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Fwd: One-day colloquium on switching problems and related topics in Le Mans
by Giorgio Ferrari 18 Mar '14

18 Mar '14

Buongiorno, inoltro la seguente comunicazione. Buona giornata, Giorgio Ferrari Dear Giorgio, Next May 22, 2014 we will organize in Le Mans (France) a one-day colloquium on switching problems and related topics. Below is the link to the website of this mini-colloquium. http://lmm.univ-lemans.fr/spip.php?rubrique26 So could you please transfert this e-mail to researchers (students or academics) who could be interested in this scientific event. Thanks a lot in advance. Best regards, S.Hamadène. -- Giorgio Ferrari Center for Mathematical Economics (IMW) Bielefeld University office: W10-100 office phone: +49 521 106 5642 Postfach 100131, 33501 Bielefeld, Germany email: giorgio.ferrari(a)uni-bielefeld.de giorgio.ferrari(a)uniroma1.it web-page: https://sites.google.com/site/giorgioferrariswebsite/

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Seminari GOLDSCHMIDT e SPANO'
by Matteo Ruggiero 14 Mar '14

14 Mar '14

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 21 Marzo 2014, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terranno i seguenti seminari: h. 11.00 Christina GOLDSCHMIDT (University of Oxford) THE SCALING LIMIT OF THE MINIMUM SPANNING TREE OF THE COMPLETE GRAPH h. 12.00 Dario SPANO' (University of Warwick) ON THE ANCESTRAL PROCESS OF LONG-RANGE SEED BANK MODELS Gli abstracts delle presentazioni possono essere consultati alla pagina http://www.carloalberto.org/events/seminars/statistics/ Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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post Doc fellowships - Probability and Statistics
by Giacomo Aletti 13 Mar '14

13 Mar '14

The University of Milan has launched a competition by qualifications and interview to award 4 two years fellowships, possibly renewable, at the Department of Mathematics, Via Saldini 50, Milano, for a collaboration to research activities restricted to doctorate graduates. The yearly gross amount is 21.000 EURO. One collaboration will be assigned to a fellowship in Probability and Statistics or Numerical Analysis: the evaluation of the projects will determine the research area. The title for the statistics and probability project is STATISTICAL INFERENCE FOR POINT PROCESSES The main page for further details is http://www.unimi.it/ricerca/assegni_ricerca/1260.htm The deadline is 31/03/2014, see ITA http://www.unimi.it/cataloghi/ass_collaborazione_ricerca/BANDO_tipo_A_2013_… EN http://www.unimi.it/cataloghi/ass_collaborazione_ricerca/BANDO_tipo_A_2013_… Application form online at http://surplus-unimi.cineca.it/rm/public/postDocFellowship.htm Feel free to forward this announcement to whom it may be interested. Regards, Giacomo Aletti -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.mat.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Fwd: Remind: CIdE - Summer Courses in Econometrics
by mariaelvira.mancino＠unifi.it 12 Mar '14

12 Mar '14

----- Messaggio inoltrato da calzolar(a)disia.unifi.it ----- Data: Wed, 12 Mar 2014 16:05:13 +0100 Da: Giorgio Calzolari <calzolar(a)disia.unifi.it> Rispondi-A:Giorgio Calzolari <calzolar(a)disia.unifi.it> Oggetto: Remind: CIdE - Summer Courses in Econometrics A: "Recipient list suppressed"@ CIdE - Interuniversity Center for Econometrics - Courses in Econometrics for PhD students 2014. Registration is open from today till April 30: http://virgo.unive.it/cide/?page_id=625 Non academic participants (banks, insurance and financial companies, economic research offices, etc.), master's students and new graduates who wish to continue in their studies are also eligible to our courses. ----- Fine del messaggio inoltrato -----

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de Finetti risk seminar - marzo 2014
by Emanuela Rosazza Gianin 12 Mar '14

12 Mar '14

On behalf of the Scientific Committee of The de Finetti Risk Seminars - on the Mathematical Theory of Economics and Finance in Milano, we are glad to invite you to participate at the "de Finetti Risk Seminar" on March 19, 2014 at 18.00 with the Lecture A continuous auction model with insiders GIULIA DI NUNNO University of Oslo ABSTRACT In a unified framework we study equilibrium in the presence of an insider having information on the signal of a firm value, which is naturally connected to the fundamental price of the firm related asset. The fundamental value itself is announced at some future random stopping time. We consider the two cases in which this release time of information is known and not known to the insider. We study the structure of the optimal insider's strategies in equilibrium and we discuss market efficiency in the two cases of insider's information. Some examples of explicit insider's strategy will be provided. This is joint work with Jose Manuel Corcuera, Gergely Farkas, and Bernt Øksendal. LOCATION: The seminar will be held on Wedsnesday, March 19, at 18.00 at Aula Chisini, Department of Mathematics, Milano University, Via Saldini 50, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Università di Milano Bicocca Edificio U7 - 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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PhD position - Politecnico di Milano Dept. of Mathematics
by Simone Vantini 11 Mar '14

11 Mar '14

*Position:*PhD position in "Statistical Methods for Geosciences" in Mathematical Models and Methods in Engineering. *Institution:*Department of Mathematics, Politecnico di Milano, Milan, Italy. *Duration:*3 years, beginning May 1, 2014. *Monthly net income:*1.200 euro. *Deadline for applications: *14:00 (GMT+1:00), March 18, 2014. *Details for applications: *please click here <http://www.ricerca.polimi.it/fileadmin/files/dottorato/concorso29/bandi_agg…> to download the official call. *Motivations and objectives of the research in this field:*Problems characterized by high-dimensional and complex data have become more and more common in engineering. Due to their complexity, in many situations these data contain redundant information since their underlying structure may involve only a reduced number of relevant features. This research aims at developing new methods for the detection of suitable subspaces where data (possibly spatially-dependent) can be represented, interpreted and analyzed. The interest extends also to the identification of suitable basis, which should capture the relevant geophysical features of the phenomenon under study and allow for computationally efficient statistical analysis. *Methods and techniques that will be developed and used to carry out the research:* The PhD program aims at training young researchers by providing them with a strong mathematical background and with ability to apply their knowledge to the solution of real-world problems in the areas of Statistics and Scientific Computing. *Educational objectives:*The PhD students carry their research both in the development of new mathematical methods and in the implementation and improvement of advanced techniques in connection with specific contexts and applications. Further information can be obtained by consulting the dedicated website http://www.mate.polimi.it/dottorato *Job opportunities:* Job opportunities are in companies and research agencies which are leaders in their respective fields. *Further Details:* please click here <http://www.ricerca.polimi.it/fileadmin/files/dottorato/concorso29/bandi_agg…>for further details. -- Simone Vantini MOX Laboratory for Modeling and Scientific Computing Dept. of Mathematics "F. Brioschi" - Politecnico di Milano Address: Piazza Leonardo da Vinci 32, 20133, Milan, Italy Phone: (+39) 02 2399 4554 Email: simone.vantini(a)polimi.it Website: http://mox.polimi.it/~vantini/

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[Fwd: Corso al GSSI]
by davide gabrielli 10 Mar '14

10 Mar '14

Il Prof. *Pablo Ferrari* (Dipartimento di Matematica, Università di Buenos Aires) terrà un corso presso il GSSI (Gran Sasso Science Insittute L'Aquila) dal titolo *Graphical constructions for Markov processes and interacting particles processes. * Il corso inizierà il giorno mercoledi 19 Marzo alle ore 9 e proseguirà per 4 settimane col seguente orario: mercoledi, giovedi e venerdi 9-11. -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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[Fwd: seminario Gssi]
by davide gabrielli 10 Mar '14

10 Mar '14

Il giorno Giovedi 13 Marzo alle ore 16 presso il GSSI (Gran Sasso Science Institute, L'Aquila) la Prof. *Inés Armendariz *del Dipartimento di Matematica dell'Università di Buenos Airesterrà il seguente seminario: *Title*: Scaling limit of the condensate dynamics in the zero-range process *Abstract*: We consider the zero-range process on the one dimensional torus with L sites and N particles, in the supercritical regime when N=L exceeds the critical density. It is known that in the stationary state, as L goes to infinity, the excess particles accumulate at a randomly chosen position, forming the condensate. We now show that, at the right scale, this condensates moves according to a Lévy process on the rescaled torus, with rates determined by the jump distribution of the original zero range process. For instance, for nearest neighbour probabilities, the limiting Lévy process will have rates inversely proportional to the jump length. -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Internationalization programme at the University of Verona - Master degree in Mathematics
by Luca di persio 08 Mar '14

