- Random - Mailing list — Dipartimento di Matematica, UniPI

PhD call in Mathematics [UniTn - UniVr]
by Luca Di Persio 19 May '22

19 May '22

Dear all, this is to announce the following PhD call in Mathematics [jointly steered by the universities of Trento and Verona] https://www.unitn.it/en/ateneo/1956/announcement-of-selection Deadline for application: 6th of June, 2022, hrs. 4.00 PM (Italian time) Do not hesitate to contact me if you would like to have further info. Best, LuCa __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Official UniVr spinoff: www.hpa.ai <http://www.hpa8.com>

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Invito: Padua Probability Seminar: Anna Vidotto - gio 19 mag 2022 9:30AM - 10:30AM (CEST) (random@fields.dm.unipi.it)
by giacomo.giorgio07＠gmail.com 19 May '22

19 May '22

Sei stato invitato al seguente evento. Titolo: [Random] Padua Probability Seminar: Anna Vidotto Dear All: Next Wednesday, Anna Vidotto (Università degli Studi di Napoli Federico II) will give a seminar talk on the Excursion Area of Time Dependent Spherical Random Fields, which will be held in person and online via Zoom. Details: * Date and time: Wednesday, May 25, 2022 at 14.30 pm * Place: room 2AB40 at the Department of Mathematics, University of Padua (Torre Archimede, via Trieste, 63, 35121 Padova) * Zoom link: please visit the webpage https://www.math.unipd.it/~bianchi/seminari/ * Title: On the Excursion Area of Time Dependent Spherical Random Fields * Abstract: In this talk, we consider isotropic and stationary real Gaussian time dependent random fields defined on the two dimensional unit sphere S^2 and we investigate the asymptotic behavior, as T tends to infinity , of the excursion area in S^2 × [0, T... Quando: gio 19 mag 2022 9:30AM – 10:30AM Ora dell’Europa centrale - Roma Informazioni per partecipare: Partecipa con Google Meet https://meet.google.com/zcf-ewjr-tmj?hs=224 Calendario: random(a)fields.dm.unipi.it Chi: * giacomo.giorgio07(a)gmail.com - organizzatore * fischer(a)math.unipd.it * random(a)fields.dm.unipi.it Dettagli evento: https://calendar.google.com/calendar/event?action=VIEW&eid=NzIzcDFkOTZ2amRi… Invito da Google Calendar: https://calendar.google.com/calendar/ Hai ricevuto questo messaggio email di cortesia all'account random(a)fields.dm.unipi.it perché sei uno dei partecipanti a questo evento. Per disattivare la ricezione di aggiornamenti futuri per questo evento, rifiuta l'evento. In alternativa, puoi registrarti per un Account Google in https://calendar.google.com/calendar/ e verificare le impostazioni di notifica per l'intero calendario. Se inoltri questo invito potresti consentire al destinatario di inviare una risposta all'organizzatore e di essere aggiunto all'elenco degli invitati oppure di invitare altre persone indipendentemente dallo stato dell'invito o ancora di modificare la tua risposta. Ulteriori informazioni all'indirizzo https://support.google.com/calendar/answer/37135#forwarding

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Next LTI@UniTO Seminars: May 24, Amit Goyal | May 25, Marco Pagano
by Luca Regis 18 May '22

18 May '22

Dear Colleagues, it is my pleasure to bring to your attention the following two seminars in Quantitative Finance, organised by LTI@UniTO. The seminars can be attended online via Zoom at the links accessible via the buttons below. Best regards, Luca Regis -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis <http://sites.google.com/view/lucaregis> Office: +39 011 670 6065 www.carloalberto.org/lti <http://www.carloalberto.org/lti> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/dxQszhXdTYSeK8TgXWVwPdgch-yVozm308…> <#> LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite you to the following seminars: <#> *May 24, 2022 | 12:00-13:15* *Predicting Corporate Bond Returns: Merton Meets Machine Learning* *Amit Goyal (University of Lausanne)* <#> *Abstract.* We investigate the return predictability of corporate bonds using big data and machine learning. We find that machine learning models substantially improve the out-of-sample performance of stock and bond characteristics in predicting future bond returns. We also find a significant improvement in the performance of machine learning models when imposing a theoretically motivated economic structure from the Merton model, compared to the reduced-form approach without restrictions. Overall, our work highlights the importance of explicitly imposing the dependence between expected bond and stock returns via machine learning and Merton model when investigating expected bond returns. <#> *To attend in person, register here* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/hfP4I4mUbx241x0z60A6739Y-00wYiECyk…> <#> *To attend online, join Zoom Meeting* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/H7wKsG1vuV3OD31wQ_0E5gOGft1OURjriG…> <#> <#> *May 25, 2022 | 12:00 - 13:15* *JAQ of All Trades: Job Mismatch, Firm Productivity and Managerial Quality* *Marco Pagano (University of Naples Federico II)* <#> *Abstract.* Does the matching between workers and jobs help explain productivity differentials across firms? To address this question we develop a job-worker allocation quality measure JAQ by combining employer-employee administrative data with machine learning techniques. The proposed measure is positively and significantly associated with labor earnings over workers’ careers. At firm level, it features a robust positive correlation with firm productivity, and with managerial turnover leading to an improvement in the quality and experience of management. JAQ can be constructed for any employer-employee data including workers’ occupations, and used to explore the effect of corporate restructuring on workers’ allocation and careers. <#> *To attend in person, register here* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/ykATFHYX2laIzxQ_xgRrxeAEz3ksTLnNgK…> <#> *To attend online, join Zoom Meeting* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Qu65mxHMOuyATkYSpHoaTbGG4jZwv1_-MW…> <#> <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/IfoXGKh5By8LrSGugLNRNVSXyH2VOsaTTd…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/8usPEOcCcpYYly0bCauwMS_rfjHMGgHJVt…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +39011 15630 800 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/96qDEBjI389G7GVS3NgHy4QU5ODhiSBUXH…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/NblUBI8B5HmNemhQAOs_hH9Lb0xHqj4qYn…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/rMMfajyr067kRoDawTi2FFsw8dBZwyxWPW…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/0wIj1P36GYdj7O34J7nWI5VyNMMLDGzqBJ…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/-09AvrjEn7eE8yYbc-ZCF8ERm7rdddPHti…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 800 - privacy(a)carloalberto.org To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link https://www.carloalberto.org/privacy/ <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/w47WAYiiyoXuTspFVWdMj21Cro1sSu1S1z…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/VRIj3q-1RFls3KVxbpZF_Uj0ukc9FDmZZHg7…> <#> © 2021 Fondazione Collegio Carlo Alberto

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Fwd: Cross fertilization between Physics and Mathematics
by Gustavo Posta 18 May '22

18 May '22

> Dear colleagues, > > it is our pleasure to announce the conference > > "Cross fertilization between Physics and Mathematics" > an event in honor of Giovanni Jona Lasinio. > > The conference will be held in presence (with online broadcast) > at the Accademia Nazionale dei Lincei on May 25, 2022. > > Starting at 3pm we will have Lectiones Magistrales by > > Bernard Derrida (ENS) > Giovanni Gallavotti (Università La Sapienza) > Martin Hairer (Imperial College) > > Further details, including the registration form and the details of the live broadcast, can be found on the webpage > > https://www1.mat.uniroma1.it/~desole/2022-convegno-gianni/ <https://www1.mat.uniroma1.it/~desole/2022-convegno-gianni/> > > With our best regards, > > the organizing committe: > Lorenzo Bertini, Alberto De Sole, Roberto Longo, Fabio Martinelli, Carlo Presilla ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ----------------------------------------------------------------

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Workshop in memory of Francesca Romana Nardi - 18-22 July 2022
by Gianmarco Bet 18 May '22

