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Seminar announcement
by Marco Scarsini 19 Feb '21

19 Feb '21

Thursday, 25 February, 17:00 CET *Daniela Saban,* Stanford University Online Assortment Optimization for Two-sided Matching Platforms <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAwDSAUFBQBOVgFdBQs> Discussants: Will Ma and Antoine Désir The paper can be found here <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3712553>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUFBQBOVgFdBQs> The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/prossimi-seminari>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Padova Online Seminar by Luca Avena (Leiden University) [Friday, Feb. 26 at 14.30]
by alessandra bianchi 19 Feb '21

19 Feb '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on February 26 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Luca Avena (Leiden University) Title: Node immunization in networks: a scalable searching algorithm based on random rooted forests 26 FEBRUARY (Friday) - 14:30 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: We are interested in the so-called multiple-node immunization for complex networks under attack of a viral agent. The latter is a hot topic in network science and it consists of identifying and removing a set of nodes of a given size in a graph to maximally impede the agent spread. Several approaches have been proposed in the literature based on numerical and theoretical insights on how classical models for virus spread (so-called compartmental models) evolve on graphs. Based on the stability analysis of these compartmental models, the maximal eigenvalue of the adjacency matrix of the graph has been proposed as a measure for how resilient the network is. Thus one of the most common approaches for immunization consists in identifying the set of nodes of a given cardinality, for which the reduced network, obtained by removing these nodes, has minimal largest eigenvalue. This optimization problem turns out to be a computationally hard problem in the well known NP class and the available exact or proxy algorithms offer good solutions and performances only for small data sets. We propose a novel randomized flexible method to efficiently identify these sets of nodes based on random walk kernels and random rooted forests. We explain the theoretical results underlying the method, and present experimental results where we test method and performances on classical synthetic and real-world benchmarks. Joint work with Michael Emmerich, Alex Gaudilliere and Irina Gurewitsch -- 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/

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Webinar in Statistics YUN WEI - 26/2, ore 17
by Pierpaolo De Blasi 19 Feb '21

19 Feb '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 26 Febbraio 2021, alle ore 17:00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Yun Wei (*Samsi and Duke University, USA) Title: *Obtaining faster convergence rates in finite mixture models by taking repeated measures* Zoom link: https://us02web.zoom.us/j/89954920036?pwd=dndsQnZqQ2crZzVlRW1pM0Q2RGo1Zz09 Meeting ID: 899 5492 0036 Passcode: 418668 Abstract: It is known that some finite mixture models suffer from slow rates for estimating the component parameters. Examples are mixtures of the weakly identifiable families in the sense of [Ho and Nguyen 2016]. To obtain faster parameter convergence rates, we propose to collect more samples from each mixture component, hence each data is a vector of samples from the same mixture component. Such a model is known in the literature as a finite mixture model of repeated measures, which has been applied in psychological study and topic modeling. This model also belongs to the mixture of product distributions, with the special structure that the product distributions in each mixture component are also identical. In this setup, each data consists of conditionally independent and identically distributed samples and thus is an exchangeable sequence. We show that by taking repeated measures (collecting more samples from each mixture component), a finite mixture model that is not originally identifiable becomes identifiable. Moreover, the posterior contraction rates for the parameter estimation are also obtained, demonstrating that repeated measures are beneficial for estimating the component parameters. Our results hold for general probability families including all regular exponential families and can also be applied to hierarchical models. The key tool to develop the results is by establishing an inverse inequality to upper bound a suitable distance between mixing measures by the total variational distance between the corresponding mixture densities. Based on joint work with Xuanlong Nguyen (University of Michigan). ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats in collaborazione con il Collegio Carlo Alberto e rientra nel Complex Data Modeling Research Network midas.mat.uc.cl/network Cordiali saluti, 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: PhD at the Scuola Normale Superiore (Pisa, Italy). Call 2021-2022
by Fabrizio Lillo 18 Feb '21

18 Feb '21

The call for applications to the 2021/2022 PhD program in *Computational Methods and Mathematical Models for Sciences and Finance* at the Scuola Normale Superiore, Pisa, see https://www.sns.it/en/computational-methods-and-mathematical-models-for-sci… ., is available here https://www.sns.it/en/admissions/phd/how-to-apply-for-the-phd-courses Please distribute this information to potentially interested candidates. Thank you very much in advance. ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Fwd: [owps] One World Probability Seminar Thursday February 18, 2021
by Faggionato, Alessandra 17 Feb '21