08 Mar '14

Dear, this is an invitation to foreign teachers, coming from a European University or non-European, to share didactical projects with the professors in charge of a particular course given within the Master degree in Mathematics at the University of Verona. Such opportunity, funded by the Unviersity of Verona, has been also thought to start a *scientific collaboration with professors afferent to the Master degree in Mathematics*: http://www.di.univr.it/?ent=cs&id=418&lang=en The minimum lenght of stay is *1 week to which corresponds a reimbursement of 2k euros*. Additional 600 euros will be payed for any additional week *and up to 3.5K euros for one month and 11k euro for three months*. The teaching load is fixed at 6 hours per week. *Collaborations in the field of stochastic processes, SPDEs theory and their applications to Mathematical Finance are particularly welcome.* Please, spread the present message to anyone you think that could be interested in the project. For any further details, feel free to contact me: luca.dipersio(a)univr.it dipersioluca(a)gmail.com or the Internationalization Office of Verona University: relazioni.internazionali(a)ateneo.univr.it Hope to hear from you soon, Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Young Finance Scholars' Conference and Quant Finance Workshop
by Enrico Scalas 07 Mar '14

07 Mar '14

Car* collegh*, vi segnalo un'iniziativa dell'Università del Sussex con preghiera di diffusione. Nel caso i link sottostanti non funzionassero si puo' usare: www.sussex.ac.uk/bmec/qfin <http://UrlBlockedError.aspx/> Cordiali saluti Enrico Scalas Professor of Statistics and Probability University of Sussex Young Finance Scholars' Conference and Quant Finance Workshop<http://www.sussex.ac.uk/bmec/qfin/> The Finance group at the University of Sussex is pleased to announce a conference that is specially designed for junior scholars in Finance, followed by a (separately bookable) Quantitative Finance Workshop. Both events are hosted by the Department of Business and Management<http://www.sussex.ac.uk/bam/> in the School of Business, Management and Economics<http://www.sussex.ac.uk/bmec/> . Young Finance Scholars' Conference<http://www.sussex.ac.uk/bmec/qfin/conference> Quantitative Finance Workshop<http://www.sussex.ac.uk/bmec/qfin/workshop> *Thursday, 8th May 2014* *Friday, 9th May 2014* The conference provides an opportunity for junior scholars that have little (or no) experience with publishing in academic journals to share their research, debate their methodology and results, network with their peers from other institutions and - primarily - to receive expert comment and advice on publication from leading finance academics, including: - Professor Carol Alexander - University of Sussex - Professor Ben Hambly - University of Oxford - Professor Mike Lipkin - Columbia University, New York - Professor Brian Lucey - Trinity College, Dublin - Dr. Norman Seeger - VU University, Amsterdam The workshop is given by *Mike Lipkin,* a renowned specialist on Event-Driven Finance and co-author (with Marco Avallaneda) of the paper winning the Risk Magazine Quant-of-the-year award 2010. Designed to appeal to both practitioners and academics, Mike will describe his path-breaking work on trading attendant to market events, such as earnings announcements or crashes. Places are limited and workshop participation is allocated on a first come first served basis. Please visit our website www.sussex.ac.uk/bmec/qfin<http://UrlBlockedError.aspx>for more details on the conference and workshop and to register.

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Fwd: [stoch-ned-l] Announcement workshop Population Dynamics and Statistical Physics in Synergie
by Cristian Giardina 06 Mar '14

06 Mar '14

---------- Forwarded message ---------- From: Koorn, P.M. <Koorn(a)eurandom.tue.nl> Date: Thu, Mar 6, 2014 at 2:55 PM Subject: [stoch-ned-l] Announcement workshop Population Dynamics and Statistical Physics in Synergie To: "stoch-ned-l(a)science.uu.nl" <stoch-ned-l(a)science.uu.nl> We would like to announce the upcoming workshop on Population Dynamics and Statistical Physics in Synergy To be held at Eurandom, Eindhoven, the Netherlands Date: August 25-29, 2014 Organizers: C. Giardina, A. Greven, F. den Hollander Mini courses by: J. Kurchan, C. Richard Talks by 20 other researchers. More information on http://www.eurandom.nl/events/workshops/2014/Population_Dynamics/Population… On behald of the organizers, Kind regards, Patty Koorn Eurandom P.O.Box 513 (MF 4.081) 5600 MB EINDHOVEN The Netherlands tel. +31 40 247 81 00 e-mail koorn(a)eurandom.tue.nl www.eurandom.tue.nl

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Fwd: (fwd)
by Lucia Caramellino 06 Mar '14

06 Mar '14

---------- Forwarded message ---------- Date: Tue, 4 Mar 2014 09:19:49 +0100 From: Maria Chiarolla <maria.chiarolla(a)uniroma1.it> To: Lucia Caramellino <caramell(a)axp.mat.uniroma2.it> Subject: Fwd: ---------------------------------------- vi informo che sul sito della Facolt�, nell'apposita sezione http://www.economia.uniroma1.it/node/5559/affidamenti-e-contratti, � stato pubblicato un bando per n. 7 posti per contratti di collaborazione coordinata e continuativa, per lo svolgimento di corsi di recupero e sostegno per i seguenti insegnamenti: Economia Aziendale, Economia e Gestione delle Imprese, Finanza Aziendale, Istituzioni di Diritto Pubblico, *Matematica corso base*, Politica Economica, Statistica corso base. *La scadenza prevista per la presentazione delle domande � il giorno 11 marzo 2014.* Vi invito a darne la massima diffusione. Grazie, MCh

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[amases-soci] Fwd: Second Call e web site 38mo Convegno AMASES 2014 (fwd)
by Tiziano Vargiolu 05 Mar '14

05 Mar '14

---------- Forwarded message ---------- Date: Wed, 05 Mar 2014 14:34:21 +0100 From: Antonella Basso <basso(a)unive.it> To: Soci AMASES <amases-soci(a)listserv.unive.it> Subject: [amases-soci] Fwd: Second Call e web site 38mo Convegno AMASES 2014 Cari Soci AMASES, vi inoltro la seconda call del Convegno AMASES 2014 e il link al sito web. Cordiali saluti Antonella Basso -------- Messaggio originale -------- Oggetto: Second Call e web site 38mo Convegno AMASES 2014 Data: Wed, 5 Mar 2014 13:10:56 +0100 Mittente: Massimiliano Ferrara <massimiliano.ferrara(a)unirc.it> A: Antonella Basso <basso(a)unive.it> CC: basile(a)unina.it, Weinrich Gerd <gerd.weinrich(a)unicatt.it> Cara Antonella, Ti chiedo cortesemente di comunicare ai Consoci che il sito del prossimo Convegno Amases e' da questa mattina on line al seguente indirizzo: www.amases2014.unirc.it Un abbraccio Massimiliano Ferrara -- Antonella Basso Dipartimento di Economia Universita Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893

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Assegno di ricerca post-dottorale, presso CNR IMATI-MI
by Antonio Pievatolo 04 Mar '14

04 Mar '14

Segnalo la pubblicazione di un bando per un assegno di ricerca post-dottorale su "Analisi statistica dei dati", con scadenza il prossimo 24 marzo. I dettagli si trovano nella seguente pagina web: http://bandi.miur.it/bandi.php/public/fellowship/id_fellow/72788 Cordiali saluti Antonio Pievatolo -- Dr Antonio (Marco) Pievatolo CNR IMATI Tel. +39 02 23699.521 (direct: 520) Web www.mi.imati.cnr.it/marco

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Two seminars and presentation of Ph.D. theses - date
by Tiziano Vargiolu 03 Mar '14

