- Random - Mailing list — Dipartimento di Matematica, UniPI

Reader/Chair in Probability at Imperial College
by Passeggeri, Riccardo 20 Jul '22

20 Jul '22

Dear all, I would like to advertise an open position for Reader/Chair in Probability (broadly defined) in the Department of Mathematics at Imperial College London, see the link for details https://www.imperial.ac.uk/jobs/description/NAT01204/reader-or-chair-probab… Have a nice day. Best Regards, Riccardo

1 0

REMIND: MLDYN2022 - Scuola Normale Superiore, Nov 9-10 2022, Call for papers
by Giulia Livieri 20 Jul '22

20 Jul '22

Dear colleagues, We are pleased to announce the *2nd Edition of the** School* in *"Machine Learning of Dynamic Processes and Time Series Analysis” * that will be held at Scuola Normale Superiore in Pisa (Italy) on *November 9-10, 2022*. The School aims to present recent mathematical and data-driven approaches to Machine Learning for time series. In particular, this year, the School will focus on the mathematical and computational aspects of *Signatures, Reinforcement Learning, GAN, and Continual Learning*. The School includes four mini-courses held by as many keynote speakers and a limited number of contributed talks. *Keynote speakers*: 1. *Davide Bacciu <http://pages.di.unipi.it/bacciu/>*, University of Pisa 2. *Xin Guo <https://xinguo.ieor.berkeley.edu/>*, UC Berkeley 3. *Sebastian Jaimungal <https://sebastian.statistics.utoronto.ca/>*, University of Toronto 4. *Terry Lyons <https://www.maths.ox.ac.uk/people/terry.lyons>*, Oxford Man Institute of Quantitative Finance Detailed information on the School and instructions for registration can be found at: https://mldyn2022.wordpress.com (The number of participants in presence is limited to *40* - preference will be given to PhD students and young researchers) The call for abstract/paper submission to be selected for a contributed talk is now open at the following easy-chair link: https://easychair.org/conferences/?conf=mldyn2022 Both registration and submission deadlines are *September 15, 2022.* To contact the Organizer Committee, please send an email to: mldyn2022(a)gmail.com The organisers, Fabrizio Lillo Giulia Livieri Stefano Marmi Piero Mazzarisi

1 0

PhD call c/o Università di Pisa
by Marco Romito 19 Jul '22

19 Jul '22

dear all I would like to announce the opening of the call for PHD positions at Università di Pisa, with deadline on August 8, 1pm Further details at: https://dottorato2022.webhost1.unipi.it/ best regards m.

1 0

Four students' seminars in Pisa
by Francesco Grotto 15 Jul '22

15 Jul '22

Dear Colleagues, we would like to invite you to the following short seminars to be held Wednesday, July 20th at the Dipartimento di Matematica. Four visiting Master's students will give 30 minutes' talks as the final activity of their internship, to be also streamed via Google Meets, link below. Best, F. Grotto -------------------------------------------- Location: *Sala Seminari*, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: July 20th 2022, 10:00-12:00 CET Speakers & titles: -Sofiane Cherf (ENS Lyons), Point Vortex Approximations of 2D Navier-Stokes Equations; -Fanch Coudreuse (ENS Lyons), Quantum entropic regularized transport cost; -Alexis de Villeroché (ENS Lyons), On some classes of optimal control problems governed by elliptic PDEs; -Jules Grass (ENS Paris Saclay), Regularization by noise of a point vortex collapse.

1 0

Fwd: Posizione di RTDa in MAT/06 all'Università dell'Insubria
by Luisa Andreis 15 Jul '22

15 Jul '22

Cari colleghi e colleghe, ricevo ed inoltro l’annuncio di una posizione RTDa in MAT/06 aperta al momento all'Università dell’Insubria. > > All'Insubria si è aperta una posizione per un RTDa di probabilità e statistica (MAT/06), ecco il link alla pagina del bando: > > https://www.uninsubria.it/opportunita/n-1-ricercatore-tempo-determinato-sc-… <https://www.google.com/url?q=https://www.uninsubria.it/opportunita/n-1-rice…> > > La scandenza è il 4 agosto 2022. Ti sarei grato se potessi diffondere questa informazione sulla vostra mailing list "random", alla quale mi accennava Daniele. C'è anche un RTDa in Analisi Matematica, sempre con scadenza 4.8.22, nel caso conoscessi qualche interessato o qualche canale per diffondere l'informazione: > > https://www.uninsubria.it/opportunita/n-1-ricercatore-tempo-determinato-sc-… <https://www.google.com/url?q=https://www.uninsubria.it/opportunita/n-1-rice…> > > Ti ringrazio della cortesia e rimango a disposizione se ci fossero delle domande. Per informazioni, rivolgersi a Giovanni Bazzoni: giovanni.bazzoni(a)uninsubria.it <mailto:giovanni.bazzoni@uninsubria.it> Cordiali saluti, Luisa Andreis ------------------------------------------------------- RTD-A Dipartimento di Matematica e Informatica “Ulisse Dini" Università degli Studi di Firenze Viale Morgagni 65, 50134, Firenze, IT Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)unifi.it

1 0

Postdoc position at the University of Pisa - Department of Economics and Management
by Francesco CORDONI 15 Jul '22

15 Jul '22

Dear all, We are looking for a Postdoc who is interested in working with us on a national (PRIN) project titled “How good is your model? Empirical evaluation and validation of quantitative models in economics”. The ideal candidate would have a strong background in econometrics. The team comprises two units: one at Sant’Anna School of Advanced Studies (Alessio Moneta (PI), Mario Martinoli) and one at the University of Pisa (Caterina Giannetti (head local unit), Francesco Cordoni, Fulvio Corsi, Rachele Foschi). The position will last one year (starting October 2022), and although it will be at the University of Pisa, it will feature strong collaborations with the other unit. If you are interested (or know someone who could be interested) you can find information at this link: https://bandi.unipi.it/public/Bandi/Detail/8945bdc6-6c08-4b25-b2e1-6046c552… The deadline is August 08, 2022. I would be grateful if you could forward this message to any potentially interested candidate. In case you need more information, please get in touch with Caterina Giannetti ( caterina.giannetti(a)unipi.it) Thanks. Best regards, Francesco Cordoni Postdoctoral Researcher Department of Economics and Management, University of Pisa Via Cosimo Ridolfi 10 - 56124 Pisa

1 0

(PMS)^2 talk - Bertacco - July 18 at 15.00
by Carlo Orrieri 14 Jul '22

14 Jul '22

Dear colleagues, We are happy to announce the following hybrid - that is, in person with online streaming - talk: Speaker: Federico Bertacco (Imperial College London) Title: Multifractal analysis of Gaussian multiplicative chaos and applications Abstract: We consider a subcritical Gaussian multiplicative chaos measure $M$ associated with a general log-correlated Gaussian field defined on a $d$-dimensional bounded domain, $d \geq 1$. We establish an explicit formula for its singularity spectrum by showing that $M$ satisfies almost surely the multifractal formalism, i.e. we prove that its singularity spectrum is almost surely equal to the Legendre-Fenchel transform of its $L^q$-spectrum. Finally, applying this result, we compute the lower singularity spectrum of the Liouville Brownian motion. Date and time: Monday July 18, 15:00-16:00 (Rome time zone) Place: Aula Beltrami, dipartimento di matematica dell’università di Pavia, via Ferrata 5, Pavia. Entra nella riunione in Zoom https://us02web.zoom.us/j/87485209321?pwd=cmh1UFMxcktqUmZWMFpRVWxRbHFZUT09 <https://us02web.zoom.us/j/87485209321?pwd=cmh1UFMxcktqUmZWMFpRVWxRbHFZUT09> ID riunione: 874 8520 9321 Passcode: 202144 This talk is part of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. Participation is free and welcome! Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

