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Avviso di seminario - Dott. D'Ovidio
by Federico Polito 09 Jan '14

09 Jan '14

****************************************************** SEMINARI DI PROBABILITA' E STATISTICA DIPARTIMENTO DI MATEMATICA G. PEANO UNIVERSITA' DEGLI STUDI DI TORINO ****************************************************** Venerdì 17 Gennaio alle ore 15 in Aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, il Dott. MIRKO D'OVIDIO ("Sapienza" Università di Roma) terrà un seminario dal titolo FRACTIONAL CAUCHY PROBLEMS ON S^2_1 AND COORDINATES CHANGED RANDOM FIELDS In allegato l'abstract del seminario. Tutti gli interessati sono invitati a partecipare. Federico Polito -- Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy federico.polito(a)unito.it phone: +39 011 6702937

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Avviso di seminario :: Karachanskaya@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 09 Jan '14

09 Jan '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Martedì 14 Gennaio, ore 10:30am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma ELENA KARACHANSKAYA (Pacific National University, Khabarovsk) terrà un seminario dal titolo THE INVARIANT METHOD IN THE THEORY OF STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPLICATIONS FOR THE CONTROL PROGRAM PROBLEMS tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Pierpaolo Brutti --- Summary We consider two types of invariants (geometric and integral), which are connected with the theory of stochastic differential equations (SDEs). The geometric invariants are the fixed length of a random chain and the constant radius of a sphere, which is the surface for random walks (for example, in the case of a turning diffusion). The integral invariants are represented as integrals of kernel functions of integral invariants on the whole space. These kernel functions are solutions of SDEs, which were obtained and discussed. Furthermore, kernel functions will be used for deriving the first global stochastic integral, for constructing the program control (with probability one) for stochastic dynamical systems on deterministic manifold based on Brownian motion with Poisson jumps, and for obtaining the Kolmogorov equations.

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secondo annuncio: mini corso del Prof. Gentil a Pavia
by Carbone Raffaella 09 Jan '14

09 Jan '14

Cari colleghi, vi ricordiamo che il prof. Ivan Gentil (Université Lyon 1) terrà, presso il Dipartimento di Matematica dell'Università di Pavia, un mini-corso dal titolo The Bakry-Emery condition applied to the functional inequality and contraction in Wasserstein distance Abstract : During the lessons we would like to introduce the Bakry-Emery condition in the Euclidean space R^n and also in a Riemannian manifold. First we study the two classical examples: the Euclidean Heat semigroup and the Ornstein-Uhlenbeck semigroup. Then we define the general setting: a Markov semigroup associated to the Gamma and the Gamma-2 operators. Under the Bakry-Emery condition we obtain coercive inequalities which implies for instance functional inequality such as Poincaré or logarithmic-Sobolev inequalities. The last part of the course is devoted to the contraction in wasserstein distance under the Bakry-Emery condition. Orario (provvisorio): ore 11-13 nei giorni 14, 15, 17, 20, 22, 24 gennaio 2014.

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de Finetti Risk seminar - gennaio 2014
by Emanuela Rosazza Gianin 08 Jan '14

08 Jan '14

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture PREFERENCE TO DIVERSIFICATION: DIFFERENT BUT INTRICATE DIMENSIONS OF UNCERTAINTY AVERSION Samuel Drapeau ABSTRACT We study the preferences of agents for diversification and better outcomes when they are facing both, in Frank Knight's formulation, measurable as well as unmeasurable uncertainty. Following Anscombe and Aumann, such a situation can be modeled by preferences expressed on stochastic kernels, that is scenario dependent lotteries. By means of automatic continuity methods based on Banach-Dieudonné's Theorem on Fréchet spaces, we provide a robust representation. This gives us some insight into the nature of uncertainty aversion these preferences are expressing. We further investigate under which conditions these two intricate dimensions of uncertainty can be disentangle into a distributional uncertainty, in the direction of von Neumann and Morgenstern's theory, and a probability model uncertainty, in the spirit of risk measures. These results allow in particular to address both Allais as well as Elsberg's paradox. LOCATION: The seminar will be held on Wednesday, 15 January, at 18.00 at Aula di Rappresentanza, 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 Statistica e Metodi Quantitativi 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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Reminder IWFOS 2014
by Aldo Goia 07 Jan '14

07 Jan '14

*Call for Papers - Reminder* *3rd International Workshop on* *Functional and Operatorial Statistics* Stresa (Italy) – June 19 – 21, 2014 Web-Site: http://iwfos2014.unipmn.it Apologies for cross-posting. Dear Colleagues, Dear Friends, We wish to remind the deadlines for submitting an extended abstract for the 3rd International Workshop on Functional and Operatorial Statistics. *January 15, 2014* Submission deadline. *March 31, 2014* Notification of Acceptance. *April 15, 2014 * Revised submission deadline. We welcome proposals addressing “infinite dimensional statistical problems or methods” with special emphasis on: · Statistical modelling for functional variables · Functional Data Analysis · Operator-based Statistics · Background for Statistics in Infinite-Dimensional spaces · High-Dimensional Statistics · Machine Learning *PROCEEDINGS* A book of proceedings (published with ISBN by Società Editrice Esculapio) will be given at each participant. *SPECIAL ISSUE* Best new advances on the prioritized areas of the meeting could be submitted to the Special Issue *Statistical models and methods for high or infinite dimensional spaces* on* Journal of Multivariate Analysis*. A full reviewing process according the standards of JMVA will be made. For further information visit: http://www.journals.elsevier.com/journal-of-multivariate-analysis/call-for-… *CONTACTS* Dipartimento di Studi per l’Economia e l’Impresa (Di.S.E.I.) Università del Piemonte Orientale Via Perrone, 18 – 28100 Novara (Italy) fax: +39 0321 375305 - e-mail: iwfos2014(a)unipmn.it web-site: http://iwfos2014.unipmn.it Thank you for your attention, Hoping see you in Stresa, Sincerely Yours, On behalf of the organizers, Aldo Goia Ernesto Salinelli Philippe Vieu ======================================================= IWFOS.2014 Secretary Dipartimento di Studi per l'Economia e l'Impresa Università del Piemonte Orientale Via Perrone, 18 - 28100 Novara (Italy) iwfos2014(a)unipmn.it

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GSSI Colloqium in Probability]
by davide gabrielli 07 Jan '14

07 Jan '14

---------- Forwarded message ---------- From: errico presutti <errico.presutti(a)gmail.com> Date: 2014/1/6 Subject: francis Comets *GSSI Colloquia in Probability* The series will start with a conference held by *Prof. F. Comets* (Paris VII) who will talk on: ``*An overview of directed polymers in random environment'*' on Thursday January 9 at 16.00 in the Aula Magna of GSSI (Gran Sasso Science Institute, L'Aquila) -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Seminario Prof.ssa Youngna Choi @ SNS Pisa
by Giacomo BORMETTI 07 Jan '14

07 Jan '14

Buongiorno a tutti, vi segnalo il seminario della Prof.ssa Youngna Choi della Montclair State University che si terrà a Pisa presso la Scuola Normale Superiore il prossimo 9 Gennaio alle ore 13:00 in Aula Bianchi. Seguono titolo e abstract. Titolo: Financial Instability Contagion: a Dynamical Systems Approach Abstract: We build a multi-agent dynamical system for the global economy to investigate and analyze financial crises. The agents are large aggregates of a subeconomy, and the global economy is a collection of subeconomies. We use well-known theories of dynamical systems to represent a financial crisis as propagation of a negative shock on wealth due the breakage of a financial equilibrium. We first extend the framework of the market instability indicator, an early warning signal defined for a single economy as the spectral radius of the Jacobian matrix of the wealth dynamical system. Then, we formulate a quantitative definition of instability contagion in terms thereof. Finally, we analyze the mechanism of instability contagion for both single and multiple economies. Our contribution is to provide a methodology to quantify and monitor the level of instability in sectors and stages of a structured global economic model and how it may propagate between its components. Tutti gli interessati sono cordialmente invitati.