17 Feb '21

Buongiorno, inoltro l'annuncio del OWPS di domani. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 17 feb 2021 alle ore 10:50 Subject: [owps] One World Probability Seminar Thursday February 18, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speaker in the One World Probability Seminar is (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-16:00 UTC) Speaker: Richard Kenyon (Yale) Title: The multi-tiling model Abstract: Given a graph G and collection of connected subgraphs T (called tiles), we consider covering G with copies of tiles in T so that each vertex of G is covered with a predetermined multiplicity. The multitiling model is a natural probability measure on such configurations. In the limit of large multiplicities we compute the asymptotic growth rate of the number of multitilings: the free energy of the multitiling model. We will show that the individual tile densities tend to a Gaussian field with respect to an associated discrete Laplacian. We also find an exact discrete Coulomb gas limit when we vary the multiplicities. This is joint work with Andrei Pohoata (Yale). Please note: Richard Kenyon will be giving both talks in the session. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/83228198137?pwd=QUxhM1NXdlFTOGxvc09IUGIvenBxUT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 832 2819 8137 Passcode: 029896 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Workshop "Bayesian Inference in Stochastic Processes - Online", 27-28 May 2021
by elisa varini 17 Feb '21

17 Feb '21

On behalf of the Scientific and Organising Committees we are pleased to inform you that the Twelth Workshop on “*Bayesian Inference in Stochastic Processes (BISP12)*” will be held *online* on *27-28 May 2021* (afternoons, Central European Summer Time). Attendance is free of charge but registration is required (and limited to 150 people). As in the past, the workshop will provide an opportunity to review, discuss and explore directions of development of Bayesian Inference in Stochastic Processes. Ten presentations by young scientists have been scheduled this year, followed by an in-depth discussion by senior scholars in the field. The workshop is organised by CNR-IMATI (Milano), www.imati.cnr.it. Information on programme, website and registration will be available in early Spring. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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Pisa Online Seminars - Renaud Raquépas (Tuesday, Feb. 23 at 16:00)
by Giacomo Filippo Di Gesu 16 Feb '21

16 Feb '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The talk will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Feb. 23, 16:00 Speaker: Renaud Raquépas (McGill University Montréal and Université Grenoble Alpes) Title: Entropy production in nondegenerate diffusions: the large-time and small-noise limits Abstract: Entropy production (EP) is a key quantity originating from thermodynamics and statistical physics which quantifies the irreversibility of the time evolution of physical systems. I will start with a general introduction to the different approaches to defining EP. Then, I will focus on the context of nondegenerate diffusions and I will describe the large-deviation properties of EP as time goes to infinity. Finally, I will discuss the behaviour of the corresponding rate function as the intensity of the noise goes to zero. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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Sussex probability seminar
by Enrico Scalas 15 Feb '21

15 Feb '21

Dear Colleagues, On Monday 22nd February at 11am UK time, Minmin Wang (Department of Mathematics, University of Sussex) will present a seminar on k-cut model for the Brownian Continuum Random Tree Paper: https://arxiv.org/abs/2007.11080 If you are interested in joining the seminar, please contact Dr Wang at: minmin.wang(a)sussex.ac.uk. Best regards, Enrico Scalas

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Fwd: Funded PhD positions at University College Dublin
by Bisi, Elia 12 Feb '21

12 Feb '21

Dear colleagues, Applications are open for PhD scholarships in Maths & Stats at University College Dublin — see announcement below. Possible projects in probability will be supervised by Neil O’Connell. Cheers, Elia Bisi ————————— Elia Bisi Assistant Professor (non-TT) Vienna University of Technology (TU Wien) Research Unit Mathematical Stochastics https://eliabisi.com ---------- Forwarded message ---------- From: Neil O'Connell <neil.oconnell(a)ucd.ie> Date: 12 Feb 2021, 16:46 +0100 To: Neil O'Connell <neil.oconnell(a)ucd.ie> Subject: Funded PhD positions at University College Dublin Dear colleagues, I would be grateful if you could forward the announcement below to any suitable mailing lists or students who might be interested: Applications are invited for the UCD School of Mathematics and Statistics Research Demonstratorship scholarship scheme. These scholarships fund up to 4 years full-time PhD research, beginning on 1st September 2021. The closing date for applications is March 9th 2021 with results anticipated by early April 2021. Details on the scholarships and the application process are available at www.ucd.ie/mathstat/study/researchdegrees/rd2021<http://www.ucd.ie/mathstat/study/researchdegrees/rd2021>. Best regards, Neil O'Connell

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Gubinelli graduate course
by Stefania Ugolini 12 Feb '21