1 0

NORDSTAT 2023
by Umberto Picchini 13 Jul '22

13 Jul '22

Cari membri di Random, di sotto c'e' un primo annuncio della conferenza NORDSTAT 2023 a Göteborg, Svezia. Allego anche un volantino. Seguiranno dettagli (ed un indirizzo web). Per il momento e' utile segnarsi le date (19-22 Giugno 2023). Saluti Umberto Picchini Save the date for NORDSTAT 2023. Chalmers *Forward* <https://evt.ungpd.com/Issues/277da715-6699-4e05-bb83-37a0a0c97d1b/Click?Con…> Mathematical Sciences building NORDSTAT 2023 The Department of Mathematical Sciences at Chalmers University of Technology and University of Gothenburg is preparing to welcome you to the /29th Nordic Conference in Mathematical Statistics/, NORDSTAT 2023, which will take place in Gothenburg, Sweden on *June 19-22 2023*. *For the moment please pin the date! *Further info will be sent out in due time. For any question and info request you can contact us at nordstat2023(a)chalmers.se <mailto:nordstat2023@chalmers.se?subject=NORDSTAT%202023> NORDSTAT will be an in-person conference consisting of both *invited and contributed talks and a poster session* (more info coming soon). Confirmed keynote speakers * Fred Espen Benth (Uni. Oslo) * Peter Diggle (Uni. Lancaster) * Sofia Olhede (EPFL/UCL) * Jonas Peters (Uni. Copenhagen) Confirmed invited sessions (session titles are preliminary) * Computationally intensive methods in biostatistics * Financial stochastics * Functional data analysis * Heavy tails / Extreme values * Inference for compositional data * Inference for stochastic differential equations * Multivariate statistics * Percolation and related topics * Probabilistic machine learning and AI * Random graphs * Random matrices * Reinforcement learning * Simulation-based inference (likelihood-free methods) * Space-time point processes * Spatio-temporal processes * Statistical modelling of infectious disease outbreaks * Stochastic differential equations * Stochastic models for evolution NORDSTAT 2023 acknowledges the financial support by: * Chalmers AI Research Centre (CHAIR) * AstraZeneca * The Wilhelm and Martina Lundgren Science Foundation * The Swedish Statistical Society UNSUBSCRIBE <https://ui.ungpd.com/Contacts/6455acca-4a69-4ced-b24a-0552e04d16d7/Unsubscr…> pixel

1 0

Fwd: Stochastic Models in Mathematical Physics / Conference in Memory of Prof. Dima Ioffe / Technion 5-8/9/2022.
by Elisabetta Candellero 12 Jul '22

12 Jul '22

Ricevo ed inoltro. Elisabetta ---------- Forwarded message --------- From: Oren Louidor <oren.louidor(a)gmail.com> Date: Mon, Jul 11, 2022 at 5:12 PM Subject: Stochastic Models in Mathematical Physics / Conference in Memory of Prof. Dima Ioffe / Technion 5-8/9/2022. To: <APPLIEDPROB(a)jiscmail.ac.uk> Stochastic Models in Mathematical Physics / Conference in Memory of Prof. Dmitry (Dima) Ioffe / Technion, Israel 5-8/9/2022. Dear Colleagues, This is a first announcement of the conference “Stochastic Models in Mathematical Physics”. The goal of the conference is to bring together a diverse group of leading researchers in order to discuss recent advances in the field of Stochastic Models in Mathematical Physics. The workshop is dedicated to Professor Dmitry Ioffe of the Technion, who passed away in the Fall of 2020; his contributions to this area are invaluable. Many of the speakers were colleagues, collaborators and close friends of Dima. The conference will take place at the Technion, Haifa, Israel, 5/9/2022 - 8/9/2022. Registration is open and is available at the conference website, where further information can be found: https://smmp.net.technion.ac.il/ We ask that you register no later than July 31st. We kindly ask that you distribute this announcement among your colleagues and students who may be interested in attending. We look forward to seeing you at the conference! Best regards, the organizers Oren Louidor <https://ie.technion.ac.il/~olouidor/> (Technion), Leonid Mytnik <https://web.iem.technion.ac.il/site/academicstaff/leonid-mytnik/> (Technion), Eviatar Procaccia <https://web.iem.technion.ac.il/site/academicstaff/eviatar-b-procaccia/> (Technion), Ron Rosenthal <https://sites.google.com/site/ronrosenthal01/> (Technion). ------------------------------ To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1

1 0

avviso di seminari
by Barbara Martinucci 11 Jul '22

11 Jul '22

Università di Salerno Dipartimento di Matematica AVVISO DI SEMINARI Lunedì 11 luglio e martedì 12 luglio 2022, nella sala del consiglio del Dipartimento di Matematica, edificio F2, livello 1, si terranno i seguenti seminari in presenza e online (su Teams), tenuti dal Prof. Francisco Torres-Ruiz, Universidad de Granada <https://www.scopus.com/affil/profile.uri?afid=60027844>, Departamento de Estadística e Investigación Operativa, Granada, Spain: *1)* lunedì 11 luglio - ore 15:00 Processi di diffusione nella modellazione stocastica di fenomeni di crescita (Parte I) link: https://teams.microsoft.com/meetingOptions/?organizerId=61e4e421-60a6-4cb9-… *2)* martedì 12 luglio - ore 15:00 Processi di diffusione nella modellazione stocastica di fenomeni di crescita (Parte II) link: https://teams.microsoft.com/meetingOptions/?organizerId=61e4e421-60a6-4cb9-… Gli interessati sono cordialmente invitati a partecipare, Cordiali saluti, Barbara Martinucci

2 1

Fwd: BayesComp23 submissions
by Julyan Arbel 11 Jul '22

11 Jul '22

Please find below a message from Christian ROBERT about BayesComp conference, 15-17 March 2023, Finland https://bayescomp2023.com/ Best, Julyan > The call for invited session proposals is now open for BayesComp 2023. Proposals will be accepted until Sunday, August 7 @ 11:55pm (U.S. Pacific time; UTC -8). To submit your proposal, please go to > > https://forms.gle/NnE6BmBxMR6syLXN9 > Your submission should include a short description, as well as a list of 3 speakers and a session chair. You must confirm availability of all of your speakers before submitting this form. All talks are expected to be delivered in-person at the event. > > We kindly remind you of the principle of Equal Opportunity in the ISBA Code of Conduct. Please ensure and consider diversity in your selected speakers and session chair. For example, relating to ethnicity, gender, sexual orientation, age, disability, national origin, and career stage. > BayesComp is the biennial conference of the Bayesian Computation Section of the International Society for Bayesian Analysis. The third edition of this conference series will be held in Levi Summit, Finland, from 15-17 March 2023, with satellite events from 12-14 March. It is a continuation in spirit of the workshops formerly known as MCMSki. For information about previous meetings, see > https://bayescomp-isba.github.io/events.htmlSent on behalf of the scientific programme committee for BayesComp 2023 https://bayescomp2023.com/

1 0

JOB: Research Assistant/Associate in Bayesian Statistics
by Fabrizio Leisen 11 Jul '22

11 Jul '22

JOB: Research Assistant/Associate in Bayesian Statistics School of Mathematics, Statistics and Physics, Newcastle University Full advert: https://jobs.ncl.ac.uk/job/Newcastle-Research-AssistantAssociate-in-Bayesia… < https://jobs.ncl.ac.uk/job/Newcastle-Research-AssistantAssociate-in-Bayesia… > Applications are invited from outstanding individuals for a Research Assistant/Associate in Bayesian Statistics, to start from September 2022. The project is at the forefront of Bayesian inference and aims to design a novel Bayesian methodology to implement Bayesian Additive Regression Trees (BART) models to deal with non-linear phenomena. In particular, the aim is to bridge the Loss-based methodology to the framework of BART, building on the previous works of Dr Cristiano Villa (the PI) and Prof. Fabrizio Leisen (the Co-I) on model selection, linear regression models and Gaussian graphical models. The successful candidate will work on developing prior distributions to estimate the structure of the trees and the number of trees in a BART model, and building scalable and efficient computational tools to ease the implementation of the methodology. The candidate must have a solid background on computational methods for Bayesian inference to develop efficient algorithms for the new proposed modelling framework. Within the project, the candidate will also perform theoretical modelling and data analysis, as well as disseminate the outputs through publications and presentations at scientific meetings. The successful candidate will join the growing Statistics group at Newcastle University and interact with the established Statistics group at Nottingham University. The position is offered on a fixed term basis for three years from the start date, or tenable until the project end date, whichever is soonest. Generous funds are available for travel, training and other support. To apply, please complete the online application and attach a CV and covering letter. In your covering letter, please outline how you are either working towards, meet or exceed all the essential requirements for the role holder as outlined in the full advertisement, and highlight any expertise relevant to the described project. For all information enquiries about the position, please contact Dr Cristiano Villa (cristiano.villa(a)newcastle.ac.uk< http://cristiano.villa@newcastle.ac.uk>) or Prof. Fabrizio Leisen ( fabrizio.leisen(a)nottingham.ac.uk<http://fabrizio.leisen@nottingham.ac.uk> - ). ---- Cristiano Villa Senior Lecturer in Statistics School of Mathematics, Statistics and Physics Newcastle University https://www.ncl.ac.uk/maths-physics/people/profile/cristianovilla.html Fabrizio Leisen Professor of Statistics School of Mathematical Sciences University of Nottingham http://sites.google.com/site/fabrizioleisen/