03 Mar '14

We have the pleasure to announce the following two seminars and the defenses of two PhD thesis for the day Friday, March 7th: University of Padova, Italy Department of Mathematics, via Trieste 63 room 1BC/45, 1st floor 9.00 Tomas BJORK: "Time inconsistent control" (joint with Agatha Murgoci) ABSTRACT: We develop a theory for stochastic control problems which, in various ways, are time inconsistent in the sense that they do not admit a Bellman optimality principle. We attach these problems by viewing them within a game theoretic framework, and we look for Nash subgame perfect equilibrium points. For a general controlled Markov process and a fairly general objective functional we derive an extension of the standard Hamilton-Jacobi-Bellman equation, in the form of a system of non-linear equations, for the determination for the equilibrium strategy as well as the equilibrium value function. Most known examples of time inconsistency in the literature are easily seen to be special cases of the present theory. We also prove that for every time inconsistent problem, there exists an associated time consistent problem such that the optimal control and the optimal value function for the consistent problem coincides with the equilibrium control and value function respectively for the time inconsistent problem. We also study some concrete examples. 10.00 Thorsten SCHMIDT: "Bond markets and absence of arbitrage beyond the existence of a bank account" (joint with Irene Klein and Josef Teichmann) ABSTRACT: We investigate default-free bond markets where the standard relationship between a possibly existing bank account process and the term structure of bond prices is broken, i.e. the bank account process is not a valid numeraire. We argue that this feature is not the exception but rather the rule in bond markets when starting with, e.g., terminal bonds as numeraires. Our setting are general cad lag processes as bond prices, where we employ directly methods from large financial markets. Moreover, we do not restrict price process to be semimartingales, which allows for example to consider markets driven by fractional Brownian motion. In the core of the article we relate the appropriate no arbitrage assumptions (NAFL), i.e. no asymptotic free lunch, to the existence of an equivalent local martingale measure with respect to the terminal bond as numeraire, and no arbitrage opportunities of the first kind (NAA1) to the existence of a supermartingale deflator, respectively. In all settings we obtain existence of a generalized bank account as a limit of convex combinations of roll-over bonds. Additionally we provide an alternative definition of the concept of a numeraire, leading to a possibly interesting connection to bubbles. If we can construct a bank account process through roll-overs, we can relate the impossibility of taking the bank account as numeraire to liquidity effects. Here we enter endogenously the arena of multiple yield curves. After the two seminars, the defenses of two PhD thesis will take place: 11.00 Juan Miguel MONTES: "Aspects of affine models in the pricing of exotic options and in credit risk" (supervisor: Wolfgang J. Runggaldier) 11.45 Stefano PAGLIARANI: "Portfolio optimization and option pricing under defaultable Levy driven models" (supervisor: Tiziano Vargiolu) Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Two seminars and presentation of Ph.D. theses
by Tiziano Vargiolu 03 Mar '14

03 Mar '14

We have the pleasure to announce the following two seminars, in University of Padova, Italy Department of Mathematics, via Trieste 63 room 1BC/45, 1st floor 9.00 Tomas BJORK: "Time inconsistent control" (joint with Agatha Murgoci) ABSTRACT: We develop a theory for stochastic control problems which, in various ways, are time inconsistent in the sense that they do not admit a Bellman optimality principle. We attach these problems by viewing them within a game theoretic framework, and we look for Nash subgame perfect equilibrium points. For a general controlled Markov process and a fairly general objective functional we derive an extension of the standard Hamilton-Jacobi-Bellman equation, in the form of a system of non-linear equations, for the determination for the equilibrium strategy as well as the equilibrium value function. Most known examples of time inconsistency in the literature are easily seen to be special cases of the present theory. We also prove that for every time inconsistent problem, there exists an associated time consistent problem such that the optimal control and the optimal value function for the consistent problem coincides with the equilibrium control and value function respectively for the time inconsistent problem. We also study some concrete examples. 10.00 Thorsten SCHMIDT: "Bond markets and absence of arbitrage beyond the existence of a bank account" (joint with Irene Klein and Josef Teichmann) ABSTRACT: We investigate default-free bond markets where the standard relationship between a possibly existing bank account process and the term structure of bond prices is broken, i.e. the bank account process is not a valid numeraire. We argue that this feature is not the exception but rather the rule in bond markets when starting with, e.g., terminal bonds as numeraires. Our setting are general cad lag processes as bond prices, where we employ directly methods from large financial markets. Moreover, we do not restrict price process to be semimartingales, which allows for example to consider markets driven by fractional Brownian motion. In the core of the article we relate the appropriate no arbitrage assumptions (NAFL), i.e. no asymptotic free lunch, to the existence of an equivalent local martingale measure with respect to the terminal bond as numeraire, and no arbitrage opportunities of the first kind (NAA1) to the existence of a supermartingale deflator, respectively. In all settings we obtain existence of a generalized bank account as a limit of convex combinations of roll-over bonds. Additionally we provide an alternative definition of the concept of a numeraire, leading to a possibly interesting connection to bubbles. If we can construct a bank account process through roll-overs, we can relate the impossibility of taking the bank account as numeraire to liquidity effects. Here we enter endogenously the arena of multiple yield curves. After the two seminars, the defenses of two PhD thesis will take place: 11.00 Juan Miguel MONTES: "Aspects of affine models in the pricing of exotic options and in credit risk" (supervisor: Wolfgang J. Runggaldier) 11.45 Stefano PAGLIARANI: "Portfolio optimization and option pricing under defaultable Levy driven models" (supervisor: Tiziano Vargiolu) Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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CSAMA 2014: Computational Statistics for Genome Biology - June 22-27, 2014
by stefano iacus 02 Mar '14

02 Mar '14

CSAMA 2014: Computational Statistics for Genome Biology (12th edition) Bressanone-Brixen, Italy (South Tyrol Alps - half way between Verona and Munich) June 23-27, 2014 *** Registration for CSAMA 2014 is now open *** http://www-huber.embl.de/csama This one-week intensive course teaches current approaches in the statistical and computational analysis of large-scale experiments in biology. The course focuses on the methods for downstream analysis of high-throughput sequencing experiments including RNA sequencing (differential expression) and DNA sequencing (variant calling), as well as QTL analysis and high-throughput screening. Lectures also cover essentials including statistical testing, linear models, machine learning, visualisation and bioinformatic metadata integration. Topics • Introduction to R and Bioconductor • Elements of statistics: hypothesis testing, multiple testing, regression, regularisation, clustering and classification (machine learning), visualisation • Computing with sequences and genomic intervals • RNA-Seq data analysis and differential expression • DNA Variant calling • Working with annotation -- genes, genomic features and variants • Gene set enrichment analysis • High-throughput screens The course consists of • morning lectures: 20 x 45 minutes: Monday to Friday 8:30am - 12:00am • 4 practical computer tutorials in the afternoons (2pm - 5pm) on Monday, Tuesday, Thursday and Friday ----------------------------------- Stefano M. Iacus Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en Have a look at the new Master Degree in Finance ! http://www.fin.unimi.it ------------------------------------------------------------------------------------ Please don't send me Word or PowerPoint attachments if not absolutely necessary. See: http://www.gnu.org/philosophy/no-word-attachments.html

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Fwd: Deadline abstract submission ICFIS2014 extended to March 13!
by Julia Mortera 02 Mar '14

02 Mar '14

-------- Original Message -------- Subject: Deadline abstract submission ICFIS2014 extended to March 13! Date: Tue, 25 Feb 2014 21:45:58 +0100 From: ICFIS2014 <icfis2014(a)gmail.com> Reply-To: <info(a)icfis2014.org> To: <info(a)icfis2014.org> *The deadline for abstract submission for ICFIS2014 <http://icfis2014.org> has been extended to March 13.* * *KOG We have already received 75 abstracts, but we want to give even more people the opportunity to submit an abstract. The *9th International Conference on Forensic Inference and Statistics* <http://icfis2014.org/> will take place from *19 to 22 August 2014* at Leiden University <http://dl.dropboxusercontent.com/u/6795661/ICFIS2014/venue.html>, the Netherlands. Leiden is a beautiful city with a large number of monuments and canals, and has a 15 minutes train link to Amsterdam Schiphol International Airport, one of the main gates of Europe. This international conference - in short *ICFIS2014* <http://icfis2014.org/> - unites lawyers, statisticians and forensic scientists in their interest in optimal reasoning concerning forensic evidence. Technical developments in biological, physical, chemical and digital forensic disciplines are fast and have an increasing impact on law enforcement and the justice system. Examples are DNA profiling, fingerprint and illicit drug analysis, and analysis of large digital data-sets for intelligence purposes. Whatever the type of evidence, it can only be of value when it is properly gathered, analyzed, evaluated, and communicated by the scientist. Moreover, it should be understood by the legal decision maker. This requires sound statistical and logical methods, and good communication between lawyers and scientists. The conference promotes the interaction between providers and users of forensic evidence. It focuses on probabilistic methods for the evaluation of forensic evidence, and their use in law and law enforcement. The conference will provide a forum for oral presentations and posters. Furthermore, the first day of the conference will consist of workshops. Selection by the scientific committee of the contributions for the final program is based on abstracts. If you haven't done so already, please submit your abstract by digitally filling out the form you can download from the website <http://dl.dropboxusercontent.com/u/6795661/ICFIS2014/abstracts.html>, and sending it to abstracts(a)icfis2014.org <mailto:abstracts@icfis2014.org>. *The final deadline for abstract submission is March 13, 2014. * The website lists the themes <http://dl.dropboxusercontent.com/u/6795661/ICFIS2014/index.html#themes> for the conference. See you at ICFIS2014! Charles Berger and Marjan Sjerps, on behalf of the organizing and scientific committee <http://dl.dropboxusercontent.com/u/6795661/ICFIS2014/organization.html>. ___________________________________ If you want to unsubscribe from this mailing list, just reply with 'unsubscribe' in the subject.