18 May '22

Dear colleagues, We are organising a workshop in memory of our colleague and friend Francesca Romana Nardi, who passed away on October 21, 2021. Colleagues from all over Italy and Europe will gather in Florence in the week of July 18-22 to talk about mathematical topics that were very close to her heart. We want to celebrate her life, her scientific contributions, and the warmth that she brought to our community. This 5-day workshop is open to everyone who’s interested. For precise details, such as venue, invite speakers, and program, please see: https://www.eurandom.tue.nl/event/celebrating-francesca/ REGISTRATION (Deadline for registration: June 30) Registration is free of charge. For organizational purposes we kindly ask all participants to fill in the following registration form: https://www.eurandom.tue.nl/registration-francesca-romana-nardi-a-life-in-p… <https://www.eurandom.tue.nl/registration-francesca-romana-nardi-a-life-in-p…> If you would like to participate and you need travel support, we might be able to help you. Please write an email to: nardi.event(a)gmail.com MEMORIAL SESSION On Thursday, July 21, there will be a streamed memorial session in the afternoon (the only online activity of the workshop!). The idea of this session is to give the floor to both participants, and colleagues that cannot join us physically in Florence for this event, who want to share a few personal words, memories or anecdotes about Francesca. Shall you give this short contribution during this memorial session, please contact us before the event at nardi.event(a)gmail.com, we will be happy to schedule your intervention (for which you should consider up to 5 minutes). Please feel free to inform about this session anyone who might be interested in contributing. Kind regards, Gianmarco Bet, on behalf of the organisers, Luisa Andreis, Luca Avena, Gianmarco Bet, Alexandre Gaudilliere, Elisabetta Scoppola, Alessandro Zocca ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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Padua Probability Seminar: Anna Vidotto
by Markus 18 May '22

18 May '22

Dear All: Next Wednesday,*Anna Vidotto* (Università degli Studi di Napoli Federico II) will give a seminar talk on the Excursion Area of Time Dependent Spherical Random Fields, which will be held in person and online via Zoom. Details: * Date and time: Wednesday, May 25, 2022 at 14.30 pm * Place: room 2AB40 at the Department of Mathematics, University of Padua (Torre Archimede, via Trieste, 63, 35121 Padova) * Zoom link: please visit the webpage https://www.math.unipd.it/~bianchi/seminari/ * Title: On the Excursion Area of Time Dependent Spherical Random Fields * Abstract: In this talk, we consider isotropic and stationary real Gaussian time dependent random fields defined on the two dimensional unit sphere S^2 and we investigate the asymptotic behavior, as T tends to infinity , of the excursion area in S^2 × [0, T] at any threshold, covering both cases when the field exhibits short and long memory, that is, integrable and non-integrable temporal covariance. It turns out that the limiting distribution is not universal, depending both on the memory parameters and the threshold. The talk is based on a joint work with D. Marinucci and M. Rossi. On behalf of the organizers, Markus Fischer Dipartimento di Matematica "Tullio Levi-Civita" Università degli Studi di Padova via Tieste, 63 35121 Padova https://www.math.unipd.it/~fischer/

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(PMS)^2 online talk: Sonia Mazzucchi
by margherita Zanella 18 May '22

18 May '22

Dear colleagues, we are happy to announce the following online talk: Speaker: Sonia Mazzucchi (Università di Trento) Title: Chernoff approximations for Feller semigroups in Riemannian manifolds. Abstract: In this talk I shall present the construction of Chernoff approximations for Feller semigroups in Riemannian manifolds of bounded geometry. This result provides approximations for solutions to initial-value problems for parabolic equations with variable coefficients on the manifold. It also yields the weak convergence of particular sequences of random walks on the manifolds to the diffusion processes associated with the elliptic generator. For parallelizable manifolds this result is applied in particular to the representation of the Brownian motion on the manifold as limit of the corresponding random walks. Date and time: Monday May 23, 17:30-18:30 (Rome time zone). Zoom link: https://us02web.zoom.us/j/6815552946 Join our Cloud HD Video Meeting<https://us02web.zoom.us/j/6815552946> Zoom is the leader in modern enterprise video communications, with an easy, reliable cloud platform for video and audio conferencing, chat, and webinars across mobile, desktop, and room systems. Zoom Rooms is the original software-based conference room solution used around the world in board, conference, huddle, and training rooms, as well as executive offices and classrooms. Founded in 2011, Zoom helps businesses and organizations bring their teams together in a frictionless environment to get more done. Zoom is a publicly traded company headquartered in San Jose, CA. us02web.zoom.us 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)

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Summer School on "Online Learning with Applications to Digital Markets"
by Stefano Marmi 17 May '22

17 May '22

Dear colleagues, we would like to draw your attention to the Summer School on "Online Learning with Applications to Digital Markets" 29 August 2022 - 2 September 2022 Centro di Ricerca Matematica "Ennio De Giorgi" and partially supported by the <http://www.crm.sns.it/event/500/%3Ca%20href=%22http://www.phdeconomics.sssu…>*International Doctoral Program in Economics* <http://www.phdeconomics.sssup.it/index.php> of the Scuola Superiore Sant'Anna. to be held at the *Fondazione Conservatorio Santa Chiara, San Miniato, Italy* <http://www.fcsc.it/> in SAN MINIATO (PI) http://www.crm.sns.it/event/500/ Keynote speakers: Nicolò Cesa-BianchiUniversità di Milano Pierre LaforgueUniversità di Milano Deadline for applications: June 30, 2021. Please pass this information on to interested master students, PhD students and postdocs as well as your colleagues! Best regards, Giulio Bottazzi, Daniele Giachini and Stefano Marmi

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assegno di ricerca SECS-S/01 @ Milano-Bicocca
by Francesca Greselin 17 May '22

17 May '22

Buongiorno, è indetto un concorso presso il Dipartimento di Statistica e Metodi Quantitativi dell'Università di Milano-Bicocca relativamente a un* assegno di ricerca biennale (tipo A1 Junior) *in SECS-S/01 sul tema: "Sviluppo di modelli robusti per dati multidimensionali e complessi, e loro applicazioni". Per maggiori informazioni sulle procedure di selezione si invita a visionare il bando <https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a1-a1-typ…> . La scadenza per la presentazione delle domande è il *31 maggio 2022, ore 13:00*. Per informazioni sulle tematiche di ricerca e sui progetti attivi presso il team di ricerca si invita a contattare la sottoscritta ( francesca.greselin(a)unimib.it) Cordiali saluti, Francesca Greselin

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OGGI: seminario su "Comparative gene finding on highly diverse chromosome alleles", Marina Axelson-Fisk 17 May
by Umberto Picchini 17 May '22

17 May '22

/[questo e' il nuovo annuncio di un seminario per //*oggi*//17 Maggio che era stato precedentemente cancellato]/ You are welcome to the next Statistics seminar at Dept of Mathematical Sciences at Chalmers and Göteborg University. On Tuesday May 17, Marina Axelson-Fisk <http://www.math.chalmers.se/~marinaa/> will talk of: ///"Comparative gene finding on highly diverse chromosome alleles" / * * marina axelson-fisk *About the speaker: *Marina Axelson-Fisk <http://www.math.chalmers.se/~marinaa/> is a Professor in Mathematical Statistics at Chalmers and University of Gothenburg. She works mainly within the field of Bioinformatics, with particular focus on stochastic models and algorithms for comparative genomics and cross-species gene finding. She is an associate member of the Linnaeus Centre for Marine Evolutionary Biology (CeMEB), where she is involved in the bioinformatics analysis of a number of newly sequenced Swedish coastal organisms. ** *Abstract:* With the new sequencing technologies, the number of novel genome sequences has exploded. At the same time the genome projects are hampered by the lack of homologies to the novel genome, making it difficult both to properly train genome analysis tools and to assess the results. Moreover, the faster and cheaper sequencing methods come with the cost of data quality, and sequencing and annotation errors that make it into the genome databases are propagated to new genomes, making annotation an even bigger challenge. Methods that can improve the data quality is desperately needed. Here we propose a novel use of comparative gene finding to improve the annotation in organisms with high nucleotide diversity. Comparative gene finding methods utilizes the contrast in sequence similarity between functional and non-functional regions of evolutionary related species. We show how this can be applied to chromosome pair sequences in diploid sequence data. We demonstrate the approach on the highly diverse sea orchid Balanus improvisus using SLAM, a cross-species gene finder that simultaneously annotates and aligns two homologous sequences using Generalized Pair Hidden Markov Models.* * *Feel free to spread this announcement in your network.* * * *Where*: room MVL14 or https://chalmers.zoom.us/j/62177902216 Password: 786749 ** **** *When*: Tuesday May 17 at 14.30-15.30*(Swedish time, UTC+2)*. ** -- _________________________________________________________ Umberto Picchini, Associate Professor, PhD, Docent https://umbertopicchini.github.io/ , twitter: @uPicchini

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Reminder: call for paper - special issue on Applied Stochastic Models in Business and Industry
by Roy Cerqueti 16 May '22

16 May '22

Dear Colleague, apologies for cross-posting. As Guest Editors for the journal "Applied Stochastic Models in Business and Industry" we would like to remind you that the call-for-paper for the Special Issue on PROBABILISTIC AND STATISTICAL METHODS IN COMMODITY RISK MANAGEMENT is currently open. Feel free to circulate this message to your contacts. We look forward to your submissions. Many thanks for your attention. Yours sincerely, Fabio Antonelli, Roy Cerqueti, Alessandro Ramponi, Sergio Scarlatti