1 1

Re: [Random] Richiesta inserimento mailing list random
by Tiziano Vargiolu 08 Jul '22

08 Jul '22

> Buongiorno professor Vargiolu, sono D'Amario Martina una neo-laureata > magistrale della professoressa Claudia Ceci presso Unich Pescara. Le scrivo > per chiederle se fosse possibile inserirmi nella sua mailing list random in > modo da avere informazioni riguardo a dottorati ed eventuali scuole > estive. Grazie mille per l'attenzione. Cordiali saluti. Cara Martina, in realta' io non gestisco la mailing list RANDOM, a cui ti dovresti iscrivere autonomamente, vedi istruzioni qui: https://fields.dm.unipi.it/listinfo/random Ti ho invece messo nella mia mailing list, piu' dedicata a finanza quantitativa. Cordiali saluti 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 --------------------------------------------------------------------------

1 0

Corso "Trasferimento delle Tecnologie Matematiche per l'Innovazione"
by Maurizio Ceseri 07 Jul '22

07 Jul '22

A tutti gli interessati ricordiamo che il *22 Luglio 2022* scadono i termini per presentare le domande di partecipazione alla quarta edizione del corso in "Trasferimento delle Tecnologie Matematiche per l’Innovazione" organizzato dallo Sportello Matematico per l'Innovazione e le Imprese <http://www.sportellomatematico.it/>. Il corso si svolgerà presso la sede CNR di via dei Taurini 19 a Roma durante il periodo *da lunedì 29 agosto a venerdì 2 settembre 2022*. Il corso è rivolto principalmente a neolaureati in *Scienze Matematiche* e *F**isiche*,* Ingegneria*,* Economia*,* Informatica* e *Statistica*, con l’ *obiettivo* di formare la figura professionale dell’*Esperto in Trasferimento delle Scienze e Tecnologie Matematiche per l’Innovazione* (in breve: Traduttore Tecnologico). Tale figura nasce per facilitare la comunicazione e promuovere collaborazioni tra imprese e centri di ricerca. Grazie alla sua formazione interdisciplinare, il *Traduttore Tecnologico* può dialogare sia con imprese che con Centri di Ricerca specializzati in Tecnologie Matematiche. Facilita l'incontro tra i bisogni tecnologici delle PMI e le competenze nelle Scienze e Tecnologie Matematiche disponibili nel sistema della ricerca pubblica e privata. Promuove un numero crescente di collaborazioni per apportare benefici tangibili alle imprese. *Modalità di presentazione** delle domande* Per procedere con la domanda di partecipazione, è sufficiente compilare il form online a questo link <https://www.sportellomatematico.it/SMII/limesurvey/index.php/93146?lang=it> entro il *22 Luglio 2022*, allegando un proprio CV aggiornato ed una lettera motivazionale <https://cloudiac.rm.cnr.it/index.php/s/ozb6DPtAgnjZeZj> di autopresentazione. Entro il *27 luglio 2022 *verrà comunicato l'esito della selezione e l'eventuale ammissione al corso. La quota di partecipazione per gli ammessi al corso è pari a 150 Euro. Per informazioni: www.corsotraduttoretecnologico.it Grazie in anticipo per la collaborazione, Il Team dello Sportello Matematico *CONTENUTI DEL CORSO* *Tecnologie Matematiche:* cosa sono, come vengono applicate nelle imprese, tendenze del mercato della Ricerca e Innovazione, Prototipazione Virtuale e Digital Twinning. *Trasferimento Tecnologico:* contesto italiano ed internazionale, settori industriali, esperienze di successo e strategie di comunicazione. *Gestione dell'Innovazione:* concetti, fonti, forme, modelli ed ecosistemi dell'innovazione, Open Innovation e rapporto con la Proprietà Intellettuale *Sistemi di Supporto alle Decisioni e Ricerca Operativa:* abilitare il potenziale delle Tecnologie Matematiche nel Management. *Attori e Strutture Organizzative:* Best practices, il ruolo dello Sportello Matematico in Italia ed in Europa. *SBOCCHI E OPPORTUNITÀ PROFESSIONALI* Area *Ricerca e Innovazione* presso imprese manifatturiere e di servizi *Trasferimento Tecnologico* e *Valorizzazione della Ricerca* presso Università e Centri di Ricerca Partecipazione a *Progetti Europei* su Tecnologie Matematiche per l’Innovazione

1 0

Procedura selettiva 2022RUB03 - RTDb 13D1
by Alessandra Fabbri Colabich 07 Jul '22

07 Jul '22

Buongiorno, è stato pubblicato il Bando relativo all'indizione di una procedura selettiva per posti da Ricercatore a tempo determinato RTD-B, di cui uno nel settore concorsuale 13D1 presso il Dipartimento di Scienze Statistiche dell’Università degli Studi di Padova. Il bando è disponibile all’indirizzo: https://www.unipd.it/procedura-2022RUB03 La *scadenza* per la presentazione delle domande è il *4 agosto 2022 alle ore 13*. Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche [image: Ottocento anni di libertà e futuro]

1 0

Padova Seminars in Probability and Finance - Maximilian Nitzschner (NYU Courant Institute)
by alessandra bianchi 06 Jul '22

06 Jul '22

Dear Colleagues, We would like to invite you to the following seminar that will take place on July 15 at 14.30. The seminar will be held in person and online via the Zoom platform. The organizers, Alessandra Bianchi, Giorgia Callegaro, Marco Formentin _____________________________________________________ Speaker: Maximilian Nitzschner (NYU Courant Institute) Title: Phase transition for level-set percolation of the membrane model Date and time: Friday, JULY 15 - 14.30 Place: room 2BC30 at the Department of Mathematics, University of Padova Zoom link: https://unipd.zoom.us/j/85663140963 (meeting ID 856 6314 0963), available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: We consider level-set percolation for the Gaussian membrane model on the integer lattice in dimensions five and higher, and establish that as h varies, a non-trivial percolation phase transition for the level-set above level h occurs at some finite critical level, which is positive in high dimensions. Moreover, we demonstrate the existence of a strongly subcritical phase, in which we provide bounds for the connectivity function of the level-set above h, and a strongly supercritical phase, in which we characterize the geometry of the level-set above level h. As a pivotal tool, we present novel (conditional) decoupling inequalities for the membrane model, which are instrumental in the study of both the subcritical and supercritical phases of its level-sets. This talk is based on joint work with Alberto Chiarini. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

1 0

Seminar in Pisa: Jacob Bedrossian
by Francesco Grotto 06 Jul '22

06 Jul '22

Dear Colleagues, the Probability research group of Pisa would like to invite you to the following seminar by Jacob Bedrossian (University of Maryland) to be held Wednesday, July 13th, in Aula Bianchi, at Scuola Normale Superiore in Pisa. The seminar will take place in full presence (speaker included), but it will be streamed via Google Meets, link below. People attending on site are kindly asked to communicate it by email at classi(a)sns.it a few hours before the seminar. Best, F. Grotto -------------------------------------------- Location: *Aula Bianchi*, Scuola Normale Superiore, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: July 13th 2022, 14:00-15:00 CET Speaker: Jacob Bedrossian (University of Maryland) Title: Positive Lyapunov exponents for 2d Galerkin-Navier-Stokes with stochastic forcing Abstract: In this talk we discuss our recent results obtaining strictly positive lower bounds on the top Lyapunov exponent of stochastic differential equations such as the weakly-damped Lorenz-96 model or Galerkin truncations of the 2d Navier-Stokes equations (joint with Alex Blumenthal and Sam Punshon-Smith). This hallmark of chaos has long been observed in these models, however, no mathematical proof had previously been made for any type of deterministic or stochastic forcing. We propose a new method, based on the Fisher information of an associated Markov process on the sphere bundle and uniform hypoelliptic regularity estimates, which has the ability to obtain quantitative estimates on the top Lyapunov exponents of high-dimensional, weakly dissipative SDEs.