12 Feb '21

Università degli Studi di Milano: PhD program Stochastic quantization of the Euclidean quantum field theory Lecturer: Prof. Dr. Massimiliano Gubinelli The goal of Euclidean quantum field theory is to build probability measures on the space of distributions satisfying properties such as Euclidean invariance, reflection positivity and non-triviality, that allows to recover an interacting relativistic quantum field satisfying Wightman axioms. Stochastic quantization, first proposed by Parisi–Wu and Nelson, is a method of construction of such measures via stationary solutions of a stochastic partial differential equations driven by additive Gaussian white noise. In this course we will learn about the stochastic quantization of the Euclidean quantum field theory of a scalar boson with quartic interaction and its main properties. We introduce the Φ43 measure as the limit of the invariant measure of a finite dimensional system of stochastic differential equations. The proof proposed uses several analytic and probabilistic techniques, such as white noise analysis, weighted Besov spaces on lattice and paraproducts, which also find applications in other problems arising in the study of deterministic and stochastic singular differential equations. All these tools and ideas will be gradually introduced and explained during the lectures. The course is as much as possible self-contained and requires as a prerequisite only basic knowledge of stochastic and functional analysis. Scheduling: February 15, 16, 18, 22, 25 from 10:00 to 12:00 and from 14:00 to 16:00 Topic: Lectures on Stochastic Quantisation Time: This is a recurring meeting Meet anytime Join Zoom Meeting https://www.iam.uni-bonn.de/abteilung-gubinelli/sq-lectures-milan-ws2021(ht…" target="_blank">https://uni-bonn.zoom.us/j/94642762037?pwd=MG80cW92T29PMWw3dDQ3aEdsY2lsdz09 Meeting ID: 946 4276 2037 Passcode: 954150 The link is available also at the following page: Course page: <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Seminar announcement
by Marco Scarsini 12 Feb '21

12 Feb '21

Thursday, 11 February, 17:00 CET *Eva Tardos,* Cornell University Stability and Learning in Strategic Queuing Systems <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAALSAUFAA1OVgFdBQs> Discussants: Eran Shmaya and Federico Fusco The papers can be found here <https://arxiv.org/abs/2003.07009> and here <https://arxiv.org/abs/2011.10205>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUFAA1OVgFdBQs>. The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/prossimi-seminari>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Entropy - Special Issue "Measures of Information"
by francesco.buono3＠unina.it 10 Feb '21

10 Feb '21

Dear All, On behalf of the guest editor - Prof. Dr. Maria Longobardi, I would like to invite you to submit a paper to the Special Issue titled "Measures of Information" for Entropy (ISSN 1099-4300, IF 2.494). Special Issue Homepage: https://www.mdpi.com/journal/entropy/special_issues/meas_inf Submission deadline: 14 May 2021 Entropy is an open access journal which maintains a rigorous and fast peer-review system and accepted papers are immediately published online. Because it is an online and open access journal, papers published in Entropy will receive high publicity. It is fully covered by the leading indexing and abstracting services, including Google Scholar, MathSciNet, Scopus and Science Citation Index Expanded (Web of Science). The Impact Factor for Entropy is 2.494 (2019). An Article Processing Charge (APC) of CHF 1800 currently applies to all accepted papers. If the idea can retain your attention, please do not hesitate to contact Vincent Shang for further information. We are looking forward to hearing from you. -- Best regards, Francesco Buono

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Fwd: [owps] One World Probability Seminar Thursday February 11, 2021
by Faggionato, Alessandra 10 Feb '21

10 Feb '21

Buongiorno inoltro l'annuncio del OWPS di domani. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 10 feb 2021 alle ore 09:25 Subject: [owps] One World Probability Seminar Thursday February 11, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Bálint Virág (Toronto) Title: Introduction to random plane geometry Abstract: If lengths 1 and 2 are assigned randomly to each edge in Z^2, what are the fluctuations of distances between far away points? This problem is open, yet we know, in great detail, what to expect. The directed landscape, a universal random plane geometry, provides the answer to such questions. What is the directed landscape? What does it teach us about longest increasing subsequences in random permutations, about random polymers, about models for spread of infection, about tetris, about random Schrodinger operators, and about cell biology? (15:00-16:00 UTC) Speaker: Duncan Dauvergne (Princeton) Title: Building the directed landscape Abstract: The directed landscape is a random 'directed metric' on the plane that arises as the full scaling limit of last passage percolation. It was recently constructed by myself, Janosch Ortmann and Bálint Virág, and it is expected to be a universal limit for models in the KPZ universality class (e.g. random polymers, the KPZ equation, first passage percolation). In this talk I will explain some of the new ideas that underlie this construction. The key innovation is showing that a certain isometric property of the Robinson-Schensted-Knuth bijection passes to the limit. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/88066239585?pwd=djNYaHNkWUpGVkVZeWlXaHE5SkpqZz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 880 6623 9585 Passcode: 635181 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Ph.d. position (Spatio-temporal clustering and extreme-value theory)
by DI BERNARDINO Elena 09 Feb '21