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PhD position in dependence modeling and copulas at TU Eindhoven (NL)
by Elisa Perrone 16 May '22

16 May '22

Dear colleagues, The Statistics group at TU Eindhoven (NL) has a vacancy for a Ph.D. position. We are looking for a motivated candidate with a solid theoretical background in Probability/Statistics to join our group and conduct research in the area of dependence modeling and copulas under my supervision. The starting date is flexible, but, ideally, we would like to fill the position by September 1st. Job description and how to apply: https://jobs.tue.nl/en/vacancy/phd-position-in-the-area-of-dependence-model… <https://jobs.tue.nl/en/vacancy/phd-position-in-the-area-of-dependence-model…> Please forward this email to any potential candidate, and reach out to me at e.perrone(a)tue.nl <mailto:e.perrone@tue.nl> for further information on the position. Thanks, and best wishes, Elisa --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology <>elisaperrone.info <http://elisaperrone.info/>

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Seminars in Pisa: L. Andreis and G. Carigi
by Francesco Grotto 16 May '22

16 May '22

Dear Colleagues, we would like to invite you to the following seminars by Luisa Andreis (Università di Firenze) and Giulia Carigi (University of Reading) to be held Wednesday, May 18th, 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: May 18th, 2022, 14:00-15:00 CET Speaker: Luisa Andreis (UniFi) Title:Large deviations for coagulation processes: an approach via graphs Abstract: Interacting particle systems where particles interact via coagulation are of great interest for their various behaviours. In particular, interesting phenomena can occur, depending on the structure of the kernel which is giving a rate to each coagulation. Among these phenomena there is the famous phase transition that goes under the name of gelation, i.e. the appearance of one (or multiple) giant particle(s). Although fluid limits are known for the rescaled version of stochastic coagulation processes (convergence to the Smoluchowski coagulation equation and its modification), very few is known about large deviations and rare events in this framework. In this talk we will explore some connections of these processes with random graphs and how to use this connection to attack the problem of studying large deviations. This also allows a comparison with the phase transition in graphs, where a giant component appears. Some remarks about the possible generalization to coagulation kernels that depend on spatial position will be given. This is based on ongoing joint works with Wolfgang K ̈onig (WIAS and TU Berlin), Tejas Iyer (WIAS), Heide Langhammer (WIAS), Elena Magnanini (WIAS) and Robert Patterson (WIAS). Time: May 18th, 2022, 15:00-16:00 CET Speaker: Giulia Carigi (University of Reading) Title: Ergodic properties for a stochastic two-layer model of geophysical fluid dynamics Abstract: A two-layer quasi-geostrophic model for geophysical flows is studied, with the upper layer being perturbed by additive noise. This model is popular in the geosciences, for instance to study the effects of a stochastic wind forcing on the ocean. A rigorous mathematical analysis however meets with the challenge that the noise configuration is spatially degenerate as the stochastic forcing acts only on the top layer. Exponential convergence of solutions laws is established, implying a spectral gap of the associated Markov semigroup on a space of Hölder continuous functions. Moreover, response theory with respect to changes in the average wind forcing is established. Specifically, it is shown that the averages of a class of observables against the invariant measure are differentiable (linear response) and locally Hölder continuous (fractional response) as functions of a deterministic additive forcing. In doing so, a framework suitable to establish (linear and fractional) response for a class of nonlinear stochastic partial differential equations is provided.

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International Conference in Venice - CALL FOR PAPERS - BLANK
by Monica Billio 14 May '22

14 May '22

21st INTERNATIONAL CONFERENCE CREDIT 2022 *Long Run Risks * Venice, Italy 22 –23 September 2022 * * *GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), *European Investment Bank* (Luxembourg), *European Investment Fund* (Luxembourg) and*Intesa Sanpaolo* (Milan, Italy) are partners in organising a Conference to be held in Venice on September 22-23, 2022. The Conference CREDIT 2022 will bring together academics, practitioners and PhD students working in various areas of financial and credit risk with the aim to create a unique opportunity for participants to discuss research progress and policy and industry-relevant insights as well as directions for future research. CREDIT 2022 is the *twenty-first* in a series of events dedicated to various aspects of credit risk and organised under the auspices of the*Department of Economics *and *VERA - Venice centre in Economic and Risk Analytics for public policies* - of the *Ca’ Foscari University of Venice, ABI - Italian Banking Association, AIAF - Associazione Italiana per l'Analisi Finanziaria*, and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. The theme of this year’s conference brings the attention on long run risks, whose notion is multifaceted, but whose impact is becoming more and more evident and is receiving attention both at political and regulatory level. The organizers encourage submissions on any topic within the overall theme of the conference and in the following areas in particular: • Long Run Risks: Modelling; Backtesting and Validation; ESG Risks for significantly wider time horizons with respect to the most traditional financial risks (Market, Credit, etc.) • Long Run Investments and Portfolios: Illiquidity premium in the short vs the long run; Investment risk in real assets: Focus on Real Estate risk; Investment policies for Insurance and Pension Funds; Private vs Public Markets in long run portfolios, the role of Private Equity and the contribution to Venture Capital; Fintech for Sustainability • Long Run Business Strategies: Sustainability Plans; Restructuring of Production Processes; Mitigation of Climate Physical and Transition Risks • Long Run Climate Policies: New regulatory actions to reduce emissions of air pollutants and greenhouse gases; New financial regulations to promote the Low-Carbon Transition at public and private level • Socio-economic Stability in the Long Run: Inflation dynamics; Impact of transition costs from an economic and social point of view; New measures to manage migrations due to Climate Change • Long Run Market Information and Disclosure: International Financial Reporting Standards; International Accounting Standards; Long Run Financial Regulation (Banks, Insurers, Funds) The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Robert Engle* (Stern Business School, New York University), *Marcin Kacperczyk *(Imperial College London) and*Lucrezia Reichlin* (London Business School). The Conference will also feature panel discussions on researchers', practitioners' and policy makers’ views of the major issues at stake The SCIENTIFIC COMMITTEE for the Conference consists of: *• Stefano Giglio* (Yale School of Management, Programme Chair)* • Monica Billio* (Ca’ Foscari University of Venice & GRETA)* • Francesca Campolongo* (Joint Research Center, European Commission)* • Helmut Kraemer-Eis* (European Investment Fund)* • Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt)* • Elisa Luciano* (University of Torino & Collegio Carlo Alberto)* • Irene Monasterolo* (EDHEC and EDHEC-Risk Climate Impact Institute (ERCII))* • Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR)* • Stephen Schaefer* (London Business School)* • Claudio Tebaldi* (Bocconi University)* * CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2022 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2022*. The final version of accepted papers must be received by August 31, 2022. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2022

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Seminar in Statistics - LARRY GOLDSTEIN
by Pierpaolo De Blasi 13 May '22

13 May '22

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Mercoledi 18 Maggio 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Larry Goldstein* (University of Southern California) Title: *Relaxing Gaussian assumptions in high dimensional statistical procedures* Abstract: The assumption that high dimensional data is Gaussian is pervasive in many statistical procedures, due not only to its tail decay, but also to the level of analytic tractability this special distribution provides. We explore the relaxation of the Gaussian assumption in Single Index models and Shrinkage estimation using two tools that originate in Stein’s method: Stein kernels, and the zero bias transform. Taking this approach leads to measures of discrepancy from the Gaussian that arise naturally from the nature of the procedures considered, and result in performance bounds in contexts not restricted to the Gaussian. The resulting bounds are tight in the sense that they include an additional term that reﬂects the cost of deviation from the Gaussian, and vanish for the Gaussian, thus recovering this particular special case. Joint work with: Xiaohan Wei, Max Fathi, Gesine Reinert, and Adrien Samaurd ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/1t3aC3D1Q6Pr9J5y8 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/83134413513?pwd=ZjZ3TkJub0VZYm0wR213OXR0SmhnUT09> Meeting ID: 831 3441 3513 Passcode: 653689 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Fwd: probability opening
by Faggionato, Alessandra 13 May '22

13 May '22

Ricevo ed inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Christian Maes <christian.maes(a)kuleuven.be> Date: Mon, 9 May 2022 at 10:04 Subject: probability opening To: Christian Maes <christian.maes(a)kuleuven.be> Dear Colleagues i hope this finds you well. Here is an announcement for a job vacancy <https://www.kuleuven.be/personeel/jobsite/jobs/60115431?hl=en&lang=en> at the KU Leuven, *Research professor in Mathematical Analysis, Probability Theory and Random Matrices * https://www.kuleuven.be/personeel/jobsite/jobs/60115431?hl=en&lang=en I would much appreciate you consider forwarding it to interested people, especially to mathematicians who like to be inspired by physics as well. thanks, chr -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Lecturer\Senior Lecturer and PhD positions at Imperial College
by Passeggeri, Riccardo 13 May '22