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LEZIONE INAUGURALE XXIX CICLO DELLA FORMAZIONE DOTTORALE
by Julia Mortera 07 Jan '14

07 Jan '14

Dottorato in "Economia e Metodi Quantitativi" giovedì 9 gennaio 2014, ore 15.00-18.00 Sala delle lauree, Dipartimento di Economia, Università degli Studi Roma Tre Via Silvio D'Amico 77, 00145 Roma */LEZIONE INAUGURALE XXIX CICLO DELLA FORMAZIONE DOTTORALE/* ore 14.45: Caffè di benvenuto ore 15.00: Saluti e introduzione *Silvia Terzi*- Direttore Dipartimento di Economia *Julia Mortera*-- Dipartimento di Economia ore 15.30:Lezione inaugurale** *Søren Johansen *-- Professor of Econometrics, Department of Economics, University of Copenhagen /Cointegration in the vector autoregressive model/^ ore 16.30:Discussion ore 17:15:Coffee Break ore 17:30*Katarina Juselius *--Professor of Economics, Department of Economics, University of Copenhagen /Challenges for Macroeconomic Theory/ ore 18:00//Discussion *Abstracts* // /*Cointegration in the vector autoregressive model*/ An overview of results for the cointegrated VAR model for nonstationary I(1) variables is given. The emphasis is on the analysis of the model and the tools for asymptotic inference. The results are illustrated by a few examples. A number of extensions of the theory are pointed out.// */Challenges for Macroeconomic Theory/* Standard macroeconomic models were not able to foresee our recent crisis nor have they been very useful for guiding us out of the subsequent long recession. Most of the economics profession has, therefore, acknowledged the need for a new research vision in macroeconomics and macrofinance. This talk discusses a number of challenges and argues that we need theoretical models that can capture the full dynamics of financial market behavior and its interrelatedness with the real economy as well as empirical models that can take such models to the data without compromising high scientific standards. How to combine these two goals is the subject of the talk. -- Prof.ssa Julia Mortera Dipartimento di Economia Università Roma Tre Via Silvio D'Amico 77 00145 Roma Tel: +39 06 57335732 Fax: +39 06 57335771 http://dipeco.uniroma3.it/docenti.asp?id=123# --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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3rd Carlo Alberto Stochastics Workshop - Program
by Matteo Ruggiero 24 Dec '13

24 Dec '13

***************************************************************** WORKSHOP - COLLEGIO CARLO ALBERTO ***************************************************************** The "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) is pleased to announce that the program for the 3rd CARLO ALBERTO STOCHASTICS WORKSHOP: ALGEBRAIC STATISTICS II is now available. The details about oral and poster presentations can be consulted at the page http://www.carloalberto.org/research/statistics-initiative/events/3rd-carlo… The workshop aims at presenting some of the latest advances on Algebraic Statistics, and will be held on January 10-11, 2014 at Collegio Carlo Alberto, Moncalieri. Best regards and happy holidays, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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Fwd: [ccfz] Lectureship in Financial Mathematics at DCU (fwd)
by Tiziano Vargiolu 23 Dec '13

23 Dec '13

----- Forwarded message from paolo.guasoni(a)dcu.ie ----- Date: Fri, 20 Dec 2013 15:31:32 +0000 From: Paolo Guasoni <paolo.guasoni(a)dcu.ie> Subject: [ccfz] Lectureship in Financial Mathematics at DCU To: st-net(a)mailbox.tu-dresden.de, Random Random <random(a)webmail.mate.polimi.it>, siam-fme <siam-fme(a)siam.org>, stoch-ned(a)lists.imstat.org, ccfz(a)lists.math.ethz.ch, fps(a)lists.imstat.org Dear Colleague, Dublin City University has a Lecturer vacancy in Financial Mathematics: http://www4.dcu.ie/hr/vacancies/current.shtml Please draw this to the attention of potential candidates. The closing date for applications is January 12th. With best wishes of Happy Holidays, Paolo Guasoni -- *Email Disclaimer"This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Any unauthorised dissemination, distribution or copying of this message and any attachments is strictly prohibited. If you have received this e-mail in error, please notify the sender and delete the message. Any views or opinions presented in this e-mail may solely be the views of the author and cannot be relied upon as being those of Dublin City University. E-mail communications such as this cannot be guaranteed to be virus-free, timely, secure or error-free and Dublin City University does not accept liability for any such matters or their consequences. Please consider the environment before printing this e-mail."S?anadh R?omhphoist"T? an r?omhphost seo agus aon chomhad a sheoltar leis faoi r?n agus is lena ?s?id ag an seola? agus sin amh?in ?. T? cosc ioml?n ar scaipeadh, dh?ileadh n? ch?ipe?il neamh?daraithe ar an teachtaireacht seo agus ar aon cheangalt?n at? ag dul leis. M? t? an r?omhphost seo faighte agat tr? dhearmad cuir sin in i?l le do thoil don seolt?ir agus scrios an teachtaireacht. D?fh?adfadh s? gurb iad tuairim? an ?dair agus sin amh?in at? in aon tuairim? no dearctha? at? curtha i l?thair sa r?omhphost seo agus n?or ch?ir glacadh leo mar thuairim? n? dhearctha? Ollscoil Chathair Bhaile ?tha Cliath. N? ghlactar leis go bhfuil cumars?id r?omhphoist den s?rt seo saor ? v?reas, in am, sl?n, n? saor ? earr?id agus n? ghlacann Ollscoil Chathair Bhaile ?tha Cliath le dliteanas in aon ch?s den s?rt sin n? as aon iarmhairt a d?eascr?dh astu. Cuimhnigh ar an timpeallacht le do thoil sula gcuireann t? an r?omhphost seo i gcl?."* ----- End forwarded message ----- ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Public competition Ricercatore a tempo determinato tipo B - settore 13/D1 Statistica
by Patrizia Piacentini 20 Dec '13

20 Dec '13

Public competition for the recruitment of 1 fixed term researcher position in Statistics, with a three-year, full-time non renewable contract, as by the art. 24, comma 3, letter b of the Law 30 December 2010, n. 240 Department of Statistical Sciences University Selection Group 13/D1- Statistics, profile: ssd SECS-S/01 Statistics and ssd SECS-S/02 Statistics for experimental and technological research Requirements: The Department of Statistical Sciences of the University of Padova invites candidates active in the area of Statistics to apply for a tenure-track position at the assistant professor level. The post is for a three-year period, non-renewable. The research activity will concern statistical models and methods for dealing with large and complex data sets. It will focus in particular on methods for the analysis of multivariate and longitudinal data from biological and technological research questions. Practical implementation of the methods and development of the necessary software will also be required. The total teaching duties, including lectures, tutorials, student training, exams, etc, amount to 350 hours per year. A maximum of 80 hours of classroom teaching will be required. Maximum number of publications to be presented: 12 (twelve), including doctoral thesis if presented. Foreign language which will be subject to assessment at the oral examination: English. The candidate may request to carry out the discussion of qualifications and publications in English. Foreign applicants must demonstrate a good level of Italian proficiency. Applications can ONLY be submitted following the procedure in the announcement (in Italian), see http://www.unipd.it/procedure-concorsuali-ricercatori-di-tipo-b

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Mathematical modelling in mining industry (fwd)
by Tiziano Vargiolu 19 Dec '13

19 Dec '13

---------- Forwarded message ---------- Date: Wed, 18 Dec 2013 23:09:40 +1100 From: Juri Hinz <Juri.Hinz(a)uts.edu.au> To: "vargiolu(a)math.unipd.it" <vargiolu(a)math.unipd.it> Subject: Mathematical modelling in mining industry Dear Tiziano, could you please help distributing this advertisement? Thank you very much! Best wishes, Juri ------------------------------- Associate Professor Juri Hinz University of Technology Sydney PO Box 123, Broadway NSW 2007 Australia Phone: 9514 2252 Room: CB01.1550 Fax: +61 2 95142260 Email: juri.hinz(a)uts.edu.au ______________________________ Mathematical modelling in mining industry The UTS School of Mathematical Sciences and CSIRO Computational Informatics are seeking a PhD student to undertake research on optimisation in planning and management of minerals extraction and processing under uncertainty. The successful applicant will be awarded a highly competitive $30,000 per annum scholarship plus access to the unique doctoral training program under the auspices of the Industry Doctoral Training Centre in Mathematics and Statistics (visit http://www.gradschool.uts.edu.au/atn/ for more information). Australia has the world?s largest reserves of mineral sands, brown coal, nickel, lead, silver, uranium, iron ore, zinc and other minerals. Australia is ideally positioned within Asia?Pacific, the fastest growing region in the world. Unprecedented demand for commodities from the region has driven high levels of investment in minerals exploration and project developments. Australia?s abundant mineral resources, advanced mining equipment, technology and services industry, and proximity to the rapidly growing markets, have made it a world leading mining nation. The challenges of modern mining industry include a need for sophisticated technologies to extract minerals from low?grade ores, managing labour cost and increasingly focus on environmental sustainability. The costs associated with processing technologies must account for high level of uncertainty resulting from market conditions and ore quality. These risk factors have a significant impact on the profitability of mining projects, whose optimization focuses on correct choice of both, the operating policy and long?term strategic decisions. In this framework, optimising investments and decision?making are challenging and interesting stochastic control problems. This project focuses on mathematical models and efficient methods for numerical treatment of control problems arising in the decision?making process in the minerals industry. On practical side, these models and methods are of crucial importance for individual policy optimization. On the theoretical side, this research offers a unique opportunity to break in into a highly interesting, versatile and active area of modern mathematics, where practical questions challenge cutting?edge theoretical approaches. Being placed between real option theory, quantitative risk management, and Markov decision theory, the potential impact of this work is substantial and can position the student extremely well, beyond the award of a PhD degree. The quantitative known?how in these field provides an ideal starting point for both a future work in the financial industry, consultancies, minerals business and/or a career in academia. This PhD research project is a collaborative arrangement between UTS and CSIRO and will be supervised by A/Professor Juri Hinz (UTS) and Dr Tanya Tarnopolskaya (CSIRO). Selection Criteria 1. First class honours or equivalent in mathematics or other relevant discipline. 2. Demonstrated academic ability in statistics, stochastic processes and model implementation. 3. Sound knowledge of computer languages, at least one from C++, R, Mat lab, Python, Java How to apply Please send an email to both supervisors: Juri.Hinz(a)uts.edu.au Tanya.Tarnopolskaya(a)csiro.au ------------------------------- UTS CRICOS Provider Code: 00099F DISCLAIMER: This email message and any accompanying attachments may contain confidential information. If you are not the intended recipient, do not read, use, disseminate, distribute or copy this message or attachments. If you have received this message in error, please notify the sender immediately and delete this message. Any views expressed in this message are those of the individual sender, except where the sender expressly, and with authority, states them to be the views of the University of Technology Sydney. Before opening any attachments, please check them for viruses and defects. Think. Green. Do. Please consider the environment before printing this email.