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Cooperint call at University of Verona
by Luca di persio 02 Mar '14

02 Mar '14

Dear all, this a call for potentially interested people to join the Cooperint internationalization program of the University of Verona (see details below) in order to build a scientific collaboration in particular within the fields of: *Probability, Statistics, Stochastic Processes and their applications in Mathematical Finance*. Please feel free to contact me at: luca.dipersio(a)univr.it . *CooperInt Program - 2014 edition* *Deadline: April 7* The *University of Verona* has launched its own internationalization program called *CooperInt*, providing funding to promote research interactions with international scientists according with the following call typologies *Action A.1* (*Junior Visitor Program*) is intended to invite young researchers with no more than 7 years of academic experience after their PhD. Such positions are intended mainly for research activity/exchanges, but can also forecast teaching activities (e.g. seminars, short courses) *Action A.2* (*Senior Visitor Program*), is intended to invite world renowned Visiting Professors and scientists. During their stay in Verona the invited professors will be required to do teaching activities within a Master or a PhD Program for a minimum workload of two hours per week (eight hours per month). *Reimbursement* *A1 Funding *(max.amount) *A2 Funding *(max.amount) EU Home Institution Non-EU Home Inst. EU Home Institution Non-EU Home Inst. *2000 EURO/month NET* *2500 EURO/ month NET* *2500 EURO/ month NET* *3000 EURO/ month NET* For bureaucratic assistance refer to the International Relations Office: relazioni.internazionali(a)ateneo.univr.it Please note that the deadline is fixed at 07/04/2014, but, due to administrative duties, it is much better to have most of the required documents filled by the end of March. __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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bando assegno di ricerca SECS-S/06 a Firenze
by mariaelvira.mancino＠unifi.it 01 Mar '14

01 Mar '14

Il Dipartimento di Economics and Management dell'Universita' di Firenze bandisce un assegno di ricerca della durata di un anno per il settore SECS-S/06. Il bando si trova all'indirizzo: http://bandi.miur.it/bandi.php/public/fellowship/id_fellow/72982 Mavira Mancino

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Seminario Sergio Albeverio
by Luca di persio 26 Feb '14

26 Feb '14

Buondì, inoltro, con preghiera di diffusione, l'annuncio del seminario che il prof. Sergio Albeverio (ospite dell'Università di Verona) terrà presso il prossimo 10 Marzo presso il Dipartimento di Informatica di UniVr. Buon lavoro, LuCa Prof. Sergio Albeverio, Bonn University "From integrals and asymptotics to (deterministic,stochastic,quantum) dynamical systems" Abstract del seminario We illustrate how deterministic ,stochastic and quantum aspects of the world emerge from infinite dimensional integrals and their asymptotics. Some recent applications in applied areas,from neurobiology to engineering and finance, are also briefly discussed. Keywords: Asymptotic expansions, Infinite dimensional integrals, Mathematical Finance, Neurobiology, SPDEs, Stochastic Processes Luogo ed ora del seminario: 10 Marzo 2014 ( ore 16:45: rinfresco, ore 17: seminario) presso il Dipartimento di Informatica dell'Università di Verona, Strada le Grazie 15 (Vr) Ca' Vignal 3 - Piramide, Sala Verde Referente: Luca Di Persio: http://www.di.univr.it/?ent=persona&id=8773&lang=en Grazie molte, LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Scuola Estiva a Bielefeld: 7-20 Luglio 2014
by Giorgio Ferrari 26 Feb '14

26 Feb '14

*SUMMER SCHOOL: **Model Uncertainty in Economics and Finance - Advances in Stochastic Calculus* Dal *7 al 20 Luglio 2014* si svolgerà presso l´Università di Bielefeld (Germania) la Scuola Estiva *Model Uncertainty in Economics and Finance - Advances in Stochastic Calculus.* Le iscrizioni sono aperte fino al *30 Aprile 2014*. Per ulteriori informazioni http://www.bgts.uni-bielefeld.de/daad_network/2014summer/ Buona serata, Giorgio Ferrari -- Giorgio Ferrari Center for Mathematical Economics (IMW) Bielefeld University office: W10-100 office phone: +49 521 106 5642 Postfach 100131, 33501 Bielefeld, Germany email: giorgio.ferrari(a)uni-bielefeld.de giorgio.ferrari(a)uniroma1.it web-page: https://sites.google.com/site/giorgioferrariswebsite/

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LMU Workshop on Stochastic Vol and Multi-Curves
by Juan Miguel Montes 26 Feb '14

26 Feb '14

The Ludwig Maximilian University of Munich - Workgroup Financial Mathematics' "quantLab" invites practitioners in the areas of quantitative finance, insurance, financial modeling, risk management and derivatives-structuring, to attend a two - part workshop on the topics STOCHASTIC VOLATILITY and MULTI-CURVE MODELS to be held on 2 - 4 April, 2014 at the LMU Math Institute, Munich, Germany. The guest presenter for Part 1 of the workshop will be Dr. Jörg Kienitz (Head of Quantitative Analysis at Deutsche PostBank AG). Part 2 of the workshop will be conducted by Prof. Dr. Christian Fries (Model Development and Methodology at DZ Bank and Professor at LMU Math Institute) and Dr. Alessandro Gnoatto (Researcher at LMU Math Institute). Participants may chose from three packages: Full Package (Part 1 & 2), Part 1 only or Part 2 only. The detailed workshop agenda, registration fees, venue instructions and contact information for inquiries, are all found on the following webpage: http://www.fm.math.lmu.de/stochasticvolatility The organizers are looking forward to your participation.

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seminario claudio landim
by Faggionato, Alessandra 26 Feb '14

26 Feb '14

Buongiorno, Martedi' 4 marzo Claudio Landim terra' un seminario al Dipartimento di Matematica (Sapienza, Roma). sotto trovate i dettagli. cordiali saluti alessandra faggionato Martedi' 4 Marzo, Aula C (Dip. Matematica, Univ. Sapienza), ore 14:30 Speaker: C. Landim (IMPA Rio De Janeiro, CNRS Rouen) Title: Zero-temperature limit of the Kawasaki dynamics for the Ising lattice gas in a large two-dimensional torus Abstract: We consider the Kawasaki dynamics at inverse temperature $\beta$ for the Ising lattice gas on a two-dimensional square of length $2L+1$ with periodic boundary conditions. We assume that initially the particles form a square of length $n$, which may increase, as well as $L$, with $\beta$. We show that in a proper time scale $L^2\, \theta_\beta$ particles form almost always a square and that this square evolves as a Brownian motion when the temperature vanishes. -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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FW: QP circulation, and any others you know of ...
by Franco Fagnola 25 Feb '14

25 Feb '14

Buongiorno, prego far circolare i seguenti bandi dell'Universit? di Lancaster (UK). Grazie e cordiali saluti, Franco Fagnola ================== We have a Chair and Lectureship position in Probability in Lancaster. http://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A905 http://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A906 The deadline for both is 23rd March.

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Colloquium Fabio Lucio Toninelli a Roma Tre
by pietro caputo 21 Feb '14

21 Feb '14

Mercoledi' 26 febbraio 2014 Ore 16:00, Aula F Dip. Matematica e Fisica Roma Tre EDIFICIO AULE LARGO SAN L. MURIALDO,1 Colloquium di Matematica Fabio Toninelli (Universita' di Lione) Random tilings, Glauber dynamics and macroscopic shapes I "piastrellamenti" (tiling) del piano sono un oggetto classico in meccanica statistica e combinatoria. Se le "piastrelle" sono a forma di losanga, si ha una corrispondenza esatta con le interfacce del modello di Ising 3-dimensionale a temperatura nulla. A ogni piastrellamento e' possibile associare una funzione di altezza (superficie discreta). E' ben noto [Cohn-Kenyon-Propp] che, se la taglia della regione U da piastrellare tende all'infinito, la funzione altezza associata a un piastrellamento scelto uniformemente tende verso una certa forma limite macroscopica che risolve una PDE ellittica non-lineare. Sull'insieme dei piastrellamenti si puo' definire una dinamica stocastica che corrisponde alla dinamica di Glauber a temperatura zero per il modello di Ising. Un problema classico e' quello di stimare il tempo (mixing time) che la dinamica richiede per raggiungere l'equilibrio (la misura uniforme). La congettura, basata sull'idea euristica che l'interfaccia evolve seguendo un'equazione di tipo "movimento per curvatura media", e' che il mixing time cresca essenzialmente come il quadrato del diametro della regione U. Il nostro risultato principale e' una prova di questa congettura, sotto l'ipotesi che la forma macroscopica non presenti singolarita'. Basato su lavori in collaborazione con P. Caputo, B. Laslier e F. Martinelli.