09 Feb '21

Dear all, Please find attached a Ph.D. scholarship in Laboratory J.A. Dieudonné, University Cote d'Azur, Nice. This Ph.D. scholarship will start in September 2021 for 3 years and focus on the study of clustering methods taking into account the spatio-temporal dependency. A particular attention will be payed to programming the proposed methods and apply them to environmental data-sets. In addition, the selected student will be able to make proposals and test variant of the considered methods. For more information about this Ph.D. thesis please contact : Elena Di Bernardino at elenadb(a)nice.fr<mailto:elenadb@nice.fr> Gwladys Toulemonde gwladys.toulemonde(a)umontpellier.fr<mailto:gwladys.toulemonde@umontpellier.fr> Thomas Laloe laloe(a)unice.fr<mailto:laloe@unice.fr> Best regards, Elena Di Bernardino, Gwladys Toulemonde and Thomas Laloe Elena Di Bernardino Professeure des Universités Laboratoire J.A. Dieudonné Université Côte d'Azur Parc Valrose, 06108 Nice, Cedex 2, France

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LINK a SEMINARIO AGRESTI RM1 oggi 08 febbraio 2021 ore 16:00
by Nappo, Giovanna 08 Feb '21

08 Feb '21

SEMINARIO DI PROBABILITA' E STATISTICA MATEMATICA Dipartimento di Matematica "Guido Castelnuovo" Università di ROMA, la SAPIENZA Link Zoom https://uniroma1.zoom.us/j/81656265460?pwd=UmlZQzBDY2VmSUwrNitZbkNWMERIdz09 Lunedì 08 febbraio 2021 Ore 16:00 (modalità telematica con Zoom) Antonio AGRESTI (Dottorato in Matematica, Sapienza Università di Roma) Nonlinear parabolic stochastic evolution equations in critical spaces. Abstract: Critical spaces for non-linear equations are important due to scaling invariance, and in particular this plays a central role in fluid dynamics. In this talk we introduce and discuss local/global well-posedness, and blow-up criteria for stochastic parabolic evolution equations in critical spaces. Our results extend the celebrated theory of Prüss, Wilke and Simonett for deterministic PDEs. Due to the presence of noise it is unclear that a stochastic version of the theory is possible, but as we will show a suitable variation of the theory remains valid. We will also explain several features which are new in both the deterministic and stochastic framework. In particular, we discuss a new bootstrap method to prove regularization of solutions to (S)PDEs, which can also be applied in critical situations. Our theory is applicable to a large class of semilinear and quasilinear parabolic problems which includes many of the classical SPDE. During the talk we give applications to stochastic reaction-diffusion equations and stochastic Navier-Stokes equations with gradient noise. This is a joint work with Mark Veraar (TU Delft).

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Symmetry - Special Issue "Bioinformatics and Statistics"
by Antonella Iuliano 08 Feb '21

08 Feb '21

Dear Colleagues, We are pleased to inform you that the following special issue is now open to receive submissions for possible publications. The paper will be published in Symmetry (a peer-reviewed open access journal ISSN 2073-8994 https://www.mdpi.com/journal/symmetry <https://www.mdpi.com/journal/symmetry> I. F. 2.645 (2019)). Below, you can find further information. Special Issue "Bioinformatics and Statistics" Website: https://www.mdpi.com/journal/symmetry/special_issues/Bioinformatics_Statist… <https://www.mdpi.com/journal/symmetry/special_issues/Bioinformatics_Statist…> Guest Editors: Dr. Claudia Angelini, Istituto per le Applicazioni del Calcolo “M. Picone” - CNR, Dr. Italia De Feis, Istituto per le Applicazioni del Calcolo “M. Picone” – CNR, Dr Antonella Iuliano, Telethon Institute of Genetics and Medicine Deadline for manuscript submissions: 31 July 2021 If you are interested in presenting a contribution, we kindly ask you to let us know within 15 March 2021. Potential topics for manuscripts include but are not limited to: Penalized statistical methods for omics data Statistical methods for omics data integration Machine Learning and Deep learning approaches in bioinformatics Mathematical and probabilistic models in biology Multitask learning in biological applications Network analysis and omics data Computational and statistical tools in bioinformatics High dimensional data visualization Description: In the last decades, advances in high throughput technologies have allowed scientists to collect massive omics datasets. International projects and consortia made different types of omics data publicly available. Examples span from transcriptomics to epigenomics, proteomics, and metabolomics. Moreover, scientists can also collect heterogenous multi-omic information on the same samples, allowing to elucidate the interplay role of different cellular components. However, the difficulty in defining an appropriate statistical methodology to analyze the data and integrate diverse sources of information and the limited availability of efficient algorithms and software tools hinder the possibility of investigating fundamental cellular mechanisms and understanding disease onset and progression. This gap prompted us to highlight the statistical data analysis challenges and collect novel emerging statistical methods for omics data analysis and integration in a thematic issue on Bioinformatics and Statistics. Manuscripts that report novel software tools and efficient algorithms are very welcome too. As the Guest Editors, we warmly invite you to contribute to our Special Issue. Do not hesitate to forward this message to anyone who could be interested. Thank you very much for your kind consideration, and apologies for multiple copies. We look forward to hearing from you. Claudia Angelini Italia De Feis Antonella Iuliano -- Antonella Iuliano, PhD Bioinformatics Core Telethon Institute of Genetics and Medicine (TIGEM) E-mail: a.iuliano(a)tigem.it <mailto:a.iuliano@tigem.it>