13 May '22

Dear all, my name is Riccardo Passeggeri and I am a Lecturer (Assistant Professor) in the Department of Mathematics at Imperial College London. There is an open position for Lecturer/Senior Lecturer in Statistics (broadly defined), see the post for details https://www.imperial.ac.uk/jobs/description/NAT01133/lecturersenior-lecture… Moreover, there is an open PhD position in my group, see my website for details https://sites.google.com/site/riccardopasseggeri If you have any questions, please do not hesitate to contact me. Thank you. Best Regards, Riccardo

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Seminario di Michele Aleandri alla Sapienza
by Faggionato, Alessandra 12 May '22

12 May '22

Buongiorno sotto l'annuncio del seminario di Michele Aleandri alla Sapienza. Grazie Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Mercoledì 18 Maggio, ore 16, Sala di Consiglio, Sapienza Università di Roma SPEAKER: Michele Aleandri (Sapienza Università di Roma) TITOLO: Opinion dynamics: conformist and nonconformist interacting agents ABSTRACT: We study two models of binary decisions in a connected network of interacting agents. Individual decisions are determined by social influence, coming from direct interactions with neighbours, and a group level pressure that accounts for social environment. We study the convergence of the mean field variables associated to the processes as the number of agents goes to infinity and we show that propagation of chaos occurs. In the first model, [2], we have a family of conformist or nonconformist agents that interact with each other. When the number of agents is large but fixed, we study the amount of time spent by the mean field variables associated with the process around the stable points of the macroscopic dynamics. In a nonconformist environment, there is a persistent disordered phase where no majority is formed: We show how in this case the introduction of a delay mechanism in the agent’s detection of the global average choice may drastically change this scenario, giving rise to a coordinated self sustained periodic behavior. In the second model, [1], the population is divided into two social groups, each one characterized by its attitude with respect to the other. Agents of the same group interact with each other, while the other group exerts on them a social influence, that may also be null or even negative. We focus in particular on models with Lotka-Volterra type interactions, i.e., models with conformist vs. nonconformist groups. For these models, although the microscopic system is driven a.s. to consensus within each group, a periodic behaviour arises in the macroscopic scale. In order to describe fluctuations between the limiting periodic orbits, we identify a slow variable in the microscopic system and, through an averaging principle, we find a diffusion which describes the macroscopic dynamics of such variable on a larger time scale. [1] Aleandri, M., Minelli, I.G. Opinion dynamics with Lotka-Volterra type of interactions. Electronic Journal of Probability, 24(2019), no.122, 1-31. [2] Aleandri, M., Minelli, I.G. Delay-Induced Periodic Behaviour in Competitive Populations. Journal of Statistical Physics (2021) 186:6 -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminar by Luca Sitzia (UniCredit) in Padova
by Giorgia Callegaro 11 May '22

11 May '22

Dear all, we are happy to announce the following seminar of the cycle "Probability and Finance Seminars" of the Mathematics Department in Padova, which will be given in presence (Torre Archimede, Padova, see below) and online (Via Zoom, see below): * *Speaker*: Luca Sitzia (UniCredit) * *Title*: *A neural network approach for the estimation of mortgage prepayment rates * * *Where: *sala riunioni 701 Torre Archimede, Padova ** When*: 27th May 2022, 4.30 pm. For more details and to get the Zoom link please visit the webpage: https://www.math.unipd.it/~bianchi/seminari/ Hope to see you there, best, Giorgia Callegaro, Marco Formentin and Alessandra Bianchi -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Fwd: Workshop "Junior Female Researchers in Probability", Berlin, Oct 5-7
by Luisa Andreis 11 May '22

11 May '22

Care colleghe e cari colleghi, Vi inoltro l’annuncio per del workshop "Junior Female Researchers in Probability", che si terrà a Berlino ad ottobre e vi prego di diffonderlo con chiunque crediate possa essere interessata. Cordiali saluti, Luisa Andreis —————————————————— Dear colleagues, we would like to draw your attention to the fourth workshop for "Junior female researchers in probability”, 5-7 October 2022. The aim of this workshop is to promote young female researchers by giving them an opportunity to present their own work, build a network and hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Keynote speakers: Sylvie Méléard (École Polytechnique) Silke Rolles (TU Munich) Invited speakers: Alessandra Bianchi (Padova) Lisa Hartung (Mainz) Alexandra Neamtu (Konstanz) Kim Weston (Rutgers) The workshop is planned as an in-person event in Berlin. We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for traveling to Berlin in case we can have a hybrid event. However, please be aware that being unable to travel should not restrain from submitting an abstract. There are special travel grants for female master students interested in gaining some insight into research and getting in touch with researchers. Of course everybody is very welcome to participate, but presentations and financial support are reserved for female participants. Deadline for submission of abstracts and funding requests: June 30, 2021. Please pass this information on to interested master students, PhD students and postdocs as well as your colleagues! More details can be found on our website: https://www.google.com/url?q=https://www.wias-berlin.de/workshops/JFRP22/&s… <https://www.google.com/url?q=https://www.wias-berlin.de/workshops/JFRP22/&s…> Best regards, Peter Bank, Dörte Kreher, Laura Körber, Helena Kremp, Alexandra Quitmann, Isabell Vorkastner, Weile Weng, and Maite Wilke-Berenguer

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Seminario Martin Friesen, domani ore 16:00
by Michele Coghi 11 May '22

11 May '22

Cari colleghi, vi annunciamo il prossimo talk nel ciclo "Trento Probability Seminars" *Asymptotics of stochastic Volterra equations* *Luogo:* l'evento si terrà in presenza in Aula Seminari "-1" a Povo0 e per via telematica attraverso collegamento alla piattaforma Zoom. Per partecipare sarà necessario collegarsi al link seguente ed inserire i codici di accesso (da condividere solo con contatti fidati): https://unitn.zoom.us/j/86014416487 Meeting ID: 860 1441 6487 Passcode: 809071 *Data:* Giovedì 12 maggio *Ore:* 16:00 *Relatore:* - *Martin Friesen* (Dublin City University) *Abstract: *In this talk, we review recent results on the long-time behavior, that is limiting distributions and stationary processes, for stochastic Volterra equations in finite and infinite dimensions. These include the Volterra Ornstein-Uhlenbeck process, affine processes, and Volterra stochastic partial differential equations. Saluti, Michele

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Deadline approaching: A day on random graphs
by mic sal 11 May '22

11 May '22

Dear all, this is to remind you that the deadline for the (free but compulsory) registration to the workshop "A day on Random Graphs" is on the 15th of May. Should you miss the deadline, you can write to salvi(a)mat.uniroma2.it to check if there is still place available. The workshop will take place at Università di Tor Vergata on the 30th of May (see poster in attachment) and is part of the Excellence Program Math@TOV. The invited speakers are Luca Avena (Leiden University) Afonso Bandeira (ETH Zürich) Luca Becchetti (La Sapienza) Julia Komjathy (TU Delft) Luca Trevisan (Bocconi) For more information see http://www.mat.uniroma2.it/~rds/graphs.php . The organizers, Andrea Clementi, Domenico Marinucci, Michele Salvi, Stefano Vigogna

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Seminar in Pisa: Darrick Lee
by Francesco Grotto 10 May '22

10 May '22

Dear Colleagues, we would like to invite you to the following seminar by Darrick Lee (EPFL) to be held tomorrow (May 10th) 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: May 10th, 2022, 14:00-15:00 CET Speaker: Darrick Lee (EPFL) Title: Mapping Space Signatures Abstract: The path signature is a foundational tool in the theory of rough paths. In this talk, we introduce the mapping space signature, a generalization of the path signature to maps from higher dimensional cubical domains, which is motivated by the topological perspective of K. T. Chen. We show that the mapping space signature shares many of the analytic and algebraic properties of the path signature; in particular it is universal and characteristic with respect to a certain equivalence relation on cubical maps. This is joint work with Chad Giusti, Vidit Nanda, and Harald Oberhauser.