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mini corso prof. Ivan Gentil a Pavia
by Carbone Raffaella 19 Dec '13

19 Dec '13

Cari colleghi, vi annunciamo che il prof. Ivan Gentil (Université Lyon 1) terrà, presso il Dipartimento di Matematica dell'Università di Pavia un mini-corso dal titolo The Bakry-Emery condition applied to the functional inequality and contraction in Wasserstein distance Abstract : During the lessons we would like to introduce the Bakry-Emery condition in the Euclidean space R^n and also in a Riemannian manifold. First we study the two classical examples: the Euclidean Heat semigroup and the Ornstein-Uhlenbeck semigroup. Then we define the general setting: a Markov semigroup associated to the Gamma and the Gamma-2 operators. Under the Bakry-Emery condition we obtain coercive inequalities which implies for instance functional inequality such as Poincaré or logarithmic-Sobolev inequalities. The last part of the course is devoted to the contraction in wasserstein distance under the Bakry-Emery condition. Orario (provvisorio): ore 11-13 nei giorni 14, 15, 17, 20, 22, 24 gennaio 2014. -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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[Fwd: BCAM International call for researchers]
by Tiziano Vargiolu 19 Dec '13

19 Dec '13

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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Biometrical Journal, Special Issue on "Models for continuous data with a spike at zero"
by Pierpaolo Brutti 17 Dec '13

17 Dec '13

...ricevo e inoltro... ### APOLOGIES FOR CROSS_POSTING #### The Biometrical Journal is a leading journal in biometry. It is calling for papers for a special issue on "Models for continuous data with a spike at zero". Zero-inflation models for count data have a long history and a huge amount of published research exists to the topic. In fact, the Biometrical Journal has contributed numerous papers to this area since zero-inflated count data are a prominent problem in the life-sciences. See, for example, the September 2013 issue of the Biometrical Journal. In this call, we would like to draw the attention of the research community to another prominent problem in the life sciences: continuous data with a spike at zero. The extra-zeros can arise out of many reasons and it is not necessarily clear how they could be handled. A frequent problem is the occurrence of data below a limit of detection (LOD). In these cases, it might be reasonable to treat them as left-censored. A further modeling alternative could be that of employing so called two-step models, where at the first stage a binary variable describes whether or not the observed value is above the limit of detection while, at the second stage, a continuous variable is used to describe positive measurements. In other cases, it is less clear how to approach the problem. For example, consider the consumption of alcohol measured on a continuous scale. Then, there is a spike at zero representing the non-drinkers. The zeros are neither left-censored nor interval-censored. Here, there are at least two problems involved. For one, the quantity of interest is bounded below, and for two, the zeros create a single mass distribution. A further empirical application where extra-zeros may arise is when modeling length of stay in hospital admissions. This is frequently modeled following a count data approach, although the underlying quantity is continuous. In length-of-stay situations, day surgery patients may be classified as having a null length of stay but, for administrative purposes, it could be necessary for them to be considered together with in-hospital patients whose length of stay is positive. Hence, we have a continuous quantity bounded below by zero and a spike at zero. In a regression context, we also think that these spikes could occur on the left-hand side of a regression equation as well as on the right-hand side, i.e. for the dependent (outcome) and the independent (predictor) variables With this call for submissions we are looking for novel contributions presenting • authentic continuous data with excess-zeros • novel statistical approaches to handle these issues. • up-to-date case studies which address the above issues and are of interest for the biometric community. . Authors, who are not sure whether their problems and ideas fall under the call or not, may approach the Editors with an initial draft of the paper. All submitted papers under this call will undergo the standard review process of the journal. The deadline for papers for this call is May 31, 2014. The special issue is handled through the website of the Biometrical Journal and is handled as any other paper submitted to the journal except that the editing and the review process is handled by the Special Issue Editors Dankmar Böhning and Marco Alfó. Please submit your manuscript at is http://mc.manuscriptcentral.com/biomj To submit to the special issue login at MC (manuscript central), indicate at Step 1 that the submission is to a special issue and at Step 4 of the submission process enter "ZERO I" in the Special Issue Information field. Submitted manuscripts should comply with the instructions for authors of Biometrical Journal which you find on the Biometrical Journal homepage using the link to the Author Guidelines.

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Fwd: Fwd: [dynlist]--CRM-PISA Junior Visiting Program (fwd)
by Tiziano Vargiolu 13 Dec '13

13 Dec '13

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Re: [Random] probability hiring (fwd)
by Tiziano Vargiolu 13 Dec '13

13 Dec '13

---------- Forwarded message ---------- Date: Thu, 12 Dec 2013 18:58:19 -0500 From: Alberto Bressan <bressan(a)math.psu.edu> ============================================================================== Subject to availability of funding, the Penn State Mathematics Department will seek to fill openings for S. Chowla Research Assistant Professors and for tenure and tenure track faculty positions. Tenure or Tenure Track Faculty Position Candidates from all areas of mathematics will be considered. There may be up to three positions in the area of Probability. A Ph.D. degree or its equivalent is required. Online application via www.mathjobs.org is strongly preferred. Review of applications will begin November 15, 2013 and will continue until positions are filled. Required application materials include: --Online application --At least three reference letters, one of which should address in detail the candidate's abilities as a teacher --Curriculum Vitae --Publication List --Research Statement --Teaching Statement Persons who are unable to apply using the mathjobs.org website or who do not wish to do so may send application materials to: Search Committee Department of Mathematics Penn State University 107 McAllister Building University Park, PA 16802 We encourage applications from individuals of diverse backgrounds. Penn State is committed to affirmative action, equal opportunity, and the diversity of its workforce. =============================================================================

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Seminario KLEIJN
by Matteo Ruggiero 13 Dec '13

13 Dec '13

**************************************************************** STATISTICS SEMINARS - COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 20 dicembre 2013 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Bas KLEIJN (University of Amsterdam) TESTABILITY AND CONSISTENCY Abstract: Bayesian consistency theorems come in (at least) three distinct types, e.g. Doob's prior-almost-sure consistency on Polish spaces, Schwartz's Hellinger consistency with KL-priors and the `tailfree' weak consistency of Dirichlet posteriors. In this talk we ask the question how these notions of convergence are related and argue that one characterises them most conveniently using test sequences. We investigate the differences between uniform, point-wise and almost-sure testing, prove Doob-type posterior consistency theorems in various model topologies and consider hypothesis testing problems like Cover's rational mean problem (Cover, 1973). To achieve frequentist posterior consistency, we combine almost-sure tests with a prior condition that generalises Schwartz's KL-condition and is conjectured also to accomodate `tailfree' behaviour like that of Dirichlet posteriors. 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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Modifica orario- Seminario F. Martinelli
by alessandra bianchi 10 Dec '13

10 Dec '13

Martedi' 17 dicembre 2013 alle ore 16 presso l'aula 1BC50 del Dipartimento di Matematica di Padova il Prof. Fabio Martinelli (Dip. di Matematica, Universita' di Roma Tre) terra' il seguente seminario Title: Time scales separation and dynamical heterogeneities in the East model. Abstract: The East model is a finite linear Markov chain of 0-1 spins, evolving according to a very simple rule: i) with rate 1 and independently for each vertex, a new value 1/0 is proposed with probability 1-q and q respectively; ii) the proposed value is accepted iff the spin immediately to the left is 0. The model and its generalizations play an important role as models of the dynamics of real glasses. The parameter q, which turns out to be the density of the zeros (the facilitating spins) in the stationary measure, is assumed to be very small. In the physical literature this setting corresponds to a low temperature case. We will examine the problem of dynamic heterogeneity, i.e. non-trivial spatio-temporal fluctuations of the local relaxation to equilibrium. A key result will be a very precise computation of the relaxation time of the chain as a function of q and of its length, which uses induction on length scales on one hand and a novel algorithmic lower bound on the other. Our findings reject non rigorous approaches based on numerical simulations. We will conclude with a conjecture due to D. Aldous and P. Diaconis about the scaling limit of the East chain as q-->0. Joint work with A. Faggionato and P. Chleboun -- Alessandra Bianchi Dip. di Matematica Pura e Applicata Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Post-Doc position in Modena
by Cristian Giardina 10 Dec '13

