introduced in 2008 by Alison Etheridge (Oxford Univ.) and Nick Barton (IST Austria), and has been developed in a various directions since then. We shall review some of the results obtained thanks to this approach, and related questions that are still open. Talk 2 : Apolline Louvet (University of Bath) Title : Constructing a stochastic population genetics process for populations expanding in a spatial continuum Abstract : Spatial Lambda-Fleming Viot processes, or SLFVs, are a family of models for the evolution of genetic diversity in populations living in a spatial continuum. Their main characteristics is their "event-based" reproduction dynamics and the assumption that the area occupied is constant over time. In this talk, I will show how the SLFV modelling framework can be extended to include spatially expanding populations. In order to do so, I will introduce one possible approach to construct SLFVs formally, which is a variant of the method introduced in 2015 by Amandine Véber (Univ. Paris Cité) and Anton Wakolbinger (GU Frankfurt). This approach makes it possible to couple SLFV processes and explore new limiting regimes. Zoom-link: https://unipd.zoom.us/j/89102101516?pwd=Tnh4alR2cHZycVE4bHpzMU44TmxiQT09 Meeting ID: 891 0210 1516  Passcode: 959041 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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41st Finnish Summer School on Probability and Statistics, Lammi Finland 22-26.5.2023
by Gasbarra, Dario 09 Mar '23

09 Mar '23

Cari amici probabilisti e statistici, sono aperte le iscrizioni per la 41a scuola estiva finlandese di probabilita' e statistica, 22-26.5.2022 Lammi, Finlandia. Per ulteriori informazioni visitate il sito https://fdnss.fi/41st-finnish-summer-school-on-probability-and-statistics/ Dear friends of Stochastics and Statistics, registration for the 41th Finnish Summer School on Probability and Statistics in Lammi, Finland 22-26.5.2023 is open, please check the website https://fdnss.fi/41st-finnish-summer-school-on-probability-and-statistics/ Minicourses: Beatrice Acciaio (ETH Zurich) Stochastic optimal transport and applications in mathematical finance Persi Diaconis (Stanford) The Markov Chain Monte Carlo Revolution : Recent Progress Yuliya Mishura (Taras Shevchenko National University of Kyiv): Standard and fractional stochastic differential equations of CIR and CKLS type: properties of solutions, reflection and statistical inference . Distinguished guest lecture by Susan Holmes (Stanford) Statistics and Geometry for Biological Systems See you in Lammi ! Dario Gasbarra, Department of Mathematics and Statistics University of Helsinki

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Corso di dottorato "Stochastic control, games and mean field games via forward-backward SDEs and applications in economics and finance"
by Fabio Antonelli 08 Mar '23

08 Mar '23

Con preghiera di diffusione -------------------------------------------------------- Prof. Giorgio Ferrari and Dr. Jodi Dianetti will give the following Ph.D course at DISIM dell'Università di L'Aquila Via Vetoio - loc. Coppito - L'Aquila in mixed mode (online and in presence) Stochastic control, games and mean field games via forward-backward SDEs and applications in economics and finance. with the following schedule 27 March, 8:30 - 10:00. Ferrari. (online) 28 March, 8:30 - 10:00. Ferrari. (online) 29 March, 14:30-16:00. Dianetti (in presence and online) 30 March, 14:30-16:00. Dianetti (in presence and online) 3 April, 14:30-16:00. Dianetti (in presence and online) 4 April, 14:30-16:00. Dianetti (in presence and online) 5 April, 14:30-16:00. Dianetti (in presence and online) Abstract and further information (room and links) to be found at the link http://people.disim.univaq.it/~dottorato_mate_mode/ All interested people. are welcome. Please, register by using the form at the link https://docs.google.com/forms/d/e/1FAIpQLSdKEBfwFywKasu0n1lZaVwhYH4uM2AxWfr… [https://lh4.googleusercontent.com/mBsRy-IvwqbmIaQk9Xq-QfkTEquhunQ7-dT6UIfWH…]<https://docs.google.com/forms/d/e/1FAIpQLSdKEBfwFywKasu0n1lZaVwhYH4uM2AxWfr…> Stochastic control, games and mean field games via forward-backward SDEs and applications in economics and finance<https://docs.google.com/forms/d/e/1FAIpQLSdKEBfwFywKasu0n1lZaVwhYH4uM2AxWfr…> Corso di Dottorato presso DISIM - Università di L' Aquila - prof. G. Ferrari e Dr. J. Dianetti docs.google.com Fabio Antonelli DISIM Università di L'Aquila Via Vetoio - Loc. Coppito 67100 L'Aquila (ITALY) email: fabio.antonelli(a)univaq.it

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Ph.D. Course "Mathematical aspects of quantum information theory"
by Bertini, Lorenzo 08 Mar '23

08 Mar '23

Annuncment of Ph.D. Course MATHEMATICAL ASPECTS OF QUANTUM INFORMATION THEORY Prof. Dario Trevisan Dates of the lectures: Mo 23/01, Fr 27/01, Fr 03/02, Th. 9/02, Mo 13/02, Fr 17/02 Timetable: 11:00 - 13:000 Location: Aula B. Dipartimento di Matematica, Universita' di Roma La Sapienza Topics: 1. Principles of QM: pure and mixed states, observables, tensor products and entanglement. 2. Examples: qudits, spin chains, Gaussian systems. 3. Open quantum systems: CPTP maps, quantum Markov semigroups and their generators. 4. Distances between quantum states: trace distance, fidelity, quantum optimal transport. 5. Quantum entropy and its properties. A quantum channel coding theorem. Bibliography: - Nielsen, M.A. and Chuang, I.L., Quantum Computation and Quantum Information: 10th Anniversary Edition, Cambridge University Press, 2010 - Naaijkens, Pieter. Quantum spin systems on infinite lattices. eScholarship, University of California, 2013. Best Regards, Lorenzo Bertini Dipartimento di Matematica Universita' di Roma La Sapienza | Tel: +39 - 06 4991 4974 P.le A. Moro 2, 00185 Roma | E-mail: bertini(a)mat.uniroma1.it Italy Home page: http://www.mat.uniroma1.it/people/bertini/ama/

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Seminario di K. Khanin a Milano-Bicocca (14 mar 2023)
by Francesco Caravenna 07 Mar '23

07 Mar '23

Ho il piacere di annunciare il seguente seminario, nell'ambito del Seminario Matematico e Fisico di Milano: Autore: Konstantin Khanin (University of Toronto) Titolo: On KPZ problem and statistics of stochastic flows Quando: martedì 14 marzo 2023 ore 11:30 Dove: aula 3014, Dipartimento di Matematica e Applicazioni di Milano-Bicocca (Edificio U5, via Cozzi 55, Milano) Segue il riassunto. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract: In this talk we will discuss a geometrical approach to the problem of the KPZ Universality. Instead of looking at the height (interface) function and Airy processes, we will focus on the statistics of shocks and points of concentration of mass. We will also discuss the connection with the problem of the coalescing Brownian motions and coalescing fractional Brownian motions. %%%%%%%%%%%%%%%%%%%%%%%%%% -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy Office 3016, U5 building https://staff.matapp.unimib.it/~fcaraven/ _________________________________________

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