1 0

PhD Scholarship in Padova on "Optimal dispatching in intraday electricity market when storage is possible" - deadline August, 4
by Tiziano Vargiolu 06 Jul '22

06 Jul '22

Please circulate among interested students and/or colleagues, apologies for cross-postings. ----------------------------------------------- Dear all, please find here below details for a call for one PhD position in Computational Mathematics, under the direction of prof. Tiziano Vargiolu, on the theme "Optimal dispatching in intraday electricity market when storage is possible". The research activity will be conducted in collaboration with Phinergy Srl, under the industrial direction of Dr. Enrico Edoli, where the candidate will spend 6 months of the PhD period. The call is available on https://www.unipd.it/en/phd-scholarships-funded-pnrr where you can find: - the official call; - the "appendix" (details on the specific position at page 90); - templates for CV and research projects; - instructions. Though the official deadline is August, 4, candidates are encouraged to contact the scientific responsible (vargiolu(a)math.unipd.it) well in advance in order to finalize the research project, which will have to be validated a posteriori by him. Please circulate among all who can be interested. 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 --------------------------------------------------------------------------

1 0

Fwd: postdoc in Bath
by Elisabetta Candellero 05 Jul '22

05 Jul '22

Ricevo e inoltro. Saluti, Elisabetta ---------- Forwarded message --------- From: Sarah Penington <00006d8c8aa1e268-dmarc-request(a)jiscmail.ac.uk> Date: Tue, Jul 5, 2022 at 4:25 PM Subject: postdoc in Bath To: <APPLIEDPROB(a)jiscmail.ac.uk> Dear all, I am hiring a postdoc, for around 20 months, starting as soon as possible. The project will involve either branching processes with interactions or spatial population models. The advert is here: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=CC9563 The closing date is 28th July. Please pass this on to anyone who might be interested. Apologies if you receive this message more than once. Best wishes, Sarah ------------------------------ To unsubscribe from the APPLIEDPROB list, click the following link: https://www.jiscmail.ac.uk/cgi-bin/WA-JISC.exe?SUBED1=APPLIEDPROB&A=1

1 0

ICMNS 2022 - July 6-8
by Massimiliano Tamborrino 04 Jul '22

04 Jul '22

Dear all, the 8th International Conference on Mathematical Neuroscience (ICMNC) is quickly approaching. The conference will take place in a virtual format, via Zoom, from the 6th of July to the 8th of July 2022. The conference will start at 2pm (CEST) each day, and features 3 plenary sessions, 6 minisymposia, and 3 microtalk sessions. In the microtalk sessions, presenters will give a one-slide presentation, followed by an opportunity to discuss in breakout rooms. There will also be a special session on Thursday to discuss the future of ICMNS conferences, and you are invited to take part and give your ideas for future events. The final programme can be found on our website: https://www.danieleavitabile.com/icmns2022digital We remind you that the conference is free of charge, but registration through the website is mandatory. Registered participants will receive links to the Zoom meetings in a booklet, which we plan to circulate a few hours prior to the conference. Please consider subscribing to the ICMNS Digital YouTube channel below, where all talks will be live-streamed and later uploaded: https://www.youtube.com/channel/UCXClLvVl35uBrYIgN8dOZsw We look forward to seeing you on July 6th! The Organising Committee Daniele Avitabile (Vrije Universiteit Amsterdam, The Netherlands) Áine Byrne (University College Dublin, Ireland) Massimiliano Tamborrino (University of Warwick, UK) Etienne Tanré (Inria centre at Université Côte d’Azur, France)

1 0

PhD position in stochastic analysis
by Mario Maurelli 01 Jul '22

01 Jul '22

Dear colleagues, I am forwarding the following announcement: At the University of Agder (Kristiansand, Norway) in the group of Torstein Nilssen, there is an opening for a PhD student from fall this year. The topic is located at the intersection of stochastic analysis of partial differential equations and differential geometry (in the guise of geometric hydrodynamics). The position is for three years (without teaching, can be extended to 4 years with teaching). For more information see: https://www.jobbnorge.no/en/available-jobs/job/226272/phd-research-fellow-i… Best regards Mario Maurelli

1 0

Seminar by Elisa Alos (UPF Barcelona) in Padova
by Giorgia Callegaro 30 Jun '22

30 Jun '22

Dear all, you're invited to the next seminar in Probability and Finance, that will take place next Tuesday, at 2.30 pm, in hybrid mode at the Math Dept of the University of Padova. More details: * *Speaker*: *Elisa Alos (UPF Barcelona)* * *Date and time*: 5th July 2022, 2.30pm * *Room (Torre Archimede)*: 2BC30 * *Zoom link*: please find it here https://www.math.unipd.it/~bianchi/seminari/ * *Title*: *Stochastic volatility models: A Malliavin calculus approach* * *Abstract*: In this talk, we review some properties of stochastic volatility models via Malliavin calculus. We discuss the skew and curvature of the implied volatility for both vanilla and forward start options, for different kinds of models as stochastic, local, and rough volatility models. We also discuss the properties of the implied volatility of volatility derivatives as options on the VIX. In particular, we see for which models the VIX skew is positive. Best, Giorgia Callegaro -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

1 0

PhD Course - Yuliya Mishura
by Tiziano Vargiolu 27 Jun '22

27 Jun '22

Dear all, we wish to advertise a course held by Prof. Yuliya Mishura, at PhD level (12 hours), on stochastic differential equations driven by fractional Brownian motion: https://www.math.unipd.it/~dottmath/corsi2022/Mishura.pdf If you are interested to attend (also online), the registration is free but mandatory for organization reasons (space in the room, Zoom link, etc.) https://prev-www.math.unipd.it/userlist/subscribe/?idlist=559 For those who will follow from remote, the Zoom link will be sent to the emails collected by the form above, on Friday, July 8, morning. Please feel free to circulate this email among interested scholars. 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 --------------------------------------------------------------------------

1 0

AVVISO DI SEMINARIO
by Barbara Martinucci 27 Jun '22

27 Jun '22

UNIVERSITA' DI SALERNO Dipartimento di Matematica AVVISO DI SEMINARIO Venerdì 1 luglio 2022 alle ore 15:00 nell'aula F3, edificio F2, piano terra, si terrà il seguente seminario in presenza e online (su Teams): Prof. *Sergei Fedotov, *Department of Mathematics, The University of Manchester, UK *Lévy walk dynamics and persistent random walks with alternating velocities in biology and physics* link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_YWZiZTY4ZGYtY2IyZS00… Gli interessati sono cordialmente invitati a partecipare. Cordiali saluti, Barbara Martinucci

1 0

Assegno di ricerca Università di Firenze
by Maria Elvira Mancino 25 Jun '22

25 Jun '22

The Department of Economics and Management of the University of Florence invites applications for 1- year fellowship in the area of Mathematics Applied to Financial and Actuarial Sciences (SSD SECS-S/06) *Title: "Model validation and risk** analysis for beekeepers weather indexed insurance**"* Description: The research activity will be conducted within a research project focused on the construction of weather indexed insurance policies. The specific task of the researcher is the model validation and the risk analysis. *Deadline : 4 July * Here is the call https://titulus.unifi.it/albo/viewer?view=files%2F004557128-UNFICLE-e2ae0c7…