10 Dec '13

*---------------------------------------------------------* *1 Post-doctoral fellowship for 2014-2015* Announcement: The University of Modena and Reggio Emilia has an open call for 1 Post-doctoral position (1+1 year) funded by the Italian Ministry of Education and Research in the framework of the FIRB project “Stochastic processes in interacting particle systems: duality, metastability and applications” (www.stochastics.unimore.it/firb). Short description: The candidate is expected to work on interacting particle systems, with emphasis on non-equilibrium processes and population dynamics, including their algorithmic aspects. Specific research topics include Markov stochastic processes (both diffusions and jump processes) and large deviations theory. The aim is to develop probabilistic tools, such as duality theory, for the analysis of stochastic processes in the context of mathematical population genetics and its applications to importance sampling algorithms with cloning. Job requirements: - Early stage researcher with background in mathematical physics, probability, statistical mechanics; - PhD in Mathematics or PhD in Physics (obtained or soon to be obtained); - shaped scientific personality, independent thinker; - author of recent publications on peer-reviewed international journals; - strong theoretical background but also an interest in application-oriented research. Salary: 27.429 euros (gross) per year. Application: The deadline for application is January 7th, 2014 and the position has to start before February 28th, 2014. Interested candidates can contact Prof. Cristian Giardina’ (cristian.giardina(a)unimore.it, +39 338 6115896). They are welcome to ask questions when filling in the application form. Please also include in your application the contact information of two researchers who are acquainted with your previous work. The call (english version) is available at: http://www.ufficioselezioneassunzione.unimore.it/site/home/assegni-di-ricer… The call (italian version) is available at: http://www.ufficioselezioneassunzione.unimore.it/site/home/assegni-di-ricer…

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Seminario di Probabilità - Università di Padova
by alessandra bianchi 09 Dec '13

09 Dec '13

Ho il piacere di invitarvi al seguente seminario che si terrà martedì 17 dicembre 2013 alle ore 15 nell'aula 1BC50 del Dipartimento di Matematica di Padova. Speaker: Prof. Fabio Martinelli , Dip. di Matematica, Università di Roma Tre Title: Time scales separation and dynamical heterogeneities in the East model. Abstract: The East model is a finite linear Markov chain of 0-1 spins, evolving according to a very simple rule: i) with rate 1 and independently for each vertex, a new value 1/0 is proposed with probability 1-q and q respectively; ii) the proposed value is accepted iff the spin immediately to the left is 0. The model and its generalizations play an important role as models of the dynamics of real glasses. The parameter q, which turns out to be the density of the zeros (the facilitating spins) in the stationary measure, is assumed to be very small. In the physical literature this setting corresponds to a low temperature case. We will examine the problem of dynamic heterogeneity, i.e. non-trivial spatio-temporal fluctuations of the local relaxation to equilibrium. A key result will be a very precise computation of the relaxation time of the chain as a function of q and of its length, which uses induction on length scales on one hand and a novel algorithmic lower bound on the other. Our findings reject non rigorous approaches based on numerical simulations. We will conclude with a conjecture due to D. Aldous and P. Diaconis about the scaling limit of the East chain as q-->0. Joint work with A. Faggionato and P. Chleboun -- Alessandra Bianchi Dip. di Matematica Pura e Applicata Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Avviso di seminario :: DiSerio@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 09 Dec '13

09 Dec '13

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 13 Dicembre, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma CLELIA DI SERIO (Centro Universitario di Statistica per le Scienze Biomediche, Università Vita-Salute San Raffaele) terrà un seminario dal titolo INVESTIGATING TUMOR DORMANCY WITH FRAILTY 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 A non-negligible percentage of cancer patients relapse after years or decades after surgical removal of the primary tumor. This phenomenon is not following a random memory-less process and its timing is reflected in hazard rates, with respect to both relapse and mortality, showing multimodal shapes. From a biomedical perspective, such a behavior may be explained by tumor dormancy, i.e. for some patients microscopic tumor foci may remain asymptomatic for a prolonged time interval and, when they escape from dormancy, micrometastatic growth results in a clinical disease appearance. The activation of the growth phase at different metastatic states would explain the occurrence of metastatic recurrences and mortality at different times (multimodal hazard). We place this phenomenon in the framework of survival frailty models. We propose a new statistical approach which models the risk function by considering possible effects of Gamma frailty and compound Poisson fraity in acting on components of the hazard function. Thus, the individual hazard rate is the product of a random frailty variable and the sum of basic hazard rates. The basic hazard rates correspond to micrometastatic developments starting from different initial states. The frailty variable represents the heterogeneity between patients with respect to relapse, which might be related to unknown mechanisms that regulate tumor dormancy. The model is applied to analyze the mortality of patients in a large breast cancer dataset. We show how this framework can appropriately model the tumor dormancy phenomenon and possibly improve the understanding of this biological process.

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Statistica Open Data e Società - Milano, 13 dicembre 2013
by Consonni Guido 07 Dec '13

07 Dec '13

Al termine dell'iniziativa "Statistica Open Data e Società", concorso a premi promosso dal Dipartimento di Scienze statistiche dell'Università Cattolica del Sacro Cuore in collaborazione con il Comune di Milano, nell'ambito delle celebrazioni per l'Anno Internazionale della Statistica, http://convegni.unicatt.it/meetings_2471.html<http://convegni.unicatt.it/meetings_2471.html,>, <http://convegni.unicatt.it/meetings_2471.htmlsi> si segnala l'evento "Come Open Data e Statistica possono aiutarci a conoscere e migliorare la società", in programma per venerdì 13 dicembre alle ore 18.00 presso l'Acquario Civico di Milano, nel corso del quale saranno premiati i vincitori. La partecipazione è libera, ma per motivi organizzativi si prega di segnalarla inviando una mail a dip.scienzestatistiche(a)unicatt.it<mailto:dip.scienzestatistiche@unicatt.it>. Di seguito il programma e altre informazioni. Venerdì 13 dicembre 2013, ore 18:00, Acquario Civico, Viale Gadio, 2 - Milano Saluti e introduzione: Cristina TAJANI Assessore alle Politiche per il lavoro, Sviluppo economico, Università e ricerca Guido CONSONNI Presidente della Giuria "Statistica, Open Data e Società", Università Cattolica del Sacro Cuore Alessandro ROSINA Direttore del Laboratorio di Statistica applicata alla decisioni economico-aziendali, Università Cattolica del Sacro Cuore Interventi: Nicola TORELLI Presidente della Società Italiana di Statistica, Marco ALFIERI Direttore de Linkiesta Presentazione dei prodotti vincitori del Contest "Statistica, Open Data e Società" Consegna dei premi da parte di Nunatac e Synergia Conclusioni: Cristina TAJANI Assessore alle Politiche per il lavoro, Sviluppo economico, Università e ricerca Brindisi finale

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Post-doc a Lione
by Francesco Caravenna 05 Dec '13

05 Dec '13

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %% Post-doc positions - Mathematics and Computer Science in Lyon (labex MILYON) %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% See: http://milyon.universite-lyon.fr/offres-de-post-docs/2-post-doctoral-positi… Offer: MILYON (the Laboratoire d'Excellence "Mathématiques et Informatique à Lyon") offers four post-doctoral positions in mathematics and two in computer science for the academic year 2014-2015, to be held at the Unité de Mathématiques Pures et Appliquées or at the Laboratoire de l'Informatique du Parallélisme (École Normale Supérieure de Lyon), or at the Institut Camille Jordan (Université Claude Bernard Lyon 1). These are research-only appointments (without teaching). They are typically for two years, with possible renewal for a third year subject to review. The salary will be 2100 euros per month, with benefits including health insurance and social coverage. Funds will also be provided for traveling and inviting collaborators. Full description: More information can be found on the website of MILYON which contains links to the above three departments. It is requested to contact the colleagues in Lyon who are closest to your specialty. Eligibility: For holders of a Ph.D in mathematics or computer science obtained before October 1st, 2014. Deadline: Applications must be complete (including all reference letters) by: Wednesday, January 15th, 2014, at 17:00 (Lyon local time). How to apply? Applications must be submitted via the online form: http://math.univ-lyon1.fr/limesurvey/index.php?sid=32222&lang=en Requested items: Requested items: - a curriculum vitae; - a list of publications; - a scientific project (around two pages) specifying members of MILYON with whom you plan to interact primarily; - a short letter by a local mentor from Labex MILYON; - two detailed recommendation letters by scientists, not members of MILYON (one of them can be the thesis adviser). Contact: Administrative contact: Carine Sevestre <sevestre(a)math.univ-lyon1.fr> Only for scientific matters: Francis FILBET <filbet(a)math.univ-lyon1.fr>