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Fwd: Postdoc/PhD positions in discrete probability
by Elisabetta Candellero 07 Feb '21

07 Feb '21

Buongiorno, ricevo ed inoltro gli annunci di due bandi per postdoc e/o dottorato in Francia. Cordiali saluti, Elisabetta ---------- Forwarded message --------- From: Dieter Mitsche <dmitsche(a)gmail.com> Date: Fri, Feb 5, 2021 at 12:25 PM Subject: Postdoc/PhD positions in discrete probability To: Dear all, I hope you are doing fine in these strange times. Could you please forward the announcement below to interested candidates? thanks, dieter ============ Applications are invited for the following two positions within the project "Dynamic hyperbolic graphs" http://math.univ-lyon1.fr/~mitsche/GrHyDy/GrHyDy.htm. The two positions will be at two different places (Institut Camille Jordan and Institut Mines Télécom Lille Douai), but the successful candidates will have the chance and are encouraged to spend time at the different project locations: 1) Fully funded 2-year postdoc position OR fully funded PhD scholarship at Institut Camille Jordan (http://math.univ-lyon1.fr/) hosted by Dieter Mitsche. For more details how to apply please look at http://math.univ-lyon1.fr/~mitsche/GrHyDy/ANRposition.pdf (contact Dieter Mitsche, dmitsche(a)gmail.com, for information and for applying for this position) 2) Fully funded 1-year postdoc position at Institut Mines Télécom Lille Douai, hosted by David Coupier. For more details please look at http://math.univ-lyon1.fr/~mitsche/GrHyDy/ANRpositionDavid.pdf (contact David Coupier, david.coupier(a)imt-lille-douai.fr for information and for applying for this position) Informal inquiries welcome. Deadline for applications: May 1, 2021 ((If you are interested, please contact us as soon as possible. Depending on the applications that we will receive, we may decide to fill the position before the official deadline).

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I: Post-doc position in Rennes
by Marco Alessandro Fuhrman 05 Feb '21

05 Feb '21

Buongiorno. Inoltro volentieri un messaggio su una posizione post-doc all'estero. Cordiali saluti. Marco Fuhrman <signaturebeforequotedtext></signaturebeforequotedtext> -------- Messaggio originale -------- Da: Arnaud Debussche <arnaud.debussche(a)ens-rennes.fr> Data: 04/feb/2021 14.07.50 Oggetto: Post-doc position in Rennes A: Arnaud Debussche <arnaud.debussche(a)ens-rennes.fr> Dear all, A post-doctoral position will be available at the ENS Rennes next fall 2021. Please find the announcement attached. Best regards, Arnaud. <signatureafterquotedtext></signatureafterquotedtext>

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Call for 3 PhD positions and 2 Postdoc positions at the University of Oslo
by Giulia Di Nunno 04 Feb '21

04 Feb '21

Dear Colleagues, this is to draw your attention to the call for 3 PhD positions and 2 Postdoc (3 years) positions at the University of Oslo in stochastic analysis, stochastic (partial) differential equations, control and their applications to finance, insurance, energy and risk: PhD Research Fellow in Stochastic Analysis, Risk and Machine Learning<https://www.jobbnorge.no/ledige-stillinger/stilling/200033/phd-research-fel…> PhD Research Fellow in Stochastic analysis and insurance mathematics<https://www.jobbnorge.no/ledige-stillinger/stilling/200006/phd-research-fel…> PhD Research Fellow in Stochastics, Partial Differential Equations, Computational Mathematics, and Risk<https://www.jobbnorge.no/ledige-stillinger/stilling/200028/phd-research-fel…> Postdoctoral Research Fellow in Stochastics, Differential Equations, Computational Mathematics, and Risk<https://www.jobbnorge.no/ledige-stillinger/stilling/200030/postdoctoral-res…> Postdoctoral Research Fellow in Mathematics, Mechanics or Statistics<https://www.jobbnorge.no/ledige-stillinger/stilling/200036/postdoctoral-res…> The deadline of application is February 28th, 2021. Full description of the different positions and details for application procedure are given here: https://www.mn.uio.no/math/english/about/vacancies/index.html Please help to advertise these calls and bring them to the attention possible candidates. Thank you in advance! Best wishes Giulia --- Giulia Di Nunno Professor Department of Mathematics University of Oslo

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Statistics and Probability Seminars @University of Nottingham: Rachel Carrington
by Fabrizio Leisen 03 Feb '21