1 0

Assegno di ricerca Università Ca' Foscari di Venezia / Research position Ca' Foscari University of Venice.
by Carlo Gaetan 25 Jun '22

25 Jun '22

1 0

Seminar Announcement @CCA June 27th: Lorenzo Schoenleber
by Luca Regis 24 Jun '22

24 Jun '22

Dear Colleagues, I am pleased to invite you to the following seminar in Quantitative Finance by Lorenzo Schoenleber (CCA), which will take place at Collegio Carlo Alberto (Torino) and online at the Zoom link below on Monday, June 27th, 12.00. Best regards, Luca Regis Speaker: Lorenzo Schoenleber (CCA) Title: Manoeuvring and Investing in Yield Farms Abstract: This paper is about Yield Farming which denotes a DeFi strategy of seeking rewards in the form of transaction fees by depositing tokens into a decentralized application. We demystify the investment process and quantify transaction costs, returns, and risks using historical data from a major DEX. We reveal the economic mechanisms providing a mathematical (optimization) framework which resembles the yield farming investment process including the direct modeling of returns, transaction costs, and sources of risk. Join Zoom Meeting https://us02web.zoom.us/j/84470949996?pwd=MnNoU3YwMHRmTmc4eWRycmZLQ0lRUT09 Meeting ID: 844 7094 9996 Passcode: 884334

1 0

Geophysical fluid dynamics; from mathematical theory to operational prediction; September 2022; University of Reading
by Tobias Kuna 23 Jun '22

23 Jun '22

We are happy to announce two workshops at the University of Reading: FIRST WORKSHOP: ``Mathematics of geophysical fluid dynamic models of intermediate complexity: qualitative and statistical behaviour'’, 30th August - 1st of September, https://www.newton.ac.uk/event/gfdw01/ <https://www.newton.ac.uk/event/gfdw01/> SECOND WORKSHOP: ``Forecast Verification and Data Assimilation in intermediate and large scale models of geophysical fluid dynamics, with applications to medium range and seasonal forecasting'’, 21st - 23rd of September, https://www.newton.ac.uk/event/gfdw02/ <https://www.newton.ac.uk/event/gfdw02/> Both workshops are part of the Isaac Newton Institute (INI) satellite programme ``Geophysical fluid dynamics; from mathematical theory to operational prediction'', to be held at the Unversity of Reading, 30 August 2022 to 23 September 2022. Please see here: https://www.newton.ac.uk/event/gfd/ <https://www.newton.ac.uk/event/gfd/> for more information about the workshops, the programme, and how to register. DEADLINE for applications: 17 Jul 2022 With best regards, the organisers Giulia Carigi (L'Aquila), Jochen Broecker (Reading), Jeroen Wouters (Reading), Lea Oljaca (Exeter), Tobias Kuna (L'Aquila), Valerio Lucarini (Reading) ----------------------------------------------------------------------- Prof. Tobias Kuna Mathematics DISIM University of L'Aquila Email: tobias.kuna(a)univaq.it <mailto:tobias.kuna@univaq.it> tobias.kuna(a)posteo.net <mailto:tobias.kuna@posteo.net> Address: Via Vetoio 67100 L’Aquila Italy ----------------------------------------------------------------------- Prof. Tobias Kuna Mathematics DISIM University of L'Aquila Email: tobias.kuna(a)univaq.it tobias.kuna(a)posteo.net Address: Via Vetoio 67100 L’Aquila Italy

1 0

4-year PhD program in MODELING AND ENGINEERING RISK AND COMPLEXITY
by Tiziano De Angelis 23 Jun '22

23 Jun '22

Dear all, Please find below information concerning an interdisciplinary 4-year PhD programme that may be of interest to applied probabilists. Best wishes Tiziano *----------------------------* *4-year PhD program in MODELING AND ENGINEERING RISK AND COMPLEXITY (MERC) at SSM, a new School for Advanced Studies of the University of Naples "Federico II"- ITALY* The Call for Applications for the 4 year PhD Program in Modeling and Engineering Risk and Complexity (*MERC*) of the Scuola Superiore Meridionale (*SSM* is a School for Advanced Studies in Naples) is now out and available at http://www.ssm.unina.it/en/phd-scholarships-calls-and-procedures/ We are looking for bright and ambitious students from any area of Mathematics, Physics, Science and Engineering to join this exciting PhD program. *5 + 1 (PA) + 1 (PNRR) fully funded 4-year scholarships are available this year* Each scholarship includes a stipend of EUR 19,000 (net) per year which is increased by 50% when the student is spending time abroad. Students are expected to spend at least 9-12 months abroad during their PhD. Each Scholarship also includes approx EUR 4,000 for research costs/travel per year. Applicants must submit a brief scientific report (description of their MSc thesis work, CV, personal statement and reference letters) following the instructions provided on the website above *by* *no later than August 24th 2022.* Successful candidates will be announced by the end of September 2022 with courses officially starting on November 2, 2022. For any further information please contact the PhD Coordinator, Prof Mario di Bernardo, at merc(a)unina.it or check out the PhD website at: http://www.ssm.unina.it/en/modeling-and-engineering-risk-eng-and-complexity- merc-eng/

1 0

MLDYN2022 - Scuola Normale Superiore, Nov 9-10 2022, Call for papers
by Piero MAZZARISI 21 Jun '22

21 Jun '22

Dear colleagues, We are pleased to announce the 2nd Edition of the School in "Machine Learning of Dynamic Processes and Time Series Analysis” that will be held at Scuola Normale Superiore in Pisa (Italy) on November 9-10, 2022. The School aims to present recent mathematical and data-driven approaches to Machine Learning for time series. In particular, this year, the School will focus on the mathematical and computational aspects of Signatures, Reinforcement Learning, GAN, and Continual Learning. The School includes four mini-courses held by as many keynote speakers and a limited number of contributed talks. Keynote speakers: Davide Bacciu <http://pages.di.unipi.it/bacciu/>, University of Pisa Xin Guo <https://xinguo.ieor.berkeley.edu/>, UC Berkeley Sebastian Jaimungal <https://sebastian.statistics.utoronto.ca/>, University of Toronto Terry Lyons <https://www.maths.ox.ac.uk/people/terry.lyons>, Oxford Man Institute of Quantitative Finance Detailed information on the School and instructions for registration can be found at: https://mldyn2022.wordpress.com <https://mldyn2022.wordpress.com/> (The number of participants in presence is limited to 40 - preference will be given to PhD students and young researchers) The call for abstract/paper submission to be selected for a contributed talk is now open at the following easy-chair link: https://easychair.org/conferences/?conf=mldyn2022 <https://easychair.org/conferences/?conf=mldyn2022> Both registration and submission deadlines are September 15, 2022. To contact the Organizer Committee, please send an email to: mldyn2022(a)gmail.com <mailto:mldyn2022@gmail.com> The organisers, Fabrizio Lillo Giulia Livieri Stefano Marmi Piero Mazzarisi

1 0

Workshop in honor of the 60th birthday of Paolo Dai Pra
by Ida Germana Minelli 20 Jun '22

20 Jun '22

Dear Friends, we are happy to announce the workshop “A journey through complex systems: from interacting particles to games” which will take place in L'Aquila on September 21-24, 2022. The workshop is planned as a hybrid event with on-site participation. The workshop will celebrate the 60th birthday of Paolo Dai Pra through a series of talks that will cover the spectrum of research lines to which Paolo has contributed to. The covered topics include: complex systems in biological and social sciences, geometric and scaling properties of stochastic processes, convergence to equilibrium and functional inequalities for interacting particle systems, mean-field games and stochastic control. For precise details, such as venue, invited speakers, and program, please see our webpage: https://sites.google.com/view/pdp60laquila [https://lh5.googleusercontent.com/-dzBsASZHOsMNkd5Kssvfks4NBKdSfIif3qJsoFnx…]<https://sites.google.com/view/pdp60laquila> Dai Pra's 60th birthday<https://sites.google.com/view/pdp60laquila> This workshop will celebrate the 60th birthday of Paolo Dai Pra through a series of talks that will cover the full spectrum of research lines to which Paolo has contributed with groundbreaking approaches and results. The covered topics include: complex systems in biological and social sites.google.com Participation is free of charge but, for organizational reasons, registration is mandatory. If you wish to participate in-person, we kindly ask you to register by July 31, 2022. The capacity of the conference room is limited and will be allocated on a "first come first serve" basis. We look forward to seeing you in L'Aquila! Best regards, The Organizing Committee Francesca Collet, Marco Formentin, Pierre-Yves Louis, Ida Germana Minelli, Elena Sartori, Marco Tolotti