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Mercati Energetici e Metodi Quantitativi - edizione 2014
by Tiziano Vargiolu 21 Feb '14

21 Feb '14

Buongiorno, volevamo informarti che anche quest'anno si ripeter? il workshop "Mercati Energetici e Metodi Quantitativi: un Ponte tra Universit? e Aziende". Trovi tutte le informazioni sul sito web http://www.unponte2014.stat.unipd.it/ Sono aperte le submission per gli speaker (accademici e professionisti provenienti da aziende) che desiderino presentare un talk. Inoltre, quest'anno abbiamo deciso di estendere l'iniziativa organizzando, nei due giorni precedenti la conferenza, quattro tutorial sui seguenti argomenti: - Introduzione ai mercati dell'energia e del gas - Rischio di credito e di controparte nei mercati energetici - Strumenti di analisi e di previsione per i mercati energetici. - Tecniche di gestione di portafoglio e di ottimizzazione: i contratti strutturati nei mercati dell'energia. Tutte le informazioni sui tutorial si trovano alla pagina http://events.math.unipd.it/memq2014/ In attesa di rincontrarci a Padova, porgiamo i nostri pi? Cordiali Saluti, gli Organizzatori Giorgia Callegaro Enrico Edoli Francesco Lisi Tiziano Vargiolu

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ABS14- APPLIED BAYESIAN NONPARAMETRICS
by raffaele argiento 20 Feb '14

20 Feb '14

Registration is now open for *ABS14*, the 2014 edition of the Applied Bayesian Statistics School, which has been running since 2004. The topic of this year is *APPLIED BAYESIAN NONPARAMETRICS*. The lecturers will be Michael JORDAN (Berkeley) and Francois CARON (Oxford). The school will be held at Villa del Grumello, Como, Italy, from June 16 till 20, 2014. The school webpage is www.mi.imati.cnr.it/conferences/abs14.html Please note that a very limited number of participants (35) will be admitted. There is a late registration fee after April, 1st. For information please contact abs14(a)mi.imati.cnr.it Best regards, Raffaele Argiento Executive director of ABS14 -- Dr Raffaele Argiento CNR IMATI -- Milano Tel. +39 02 23699.529 Web www.mi.imati.cnr.it/raffaele

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University of Kent-PhD Scholarship
by Fabrizio Leisen 20 Feb '14

20 Feb '14

Con preghiera di diffusione. Aggiungo che la borsa partirebbe da Settembre 2014. Cordiali Saluti, Fabrizio Leisen Postgraduate Scholarship Non-parametric priors for Bayesian inference *University* *of* *Kent* School of Mathematics, Statistics and Actuarial Science *Project:** Non-parametric priors for Bayesian Inference* *Supervisor:** Fabrizio Leisen* The use of Bayesian non-parametric (BNP) priors in applied statistical modelling has become increasingly popular in the last few years. From the seminal paper of Ferguson (1973, Annals of Statistics), the Dirichlet Process and its extensions have been increasingly used to address inferential problems in many fields. Examples range from variable selection in genetics to linguistics, psychology, human learning, image segmentation and applications to the neurosciences. The project aims to introduce and/or investigate new Bayesian non-parametric priors that can be used to describe a wide spectrum of phenomena. Keywords include: - Dirichlet and Pitman Yor Processes - Vectors of Dependent random probability measures - Non-exchangeable species sampling sequences *The* *School* *of* *Mathematics,* *Statistics* *and* *Actuarial* *Science* The School offers a lively research culture with a thriving group of around 250 taught postgraduates students and almost 100 postgraduate students, postdoctoral researchers and academic staff. Kent is among the best research-intensive universities in the UK. In the 2008 Research Assessment Exercise (RAE), the university was ranked 24th out of 159 institutions for its world-leading research, with six of our subject areas (including statistics) in the top tennationwide. Details of the research undertaken by the School can be found at: http://www.kent.ac.uk/smsas/postgraduate/phd-applications.html *The* *funding* This scholarship is partially funded by the FP7 Marie Curie Career Integration Grant "Flexible Bayesian non-parametric priors" held by Fabrizio Leisen. The scholarship is offered at the standard UK Research Councils' rate (currently£13,863) and will cover the tuition fees for a period of 3.5 years subject to satisfactory progress at each review period. *Entry* *Requirements* All candidates must have an excellent academic track record in Mathematics or Statistics or related disciplines and hold a good Honours degree in a relevant subject or equivalent. A Masters qualification such as an MSc or MMath orresearch experience would be advantageous. *To* *apply* To apply complete the online application form available by clicking the *'Apply'* button below or by visiting: http://www.kent.ac.uk/studying/postgrad/apply/index.html and select School research Scholarship under `How are you intendingto fund your studies?' and mention this research project in the research proposal. Closing date: 31st March 2014. -- Fabrizio Leisen Senior Lecturer in Statistics School of Mathematics, Statistics and Actuarial Sciences Cornwallis Building, University of Kent, Canterbury, CT2 7NF http://sites.google.com/site/fabrizioleisen/

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de Finetti Risk Seminar - febbraio 2014
by Emanuela Rosazza Gianin 20 Feb '14

20 Feb '14

On behalf of the Scientific Committee of The de Finetti Risk Seminars - on the Mathematical Theory of Economics and Finance in Milano, we are glad to invite you to participate at the "de Finetti Risk Seminar" on February 26, 2014 at 18.00 with the Lecture Evaluation of long-dated investments under uncertain growth trend, volatility, and catastrophes CHRISTIAN GOLLIER Toulouse School of Economics LOCATION: The seminar will be held on Wedsnesday, February 26, at 18.00 at room 3-E4-SR03, Bocconi University, Via Roentgen 1, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Università di Milano Bicocca Edificio U7 - 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Avviso di seminario :: Mortera@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 17 Feb '14

17 Feb '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 21 Febbraio, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma JULIA MORTERA (Fac. di Economia, Università degli Studi di Roma3) terrà un seminario dal titolo ANALYSIS OF FORENSIC DNA MIXTURES tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti - Fulvio De Santis --- Summary DNA is now routinely used in criminal investigations and court cases, although DNA samples taken at crime scenes are of varying quality and therefore present challenging problems for their interpretation. We present a statistical model for the quantitative peak information obtained from an electropherogram (EPG) of a forensic DNA sample and illustrate its potential use for the analysis of criminal cases. In contrast to most previously used methods, we directly model the peak height information and incorporates important artefacts associated with the production of the EPG. Our model has a number of unknown parameters, and we show that these can be estimated by the method of maximum likelihood in the presence of multiple unknown contributors, and their approximate standard errors calculated; the computations exploit a Bayesian network representation of the model. A case example from a UK trial, as reported in the literature, is used to illustrate the efficacy and use of the model, both in finding likelihood ratios to quantify the strength of evidence, and in the deconvolution of mixtures for the purpose of finding likely profiles of one or more unknown contributors to a DNA sample. Our model is readily extended to simultaneous analysis of more than one mixture as illustrated in a case example. We show that combination of evidence from several samples may give an evidential strength close to that of a single source trace and thus modelling of peak height information provides for a potentially very efficient mixture analysis. Joint work with Robert Cowell, Therese Graversen and Steffen Lauritzen

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Research fellowship at the Insitute of Economics, Scuola Sant'Anna Pisa
by Enrico Scalas 17 Feb '14

17 Feb '14

Car* collegh*, mi hanno segnalato questa posizione post-dottorale presso Economia al Sant'Anna: http://www.sssup.it/context_elenco.jsp?ID_LINK=12550&area=6&id_context=44264 Cercano una persona che ben conosca probabilita' e teoria dei processi stocastici e, eventualmente, e' gradita una formazione in finanza. Per ulteriori infomazioni si puo' scrivere al Prof. Giulio Bottazzi: g.bottazzi(a)sssup.it Per favore, fate circolare il link alle persone interessate che conoscete. Cordiali saluti, Enrico Scalas Professor of Statistics and Probability University of Sussex http://www.sussex.ac.uk/maths/people/peoplelists/person/330303

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1 posto di Maitre de Conferences e 1 di Professore in Probabilita' all'Universite' Lyon 1
by Fabio Toninelli 17 Feb '14