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Corso al GSSI L'Aquila
by davide gabrielli 05 Dec '13

05 Dec '13

Presso il Grans Sasso Science Institute il giorno lunedi 8 dicembre alle ore 9 iniziera' il corso: Antonio Galves : "Context tree model selection with applications to neuro-sciences" e proseguira' fino a giovedi 19 dicembre con il seguente orario: Lunedi, Mercoledi e Giovedi dalle 9 alle 11 Martedi dalle 14 alle 16 -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Seminario al SSSI
by davide gabrielli 05 Dec '13

05 Dec '13

AVVISO DI SEMINARIO AL GSSI - L'Aquila Giovedi 12 dicembre prossimo alle ore 16 presso il Gran Sasso Science Institute il *Prof. Paolo Dai Prà* terrà un seminario dal titolo: *Strategic interaction in trend-driven dynamics* *Abstract*: We propose a stochastic dynamics in which N agents update their state simultaneously but not independently. At each time step agents aim at maximizing their individual payoff, depending on their action, on the global trend of the system and on a random noise. In the limit of infinitely many agents, a law of large numbers is obtained; the limit dynamics consist in an implicit dynamical system, possibly multiple valued. For a special model, we determine the phase diagram for the long time behavior of these limit dynamics and we show the existence of a phase, where a locally stable fixed point coexists with a locally stable periodic orbit. -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Seminari Yongdai KIM e Li MA
by Matteo Ruggiero 05 Dec '13

05 Dec '13

**************************************************************** STATISTICS SEMINARS - COLLEGIO CARLO ALBERTO **************************************************************** Giovedi' 12 dicembre 2013, a partire dalle ore 11:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terranno i seguenti seminari: h 11.00 Yongdai KIM (Seoul National University) DEVIANCE INFORMATION CRITERIA FOR THE FRAILTY MODEL h 12.00 LI MA (Duke University) ADAPTIVE TESTING OF CONDITIONAL ASSOCIATION THROUGH RECURSIVE MIXTURE MODELING 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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Summer school ABS14 on Applied Bayesian Nonparametrics
by raffaele argiento 04 Dec '13

04 Dec '13

Care colleghe e colleghi, vi trasmetto in allegato l'annuncio dell'undicesima edizione della scuola estiva ABS14 (Applied Bayesian Statistics). Il tema di quest'anno è "Applied Bayesian Nonparametric". Tutti gli interessati sono pregati di visitare il sito: http://www.mi.imati.cnr.it/conferences/abs14.html Cordialmente, Raffaele Argiento Direttore Esecutivo di ABS14 -- ======================================= Raffaele Argiento IMATI-CNR, Via Bassini 15, 20133 Milano Tel. +39 02 23699529 Fax. +39 02 23699538 e-mail: raffaele(a)mi.imati.cnr.it ========================================

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Saint-Flour 2014
by Marco Romito 03 Dec '13

03 Dec '13

FIRST ANNOUNCEMENT The 44th Saint-Flour Probability Summer School will be held in Saint-Flour on July 15-26, 2014. This year, the three courses will be Sourav Chatterjee: "Topics in concentration of measure and large deviations" Martin Hairer: "Regularity structures" Gregory Miermont: "Aspects of random maps" Further information can be found at http://math.univ-bpclermont.fr/stflour/ Online registration will open in February 2014. You will receive another announcement at that time. Please give the information to anyone else who might be interested. Best regards, The organizing committee Christophe Bahadoran, Arnaud Guillin, Laurent Serlet ------------------------------------------------- For information about the Saint-Flour Probability Summer School http://math.univ-bpclermont.fr/stflour/ mailto:stflour@math.univ-bpclermont.fr

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Fwd: Postdoc position in Berlin (fwd)
by Tiziano Vargiolu 03 Dec '13

03 Dec '13

----- Forwarded message from bank(a)math.tu-berlin.de ----- Date: Mon, 2 Dec 2013 13:56:52 +0100 From: Peter Bank <bank(a)math.tu-berlin.de> Subject: Postdoc position in Berlin To: Peter Bank <bank(a)math.tu-berlin.de> Dear colleague, I am writing to announce a vacancy of a Postdoctoral position for 30 months at TU Berlin in a project on ?Game Options and Markets with Frictions? run jointly with YanDolinsky, Peter Imkeller, and Yuri Kifer. This is a pure research position, ofcourse offering the possibility to teach a course should the successfulapplicant wish to broaden her/his teaching profile. Should you know a suitable candidate for this position (foreseen to be filledin March 2014), I would be grateful if you could forward the attached jobposting. Of course, I will be happy to answer any question an interested candidate mayhave. Thanks a lot for your help, Peter Bank ----- End forwarded message ----- ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Fwd: Postdoc position in Oxford (fwd)
by Tiziano Vargiolu 03 Dec '13

03 Dec '13

----- Forwarded message from jan.obloj(a)maths.ox.ac.uk ----- Date: Mon, 2 Dec 2013 15:05:04 +0000 From: Jan Obloj <jan.obloj(a)maths.ox.ac.uk> Subject: Postdoc position in Oxford To: Jan Obloj <jan.obloj(a)maths.ox.ac.uk> Dear Colleague, I am writing to let you know about a post-doc opening at Oxford. This is a 3 year research position to work with me on topics in Robust Financial Mathematics. More information can be found on: http://www.maths.ox.ac.uk/node/23802 and in the attached further particulars. The position is based in the Mathematical and Computational Finance Group at the Mathematical Institute but also comes with a membership of the Oxford-Man Institute. Successful candidate will have access to a generous travel allowance and other benefits. An opportunity (but no obligation) to do a limited amount of teaching will be offered. I would greatly appreciate if you could advertise this within your group and/or forward directly to any potential candidates. Thank you for your help best regards Jan _________________________ Jan Obloj Mathematical Institute St John's College and Oxford-Man Institute of Quantitative Finance University of Oxford MI, ROQ, Woodstock Road Oxford OX2 6GG +44 1865270124 ----- End forwarded message ----- ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Seminario
by Tiziano Vargiolu 02 Dec '13

02 Dec '13

(scusandomi in anticipo per eventuali ripetizioni) ANNUNCIO DI SEMINARIO Il Prof. GEORGE YIN della Wayne State University di Detroit terra' il seguente seminario il lunedi' 9 dicembre alle ore 11.30 nella sala riunioni del VII piano, scala B, del Dipartimento di Matematica, via Trieste 63, Padova: Titolo: SWITCHING DIFFUSION SYSTEMS AND APPLICATIONS ABSTRACT: Numerous problems in control and optimization require the treatment of systems in which continuous dynamics and discrete events coexist. The discrete component is represented by a random jump process with a finite state space, and the continuous component is the solution of a stochastic differential equation. Seemingly similar to diffusions, the processes have a number of salient features distinctly different from diffusion processes. After providing motivational examples arising from wireless communications, identification, finance, singular perturbed Markovian systems, manufacturing, and consensus controls, we present necessary and sufficient conditions for the existence of unique invariant measure, stability, stabilization, and numerical solutions of control and game problems. Contatto: W. Runggaldier -------------------------------------------------------------------------- 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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faculty positions at all levels for appointment to its mathematics program alla New York University di Abu Dhabi
by Alberto Gandolfi 01 Dec '13

01 Dec '13

http://nyuad.nyu.edu/content/dam/nyuad/departments/faculty-recruitment/docu… NYU Abu Dhabi is currently inviting applications for faculty positions at all levels for appointment to its mathematics program. The competitive candidate will have an outstanding research record, a commitment to excellence in teaching, and a desire to actively engage in the development of this young institution. We encourage applications from candidates in all fields of mathematics, pure and applied. Successful candidates will find a congenial research environment that includes supportive and highly motivated colleagues, access to significant resources, a competitive startup package, and broad opportunities for interdisciplinary research across the different campuses of the NYU system. Successful candidates will also have priority access to the NYU Abu Dhabi High Performance Computing facilities, including the new Butinah cluster with more than 6400 computing cores and a peak performance of 70 TFLOPS. The terms of employment are competitive and include housing and educational subsidies for children. Faculty may also spend time at NYU New York and other sites of the global network, engaging in both research and teaching opportunities. The appointment may begin as soon as September 1, 2014, but candidates can elect to start as late as September 1, 2015. Applications are due by December 15, 2013. Applications received later will be reviewed until the positions are filled. Candidates should submit a curriculum vitae and statements of research and teaching interests. To complete the online process, applicants will be prompted to enter the names and email addresses of at least three referees. Each referee will be contacted to upload their reference letter. Please visit our website at http://nyuad.nyu.edu/about/careers/faculty-positions.html for instructions and other information on how to apply. If you have any questions, please e-mail nyuad.science(a)nyu.edu. NYU Abu Dhabi is an Equal Opportunity/Affirmative Action Employer