03 Feb '21

Dear All, the Statistics and Probability group at the University of Nottingham organize a series of internal seminars which will be available to anyone interested, even outside the University of Nottingham. Our next speaker is Dr *Rachel Carrington*. Seminar date and time: *11th* * of February at 2pm. * Below you can find the Abstract and Title. Furthermore, you can find the Teams link to join the seminar. Best Wishes, Fabrizio Leisen You are cordially invited to the following seminar: Rachel Carrington <https://www.researchgate.net/profile/Rachel_Carrington2> (Internal Seminar) ----> *11**th** of* *February at 2pm* *Title:* Semi-supervised word embeddings *Abstract:* Word embeddings are a popular way of modelling language, in which words are represented as low-dimensional vectors. The aim is that distances between vectors correspond to relationships between words: words with similar meanings should be closer together in the embedding space. Recently this has been a growing area of interest, with applications including sentiment analysis, machine translation, and artificial intelligence. However, a disadvantage is that large amounts of data are generally needed to train word embedding models. In this talk I will first give an overview of how word embeddings are generated, and then I will outline a novel method of generating semi-supervised word embeddings, based on multidimensional scaling, which has the potential to reduce the amount of data needed to generate accurate word embeddings. ________________________________________________________________________________ Microsoft Teams meeting Join on your computer or mobile app Click here to join the meeting <https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZDE4YWYxNmEtZTFlMC00…> Learn more <https://aka.ms/JoinTeamsMeeting> | Meeting options <https://teams.microsoft.com/meetingOptions/?organizerId=ac48eccb-4345-40d8-…> -- Fabrizio Leisen Professor of Statistics University of Nottingham School of Mathematical Sciences University Park, Nottingham, NG7 2RD, UK http://sites.google.com/site/fabrizioleisen/

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Pisa Online Seminars - Lorenzo Dello Schiavo (Tuesday, Feb. 9 at 14:00)
by Giacomo Filippo Di Gesu 03 Feb '21

03 Feb '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The talk will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Feb. 9, 14:00 Speaker: Lorenzo Dello Schiavo (IST Austria) Title: The Dirichlet—Ferguson Diffusion on the space of probability measures over a closed Riemannian manifold (1811.11598) Abstract: We construct a diffusion process on the L^2-Wasserstein space P_2(M) over a closed Riemannian manifold M. The process, which may be regarded as a candidate for the Brownian motion on P_2(M), is associated with the Dirichlet form induced by the L^2-Wasserstein gradient and by the Dirichlet–Ferguson random measure with intensity the Riemannian volume measure on M. We discuss the closability of the form via an integration-by-parts formula, which allows explicit computations for the generator and a specification of the process via a measure-valued SPDE. We comment how the construction is related to previous work of von Renesse–Sturm on the Wasserstein Diffusion and of Konarovskyi–von Renesse on the Modified Massive Arratia Flow. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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Seminario on-line di G. Peccati a Milano-Bicocca (10 feb 2021)
by Francesco Caravenna 03 Feb '21

03 Feb '21

Ho il piacere di annunciare il seguente seminario di Giovanni Peccati (Luxembourg University): "Stopping sets and phase transitions on the Poisson space" Mercoledì 10 febbraio 2021 ore 14:30 Seguono il riassunto e il link Zoom. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% Link Zoom: https://us02web.zoom.us/j/81567245594?pwd=OFJwNzNMYmRxYXl6T0srU2gyamdWZz09 (ID: 815 6724 5594 Passcode: 969423) Abstract: I will discuss several refinements of the Poincaré inequality on the Poisson space, based on the use of "restricted hypercontractivity", stopping sets and continuous-time decision trees. One of the main estimates presented in my talk corresponds to an intrinsic, infinite-dimensional version of the "OSSS inequality" (O'Donnel, Saks, Schramm, Servedio, 2006), allowing one to control the fluctuations of a given functional by means of its decision tree complexity. The research discussed in my talk is strongly motivated by the analysis of sharp phase transitions in continuum percolation models. If time permits, I will also discuss an intrinsic version of the Schramm-Steif inequality on the Poisson space - which is particularly adapted to capture noise sensitivity at criticality. Based on joint works with G. Last and D. Yogeshwaran (2021), and with I. Nourdin and X. Yang (2019). %%%%%%%%%%%%%%%%%%%%%%%%%%%% -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Fwd: [owps] One World Probability Seminar Thursday February 4, 2021
by Faggionato, Alessandra 03 Feb '21