17 Feb '14

Gentili colleghi all'Universita' Lyon 1 e' aperto un concorso per un posto di Maitre de Conferences in probabilità e per un posto di Professore in Probabilita' (inizio: 1 settembre 2014). Entrambe le posizioni sono permanenti. Il profilo scientifico e' largo, http://math.univ-lyon1.fr/recrutements/profils_14/MCF_P_en.pdf e http://math.univ-lyon1.fr/recrutements/profils_14/PR_en.pdf. I temi di ricerca del gruppo di probabilità' di Lyon 1 sono descritti qui: http://math.univ-lyon1.fr/icj/?option=theme&th=5 I candidati interessati devono spedire elettronicamente il loro dossier ENTRO IL 12 MARZO 2014, tramite il sito https://galaxie.enseignementsup-recherche.gouv.fr/antares/can/index.jsp Qualche consiglio su come comporre il dossier di candidatura si trova qui: http://postes.smai.emath.fr/2014/OUTILS/conseils/index.php#it2 Attenzione: Il concorso e' aperto ai i candidati che hanno gia' passato la procedura di "Qualification" nazionale francese, oppure che hanno attualmente all'estero una posizione di livello equivalente a quelle di Maitre de Conferences o di Professore. Per ulteriori informazioni sullo svolgimento del concorso, i candidati interessati possono contattare o me (toninelli(a)math.univ-lyon1.fr) o Christophe Sabot (sabot(a)math.univ-lyon1.fr). Cordiali saluti Fabio Toninelli Institut Camille Jordan, Universite' Lyon 1 43 bd du 11 novembre 1918 69622 Villeurbanne Cedex, France Office 105, tel: +33 (0) 4 26 23 44 41

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Fwd: Saint-Flour 2014
by Marco Romito 16 Feb '14

16 Feb '14

SAINT-FLOUR 2014 - SECOND ANNOUNCEMENT Dear colleagues, Online registration is now open for the 44th Saint-Flour Probability summer school, which will be held on July 15-25. Please note the DEADLINE FOR REGISTRATION: APRIL 18 This year, the courses are: Martin HAIRER : Regularity structures Gregory MIERMONT : Aspects of random maps SPECIAL NOTICE The previously announced lecture by Sourav Chatterjee is postponed to 2015. Consequently, this year's school will feature only two courses, and its length is slightly reduced. The registration form as well as some useful information about the school can be found on the web pages: http://math.univ-bpclermont.fr/stflour/index.php (in French) http://math.univ-bpclermont.fr/stflour/stflour-en.php (in English) For registration, you will have to accept the security certificate in your browser. These pages also contain the advertisement poster of the school (in French or in English). It would be helpful for us if you could print it and post it in your department. Thank you. Please forward the above information to anyone who might be interested. Best regards, The organizing committee Christophe Bahadoran, Arnaud Guillin, Laurent Serlet stflour(a)math.univ-bpclermont.fr Laboratoire de Mathématiques CNRS UMR 6620 Université Blaise Pascal (Clermont-Ferrand 2) Complexe Universitaire des Cézeaux BP80026 F-63177 Aubière tel (+33) 4 73 40 70 50 fax (+33)4 73 40 54 50

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Seminario CHOPIN
by Matteo Ruggiero 14 Feb '14

14 Feb '14

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 21 Febbraio 2014 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Nicolas CHOPIN (ENSAE, France) SEQUENTIAL QUASI MONTE CARLO Abstract: We develop a new class of algorithms, SQMC (Sequential Quasi Monte Carlo), as a variant of SMC (Sequential Monte Carlo) based on low-discrepancy points. The complexity of SQMC is O(N log N) where N is the number of simulations at each iteration, and its error rate is smaller than the Monte Carlo rate O(N^{-1/2}). The only requirement to implement SQMC is the ability to write the simulation of particle x_t^n given x_{t-1}^n as a deterministic function of x_{t-1}^n and uniform variates. We show that SQMC is amenable to the same extensions as standard SMC, such as forward smoothing, backward smoothing, unbiased likelihood evaluation, and so on. In particular, SQMC may replace SMC within a PMCMC (particle Markov chain Monte Carlo) algorithm. We establish several convergence results. We provide numerical evidence in several difficult scenarios than SQMC significantly outperforms SMC in terms of approximation error. Joint work with Mathieu Gerber. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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[Announce] "Unlocking the value of big data", Special Issue on EJASA-DSS
by stefano iacus 13 Feb '14

13 Feb '14

Call for papers for the Special Issue on "Increasing Innovation Opportunities by Unlocking the Value of Big Data" to be published on the "Electronic Journal of Applied Statistical Analysis: Decisione Support Systems and Services Evalutation" ### Guest Editors: Valentina Ndou,Faculty of Innovation for Engineering, University of Salento (ITA) Mirjeta Beqiri, Gonzaga University, Spokane, WA, (USA) Stefano M. Iacus, Department of Economics, Management and Quantitative Methods, University of Milan (ITA) ### Overview: The advent of new communication technologies and especially the exponential growth of social media web 2.0, from blogs, Facebook and Twitter to LinkedIn and YouTube, has created vast opportunities for firms and managers to get closer to customers, to gain a wealth of information about their behaviors and preferences, as well as to identify new market trends and new opportunities to remain competitive. It is known that firms today operate in the era of Big Data Revolution, overwhelmed with data that are available via web to almost everyone. The content and information that customers create in web 2.0 platforms constitute a valuable asset for firms to directly tap into the customer’s preferences and needs, as the most valuable source for attaining direct and reliable market information. ### Aim: Based on these recent trends, this special issue invites research articles and papers that put forth different approaches, statistical models, and decision making systems able to analyze the available data for gaining insights and creating new knowledge that leads to innovation and creativity. ### Topics: This special issue seeks original contribution on the following topics: 1. Techniques, tools, approaches, and methodologies used for analyzing data and information 2. Statistical Analysis for big data 3. Data and knowledge modelling techniques 4. Stimulating innovation and improving performance through statistical data analysis 5. Value of data for new business models, products, and services 6. Data management as a driver of performance and competitiveness 7. Value co-creation through data and information exchange 8. Transforming the value of data using real time analytics 9. Business optimization techniques through data analysis 10. Decision making process in the big data era 11. Role of statistical models in unlocking the value of web data 12. Real time analytics 13. Privacy, security, and intellectual property issues in the era of big data. ### Submission guidelines: Original research papers will be considered. ### Important Dates: Abstract submission: 20th March, 2014 Review decisions sent to authors: 20th April 2014 Full paper submission: 30th July, 2014 ### Further Information: For further information, please contact: ejasa(a)unisalento.it or visit http://siba-ese.unisalento.it/index.php/ejasa_dss/announcement/view/21

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Young Researchers Meeting on BSDEs, Numerics and Finance
by Marco Fuhrman 13 Feb '14

13 Feb '14

Trasmetto a tutti gli interessati le informazioni rilevanti e il link internet di una conferenza sulle BSDEs (Backward Stochastic Differential Equations) destinata a giovani ricercatori, che si terra' a Bordeaux, 7-9 luglio 2014. Cordialmente, Marco Fuhrman https://indico.math.cnrs.fr/conferenceDisplay.py?confId=199 This international conference is a friendly meeting of young researchers working on: Backward Stochastic Differential Equations, and the related FBSDE, Reflected BSDE, etc... Efficient numerical computation in finance and insurance Robust control, risk management and portfolio optimisation in finance and insurance Nonlinear and Imprecise Probability Location: IMB, Université de Bordeaux, France. Dates and times: Monday 7th July 2014 (14:00) - Wednesday 9th July 2012. Who: Young researchers - broadly students and researchers within 10 years of PhD. Costs: There is no registration fees. For speakers: lunches, refreshments, accommodation at the university residence (7th, 8th, 9th July 2014) and the conference dinner are included. A part of travel costs would be also reimbursed, up to an amount that will be defined after. Non-speaker participants are welcome to apply but we may not be able to guarantee the full accommodation subsidy. Registration: directly on the website by 20 April 2014. Confirmation will be sent to all qualifying participants by the beginning of May. Format: 1/2 hour talks and informal conversations, with an explicitly accessible focus. Remark: If some parts of the website are written in french, you can choose the english version on the top-right corner of the website.