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Workshop on Chemical Reaction Networks at Politecnico
by Daniele Cappelletti 09 May '22

09 May '22

Dear all, As announced in a previous email, Politecnico di Torino is organizing the second edition of the *Workshop on Chemical Reaction Networks*, 6-8 July, 2022, Torino, Italy. We are writing to inform you that *the deadline for* *the registration is extended to May 22nd*. You can find more info on the topics covered and on the logistics of the workshop at https://areeweb.polito.it/disma-excellence/events_2022/CRNs_workshop <https://areeweb.polito.it/disma-excellence/events_2022/CRNs_workshop/index.…> Sorry for cross-posting and please forward this info to all potentially interested people you may know, especially to the youngest. With kindest regards, the organizers Daniele Cappelletti Enrico Bibbona Paola Siri

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Seminar by M. Burzoni in Verona (hybrid)
by Alessandro Gnoatto 09 May '22

09 May '22

Matteo Burzoni (University of Milan) will give a talk at the Department of Economics – University of Verona. Date: 11/05/2022 @ 12:00 (Rome Time) Title: On adjusted risk measures Abstract: We introduce different ways of adjusting classical risk measures in different contexts. We mainly discuss the properties of a new class of convex risk measures that robustifies Expected Shortfall by simultaneously controlling the expected losses associated with different portions of the tail distribution. The key element is a benchmark risk profile g which allows, at the same time, to tailor the risk assessment to the specific application of interest. The resulting risk measure is intimately connected with second-order stochastic dominance. A second way of adjusting and robustifying risk measures is presented in a systemic risk framework which is not based on any probabilistic assumption. If you would like to attend via Zoom, please register at the following link, we will send you the login details: https://docs.google.com/forms/d/e/1FAIpQLSeE2_EoaT3z70C7nUzokfeg5PTb5dyDXxZ… <https://docs.google.com/forms/d/e/1FAIpQLSeE2_EoaT3z70C7nUzokfeg5PTb5dyDXxZ…> -- Alessandro Gnoatto Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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PhD position and professor position
by Enrico Priola 06 May '22

06 May '22

Segnalo un messaggio di Markus Riedle (King's College London) Cari saluti Enrico Priola %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear Enrico, I'm writing you to let you know that I am currently looking for a new PhD student. It is a joint position with TU Dresden in Germany: https://www.verw.tu-dresden.de/StellAus/download.asp?file=05-2022\Behme_WIM… If you know a good candidate for this position, please encourage them to apply. On the other side of the career spectrum, our department is currently hiring a professor in probability theory. If you know somebody appropriate, please forward the advert or ask them to get in contact with me for any further questions: https://jobs.kcl.ac.uk/gb/en/job/044648/Professor-Reader-in-Probability Many thanks, Markus %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Enrico Priola Dipartimento di Matematica, Università di Pavia Via Adolfo Ferrata 5, 27100 Pavia tel +39 0382 985639

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Summer School Causal Inference - Trento, 11-15 July 2022
by Claudio Agostinelli 06 May '22

06 May '22

Registration is open for a summer school in *Causal inference* at the university of Trento this 11-15 July! More info at: http://datascience.maths.unitn.it/events/ci2022/ Deadline for registration: 15 June Hope to see you there! Veronica and Claudio

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Seminario di Probabilità - Roma La Sapienza
by Faggionato, Alessandra 05 May '22

05 May '22

Buongiorno, il Prof. Sebastian Andres terrà un seminario in Sala di Consiglio al Dipartimento di Matematica dell' Università La Sapienza , Lunedì 9 Maggio alle ore 16:00 (sotto i dettagli). Grazie dell'attenzione Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%% Time: Monday 9 May 2022, at 16:00 Rome: Sala di Consiglio, Department of Mathematics, Sapienza University of Rome Speaker: Sebastian Andres (Manchester University) Title: First passage percolation with long-range correlations Abstract: In this talk we consider first passage percolation (FPP) with passage times generated by a general class of models with long-range correlations, including discrete Gaussian free fields as a prominent example. We will discuss conditions under which the associated time constant is positive and the FPP distance is comparable to the Euclidean distance. We will also present two applications to random conductance models (RCM) with possibly unbounded and strongly correlated conductances, namely a Gaussian heat kernel upper bound for RCMs with a general class of speed measures, and an exponential decay estimate for the Green function of RCMs with random killing measures. This talk is based on a joined work with Alexis Prévost (Cambridge). -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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seminario G.Ascione - Sapienza 11 maggio
by Luisa Beghin 05 May '22

05 May '22

Buongiorno, vorrei segnalare il seguente seminario: *Mercoledì 11 maggio 2022* Ore 14:30, Aula 34 (quarto piano), Dipartimento di Scienze Statistiche, Sapienza Università di Roma e online al seguente link meet.google.com/dwz-gvib-uoj *Titolo:* A sojourn-based approach to discrete-time semi-Markov decision processes *Speaker*: Giacomo Ascione (Scuola Superiore Meridionale) *Abstract:* Up to now, there is an extensive literature on stepped continuous-time semi-Markov decision processes. Such models generalize the classical continuous-time Markov chain decision processes by allowing for different distributions of interevent times. However, in such models, the decision is always taken in a change of state, so that it influences a priori the distribution of the inter-event times. For such a reason, these models do not allow for decision depending on intermediate observations of the system. In this talk we address the problem of intermediate observations by modelling the system as a finite horizon discrete-time semi-Markov process, thus assuming discrete observations of the system, and allowing possible decisions at each time step. To do this, we first provide an alternative characterization of discrete-time semi-Markov processes in terms of a bivariate Markov chain, involving both the state and the sojourn time of the process. Once this is done, one can use the dynamic programming principle to exploit optimal policies for the discrete-time semi-Markov decision process by resorting to the bivariate Markov formulation. With this approach we are able to exhibit the Bellman’s equation for both the value and the quality function. The latter is then used to develop a model-free reinforcement learning algorithm based on Watkins and Dayan’s Qlearning algorithm, together with a first naive attempt towards a deep reinforcement learning one. Two exploratory toy examples are provided. This is based on a joint work with Salvatore Cuomo from Università degli Studi di Napoli Federico II. Cordiali saluti. Luisa *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Call for Papers International Fintech Research Conference [Politecnico di Milano 27-28 October 2022]
by Luca Di Persio 05 May '22

05 May '22

Dear all. we are glad to announce the following: Call for Papers International Fintech Research Conference Finance, technology, methodologies Fintech Research Network Politecnico di Milano 27-28 October 2022 The Conference aims to put together researchers working in all areas of Fintech (banking, asset management, insurance, payments, capital markets, internet of things) providing a multidisciplinary venue. Contributed papers are welcome in all Fintech research fields such as (but not limited to): theoretical analysis of the fintech domain (finance and economic analysis), machine learning applications to finance, cryptocurrencies, digital currency, cybersecurity, neural networks approaches in FinTech, smart contracts, peer to peer finance, big data analysis, nowcasting, text analysis in finance, blockchain technologies, network analysis in finance, behavioral finance. Keynote speakers: * Petros Dellaportas, UCL-London Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data * Leonardo Gambacorta, Bank of International Settlements, TBD * Mario Wuethrich, ETH-Zurich Discrimination-Free Insurance Pricing * David Yermack, Stern Business School, New York University, TBD The Conference is intended to be the first edition of an annual initiative that will be hosted by the building blocks of a large researchers/universities network. Scientific committee: Emilio Barucci (chair), Andrea Consiglio, Stefania Corsaro, Luca Di Persio, Massimiliano Ferrara, Gianna Figà Talamanca, Paolo Giudici, Daniele Marazzina, Silvia Muzzioli. Deadline for submitting an extended abstract/paper: August 31st, 2022. Please note that, except for the social dinner, no fee is required to conference participation. https://www.fintechlab.it/fintech_conference2022/ The initiative is promoted by: Fintech Research Network https://www.fintechlab.it/network/ The Fintech Research Network is steered by a group of researchers working in all areas of Fintech, whose main aim is to develop proactive research initiatives such as conferences, summer schools, workshops, seminars, research projects within the FinTech framework broadly intended. On behalf of the scientific committee, LuCa __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Official UniVr spinoff: www.hpa.ai <http://www.hpa8.com>

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(PMS)^2 online talk: Michele Salvi - May 9, 17:30
by Maurizia Rossi 04 May '22

04 May '22

Dear colleagues, We are happy to announce the following online talk: Speaker: *Michele Salvi* (Università di Roma "Tor Vergata") Title: *Scale-free percolation mixing time.* Abstract: Scale-free percolation is a spatial inhomogeneous random graph model which features three fundamental properties that are often present in real-world networks: (1) Scale-free: the degree of the nodes follows a power law; (2) Small-world: two far-away nodes have typically a small graph distance; (3) Positive clustering coefficient: two nodes with a common neighbour have a good chance to be linked. We study the mixing time of the simple random walk on this structure in one dimension and depict a rich phase diagram in the parameters of the model. In particular, we prove that the presence of hubs can speed up the mixing of the chain. Joint work with Alessandra Cipriani (UCL). *Date and time:* Monday May 9, 17:30-18:30 (Rome time zone) *Zoom link:* https://us02web.zoom.us/j/6815552946 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) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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[Reminder] A Spring Day in Probability and Statistical Mechanics - 6 Maggio
by Gianmarco Bet 03 May '22