1 1

One World ABC Seminar - Cosma Shalizi - 23 June - 1.30pm UK time
by Massimiliano Tamborrino 20 Jun '22

20 Jun '22

Dear all, our next and last One World ABC seminar <https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwarwick.a…> of the season is quickly approaching. On Thursday June 23, at 1.30pm UK time, Cosma Shalizi<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.stat.…> will talk about "Matching Random Features", with an abstract reported below. The Zoom link to join the talk is https://bristol-ac-uk.zoom.us/j/99993089580?pwd=NUtzT0VLdGNvb0tJMFRNMXl6SlN…<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fbristol-a…> Password: 486380 We are looking forward to seeing you on Thursday, best wishes, Massimiliano on the behalf of the One World ABC Seminar Organisers Speaker: Cosma Shalizi<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.stat.…>, Carnegie Mellon University Title: Matching Random Features Abstract: We can do statistical inference on simulation models by adjusting the parameters in the simulation so that the values of randomly chosen functions of the simulation output match the values of those same functions calculated on the data. Results from the ”statespace reconstruction” or “geometry from a time series” literature in nonlinear dynamics indicate that just 2d + 1 such functions will typically suffice to identify a model with a d-dimensional parameter space. Results from the “random features” literature in machine learning suggest that using random functions of the data can be an efficient replacement for using optimal functions. In this talk, I sketch some of the key results, present numerical evidence about the new method’s properties, and lay out an agenda for research. Reference: C. Shalizi. A Note on Simulation-Based Inference by Matching Random Features. ArXiv: 2111.09220<https://nam12.safelinks.protection.outlook.com/?url=https%3A%2F%2Farxiv.org…>, 2021. ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

1 0

Seminar in Pisa: Leonardo Maini
by Francesco Grotto 20 Jun '22

20 Jun '22

Dear Colleagues, we would like to invite you to the following seminar by Leonardo Maini (Université du Luxembourg) to be held Wednesday, June 22nd, in Aula Contini, at Scuola Normale Superiore in Pisa. The seminar will take place in full presence (speaker included), but it will be streamed via Google Meets, link below. The organizers, A. Agazzi and F. Grotto -------------------------------------------- Location: *Aula Contini*, Scuola Normale Superiore, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: June 22nd 2022, 14:00-15:00 CET Speaker: Leonardo Maini (Université du Luxembourg) Title: Spectral central limit theorem for additive functionals of Gaussian fields Abstract: We consider a centered, continuous, stationary, Gaussian field on the Euclidean space and a sequence of non-linear additive functionals of the field. Since the pioneering works from the 80s by Breuer, Dobrushin, Major, Rosenblatt, Taqqu and others, central and non-central limit theorems for this kind of functionals have never ceased to be refined. The common intuition is that the limit is Gaussian when we have short-memory and non-Gaussian when we have long-memory and the Hermite rank R is different from 1. Our goal is to show that this can be a misleading intuition. To do that, we introduce a spectral central limit theorem, which highlights a variety of situations where the limit is Gaussian in a long-memory context with R different from 1. Our main mathematical tools are the Malliavin-Stein method and Fourier analysis. The talk is based on a joint work with Ivan Nourdin (University of Luxembourg).

1 0

Reminder - Call for papers - Workshop on 'Model Evaluation and Causal Search: Empirical and Experimental Approaches' - 25-27 September 2022, Pisa (Italy)
by Francesco CORDONI 18 Jun '22

18 Jun '22

Dear colleagues, We would like to invite you to submit your research to our workshop on "*Model Evaluation and Causal Search: Empirical and Experimental Approaches* " hosted by the University of Pisa and Sant'Anna School of Advanced Studies on *25-27 September 2022 in Pisa (Italy)*. If you are interested in presenting, please send your paper to workshop.pisa.2022(a)gmail.com by *30 June 2022*. The organization will sponsor the social dinner and accommodation for the speakers. Each paper will have a discussant. Regular sessions will be introduced by our keynote speakers: *Daniela Puzzello *(Indiana University), *Thomas Lux* (University of Kiel), *Alessio Sancetta* (Royal Holloway, University of London), and *Tobias Henschen* (University of Cologne). A detailed call for papers is attached. Please circulate it among your colleagues, and do not hesitate to contact us should you require additional information. For information visit https://sites.google.com/view/model-evaluation-causal-search/home. Best regards, The Organizing Committee

1 0

Fwd: Postdoc position in random matrix theory
by Bisi, Elia 17 Jun '22

17 Jun '22

FYI ————————— Elia Bisi Assistant Professor (non-TT) Technische Universität Wien Research Unit Mathematical Stochastics https://eliabisi.com ---------- Forwarded message ---------- From: Nicholas Simm <N.J.Simm(a)sussex.ac.uk> Date: 15 Jun 2022, 20:33 +0200 Subject: Postdoc position in random matrix theory Dear colleague, I am writing to advertise an 18 month postdoc position working on random matrix theory and related topics at the University of Sussex in Brighton, UK. The full job advert is: https://www.sussex.ac.uk/about/jobs/research-fellow-in-mathematics-ref-8836 I would be very grateful if you could pass this message on to any potential applicants you might know. Thanks, and best wishes, Nick Simm

1 0

Postdoc Position in Tor Vergata
by Domenico Marinucci 17 Jun '22

17 Jun '22

Dear Colleagues a 2-year postdoc position ("assegno di ricerca terza fascia") in Probability and its Applications is available at the Department of Mathematics of the University of Rome Tor Vergata; the position is partially funded by the MIUR Department of Excellence Programme Math@ToV. The application can be completed online - more information and guidelines can be found at this link: https://pica.cineca.it/uniroma2/ The deadline is July 7 - please feel free to forward this message to those that could be interested, thanks for your attention, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

1 0

(PMS)^2 online talk: Lorenzo Taggi
by Maurizia Rossi 16 Jun '22

16 Jun '22

Dear colleagues, we are happy to announce the following online talk: Speaker: *Lorenzo Taggi* (Università di Roma "La Sapienza") Title: *Macroscopic loops in the Bose gas, Spin O(N) and related models.* Abstract: We consider a system of closed random walks which interact through a potential which depends on their mutual distance. The model is an intriguing mathematical object on its own and is closely related to the probabilistic reformulation of the interacting Bose gas in discrete space, to spin systems and to the dimer model. We study the model in dimension d > 2 and prove the occurrence of a phase transition corresponding to the presence of macroscopic loops, whose length is proportional to the size of the system, as the chemical potential is large enough. For the interacting Bose gas the proof of this phase transition is referred to as Bose-Einstein condensation and is one of the most important open problems in statistical mechanics. Date and time: *Monday June 20, 17:30-18:30 (Rome time zone)*. *Zoom link:* https://us02web.zoom.us/j/81858823936?pwd=dVRQRGcrTzRMMDV1UEJNcHdFN3JyQT09 *ID riunione:* 818 5882 3936 *Passcode:* 058907 This talk is a talk of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards, The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