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Avviso di seminario :: Aryasova@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 12 Feb '14

12 Feb '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 14 Febbraio, ore 10am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma OLGA ARYASOVA (Inst. of Geophysics, National Academy of Sciences of Ukraine, Ukraine) terrà un seminario dal titolo A REPRESENTATION FOR THE DERIVATIVE WITH RESPECT TO THE INITIAL DATA OF THE SOLUTION OF AN SDE WITH NON-REGULAR DRIFT tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- Summary (* attached *)

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Avviso di seminario :: Porcu@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 10 Feb '14

10 Feb '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 13 Febbraio, ore 15am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma EMILIO PORCU (Dep. de Estadística, Universidad de Valparaíso, Chile) terrà un seminario dal titolo ADAPTIVE TAPERS FOR SPACE-TIME GEOSTATISTICS tutti gli interessati sono invitati a partecipare dando magari prima un'occhiata a... http://seismomathics.wordpress.com ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Giovanna Jona Lasinio - Pierpaolo Brutti - Fulvio De Santis --- Summary We propose a class of nonseparable space-time compactly supported correlation functions, termed here quasi-tapers, to mean that such correlations can be dynamically compactly supported over space or time. An important feature of the quasi-taper is given by a spatial (temporal) compact support being a decreasing function of the temporal lag (spatial distance), so that the spatial (temporal) compact support becomes smaller when the temporal (spatial) dependence becomes weaker. We propose general classes as well as some examples that generalize the Wendland tapers to the space-time setting. Then a non separable space-time taper with spatial and temporal compact support is obtained as tensor product of quasi-tapers. Our space-time taper includes all the known constructions as special cases and will be shown to have great exibility. Covariance tapering is then explored as an alternative to maximum likelihood when estimating the covariance model of a space-time Gaussian random field in the case of large datasets. The proposed quasi and space-time tapers allows to perform covariance tapering when dealing with data that are densely observed in time (space) but sparse in space (time) or densely observed both in time and space. The statistical and computational properties of the space-time covariance tapering is addressed under increasing domain asymptotics. A simulation study and two real data examples illustrate the statistical and computational performances of the covariance tapering with respect to the maximum likelihood method using the space-time tapers proposed.

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Seminario di Giovanni Puccetti presso Prometeia - Bologna
by Giacomo Scandolo 10 Feb '14

10 Feb '14

Il giorno Giovedì 13 Febbraio 2014, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Giovanni PUCCETTI (Università di Firenze) terrà un seminario su: RISK AGGREGATION AND MODEL UNCERTAINTY: SOME MESSAGES FROM THE METHODOLOGICAL FRONT Abstract. We review some of the most recent mathematical achievements in the field of Risk Aggregation and Model Uncertainty and discuss their implications on the current Basel regulatory framework, with particular emphasis on VaR/ES risk measurement. Specific issues that will be handled: - How much superadditive can VaR be? - What are the likely constraints with moving from VaR to ES? - Which kind of dependence is implied by a worst-VaR scenario? - What are the available tools to capture the model uncertainty associated with a joint risk position?

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seminario Stefano Iacus Roma Tre
by Julia Mortera 10 Feb '14

10 Feb '14

Il 19 febbario alle ore 14:30 presso l'aula seminari (III piano) Dipartimento di Economia, Universit? Roma Tre, Via Silvio D'Amico 77 il Prof. Stefano Iacus Dipartimento di Economia, Management e Metodi Quantitativi Universit? degli Studi di Milano terr? il seminario: ***Statistics over Big Data: How to Analyze 80 Millions of Tweets*** Abstract: There are several ways to analyze data coming from digitized texts and there are even more ways to analysis big amount of these data. Analyzing the sentiment expressed on social networks is both about big data and digitized text. But sentiment analysis is not just text mining, i.e. usual data mining applied to text data, because what matters is to capture the meaning of sentences in a corpora of texts whose language evolves in time and space or according to the age, the background of the writers, etc. We will discuss the most recent techniques of sentiment analysis available in the literature along with some new ideas and present some applications to the analysis of 80 millions of italian tweets to happyness and economics.

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Seminar and Mini-course of Emmanuel Bacry at the Scuola Normale Superiore di Pisa
by Fabrizio Lillo 07 Feb '14

07 Feb '14

Emmanuel Bacry (CMAP, Ecole Polytechnique, France) will give a seminar at the Scuola Normale di Pisa on Thursday February 27 in Aula Bianchi at 1 pm The title and abstract are Hawkes process and applications Hawkes processes are point self-exciting point processes particularly well suited for applications. Introduced in the 70s, that have been used in very various domaines such as high-frequency financial time-series modeling or viral diffusion in social networks. After describing how they are defined and their main properties, we shall discuss some problems linked to parametric estimations (in high dimensions) as well as non parametric estimations. We will present several applications. Moreover he will give a mini-course on Modeling and analysis of high frequency financial time-series The agenda is attached below. Interested people are invited to participate. For more information, contact Fabrizio Lillo (fabrizio.lillo(a)sns.it) &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&& Tuesday February 25, Aula Fermi, 9.00-11.00 1- Introduction to different market and asset types - Which financial time-series for statistical analysis ? Thursday February 27, Aula Bianchi, 14.00-16.00 2- Orderbooks dynamics - Qualitative description - Some statistical elements of order books - Transaction costs - Price impact - Response function Wednesday March 5, Aula Bianchi, 14.00-16.00 3- Tick-by tick financial time-series - trading time versus physical time - ACD models - Microstructure noise Thursday March 6, Aula Bianchi, 14.00-16.00 4- Hawkes processes based tick-by-tick modeling - Microstructure noise modeling - Trading flow modeling - Response and Impact modeling ------------------------------------------------------------ Fabrizio Lillo Scuola Normale Superiore di Pisa, Dipartimento di Fisica, Universita' di Palermo & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159 web: https://sites.google.com/site/fabriziolillo9670/home

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I: postdoc position available
by Massimo Campanino 07 Feb '14

07 Feb '14

________________________________________ Da: Aernout van enter [avanenter(a)gmail.com] Inviato: giovedì 6 febbraio 2014 18.24 A: aldo(a)mat.ufmg.br; Vladas Sidoravicius; gentz(a)math.uni-bielefeld.de; gantert(a)ma.tum.de; maspm(a)bath.ac.uk; spohn(a)ma.tum.de; Massimo Campanino; Jacek Miekisz; Charles Newman; Gordon Slade Oggetto: Re: postdoc position available [https://mail.google.com/mail/u/0/images/cleardot.gif] Announcement: postdoc position Groningen A one - year postdoc position is available, funded by NWO, to work on the topic of ``hidden symmetries, new and dual models of interacting particle systems.'' The project has a targeted starting date of 1 september 2014. The postdoc will work at Rijksuniversiteit Groningen and will work with the main investigators investigators A.C.D. van Enter and F. Redig (Delft University). Besides he will have the opportunity to collaborate within an international network related to this and comparable projects, situated in Modena ( C. Giardina, G. Carinci) and Warwick ( S. Grosskinsky). More information and details about the project and the position can be obtained from F. Redig (http://dutiosb.twi.tudelft.nl/~redig<http://dutiosb.twi.tudelft.nl/%7Eredig>)and A.C.D. van Enter (http://www.math.rug.nl/dsmp/People/AernoutvanEnter). Interested candidates are asked to send a letter of motivation and CV to F. Redig (f.h.j.redig(a)tudelft.nl<mailto:f.h.j.redig@tudelft.nl>) and A.C.D. van Enter (avanenter(a)gmail.com<mailto:avanenter@gmail.com>) ___________________ Prof.dr A.C.D. van Enter University of Groningen Department of Mathematics P.O. Box 800 9700 AV Groningen The Netherlands Telephone: +31 50 3633939<tel:%2B31%2050%203633939> (secretary) +31 50 3634967<tel:%2B31%2050%203634967> (extension) +31 50 3633800<tel:%2B31%2050%203633800> (telefax) +31 50 5266329<tel:%2B31%2050%205266329> (home) Email: aenter(a)phys.rug.nl<mailto:aenter@phys.rug.nl> URL: http://www.math.rug.nl/~aente<http://www.math.rug.nl/%7Eaenter>

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Workshop MathStatNeuro 2-4 July Copenhagen
by Massimiliano Tamborrino 05 Feb '14

05 Feb '14

Dear all, Rune Berg, Susanne Ditlevsen and I organize a 3-days workshop in Copenhagen, 2nd-4th of July, "Mathematical Modeling and Statistical Analysis in Neuroscience", funded by the Dynamical Systems Interdisciplinary Network, University of Copenhagen, www.dsin.ku.dk. The idea is to bring together theoretical, experimental and computational researchers who are working on various topics in neuroscience. There is no conference fee and we hope to offer free lunch for all registered participants. Conference website homepage is: http://www.math.ku.dk/english/research/conferences/mathstatneuro2014 If you would like to attend, please register within the 15th May 2014 at: http://www.math.ku.dk/english/research/conferences/mathstatneuro2014/regist… We hope to welcome you in Copenhagen! Best wishes, Susanne, Rune and Massimiliano -- --------------------------------- Dr. Massimiliano Tamborrino Postdoctoral fellow Department of Mathematical Sciences University of Copenhagen email: mt(a)math.ku.dk URL: http://www.math.ku.dk/~mt/ Universitetsparken 5 DK-2100 Kobenhavn Ø, Denmark -----------------------------------------