03 May '22

Care colleghe e colleghi, Vi ricordiamo che questo Venerdì 6 Maggio si terrà la decima giornata di seminari: A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 6 May 2022 Lecturers: Nina Gantert (Munich) and Senya Shlosman (Marseille) Location: Anfiteatro (piano terra), Viale Morgagni 65, Firenze Informazioni su come arrivare: https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html <https://www.google.com/url?q=https://www.dimai.unifi.it/vp-285-come-arrivar…> Note pratiche: stiamo prenotando un catering con cibi vegerariani e non, percio` abbiamo bisogno del numero di persone che vogliono partecipare al pranzo. A coloro che fossero interessati (per una migliore organizzazione) chiediamo di compilare il seguente Google Form per indicare l'intenzione di partecipare al pranzo. https://docs.google.com/forms/d/e/1FAIpQLSeOv78KC4hNE_g-Z_hMSctDsxqh0435SUn… <https://docs.google.com/forms/d/e/1FAIpQLSeOv78KC4hNE_g-Z_hMSctDsxqh0435SUn…> PROGRAMMA Prof. Nina Gantert (Technical University of Munich) Title: Mixing times for exclusion processes Prof. Senya Shlosman (CPT Luminy, Marseille) Title: Random surfaces in statistical mechanics Program: 11.00-11.45 Introductory lecture: Gantert 11.45-12.00 Break 12.00-12.45 Seminar: Gantert 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Shlosman 15.15-15.30 Break 15.30-16.30 Seminar: Shlosman Local Organizers: G. Bet, L. Andreis Scientific advisory committee: F. Caravenna, N. Cancrini, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, E. Presutti, B. Scoppola, E. Scoppola. Ricordiamo che ciascun oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alle pagine web https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p… <https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p…> Vi aspettiamo numerosi Gianmarco Bet e Luisa Andreis Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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Assegno di ricerca a Parma
by Davide Addona 03 May '22

03 May '22

Cari tutti, Vi segnalo che al link https://www.unipr.it/node/32439 <https://www.unipr.it/node/32439> È pubblicato il bando per un assegno di ricerca presso il Dipartimento di Scienze matematiche, fisiche e informatiche dell’Università di Parma. Gli argomenti di ricerca sono: - Analisi in dimensione infinita; - Calcolo di Malliavin; - Equazioni differenziali stocastiche. Vi chiedo di diffondere la notizia vai possibili interessati. Grazie Davide Addona

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Course Dmitri Koroliouk: Introduction into Neural Networks and Deep Learning
by mic sal 03 May '22

03 May '22

Dear all, from May 11th until June 30th, Dmitri Koroliouk (Kiev university) will give a course at Tor Vergata university with title Introduction into Neural Networks and Deep Learning The schedule of the course, the venue and the topics treated in each lecture can be found in the file in attachment. This course is part of the Excellence Project Math@TOV. You can find a summary of this and the other events organized by the newly established RoMaDS center at the following link: https://www.mat.uniroma2.it/~rds/events.php .

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Manifestazioni di interesse RTD-B MAT/06 a Parma
by Francesco Morandin 03 May '22

03 May '22

Salve a tutti, vorrei raccogliere manifestazioni di interesse qualificate per una posizione RTD B in probabilità (MAT/06) che potrebbe essere bandita nel prossimo futuro presso il Dipartimento di Scienze Matematiche, Fisiche e Informatiche di Parma. Gli interessati sono incoraggiati a contattarmi, anche per informazioni e chiarimenti. -- Francesco Morandin -- frmor.net Department of Mathematical, Physical and Computer Sciences Parma University -- sfmi.unipr.it To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of. (R.A. Fisher)

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PhD course Long time asymptotic and criticality in random dynamics (Mariani-DiGesù)
by Dario Trevisan 02 May '22

02 May '22

Dear all, during May, prof. Mauro Mariani will be INdAM Visiting Professor at the University of Pisa, and will deliver a the first half of a PhD Course on Long time asymptotic and criticality in random dynamics (abstract below). The second half will be later given by Giacomo di Gesù (Sapienza Università di Roma). The format will be blended, in presence and online using Microsoft Teams. The first lecture is scheduled on Thursday, May 5th, at 11 am, at Aula Seminari of the Department of Mathematics (Largo Bruno Pontecorvo, 5, first floor) and online at the link https://teams.microsoft.com/l/meetup-join/19%3aNPe79QEwg0BQ31oFUsis6tD5qgF2… Dates and times later lectures are possibly subject to changes, but are now tentatively scheduled every Thursday and Friday, 11 am, same room (Aula Seminari), starting from Thursday 12th. No lecture will be delivered on Friday 6th. Please feel free to forward this message to anyone who might be interested, and write me if you want to be added to the Team (to access records of the lectures and further material). Regards, Dario Trevisan %%% Abstract: The qualitative behavior of random evolutions in the long time asymptotic is a classical subject, which has recently found new motivations in high dimensional optimization. The course provides an introduction to classical and recent results concerning the long time behavior of some classes of Markov processes. In the first part, we will introduce some tools typical of potential theory in an elementary context, with focus on the reversibility non-reversibility paradigm. In the second part of the class, we will focus on establishing some recent results for more involved models and infinite-dimensional dynamics. 1. Ergodicity and long time behavior of Markov processes. 2. Potential theory and spectral analysis for processes on graphs. 3. Applications to statistical mechanics models. -- Dario Trevisan, Università degli Studi di Pisa, Dipartimento di Matematica, Largo Bruno Pontecorvo 5, 56127 - Pisa (PI) Italy telephone: (+39) 050 2213832 mobile: (+39) 331 2899761 Skype: dario-trevisan e-mail: dario.trevisan AT unipi.it webpage: http://people.dm.unipi.it/trevisan/

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Procedura selettiva 2022RUA03 - RTDa 13D1
by Alessandra Fabbri Colabich 02 May '22

02 May '22

Buongiorno, è stato pubblicato il Bando relativo all'indizione di una procedura selettiva per posti da Ricercatore a tempo determinato RTD-A, 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.stat.unipd.it/procedura-selettiva-2022rua03 La *scadenza* per la presentazione delle domande è il *30 maggio 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]

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Seminar in Pisa: Jules Pitcho
by Francesco Grotto 02 May '22

02 May '22

Dear Colleagues, we would like to invite you to the following seminar by Jules Pitcho (UZH) to be held this Wednesday (May 4th) 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: May 4th, 2022, 14:00-15:00 CET Speaker: Jules Pitcho (UZH - Universität Zürich) Title: Since the work of Di Perna-Lions and Ambrosio, it is known that the continuity equation with divergence-free Sobolev vector field is well-posed for densities with suitable integrability. At the Lagrangian level, these works translate into a selection principle for integral curves under which uniqueness for almost every initial data is true. Nevertheless, uniqueness of integral curves can fail almost everywhere. The deterministic technique used to construct such divergence-free Sobolev vector fields and non-unique integral curves go by the name of convex integration: we will explain some of the ideas underlying this technique. We will conclude by arguing that for rougher vector fields, a genuinely stochastic behaviour of integral curves is to be expected: we should not hope for an almost everywhere selection principle for integral curves.