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3rd Carlo Alberto Stochastics Workshop - Reminder
by Matteo Ruggiero 28 Nov '13

28 Nov '13

***************************************************************** WORKSHOP - COLLEGIO CARLO ALBERTO ***************************************************************** This is a reminder of the upcoming 3rd CARLO ALBERTO STOCHASTICS WORKSHOP: ALGEBRAIC STATISTICS II organized by the "de Castro" Statistics Initiative (http://www.carloalberto.org/stats). The workshop aims at presenting some of the latest advances on Algebraic Statistics, and will be held on January 10-11, 2014 at Collegio Carlo Alberto, Moncalieri. Deadline for registration: December 15, 2013. Details about registration and abstract submission can be found at the workshop webpage http://www.carloalberto.org/research/statistics-initiative/events/3rd-carlo… Best regards, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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seminario Giovanni Puccetti in Bicocca
by Fabio Bellini 28 Nov '13

28 Nov '13

Il giorno martedì 3 dicembre alle ore 14.30 presso la aula seminari del Dipartimento di Statistica e Metodi Quantitativi della Università di Milano Bicocca, al IV piano dell'edificio U7, il dott. Giovanni Puccetti della Università di Firenze terrà un seminario su The Rearrangement Algorithm: a new tool for computing bounds on risk measures Abstract: We introduce a numerical algorithm which allows for the computation of sharp upper and lower bounds on the Value-at-Risk or on the Expected Shortfall of high-dimensional risk portfolios having fixed marginal distributions. These bounds can be interpreted as a measure of model uncertainty induced by possible dependence scenarios. We also illustrate several recent applications of the algorithm to quantitative risk management and applied probability. Tutti gli interessati sono invitati a partecipare. Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini

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Fwd: [World] One-year postdoc position in combinatorics in Paris
by Gustavo Posta 26 Nov '13

26 Nov '13

Begin forwarded message: > From: Frederique Bassino <Frederique.Bassino(a)lipn.univ-paris13.fr> > Subject: [World] One-year postdoc position in combinatorics in Paris > Date: 26 novembre 2013 14:35:36 GMT+01:00 > To: world(a)alea-research.eu > > One-year Postdoc position at University Paris 13 > in Combinatorics and application to probability and statistical physics. > > > A one-year postdoc position in combinatorics at the University Paris > 13 is available. The position is within the framework of The ALEA > Sorbonne project, which is funded by the IDEX Universite Sorbonne > Paris Cité group members of the CALIN team (LIPN Paris 13), the > Combinatorics and Automata teams (LIAFA Paris Diderot) and the > Probability et Statistics team (LAGA Paris 13) and deals with discrete > random structures coming from theoretical computer science, > probability, or statistical physics. > > Anyone with research interests close to one of the topic above is > welcome to apply. Applicants should have a PhD at the starting date of the post-doc. > > The successful candidate will be appointed by University Paris 13, > will join LIPN (University Paris 13) and collaborate with LIAFA > (University Paris Diderot) and LAGA (University Paris 13). The > position will begin un September or October 2014. > > Applications, including CV, list of publications, research plan and > the names of two references including email addresses, should be sent > before December, 20 to > Frederique Bassino Frederique.Bassino(a)lipn.univ-paris13.fr > Sylvie Corteel corteel(a)liafa.univ-paris-diderot.fr > Philippe Marchal marchal(a)math.univ-paris13.fr > > Later applications will be considered until the position is filled. > > For further information do not hesitate to contact us. > > > -- > Frederique Bassino > > LIPN UMR 7030 Tel: +33 1 49 40 40 84 > Universite Paris 13 - CNRS Institut Galilee Bureau A104 > 99, avenue J.-B. Clement > 93430 Villetaneuse - FRANCE > _______________________________________________ > World mailing list > World(a)alea-research.eu > http://alea-research.eu/cgi-bin/mailman/listinfo/world

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Avviso di seminario :: Sartori@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 25 Nov '13

25 Nov '13

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 29 Novembre, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma NICOLA SARTORI (Dip. di Scienze Statistiche, Università degli Studi di Padova) terrà un seminario dal titolo DIRECTIONAL INFERENCE FOR VECTOR PARAMETERS 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 inference on a vector-valued parameter of interest in a linear exponential family, in the presence of a finite-dimensional nuisance parameter. Based on higher order asymptotic theory for likelihood, we propose a directional test whose p-value is computed using one-dimensional integration. For discrete responses this extends the development of Davison et al. (2006), and some of our examples concern testing in contingency tables. For continuous responses the work extends the directional test of Cheah et al. (1994). Examples and simulations illustrate the high accuracy of the method, which we compare with the usual likelihood ratio test and with an adjusted version due to Skovgaard (2001). In high-dimensional settings, such as covariance selection, the approach works essentially perfectly, whereas its competitors can fail catastrophically. Extensions to non-linear exponential families and to general models are also sketched (joint with A.C. Davison, D.A.S. Fraser, N. Reid).

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Seminario CARON
by Matteo Ruggiero 22 Nov '13

22 Nov '13

**************************************************************** STATISTICS SEMINARS - COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 29 novembre 2013, alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: François CARON (University of Oxford) A BAYESIAN NONPARAMETRIC MODEL FOR UNDIRECTED AND MULTI-EDGES NETWORKS Abstract: In this talk, I will present ongoing work on a Bayesian nonparametric specification for either undirected or multi-edge directed networks, building on the framework of completely random measures. The formulation allows for an unbounded number of nodes in the network, while encouraging a sparse set of interactions. Importantly, as demonstrated empirically, the model captures salient features of real world networks like power-law degree distributions with possible exponential cut-off in the tails. These properties, in addition to sparsity, are determined by three hyperparameters. I will also discuss an approach for scaling computations to large networks. This is joint work with Emily Fox (University of Washington). 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. Il programma dei seminari puo' essere consultato alla pagina http://www.carloalberto.org/events/seminars/statistics/ Cordiali saluti, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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Fwd: IWFOS 2014 - call-for-papers
by Aldo Goia 20 Nov '13

20 Nov '13

*Call for Papers - IWFOS 2014* *3rd International Workshop on * *Functional and Operatorial Statistics* Stresa (Italy) – June 19 – 21, 2014 Web-Site: http://iwfos2014.unipmn.it Apologies for cross-posting. Dear Colleagues, Dear Friends, We are glad in inviting you to participate in the program of the 3rd International Workshop on Functional and Operatorial Statistics by submitting an extended abstract. *CALL FOR PAPERS* We welcome proposals addressing “infinite dimensional statistical problems or methods” with special emphasis on: · Statistical modelling for functional variables, · Functional Data Analysis, · Operator-based Statistics, · Background for Statistics in infinite-dimensional spaces. For this third edition we wish to encourage also contributions in *Machine Learning* and in *High Dimensional Statistics* in order to further relations between all these different fields of modern statistics and to contribute to their future development. The extended abstracts (from 4 to 6 pages) should be formatted according to the author guidelines described in the web-site of the workshop and will have to uploaded using exclusively the dedicated submission form on the web-site. All the submitted works will be reviewed by experts selected by the Scientific Program Committee. The format of the workshop has not parallel sessions, and so a limited number of oral contributions (around 30) will be accepted. In addition, some contributions could also be accepted as posters. *DEADLINES* *January 15, 2014* Submission deadline. *March 31, 2014* Notification of Acceptance. *April 15, 2014 * Revised submission deadline. For organizing requirements, early submissions are encouraged and any postponement will not be granted after 15th January 2014. *INVITED SPEAKERS* · *BOENTE* Graciela (University of Buenos Aires, Argentina) · *CARDOT* Hervé (University of Bourgogne, France) · *FERRATY* Frédéric (University of Toulouse, France) · *van de GEER* Sara (ETH Zentrum, Zürich, Switzerland) · *GUO* Mengmeng (Southwestern University of Finance and Economics, P.R. China) · *HALL* Peter (University of Melbourne, Australia) · *HOERMANN* Siegfried (Université Libre de Bruxelles, Belgique) · *MARRON* Steve (University of North Carolina, USA) · *PATEIRO* Beatriz (University of Santiago de Compostela, Spain) · *SAMWORTH* Richard (University of Cambridge, UK) · *YAO* Fang (University of Toronto, Canada) *Scientific Program Committee* *Co-Chairs* GOIA Aldo (University of Piemonte Orientale, Italy) VIEU Philippe (University of Toulouse, France) *Members of the SPC* ASTON John (University of Warwick, England) DELAIGLE Aurore (University of Melbourne, Australia) CUESTA ALBERTOS Juan A. (University of Cantabria, Santander, Spain) FRAIMAN Ricardo (University of San Andrès, Buenos Aires, Argentina) HARDLE Wolfgang (Humboldt University, Berlin, Germany) HUSKOVA Marie (University of Prague, Czech Republic) van KEILEGOM Ingrid (Catholic University of Louvain, Belgium) KNEIP Alois (University of Bonn, Germany) GONZALEZ MANTEIGA Wenceslao (University of Santiago de Compostela, Spain) MÜLLER Hans George (University of California, Davis, USA) ROMAIN Yves (University of Toulouse, France) SECCHI Piercesare (Politecnico di Milano, Italy) WANG Naisyin (University of Michigan, USA) *Organizing Committee* SALINELLI Ernesto (Chair - University of Piemonte Orientale, Italy) BONGIORNO Enea Giuseppe (University of Piemonte Orientale, Italy) FERRATY Frédéric (University of Toulouse, France) GOIA Aldo (University of Piemonte Orientale, Italy) SANGALLI Laura (Politecnico di Milano, Italy) SARDA Pascal (University of Toulouse, France) VANTINI Simone (Politecnico di Milano, Italy) VIGUIER-PLA Sylvie (University of Toulouse, France) *PUBLICATIONS* A book of proceedings, containing the accepted oral/poster communications, will be given at each participant at the registration desk at the congress venue. This meeting will be the starting point for a Special Issue of the *Journal of Multivariate Analysis*. Best new advances on the prioritized areas of the meeting could be submitted to this Special Issue, but a standard full reviewing process according the standards of JMVA will be made. *CONTACTS* Dipartimento di Studi per l’Economia e l’Impresa (Di.S.E.I.) Università del Piemonte Orientale Via Perrone, 18 – 28100 Novara (Italy) fax: +39 0321 375305 - e-mail: iwfos2014(a)unipmn.it web-site: http://iwfos2014.unipmn.it Thank you for your attention, Hoping see you in Stresa, Sincerely Yours, On behalf of the organizers, Aldo Goia Ernesto Salinelli Philippe Vieu ======================================================= IWFOS.2014 Secretary Dipartimento di Studi per l'Economia e l'Impresa Università del Piemonte Orientale Via Perrone, 18 - 28100 Novara (Italy) iwfos2014(a)unipmn.it web-site: http://iwfos2014.unipmn.it -- Aldo Goia Dipartimento di Studi per l'Economia e l'Impresa Università del Piemonte Orientale "A. Avogadro" Via Perrone, 18 - 28100 Novara Tel. +39 0321 375319 - Fax. +39 0321 375305