03 Feb '21

Buongiorno giro l'annuncio del OWPS di domani Grazie Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 3 feb 2021 alle ore 12:12 Subject: [owps] One World Probability Seminar Thursday February 4, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Davide Gabrielli (L'Aquila) Title: Soliton decomposition of the Box Ball System Abstract: The Box-Ball System (BBS) is a one-dimensional cellular automaton on the integer lattice. It is related to the Korteweg-de Vries (KdV) equation and exhibits solitonic behaviour. It was introduced by Takahashi and Satsuma who identified conserved quantities called solitons. We illustrate equivalent definitions of the system and we describe the Takahashi and Satsuma algorithm of identification of the solitons. We propose a different soliton decomposition which is equivalent to a branch decomposition of the tree associated to the excursions of the walk constructed starting from the ball configuration. Ferrari, Nguyen, Rolla and Wang (FNRW) map a ball configuration to a family of "soliton components" indexed by the soliton sizes. Building over this decomposition, we give an explicit construction of a large family of invariant measures for the BBS that are also shift invariant, including Markov and Bernoulli product measures. The construction is based on the concatenation of iid excursions in the associated walk trajectory. (15:00-16:00 UTC) Speaker: Pablo A. Ferrari (Universidad de Buenos Aires) Title: Soliton dynamics in the Box-Ball system Abstract: A soliton is a solitary wave that in absence of other solitons moves at speed proportional to its size and conserves shape and speed even after colliding with other solitons. The FNRW soliton decomposition of a ball configuration is based on the k-slots, boxes determined by the configuration where size k solitons can be inserted. The components of a configuration η are denoted ζk∈N^Z, where ζk(i)=n means that there are n size k solitons in slot i of the kth component. The dynamics of the components reduce to a hierarchic translation; the shift of a component depending on the larger size components. Shift invariant ball distributions with independent components are time invariant for the dynamics. For space-ergodic initial distributions, the asymptotic speeds of solitons are shown to satisfy an universal system of linear equations related to the Generalized Gibbs Ensemble hydrodynamics. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/89695339114?pwd=QTdVVC9ybjNoaVlTKy9CbGJBUEVsQT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 896 9533 9114 Passcode: 246188 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Tomas Bjork
by Tiziano Vargiolu 01 Feb '21

01 Feb '21

Carissimi, e' con gran dolore che vi dobbiamo informare del fatto che Tomas Bjork e' mancato ieri 31 gennaio. Ecco le parole di Catriona Byrne, Editorial Director a Springer: We mourn the passing, on January 31, 2021, as a result of serious illness, of Tomas Bjork, emeritus professor of Mathematical Finance of the Stockholm School of Economics, and with it the loss of an esteemed scientist, adviser, colleague, friend. Cordiali saluti a tutti Wolfgang Runggaldier Tiziano Vargiolu -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Graduate course in February
by Stefania Ugolini 30 Jan '21

30 Jan '21

Università degli Studi di Milano: PhD program Stochastic quantization of the Euclidean quantum field theory Lecturer: Prof. Dr. Massimiliano Gubinelli The goal of Euclidean quantum field theory is to build probability measures on the space of distributions satisfying properties such as Euclidean invariance, reflection positivity and non-triviality, that allows to recover an interacting relativistic quantum field satisfying Wightman axioms. Stochastic quantization, first proposed by Parisi–Wu and Nelson, is a method of construction of such measures via stationary solutions of a stochastic partial differential equations driven by additive Gaussian white noise. In this course we will learn about the stochastic quantization of the Euclidean quantum field theory of a scalar boson with quartic interaction and its main properties. We introduce the Φ43 measure as the limit of the invariant measure of a finite dimensional system of stochastic differential equations. The proof proposed uses several analytic and probabilistic techniques, such as white noise analysis, weighted Besov spaces on lattice and paraproducts, which also find applications in other problems arising in the study of deterministic and stochastic singular differential equations. All these tools and ideas will be gradually introduced and explained during the lectures. The course is as much as possible self-contained and requires as a prerequisite only basic knowledge of stochastic and functional analysis. Scheduling: February 15, 16, 18, 22, 25 from 10:00 to 12:00 and from 14:00 to 16:00 Online via Zoom (see the following link) Course page: https://www.iam.uni-bonn.de/abteilung-gubinelli/sq-lectures-milan-ws2021 <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Seminario Antonio Agresti RM1
by Nappo, Giovanna 29 Jan '21

29 Jan '21

SEMINARIO DI PROBABILITA' E STATISTICA MATEMATICA Dipartimento di Matematica "Guido Castelnuovo" Lunedì 08 febbraio 2021 Ore 16:00 (modalità telematica con Zoom) Antonio AGRESTI (Dottorato in Matematica, Sapienza Università di Roma) Nonlinear parabolic stochastic evolution equations in critical spaces. Abstract: Critical spaces for non-linear equations are important due to scaling invariance, and in particular this plays a central role in fluid dynamics. In this talk we introduce and discuss local/global well-posedness, and blow-up criteria for stochastic parabolic evolution equations in critical spaces. Our results extend the celebrated theory of Prüss, Wilke and Simonett for deterministic PDEs. Due to the presence of noise it is unclear that a stochastic version of the theory is possible, but as we will show a suitable variation of the theory remains valid. We will also explain several features which are new in both the deterministic and stochastic framework. In particular, we discuss a new bootstrap method to prove regularization of solutions to (S)PDEs, which can also be applied in critical situations. Our theory is applicable to a large class of semilinear and quasilinear parabolic problems which includes many of the classical SPDE. During the talk we give applications to stochastic reaction-diffusion equations and stochastic Navier-Stokes equations with gradient noise. This is a joint work with Mark Veraar (TU Delft). Link Zoom https://uniroma1.zoom.us/j/81656265460?pwd=UmlZQzBDY2VmSUwrNitZbkNWMERIdz09