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First Italian School on Geometric Deep Learning
by c.ceci＠unich.it 30 Apr '22

30 Apr '22

We are delighted to announce that the "First Italian School on Geometric Deep Learning" will take place in Pescara, Italy, from 25th to 28th of July, 2022. The school will be held in person. https://www.sci.unich.it/geodeep2022/ for details. Confirmed teachers are Michael Bronstein, Cristian Bodnar and Francesco Di Giovanni. They will introduce the mathematical foundations of geometric deep learning, discuss the current state of the art, and highlight future research directions and open problems. The intended audience includes PhD students in Computer Science, Mathematics, Physics and Statistics, as well as postdoctoral fellows and young researchers. Any quantitative-oriented student is welcome, and a list of prerequisites will be provided. Limited funding is available to partially support selected students. The application form, as well as additional information and updates, can be found on the webpage https://www.sci.unich.it/geodeep2022. The deadline for registration is 15th of June, but for organizing reasons we ask you to register as soon as possible. No payment is required at registration time. Please spread the news to everybody potentially interested. We look forward to seeing you in Pescara! The organizers, Gianluca Amato Daniele Angella Claudia Ceci Rita Fioresi Luigi Ippoliti Francesco Morandin Maurizio Parton Francesca Scozzari

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PhD call in Modeling and Data Science at the University of Turin
by Elvira Di Nardo 30 Apr '22

30 Apr '22

There are 6 fully funded PhD scholarships in the framework of the PhD in Modeling and Data Science at the University of Turin (Italy), coordinator Prof. Laura Sacerdote (one scholarship is reserved to the project founded by Hub Editoriale, see the list of projects below). The scholarship is for three years, starting from 1st November 2022. The PhD program is interdisciplinary, and it involves branches of mathematics, informatics, economics, statistics, and physics. Website of the PhD: *https://dottorato-mds.campusnet.unito.it/do/home.pl <https://dottorato-mds.campusnet.unito.it/do/home.pl>* The official language is English. The call is now open. All interested candidates have to submit their application online: *https://www.phd.unito.it/do/home.pl/View?doc=Submitting_your_application.html <https://www.phd.unito.it/do/home.pl/View?doc=Submitting_your_application.ht…>* Deadline for applying is *31st May 2022, h 12:00 noon (CEST Time)* Notice that the application requires two reference letters, which should be submitted via the same link *by the referees before the application deadline*. The referees will be able to submit their letters only after the candidate has input all the required information and closed their (part of the) application. If the letters are not submitted by the deadline the application will not be valid. The positions are assigned to specific research projects which are discussed during the interview together with the related scientific skills. The list of the available projects - with a short description - is available at the following link (the project funded by Hub Editoriale is the last on the list) https://dottorato-mds.campusnet.unito.it/do/home.pl/View?doc=/content/Proje… More information, including the official call and all relevant deadlines, at the following link https://www.dottorato.unito.it/do/home.pl/View?doc=Bando_XXXVIII_ciclo.html where any additional scholarships and apprenticeship contracts (Legislative Decree no. 81/2015 art.45), which may become available after the publication of the call, will be also announced until the deadline. Please feel free to circulate this message to potentially interested people. Kind regards EDN -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Fwd: Summer School + workshop on Reaction Networks
by Siri Paola 28 Apr '22

28 Apr '22

Dear all, Politecnico di Torino is organizing the second edition of the following two events on Chemical Reaction Networks 1) Summer School on Stochastic Reaction Networks,10-16 July, 2022, Torgnon, Aosta Valley, Italy Instructors: David F Anderson (University of Wisconsin, Madison, US), L. Popovic (Concordia University, Montreal, CA). More info at https://areeweb.polito.it/disma-excellence/events_2022/CRNs/index.html 2) Workshop on Chemical Reaction Networks, 6-8 July, 2022, Torino, Italy This second event is taking place at Politecnico di Torino, and will cover both stochastic and deterministic Chemical Reaction Networks, modelling and inference. More info at https://areeweb.polito.it/disma-excellence/events_2022/CRNs_workshop/index.… Sorry for cross-posting and please forward this info to all potentially interested people you may know, especially to the youngest. With kindest regards, the organizers Daniele Cappelletti Enrico Bibbona Paola Siri Paola Siri Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino [cid:CE94D5CE-9C91-4F1E-9103-B02B2933C421]

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

27 Apr '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)*. 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). The organization will sponsor the social dinner and accommodation for the speakers. 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 updated information visit https://sites.google.com/view/model-evaluation-causal-search/home If you are interested in presenting, please send your paper to workshop.pisa.2022(a)gmail.com *by 30 June 2022.* Best regards, The Organizing Committee

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Corso Natesh PILLAI
by Matteo Ruggiero 26 Apr '22

26 Apr '22

Cari colleghi, nell’ambito del programma di Visiting Professors della Laurea Magistrale in Stochastics and Data Science dell’Università di Torino (programma completo alla pagina https://www.master-sds.unito.it/go/visiting) con piacere annunciamo il seguente corso: -------------------------------------- Natesh PILLAI (Harvard University) FUNDAMENTALS OF MARKOV CHAIN MONTE CARLO Syllabus • Discrete Markov chains: Ergodicity calculations, aperiodicity, irreducibility, recurrence, transience, reversibility, spectral gap. • Review of basic algorithms and concepts: MH, Langevin, HMC, Diffusions, Brownian motion, Gibbs Samplers, Generators of Diffusions • Mixing times: basic coupling arguments, Path coupling and Dirichlet forms/comparison arguments, CFTP, Peskun Ordering • Geometric Ergodicity, Drift minorization argument • Optimal Scaling • Adaptive Markov chains • Data Augmentation Gibbs Sampler -------------------------------------- Il corso si svolgerà online secondo il seguente calendario - mar 3 Maggio, h.14-16 - mer 4 Maggio, h.16-18 - mar 10 Maggio, h.14-16 - mer 11 Maggio, h.16-18 - mar 17 Maggio, h.14-16 - mer 18 Maggio, h.16-18 - mar 24 Maggio, h.14-16 Il corso è rivolto agli studenti della Laurea Magistrale ma la partecipazione è aperta a tutti gli interessati, tramite le seguenti riunioni Webex valide rispettivamente per le lezioni del martedì e del mercoledì: https://unito.webex.com/unito/j.php?MTID=me190fb3e66a07ce53d1ccfd1937badcd Numero riunione: 2731 419 2237 Password: PpQ3inZbq24 https://unito.webex.com/unito/j.php?MTID=m24bd3967fbb95df04993f896a1cb6289 Numero riunione: 2732 576 2484 Password: pCGempDu362 Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Three fully funded PhD positions @Sussex
by Enrico Scalas 26 Apr '22

26 Apr '22

Dear colleagues, At the Department of Mathematics, University of Sussex, we have three fully funded PhD positions. Please see the links below for details and feel free to circulate this message to potentially interested people. Bayesian inference of discretely observed diffusions https://www.sussex.ac.uk/study/fees-funding/phd-funding/view/1441-EPSRC-DTP… Nonlinear problems related to traction force microscopy https://www.sussex.ac.uk/study/fees-funding/phd-funding/view/1443-EPSRC-DTP… Large N limit of gauge theories https://www.sussex.ac.uk/study/fees-funding/phd-funding/view/1440-School-of… Best regards, Enrico Scalas

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seminario: "Comparative gene finding on highly diverse chromosome alleles", Marina Axelson-Fisk 26 April
by Umberto Picchini 26 Apr '22

26 Apr '22

You are welcome to the next Statistics seminar at Dept of Mathematical Sciences at Chalmers and Göteborg University. On Tuesday April 26, Marina Axelson-Fisk <http://www.math.chalmers.se/~marinaa/> will talk of: ///"Comparative gene finding on highly diverse chromosome alleles"/ / / //*About the speaker: *Marina Axelson-Fisk <http://www.math.chalmers.se/~marinaa/> is an Assc. Professor in Mathematical Statistics at Chalmers and University of Gothenburg. She works mainly within the field of Bioinformatics, with particular focus on stochastic models and algorithms for comparative genomics and cross-species gene finding. She is an associate member of the Linnaeus Centre for Marine Evolutionary Biology (CeMEB), where she is involved in the bioinformatics analysis of a number of newly sequenced Swedish coastal organisms. ** *Abstract:* With the new sequencing technologies, the number of novel genome sequences has exploded. At the same time the genome projects are hampered by the lack of homologies to the novel genome, making it difficult both to properly train genome analysis tools and to assess the results. Moreover, the faster and cheaper sequencing methods come with the cost of data quality, and sequencing and annotation errors that make it into the genome databases are propagated to new genomes, making annotation an even bigger challenge. Methods that can improve the data quality is desperately needed. Here we propose a novel use of comparative gene finding to improve the annotation in organisms with high nucleotide diversity. Comparative gene finding methods utilizes the contrast in sequence similarity between functional and non-functional regions of evolutionary related species. We show how this can be applied to chromosome pair sequences in diploid sequence data. We demonstrate the approach on the highly diverse sea orchid Balanus improvisus using SLAM, a cross-species gene finder that simultaneously annotates and aligns two homologous sequences using Generalized Pair Hidden Markov Models.* * *Feel free to spread this announcement in your network.* * * *Where*: room MVL14 or https://chalmers.zoom.us/j/62177902216 Password: 786749 ** **** *When*: Tuesday 26 April at 14.30-15.30*(Swedish time, UTC+2)*. ** -- _________________________________________________________ Umberto Picchini, Associate Professor, PhD, Docent https://umbertopicchini.github.io/ , twitter: @uPicchini