1 0

Seminario Corrado De Vecchi in Bicocca
by Valeria Bignozzi 16 Jun '22

16 Jun '22

Avviso di seminario 22 Giugno 2022, ore 17:00, Aula seminari 4026, Edificio U7, IV piano Dipartimento di Statistica e Metodi Quantitativi, Università degli Studi di Milano Bicocca Webex Link: https://unimib.webex.com/unimib/j.php?MTID=me35206b954263f324454c6068feb6890 <https://unimib.webex.com/unimib/j.php?MTID=me35206b954263f324454c6068feb6890> Join by meeting number Meeting number (access code): 2740 378 2204 Meeting password: niUrDZVT465 (64873988 from phones) Speaker: Corrado De Vecchi Titolo: ''Robust assessment of life insurance products '' Abstract: Survival probabilities are required in many actuarial evaluations, such as the computation of net premiums in the life insurance business. As the output of a statistical procedure, their estimation is subject to uncertainty. In this article, we propose a robust assessment for the net premium of a standard life insurance contract with respect to the uncertainty on the estimated residual lifetime distribution function. Specifically, we provide a method to derive the range of values that the net premium of a given contract can attain when considering all residual lifetime distribution functions that satisfy an L^2 distance constraint with a reference distribution function. The results obtained in this chapter can be used to obtain a conservative evaluation of the net premium that an insurance company should charge for a life insurance contract in order to avoid financial losses due to unexpected changes in longevity trends. Gli interessati sono cordialmente invitati a partecipare, Cordiali saluti, Valeria ********************************************** Valeria Bignozzi Professore associato di Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie Dipartimento di Statistica e Metodi Quantitativi (DiSMeQ), Università degli Studi di Milano-Bicocca, Edificio U7

1 0

11-month position at DCU
by Paolo Guasoni 13 Jun '22

13 Jun '22

Dear Colleagues, the School of Mathematical Sciences at DCU has a temporary teaching position, advertised at https://www.dcu.ie/hr/vacancies-current-vacancies-external-applicants The deadline is June 24th. Please bring this opportunity to the attention of potential candidates. With best wishes, Paolo Guasoni -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

1 0

bando Rtd-B SSD:SECS-S/06 Università Sapienza di Roma
by Gabriele Stabile 09 Jun '22

09 Jun '22

Il Dipartimento di Metodi e Modelli per l'Economia, il Territorio e la Finanza (MEMOTEF), Facoltà di Economia, Università La Sapienza di Roma, ha bandito una procedura selettiva per la copertura di un posto di *Ricercatore a tempo determinato- tipologia B* per il SSD SECS-S/06 Il bando è reperibile all'indirizzo https://web.uniroma1.it/trasparenza/sites/default/files/Bando_2022RTDB012_r… La scadenza per la presentazione della domanda è il 7 luglio 2022. buona giornata Gabriele Stabile

1 0

Corso "Trasferimento delle Tecnologie Matematiche per l'Innovazione" - Quarta Edizione
by Maurizio Ceseri 08 Jun '22

08 Jun '22

A tutti gli interessati lo Sportello Matematico per l'Innovazione e le Imprese <http://www.sportellomatematico.it/> sta organizzando la quarta edizione del corso in “Trasferimento delle Tecnologie Matematiche per l’Innovazione”. Il corso si svolgerà presso la sede CNR di via dei Taurini 19 a Roma durante il periodo *da lunedì 29 agosto a venerdì 2 settembre 2022*. Il corso è rivolto principalmente a neolaureati in *Scienze Matematiche* e *F**isiche*,* Ingegneria*,* Economia*,* Informatica* e *Statistica*, con l’ *obiettivo* di formare la figura professionale dell’*Esperto in Trasferimento delle Scienze e Tecnologie Matematiche per l’Innovazione* (in breve: Traduttore Tecnologico). Tale figura nasce per facilitare la comunicazione e promuovere collaborazioni tra imprese e centri di ricerca. Grazie alla sua formazione interdisciplinare, il *Traduttore Tecnologico* può dialogare sia con imprese che con Centri di Ricerca specializzati in Tecnologie Matematiche. Facilita l'incontro tra i bisogni tecnologici delle PMI e le competenze nelle Scienze e Tecnologie Matematiche disponibili nel sistema della ricerca pubblica e privata. Promuove un numero crescente di collaborazioni per apportare benefici tangibili alle imprese. *Modalità di presentazione** delle domande* Per procedere con la domanda di partecipazione, è sufficiente compilare il form online a questo link <https://www.sportellomatematico.it/SMII/limesurvey/index.php/93146?lang=it> entro il *22 Luglio 2022*, allegando un proprio CV aggiornato ed una lettera motivazionale <https://cloudiac.rm.cnr.it/index.php/s/ozb6DPtAgnjZeZj> di autopresentazione. Entro il *27 luglio 2022 *verrà comunicato l'esito della selezione e l'eventuale ammissione al corso. La quota di partecipazione per gli ammessi al corso è pari a 150 Euro. Per informazioni: www.corsotraduttoretecnologico.it Grazie in anticipo per la collaborazione, Il Team dello Sportello Matematico *CONTENUTI DEL CORSO* *Tecnologie Matematiche:* cosa sono, come vengono applicate nelle imprese, tendenze del mercato della Ricerca e Innovazione, Prototipazione Virtuale e Digital Twinning. *Trasferimento Tecnologico:* contesto italiano ed internazionale, settori industriali, esperienze di successo e strategie di comunicazione. *Gestione dell'Innovazione:* concetti, fonti, forme, modelli ed ecosistemi dell'innovazione, Open Innovation e rapporto con la Proprietà Intellettuale *Sistemi di Supporto alle Decisioni e Ricerca Operativa:* abilitare il potenziale delle Tecnologie Matematiche nel Management. *Attori e Strutture Organizzative:* Best practices, il ruolo dello Sportello Matematico in Italia ed in Europa. *SBOCCHI E OPPORTUNITÀ PROFESSIONALI* Area *Ricerca e Innovazione* presso imprese manifatturiere e di servizi *Trasferimento Tecnologico* e *Valorizzazione della Ricerca* presso Università e Centri di Ricerca Partecipazione a *Progetti Europei* su Tecnologie Matematiche per l’Innovazione

1 0

Link seminario del Prof. Enrico Scalas
by Luigia Caputo 07 Jun '22

07 Jun '22

************************************************************* AVVISO di Seminario: Martedì 7 giugno 2022 ore 15:30, Aula F Dipartimento di Matematica e Applicazioni, Monte S.Angelo, Università di Napoli FEDERICO II Professor Enrico Scalas Department of Mathematics, University of Sussex Title: Time-Fractional Queuing Systems - Applications in G/G/1 queues and Double Auction models LINK: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… Abstract: We present some generalizations and limit theorems for the time-fractional G/G/1 queue, where arrivals and departures from the system come according to (independent) fractional Poisson processes. We then use some of these generalizations to develop and study a Fractional Double Auction model. This is joint ongoing work with Jacob Butt and Nicos Georgiou ******************************************************************** -- Luigia Caputo Dipartimento di Matematica e Applicazioni Scuola Politecnica e delle Scienze di Base Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081-675671 https://www.docenti.unina.it/luigia.caputo

1 0

Seminar in Pisa: Trishen Gunaratnam
by Francesco Grotto 07 Jun '22

07 Jun '22

Dear Colleagues, we would like to invite you to the following seminar by Trishen Gunaratnam (University of Geneva) to be held tomorrow, Wednesday, June 8th, at Dipartimento di Matematica in Pisa and online via Google Meets. The organizers, A. Agazzi and F. Grotto -------------------------------------------- Location: Sala Seminari, Dipartimento di Matematica, Pisa Google Meet Link: https://meet.google.com/gji-phwo-vbg Time: June 8th 2022, 14:00-15:00 CET Speaker: Trishen Gunaratnam (University of Geneva) Title: Phi 4 via random currents Abstract: The phi 4 model is a simple candidate for a nontrivial euclidean field theory. From the point of view of statistical mechanics, however, it (rigorously or otherwise) exhibits a wide range of beautiful phenomena. I will survey some upcoming joint works with collaborators towards understanding some global probabilistic properties of this model, and highlight some irresistible conjectures. I hope to at least explain a probabilistic representation of correlations via a type of random current representation.