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FW: Invitation to Aarhus Quant Factory - week 3, 2014
by Camilla Pisani 20 Nov '13

20 Nov '13

Di seguito inoltro l'invito per l' "Aarhus Quant Factory" che si terrá in Danimarca il prossimo Gennaio. Chiedo gentilmente di diffonderlo a chiunque possa essere interessato. Grazie. _____________________ Camilla Pisani HPCFinance project-Phd student Aarhus University Business and Social Sciences Fuglesangs Allé 4 8210 Aarhus V, Denmark T: +45 87166015 M: cpisani(a)econ.au.dk W: http://au.dk/en/ cpisani(a)econ.au.dk [bslogo_mail_equis_stor_uk] Business and Social Sciences is a broad business school constituting one of four new main academic areas at Aarhus University. Business and Social Sciences is the largest university unit within business and social sciences in Denmark, encompassing a wide range of academic disciplines, outstanding research environments and strong degree programmes. From: phd.econ [mailto:phd.econ-bounces@maillist.au.dk] On Behalf Of Susanne Christensen Sent: 20. november 2013 13:29 To: econ.econ(a)maillist.au.dk Subject: [econphd] [econ] Invitation to Aarhus Quant Factory - week 3, 2014 Dear PhD students, junior faculty and practitioner colleagues, The Finance Research Group at the Department of Economics and Business, Aarhus University hereby invites you to Aarhus Quant Factory<http://econ.au.dk/research/research-groups/finance-research-group-frg/aarhu…>, a series of events with focus on Quantitative Finance. Aarhus Quant Factory will take place at the Department of Economics and Business at Aarhus University, Denmark during January 14-17, 2014 and the scientific program will consist of: · 14 January: Understanding and Managing Model Risk<http://econ.au.dk/research/research-groups/finance-research-group-frg/aarhu…>, Intensive PhD course lectured by Massimo Morini, IMI Bank of Intesa San Paolo. · 15-16 January: Lectures on Capital requirements, Credit Risk, Collateral and Centralized clearing - How to avoid losing billions in fines while running your CVA calculations on an iPad Mini<http://econ.au.dk/research/research-groups/finance-research-group-frg/aarhu…>, Intensive PhD course lectured by Leif Andersen, Bank of America Merril Lynch, and Jesper Andreasen, Danske Bank. · 17 January: Aarhus Quant Day<http://econ.au.dk/research/research-groups/finance-research-group-frg/aarhu…>, Symposium featuring talks given by o Leif Andersen, Bank of America Merril Lynch o Jesper Andreasen, Danske Bank o Rama Cont, Imperial College, London. o Brian Huge, Danske Bank o Jan Kallsen , Christian Albrechts University, Kiel o Vladimir Piterbarg, Barclays o Chris Rogers, University of Cambridge o Wim Schoutens, Catholic University of Leuven A detailed program is attached to this email. Please feel free to distribute this invitation. We look forward to welcoming as many of you as possible. Med venlig hilsen / Best regards Elisa Nicolato Associate Professor T: +45 87164998 M: eln(a)asb.dk<mailto:eln@asb.dk> Thomas Kokholm Associate Professor T: +45 87165216 M: thko(a)asb.dk<mailto:thko@asb.dk> Aarhus University Business and Social Sciences Department of Economics and Business Fuglesangs Allé 4 DK-8210 Aarhus V venlig hilsen / kind regards ________________________________ Susanne Christensen PhD Support Tel.: +45 8716 5121 Mail: sla(a)asb.dk<mailto:sla@asb.dk> http://au.dk/sla@asb.dk Department of Economics and Business Aarhus University School of Business and Social Sciences Fuglesangs Allé 4, 2632/L126 8210 Aarhus V [cid:image001.png@01CEAA29.BFD4F9F0]

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Ph.D. Position at the University of Sussex, UK
by Enrico Scalas 19 Nov '13

19 Nov '13

Car* collegh*, invio questo messaggio con preghiera di ulteriore diffusione. Sto cercando candidature per il seguente progetto di dottorato: PhD studentship on models for non-stationary intra-day financial data. da svolgersi presso il Dipartimento di Matematica dell'Universita' del Sussex. Maggiori informazioni sono disponibili a questi siti: http://www.sussex.ac.uk/study/money/scholarships/pgr2013/view/287 http://www.jobs.ac.uk/job/AHO960/phd-studentship-on-models-for-non-stationa… Per richieste informali si puo' scrivere al sottoscritto: e.scalas(a)sussex.ac.uk Cordiali saluti Enrico Scalas

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Avviso di mini-corso :: Varin@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 19 Nov '13

19 Nov '13

----------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s o ----------------------------------------------------------------------------- Lunedì, 25 November, ore 10:30-12:00 + 15:00-17:00 Martedì, 26 November, ore 10:30-12:00 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma CRISTIANO VARIN (Dep. of Environmental Sciences, Informatics and Statistics, Ca’ Foscari University) terrà un mini-corso rivolto principalmente (ma non solo) agli studenti di dottorato dal titolo ESTENSIONI E MODIFICHE DEL CONCETTO DI VEROSIMIGLIANZA Tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Questo corso fa parte delle attività promosse nell’ambito del FIRB Futuro in Ricerca 2012 “Modelli mistura e a variabili latenti per l'inferenza causale e l'analisi di dati socio-economici”. Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- Abstract A partire da Ronald Fisher, il concetto di funzione di verosimiglianza ha ricoperto un ruolo fondamentale nell'inferenza statistica. Vi è, però, una varietà di situazioni in cui il calcolo della funzione di verosimiglianza non è agevole oppure non è opportuno. In molti modelli per dati dipendenti la verosimiglianza è onerosa o addirittura impossibile da calcolare a causa delle presenza di matrici di covarianza di grandi dimensioni, di costanti di normalizzazione complesse o di integrali multidimensionali che non possono essere risolti in forma chiusa. Altre difficoltà nell'utilizzo della funzione di verosimiglianza provengono dalla presenza di parametri di disturbo di alta dimensionalità che non permettono una corretta inferenza sui parametri di interesse o dalla disponibilità di un elevato numero di potenziali regressori rispetto al numero di osservazioni. Per risolvere questi e altri problemi, sono state proposte in letteratura diverse estensioni e modifiche del concetto di verosimiglianza. L'obiettivo di questo corso è presentare una rassegna di alcune di queste modifiche, privilegiando le idee e le motivazioni che ne stanno alla base. Programma del corso - Richiami di inferenza di verosimiglianza - Inferenza di verosimiglianza per modelli mal specificati - Sovradispersione e quasi-verosimiglianza - Equazioni di stima generalizzate - Verosimiglianze composite - Verosimiglianze penalizzate per la scelta fra modelli

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Avviso di seminario :: Sangalli@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 19 Nov '13