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Postdoc position at Luiss
by Marco Scarsini 25 Apr '22

25 Apr '22

The Department of Economics and Finance at Luiss University has issued a call for a postdoc position in “Learning in Strategic and Stochastic Environments.” https://economiaefinanza.luiss.it/en/research/research-grants/research-gran… The ideal candidate is engaged in research at the interface of game theory, machine learning, stochastic methods, optimization, theoretical computer science, and economic theory. Although the position is not related to any specific research project, the candidate is expected to interact with the faculty having similar research interests. The postoc is expected to start in January 2023. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss University Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Webinar PRISMA
by c.ceci＠unich.it 25 Apr '22

25 Apr '22

Buongiorno a tutti, abbiamo il piacere di annunciare i prossimi Webinars promossi dal Gruppo UMI-PRISMA: Lunedi’ 2 maggio 2022 ore 16-17 LAURA SACERDOTE TITOLO: Input-output consistency in Integrate and Fire neuronal networks ABSTRACT: Models of neurons aim to describe the information transmission within a neural network. Some models are mathematically tractable with the introduction of strong simplifications, ignoring the involved biophysicalfeatures of the single units. Others are very faithful to reality at the price of very complex mathematical descriptions. Models are then used to describe networks, often through simulations. The appearance of particular patterns in the trains of spikes is then used to compare with observed data or to switch from microscopic to macroscopic analysis. In this framework, it is essential to guarantee the reliability of the output of the model and often scientists compare the output of the models with real data. However, when the models are used to reproduce networks the output of some neurons becomes the input of a successive layer of neurons. This fact opens a problem of consistency between input and output of layers of neurons. To the best of our knowledge, this problem has not yet been deeply investigated. Here, we consider the simplest Stochastic Integrate and Fire model and we try to characterize the features of its input in such a way to re-obtain the same features in the output. In particular, we focus on the tail properties of ISIs distribution. Observed data suggest the presence of heavy tails for this distribution. Using the Stochastic Integrate and Fire paradigm for the neurons of the network we study how such features can be transmitted from the network. In this framework we introduce a particular class of multivariate distributions, i.e. the regularly varying distributions. We show that assuming that the input to a neuron is a regularly varying random vector and that successive ISIs of a neuron are asymptotically independent thenthe resulting output is a regularly varying random variable. The talk is based on a joint work with Petr Lansky and Federico Polito. Ore 17-18 BRUNO TOALDO TITLE: Semi-Markov processes, their exit times and non-local equations ABSTRACT: We introduce the theory of semi-Markov processes and their interplay with non-local equations. Particular attention will be devoted to the theory of exit times from sets and the connection with boundary value problems, e.g., on a time-dependent parabolic domain. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ad685b25ed15f4821ac5168e63cf9… Tutte le informazioni sono reperibili anche alla pagina http://www.umi-prisma.polito.it/webinars.html Grazie per l’attenzione, Claudia Ceci e Domenico Marinucci Claudia Ceci Dipartimento di Economia Universita' "G. d'Annunzio" di Chieti-Pescara V.le Pindaro 42 65127, Pescara, ITALY c.ceci(a)unich.it

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Seminars in Pisa: A. P. Todino and F. Pistolato
by Francesco Grotto 25 Apr '22

25 Apr '22

Dear Colleagues, we would like to invite you to the following seminar by Anna Paola Todino (Università Milano Bicocca) to be held this Wednesday (April 27th) at Dipartimento di Matematica in Pisa and online via Google Meets. After the seminar, in the same location (on site and online), Francesca Pistolato (future PhD student at Université du Luxembourg) will give a short talk, details below. 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: April 27th, 2022, 14:00-15:00 CET Speaker: Anna Paola Todino (UniMiB) Title: Alternative forms of random spherical harmonics Abstract: In the last decade, lot of efforts have been devoted to the analysis of the high-frequency behaviour of geometric functionals (Lipschitz-Killing Curvatures) for the excursion sets of random eigenfunctions on the unit sphere (spherical harmonics). The asymptotic behavior of their expected values and variances have been investigated and quantitative central limit theorems have been established in the high energy limits. In order to generalize these results, a local study was also introduced by considering subdomains of the sphere. This topic is linked to Berry's conjecture on planar random waves and finds its motivation in cosmological applications. Another interesting issue concerns the Gaussianity hypothesis of the random field. In this direction we introduce a model of Poisson random waves on the 2-dimensional sphere and we study Quantitative Central Limit Theorems when both the rate of the Poisson process and the energy (i.e. frequency) of the waves (eigenfunctions) diverge to infinity. We consider finite-dimensional distributions, harmonic coefficients and convergence in law in functional spaces, and we investigate carefully the interplay between the rates of divergence of eigenvalues and Poisson governing measures. Time: April 27th, 2022, 15:00-15:30 CET Speaker: Francesca Pistolato Title: A Small-Scale Reduction Principle for the Nodal Length of Monochromatic Random Waves Abstract: We prove an asymptotic mean square equivalence between the nodal length of monochromatic random waves and their sample trispectrum in the small-scale regime. We make use of coupling techniques for non-stationary Gaussian fields, and the so-called Small-Scale Central Limit Theorem for the nodal length, both proved by Dierickx, Nourdin, Peccati, Rossi in 2020. Consequently, we deduce the conjectured equivalence from the analogous one for Berry's random wave model, proved by Vidotto in 2020.

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A spring day in Probability and Statistical mechanics-6 maggio 2022
by Luisa Andreis 22 Apr '22

22 Apr '22

Carissimi, Vi annunciamo con enorme piacere che riprenderanno le giornate di incontri nate su iniziativa della nostra collega ed amica Francesca Romana Nardi. Prossimamente si terrà la decima giornata di seminari: A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 6 May 2022 Lecturers: Nina Gantert (Munich) and Senya Shlosman (Marseille) Location: Anfiteatro (piano terra), Viale Morgagni 65, Firenze Informazioni su come arrivare: https://www.dimai.unifi.it/vp-285-come-arrivare-how-to-get.html <https://www.google.com/url?q=https://www.dimai.unifi.it/vp-285-come-arrivar…> Note pratiche: stiamo prenotando un catering con cibi vegerariani e non, percio` abbiamo bisogno del numero di persone che vogliono partecipare al pranzo. A coloro che fossero interessati (per una migliore organizzazione) chiediamo di compilare il seguente Google Form per indicare l'intenzione di partecipare al pranzo. https://docs.google.com/forms/d/e/1FAIpQLSeOv78KC4hNE_g-Z_hMSctDsxqh0435SUn… <https://docs.google.com/forms/d/e/1FAIpQLSeOv78KC4hNE_g-Z_hMSctDsxqh0435SUn…> PROGRAMMA Prof. Nina Gantert (Technical University of Munich) Title: Mixing times for exclusion processes Prof. Senya Shlosman (Aix Marseille Université, Skolkovo Institute of Science and Technology) Title: t.b.a. Program: 11.00-11.45 Introductory lecture: Gantert 11.45-12.00 Break 12.00-12.45 Seminar: Gantert 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Shlosman 15.15-15.30 Break 15.30-16.30 Seminar: Shlosman Local Organizers: G. Bet, L. Andreis Scientific advisory committee: F. Caravenna, N. Cancrini, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, E. Presutti, B. Scoppola, E. Scoppola. Ricordiamo che ciascun oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alle pagine web https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p… <https://sites.google.com/unifi.it/florence-probability-group/home/days-in-p…> Vi aspettiamo numerosi Gianmarco Bet e Luisa Andreis Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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Seminar: Antonio Lerario at Tor Vergata
by mic sal 22 Apr '22

22 Apr '22

Dear all, next Friday, April 29th, Antonio Lerario (SISSA) will give a seminar about "The zonoid algebra". Abstract: In this seminar I will discuss the so called "zonoid algebra", a construction introduced in a recent work (joint with Breiding, Bürgisser and Mathis) which allows to put a ring structure on the set of zonoids (i.e. Hausdorff limits of Minkowski sums of segments). This framework gives a new perspective on classical objects in convex geometry, and it allows to introduce new functionals on zonoids, in particular generalizing the notion of mixed volume. Moreover this algebra plays the role of a probabilistic intersection ring for compact homogeneous spaces. Joint work with P. Breiding, P. Bürgisser and L. Mathis. The seminar will take place in Aula De Blasi, Università Tor Vergata, at 14h00. We encourage in-person partecipation, but should you unable to come here is the link to the event on Teams: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project Math@TOV. You can find a schedule with the next events at the following link: https://www.mat.uniroma2.it/~rds/events.php .

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