1 0

Seminari generali IAC- Mercoledì 8 Giugno ore 14:30 - Daniela De Canditiis
by Domenico Marinucci 06 Jun '22

06 Jun '22

Cari colleghi vi segnalo l'appuntamento con i "Seminari generali IAC" fissato per Mercoledì 8 Giugno ore 14:30. Il link per seguire il seminario sul Canale Youtube Cnr-IAC è: https://www.youtube.com/watch?v=F6uQpsqgBD8 Speaker: Daniela De Canditiis Titolo: The adaptive Lasso estimator for INAR(p) time series and application to Hawkes processes Abstract: We propose an adaptive Lasso estimator for inferring the fertility function of a Hawkes stationary point process, without any assumption on its form. We study both the numerical and theoretical properties of this estimator. We will show its numerical advantages over the classical CLS estimator and over the non-adaptive Lasso estimator, both in simulation and when applied to a set of epidemiological data. The theoretical properties of this estimator will instead be obtained by embedding this problem in the more general one of estimating the coefficients of an AR(p) model with stationary noise. This last result has its own specific interest because it enlarges the applicability of the adaptive LASSO procedure to the case of more general time series than those usually treated in the literature. Grazie per l'attenzione, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

1 0

Avviso di Seminario
by Enrica Pirozzi 05 Jun '22

05 Jun '22

************************************************************** AVVISO di Seminario: Martedì 7 giugno 2022 ore 15:30, Aula F Dipartimento di Matematica e Applicazioni, Monte S.Angelo, Università di Napoli FEDERICO II Professor Enrico Scalas Department of Mathematics, University of Sussex Title: Time-Fractional Queuing Systems - Applications in G/G/1 queues and Double Auction models Abstract: We present some generalizations and limit theorems for the time-fractional G/G/1 queue, where arrivals and departures from the system come according to (independent) fractional Poisson processes. We then use some of these generalizations to develop and study a Fractional Double Auction model. This is joint ongoing work with Jacob Butt and Nicos Georgiou ******************************************************************** -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

1 0

Probability Seminar in Sapienza - Amine Asselah - 7th of June
by Lorenzo Taggi 03 Jun '22

03 Jun '22

*Tuesday 7th of June, 14:00, Sapienza Università di Roma,** Dipartimento di Matematica, **Sala di Consiglio.* *Speaker:* Amine Asselah (Paris-Est Créteil) *Title:* Visiting a ball for critical branching random walks in d=4 and d>4 *Abstract:* We study a critical branching random walk (BRW) on the Euclidean lattice. We focus on the tail of the time spent in a ball, in particular on the special features of the critical dimension four. We focus on the tail of the number of walks transported by the BRW on the boundary of a distant ball, and on the BRWs localized in a ball.

1 0

SPDEvent
by Lorenzo Zambotti 02 Jun '22

02 Jun '22

---------------------------------------------- Dear colleagues, We are happy to announce the establishment of the SpdePostdocDocEvent (SPDEvent) that will be held in presence at the University of Bielefeld, Germany, September 7-9, 2022. The SPDEvent will provide a platform to young researchers working on stochastic partial differential equations and broadly related fields, allowing them to network, exchange ideas, present their own research and initiate collaborations. The event is meant exclusively for Phd students and Postdocs. All details are provided on the conference web page https://www.uni-bielefeld.de/fakultaeten/mathematik/ag/hofmanova/conference… Limited travel and hotel funding is available and will be allocated on a "first come first serve" basis. We explicitly encourage female researchers to apply. We would appreciate if you would forward this message to anybody who might be interested in attending and are looking forward to welcoming you in Bielefeld, The organizers, Florian Bechtold Stefanie Berkemeier Theresa Lange -- Lorenzo Zambotti Postal Address: Sorbonne Universite', LPSM - Boite courrier 158 4, place Jussieu - 75252 Paris cedex 05, France Bureau n. 22, 2eme etage, tours 16/26, Jussieu E-mail: lorenzo.zambotti(a)upmc.fr https://www.lpsm.paris/users/zambotti/

1 0

Seminar in Padova by Prof. Umut Cetin (in presence and online)
by Giorgia Callegaro 01 Jun '22

01 Jun '22

Dear all, you're invited to the next seminar in Probability and Finance that will take place next Monday, at 4 pm, in hybrid mode. All the details follow: * Speaker: Prof. Umut Cetin (LSE) * Date and time: Monday 6th June 2022, 4pm * Room (Torre Archimede): 1BC45 * Zoom link: please find it here https://www.math.unipd.it/~bianchi/seminari/ * Title: POWER LAWS IN MARKET MICROSTRUCTURE * Abstract: We develop an equilibrium model for market impact of trades when investors with private signals execute via a trading desk. Fat tails in the signal distribution lead to a power law for price impact, while the impact is logarithmic for lighter tails. Moreover, the tail distribution of the equilibrium trade volume obeys a power law. The spread decreases with the degree of noise trading and increases with the number of insiders. In case of a monopolistic insider, the last slice traded against the limit order book is priced at the fundamental value of the asset reminiscent of Kyle (1985). However, competition among insiders leads to aggressive trading, hence vanishing profit in the limit. The model also predicts that the order book flattens as the amount of noise trading increases converging to a model with proportional transactions costs with non-vanishing spread. See you soon, Giorgia -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

1 0

Seminario S Castruccio - Politecnico di Milano
by Laura Maria Sangalli 31 May '22

31 May '22

Si avvisa che in data 07-06-2022, alle ore 15:30 precise presso il Politecnico di Milano, Dipartimento di Matematica, Aula Saleri sesto piano (Edificio 14 - La Nave), nell’ambito delle attività del MOX, si svolgerà il seguente seminario: Stefano Castruccio, University of Notre Dame Titolo: Physics-Informed, Data-Driven and Hybrid Approaches to Space-Time Systems Abstract: In this talk I will discuss two different approaches to characterize space-time systems. This first one is model-driven and loosely inspired by physics, assumes that the system is locally diffusive through a stochastic partial differential equation, and can be efficiently approximated with a Gaussian Markov random field. This approximation will be used to produce a stochastic generator of simulated multi-decadal global temperature, thereby offering a fast alternative to the generation of large climate model ensembles. The second approach is instead data-driven, and relies on (deep) neural networks in time. Instead of traditional machine learning methods aimed at inferring an extremely large parameter space, we instead rely on an alternative fast, sparse and computationally efficient echo state network dynamics on an appropriately dimensionally reduced spatial field. The additional computational time is then used to produce an ensemble and probabilistically calibrate the forecast. The approach will be used to produce air pollution forecasts from a citizen science network in San Francisco and forecasting wind energy in Saudi Arabia. Towards the end of the presentation, I will discuss how these two broad frameworks could be used in synergy to allow for improved predictability and understanding of space-time systems whose physical understanding is currently limited and/or largely influenced by parametrizations. Link: https://mox.polimi.it/mox-seminars/?id_evento=2169 Il link per seguire il seminario online sarà reso disponibile su Link zoom: https://polimi-it.zoom.us/j/91015435557 L’evento è patrocinato da GRASPA https://graspa.org Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it<mailto:laura.sangalli@polimi.it> url: http://mox.polimi.it/~sangalli

1 0

Posizione RTDA in MAT06 Sapienza Roma
by Alessandro Degregorio 31 May '22

31 May '22

Cari tutti, in data odierna è stato pubblicato il Bando n. RTDA/03/2022 PROT. N. 805/2022 della procedura selettiva, per titoli e colloquio, per il reclutamento di* n. 1 ricercatore con rapporto di lavoro a tempo determinato di tipologia “A”*, per l’esecuzione del programma di ricerca relativo al seguente progetto: “Teoria dei processi aleatori” - Settore concorsuale 01/A3, *Settore scientifico-disciplinare **MAT/06*, presso il Dipartimento di Scienze Statistiche, Università di Roma "La Sapienza". Il bando è visionabile sul sito della trasparenza Sapienza al seguente link: https://web.uniroma1.it/trasparenza/bando/191351_rtda/03/2022 Si prega di dare la massima diffusione del presente avviso presso tutti gli interessati. Cordiali saluti, Alessandro De Gregorio

1 0