19 Nov '13

---------------------------------------------------------------------------- - A v v i s o d i S e m i n a r i o ---------------------------------------------------------------------------- - Venerdì 22 Novembre, ore 11am ---------------------------------------------------------------------------- - Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma LAURA SANGALLI (MOX, Dip. di Matematica, Politecnico di Milano) terrà un seminario dal titolo STATISTICAL & NUMERICAL TECHNIQUES FOR SPATIAL FUNCTIONAL DATA ANALYSIS ---------------------------------------------------------------------------- - Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti - Fulvio De Santis --- Summary I will present a novel class of models for the accurate estimation of surfaces and spatial fields, that merges advanced statistical methodology with numerical analysis techniques. Thanks to the combination of potentialities from these two scientific areas, the proposed class of models has important advantages with respect to classical techniques used in spatial data analysis. The models are able to efficiently deal with data distributed over irregularly shaped domains, including Riemannian manifold domains, only few methods existing in literature for this type of data structures. Moreover, they can incorporate problem-specific priori information about the spatial structure of the phenomenon under study, with a very flexible modeling of space variation, allowing naturally for anisotropy and non-stationarity. The models have a generalized additive framework with a regularizing term involving a differential quantity of the surface of spatial field to be estimated. The estimators have good inferential properties; moreover, thanks to the use of numerical analysis techniques, they are computationally highly efficient. The method is illustrated in various applied contexts, including data coming from eco-dopplers, three-dimensional angiographies and computational fluid dynamics simulations. The seminar is based on joint work with Laura Azzimonti, Bree Ettinger, Fabio Nobile, Simona Perotto, Jim Ramsay, Piercesare Secchi. This line of research is developed within the FIRB2008 Futuro in Ricerca research project SNAPLE (http://mox.polimi.it/users/sangalli/firbSNAPLE.html ).

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Seminario A. Bianchi a Modena
by GIOIA CARINCI 18 Nov '13

18 Nov '13

*Avviso Seminario* La Dott.ssa Alessandra Bianchi (Università di Padova) terrà un seminario Venerdì 22 Novembre alle ore 11:30 in Aula VII - Dipartimento di Scienze Fisiche, Informatiche e Matematiche - Edificio Matematica - Via Campi 213/B - Modena. Titolo del Seminario: "Random Walk in a one-dimensional Levy random environment" Abstract: In this talk we introduce a model for a one-dimensional Levy-Lorentz gas corresponding to a random walk in random environment on the line. The environment is provided by a renewal point process with inter-distances having a Levy-type distribution, that can be seen as a set of randomly arranged static scatterers. We investigate the quenched behavior of the walk in the case of inter-distances having finite mean but infinite variance and provide asymptotic results about its distribution and moments . In particular we show that, contrary to the annealed case, the quenched behavior of the motion is diffusive. This is a work in progress with G. Cristadoro, M. Lenci and M. Ligabò. L'evento è organizzato nell'ambito del progetto FIRB "Processi stocastici e sistemi di particelle interagenti": http://www.stochastics.unimore.it/firb/

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Bocconi Call for Applications - PhD Economics and Finance 2014/15 - deadline Jan 31th, 2014 (fwd)
by Lucia Caramellino 15 Nov '13

15 Nov '13

---------- Forwarded message ---------- Date: Fri, 15 Nov 2013 03:33:47 +0100 From: Nicola Pavoni <nicola.pavoni(a)unibocconi.it> Reply-To: angela.baldassarre(a)unibocconi.it To: caramell(a)axp.mat.uniroma2.it Subject: Bocconi Call for Applications - PhD Economics and Finance 2014/15 - deadline Jan 31th, 2014 Dear colleague,I would be grateful if you could bring the Bocconi PhD program in Economics and Finance to the attention of your best undergraduate and master students.The PhD in Economics and Finance at Università Bocconi is a 4-year full-time program designed for highly qualified and motivated students who wish to acquire first rate research skills.This year, up to 15 PhD fellowships (which cover four years of study) are available for the PhD in Economics and Finance. Applications are due by 31st January 2014.The program is organized within the two curricula of Economics and Finance (students select one curriculum when they apply). By its nature, the program is multidisciplinary and students have the option to choose from a wide range of electives. Dedicated mentorship and support are offered to students throughout their time at Bocconi. Please attached find the full official call also available at www.unibocconi.eu/admissionphdFor more information about the program, please feel free to contact our Program Assistant at infophd(a)unibocconi.it, or visit our website www.unibocconi.eu/phdeconomicsfinance.SincerelyNicola PavoniUniversità BocconiDirector of the PhD program in Economics and Finance --------------------------------------------------------------------------------- PhD School - Università Bocconi Room 1-E3-04 - 1° floor Via Roentgen, 1 - 20136 Milano (Italia)Tel.+39-02.5836.3367angela.baldassarre(a)unibocconi.it

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Seminario MORANDIN
by barbato＠math.unipd.it 15 Nov '13

15 Nov '13

Ho il piacere di invitarvi al seguente seminario, che si terrà Martedi' 19 novembre 2013 alle ore 16:00 presso l'aula 1AD100 della torre Archimede via Trieste 63 Padova. SPEAKER: Francesco Morandin AFFILIATION: Università di Parma TITLE: Anomalous dissipation in a stochastic inviscid shell model of turbulence ABSTRACT: Shell models of turbulence are infinite systems of coupled nonlinear equations with exponentially-growing coefficients. They are thought to be able to capture some of the statistical properties and features of three-dimensional turbulence, while presenting a structure much simpler than Navier-Stokes and Euler equations. We introduce a stochastic version with multiplicative noise of some of these models and prove energy dissipation in spite of its formal conservativity. ------- David Barbato Università di Padova ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Fwd: Post Doctoral Position in Buenos Aires
by davide gabrielli 15 Nov '13

15 Nov '13

---------- Forwarded message ---------- From: Pablo Ferrari <pferrari(a)dm.uba.ar> Date: 2013/11/15 Subject: Post Doctoral Position in Buenos Aires To: Dear colleagues, Applications are invited for a Post-Doctoral position in Probability and related areas at the Department of Mathematics, University of Buenos Aires. The position lasts two years and has a monthly stipend of 8,600 pesos, starting anytime between February and September 2014, with a minimum commitment of one year. It is possible to extend the position up to four years if the candidate is under the age of 34. Please feel free to forward this message to other colleagues and potential candidates. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Feel free to get in touch with any member of the group if you are interested. Applications should be sent before December 10th, 2013, to probab(a)dm.uba.ar and should include: - Curriculum Vitae; - Research Statement; - Preprints or arXiv links; - contact details of three academic referees, including e-addresses. With our best regards, Buenos Aires Probability Group Inés Armendáriz, Pablo A. Ferrari, Pablo Groisman, Matthieu Jonckheere, Leonardo T. Rolla -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Winter School, University Wuppertal
by Claudio Macci 14 Nov '13

14 Nov '13

Cari tutti, segnalo una "Winter school" che si terra` all'Universita` di Wuppertal e organizzata congiuntamente con l'Universita` Luiss. Per ulteriori informazioni si veda il file allegato. Cordiali saluti. C.M.

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3rd Carlo Alberto Stochastics Workshop
by Matteo Ruggiero 12 Nov '13

12 Nov '13

***************************************************************** WORKSHOP - COLLEGIO CARLO ALBERTO ***************************************************************** The "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) is pleased to announce the 3rd CARLO ALBERTO STOCHASTICS WORKSHOP: ALGEBRAIC STATISTICS II The workshop aims at presenting some of the latest advances on Algebraic Statistics, and will be held on January 10-11, 2014 at Collegio Carlo Alberto, Moncalieri. The schedule will feature two long invited talks by: Jim SMITH (University of Warwick) Hugo MARURI-AGUILAR (Queen Mary University of London) together with contributed talks and posters. Further details on registration and abstract submission can be found at the workshop webpage http://www.carloalberto.org/research/statistics-initiative/events/3rd-carlo… Best regards, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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postdoctoral positions at GSSI
by davide gabrielli 10 Nov '13

10 Nov '13

3 Post Doctoral positions in Mathematics Deadline December 8, 2013. WE APOLOGIZE FOR REPEATED E-MAILS The International Doctoral School Gran Sasso Science Institute (GSSI) of the National Institute for Nuclear Physics (INFN) offers 3 postdoctoral research positions. The annual gross salary is EURO 40K, positions are for two years and may be extended to a third year. Candidates must have earned their doctoral degree not earlier than January 1, 2007. Selected candidates are expected to start their appointments not later than November 1st, 2014. Research Topics: Non linear partial differential equations, kinetic models, fluids and waves. Stochastic particles systems and macroscopic limits. Continuum mechanics of solids, fluids and biological matter On line application forms can be found on the GSSI web portal http://www.gssi.infn.it. The call text can be downloaded at http://www.gssi.infn.it/images/bandi2013/bando_RG.pdf -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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