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Seminario Cristina Di Girolami a Milano-Bicocca - cambio aula
by federica.masiero＠unimib.it 05 Feb '14

05 Feb '14

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seminari di O. Aryasova e E. Orsingher a Pisa
by Marco Romito 04 Feb '14

04 Feb '14

Il giorno 11 febbraio 2014, presso l'aula seminari del Dipartimento di Matematica dell'Università di Pisa, si terranno i seguenti seminari: 10:30 Olga Aryasova (Institute of Geophysics, National Academy of Sciences of Ukraine): A representation for the derivative with respect to the initial data of the solution of an SDE with non-regular drift 11:30 E. Orsingher (Roma Sapienza): Random flights Tutti gli interessati sono invitati a partecipare. m. _______________________________________________ abstract Aryasova We consider a multidimensional SDE with an identity diffusion matrix and a drift vector being a bounded measurable vector field. According to [Ver81] there exists a unique strong solution to such an equation. Recently the Sobolev differentiability of the solution with respect to the initial data was proved under rather weak assumptions on the drift (c.f. [Fed13,Moh12]). If the drift coefficient is smooth the derivative can be represent as a solution of an integral equation. For non-regular drift in dimension one such a representation was obtained using the local time of the initial process (see [Ary12,Att10]). It is well known that the solution does not have a local time at a point in multidimensional situation. We obtained the representation of the derivative using the theory of continuous additive functionals developed by Dynkin [Dyn63]. This method can be considered as a generalization of the local time approach to the multidimensional case. [Ary12] O. V. Aryasova and A. Yu. Pilipenko, On properties of a flow generated by an SDE with discontinuous drift, Electron. J. Probab. 17:no. 106, 1--20, 2012. [Att10] S. Attanasio, Stochastic flows of diffeomorphisms for one-dimensional {SDE} with discontinuous drift, Electron. Commun. Probab. 15:no. 20, 213--226, 2010. [Dyn63] E. B. Dynkin, Markov Processes, Fizmatlit, Moscow, 1963. [Translated from the Russian to the English by J. Fabius, V. Greenberg, A. Maitra, and G. Majone. Academic Press, New York; Springer, Berlin, 1965. vol. 1, xii + 365 pp.; vol. 2, viii + 274 pp.]. [Fed13] E. Fedrizzi and F. Flandoli, Hölder flow and differentiability for {SDE}s with nonregular drift, Stochastic Analysis and Applications, 31(4):708--736, 2013. [Moh12] S. E. A. Mohammed, T. Nilssen, and F. Proske, Sobolev differentiable stochastic flows of SDE's with measurable drift and applications, arXiv:1204.3867. [Ver81] A. Y. Veretennikov, On strong solutions and explicit formulas for solutions of stochastic integral equations, Math. USSR Sborn, 39(3):387--403, 1981. _______________________________________________ abstract Orsingher In this talk we present different types of random flights and examine their dynamics, probability laws and governing equations. We first consider the telegraph process (a random flight on the line), discuss its distribution, the connections with the telegraph equations, the first-passage time and the limiting case. We consider also the asymmetric telegraph process and its reduction to the symmetric one by means of relativistic transformations. Planar motions with a finite number of directions (in particular, four orthogonal directions) and an infinite number of directions, chosen at Poisson times with uniform law, are examined and several explicit distributions derived. A particular attention is devoted to the second model, where conditional and unconditional distributions are presented and the related equation of damped planar vibrations probabilistically derived. Random flights in R^d are subsequently considered and characteristic functions of the position of moving particles performing the random flights, obtained. The cases d = 2, d = 4, are investigated in detail. We present random flights in R^d with Dirichlet joint distribution for displacements, hyper-spherical uniform law for the orientation of steps and with a fractional Poisson number of changes of direction. Two types of fractional extensions of the above material are presented. The first one is obtained by considering Dzerbayshan-Caputo types of time- fractional derivatives. The second fractional extension is obtained by considering fractionalisation of Klein-Gordon equations and by applying the McBride approach to fractional powers of Bessel-type operators.

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Mini corso "Interest Rates Modelling", SNS Pisa
by Giacomo Bormetti 04 Feb '14

04 Feb '14

Il giorno venerdì 21 Febbraio presso la Scuola Normale Superiore, Andrea Pallavicini (Banca IMI, Imperial College) terrà un mini-corso dal titolo "Interest-Rates Modelling in Collateralized Markets with Multiple Yield Curves". Segue il programma: Aula Fermi (Palazzo della Carovana), 10:00 – 12:00 The Money Market: central bank and interbank market reference rates The Credit Crunch and the Raising of the Basis Aula Dini (Palazzo Castelletto), 14:00 – 16:00 Pricing in Collateralized Markets: discounting and forwarding curves The HJM Framework: single-curve and multiple-curve modeling Tutti gli interessati sono invitati a partecipare. Saluti, Giacomo

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risk and stochastics conference 2014, LSE (fwd)
by Tiziano Vargiolu 04 Feb '14

04 Feb '14

---------- Forwarded message ---------- Date: Mon, 3 Feb 2014 21:12:10 +0000 From: L.Campi(a)lse.ac.uk To: vargiolu(a)math.unipd.it Subject: risk and stochastics conference 2014, LSE Dear All On behalf of the organising committee, I invite you to the LSE Risk and Stochastics Conference 2014. The conference will take place on Thursday 24 and Friday 25 April 2014 in lecture theatre EAS.E171 in the East Building. This year?s speakers are: Beatrice Acciaio (LSE) Mathias Beiglb?ck (University of Vienna) Bruno Bouchard (University Paris Dauphine) Jaksa Cvitanic (Caltech) Chrsistoph Czichowsky (LSE) Stefano De Marco (?cole Polytechnique) Vladimir Kaishev (Cass Business School) Goran Peskir (University of Manchester) Philip Protter (Columbia University) Halil Mete Soner (ETH Z?rich) Conference website homepage: http://www.lse.ac.uk/statistics/events/SpecialEventsandConferences/Risk-and… Conference website programme and abstracts: http://www.lse.ac.uk/statistics/events/SpecialEventsandConferences/Risk-and… If you would like to attend, please register at: http://eshop.lse.ac.uk/browse/extra_info.asp?compid=1&modid=2&deptid=221&ca… The event is free for everyone, but registration is essential. Registration via LSE eShop is preferred, but I will accept bookings from LSE students by email if it is more convenient. With kindest regards Luciano Campi Associate Professor Department of Statistics, LSE Please access the attached hyperlink for an important electronic communications disclaimer: http://lse.ac.uk/emailDisclaimer

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Fwd: Fwd: A new professorship on Insurance Mathematics at the University of Ulm (fwd)
by Tiziano Vargiolu 03 Feb '14

03 Feb '14

-------- Messaggio originale -------- Oggetto: A new professorship on Insurance Mathematics at the University of U lm Da: An Chen <an.chen(a)uni-ulm.de> A: An Chen <an.chen(a)uni-ulm.de> CC: Dear colleague, first of all, a late happy new year! I wish all of you a very successful and joyful 2014! Our faculty will post a new permanent professorship (W3) on "Insurance Mathematics". Enclosed please find the detailed descriptions about the position. If you know some one who might be interested in such a positon, please spread the news for me. Many thanks! Best regards, An -- Prof. Dr. An Chen Institute of Insurance Science Faculty of Mathematics and Economics University of Ulm Helmholtzstrasse 20 89069 Ulm Germany Tel: 0049-731-5031183 Fax: 0049-731-5031188 Website: http://www.uni-ulm.de/mawi/ivw/team/

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Avviso di seminario :: Macci@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 03 Feb '14

03 Feb '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 7 Febbraio, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma CLAUDIO MACCI (Dip. di Matematica, Università di Roma Tor Vergata) terrà un seminario dal titolo ASYMPTOTIC RESULTS FOR EMPIRICAL MEANS OF INDEPENDENT GEOMETRIC DISTRIBUTED RANDOM VARIABLES tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti - Fulvio De Santis --- Summary We consider independent geometric distributed random variables which satisfy suitable hypotheses. We study large and moderate deviations for their empirical means, and we illustrate applications of the large deviation results for the weak record values of i.i.d. discrete random variables. Joint work with Barbara Pacchiarotti.

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