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MSP 2021
by Pietro Rigo 29 Jan '21

29 Jan '21

We are pleased to announce the second edition of the Workshop on The Mathematics of Subjective Probability (MSP 2021) that will take place at the University of Milano-Bicocca on September 1-3, 2021. As in the preceding edition, this workshop is intended as a forum for scholars of different fields who are interested in modeling probability as part of the behaviour of individuals rather than on a purely axiomatic basis. Papers on Probability Theory are obviously welcome as well as papers from Economic Theory, Game Theory, Statistics and Mathematics. We intend to hold the conference in the classical form, with speakers attending physically although, as of now, we cannot exclude that at least in part it will have to take place remotely The following speakers have accepted our invitation to deliver a talk: * Nabil Al-Najjar, Northwestern University; * Pierpaolo Battigalli, Università Bocconi; * K.P.S. Bhaskara-Rao, Indiana University Northwest; * Giulianella Coletti, Università di Perugia; * Massimo Marinacci, Università Bocconi; * Frank Riedel, University of Bielefeld. We invite all interested researchers to submit their papers for presentation. Papers should be submitted electronically via e-mail at the address MSP2021(a)unimib.it<mailto:MSP2021@unimib.it> . Submission will be possible until July 1st; notification of acceptance will be received by july 15th. For all details concerning the conference, please refer to the website msp2021.campus.unimib.it<https://www.msp2021.campus.unimib.it/>. Gianluca Cassese, Pietro Rigo, Barbara Vantaggi

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Seminar announcement
by Marco Scarsini 29 Jan '21

29 Jan '21

*Thursday, 4 February, 17:00 CET* *Annie Liang**, *Northwestern University Dynamically Aggregating Diverse Information <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYCSAUGBgBOVgFdBQs> Discussants: Jacopo Perego and Weijie Zhong The paper can be found here <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3385451>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUGBgBOVgFdBQs>. The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/prossimi-seminari>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Fwd: [owps] One World Probability Seminar Thursday January 28, 2021
by Faggionato, Alessandra 28 Jan '21

28 Jan '21

inoltro per problemi tecnici grazie alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: gio 28 gen 2021 alle ore 15:03 Subject: Re: [owps] One World Probability Seminar Thursday January 28, 2021 To: <owps(a)lists.bath.ac.uk> Dear All, If you have trouble joining the meeting using the zoom link below, please try using the link on the website. We apologise for any problems. Amanda and Alessandra On Wed, Jan 27, 2021 at 8:26 AM One World Probability < ow.probability(a)gmail.com> wrote: > Tomorrow's speakers in the One World Probability Seminar are > (Note: all times are in UTC. *Due to time changes, you should check what > that translates to in your location*) > ------------------------------------------------ > > (14:00-15:00 UTC) Speaker: Cristina Toninelli (Université Paris Dauphine) > Title: Universality results for interacting particle systems with > dynamical constraints > Abstract: We introduce the kinetically constrained models (KCM), a class > of interacting particle systems with a simple spin flip dynamics subject to > local dynamical constraints. Each vertex is resampled (independently) at > rate one by tossing a (1-q)-coin iff a certain neighbourhood of the vertex > contains no particles. In other words, the holes (empty vertices) act as > facilitating sites. When q shrinks to 0, the presence of the constraints > gives rise to glassy dynamics, in particular to an anomalous divergence of > the characteristic time scales. Thus, KCM are extensively used in physics > literature to model the liquid-glass transition, a longstanding open > problem in condensed matter physics. > > We focus on the behavior of E(T_0), the mean over the stationary process > of the first time at which the origin becomes empty. Our results establish > the universality classes of KCM in two dimensions: we group all possible > constraints into distinct classes with all models in a class featuring the > same divergence for E(T_0) as q->0. Within each class, we present an > efficient relaxation mechanism that involves the cooperative motion of > large rare patches of empty sites and we use it to determine matching upper > and lower bounds for E(T_0). > > Joint work with L.Marêché, I.Hartarsky, F.Martinelli and R.Morris > > (15:00-16:00 UTC) Fabio Martinelli (Università Roma Tre) > Title: Sharp threshold for the FA-2f kinetically constrained model > Abstract: > The Fredrickson-Andersen 2-spin facilitated model (FA-2f) on the > d-dimensional lattice, d ≥ 2, is a paradigmatic interacting particle system > with kinetic constraints (KCM) featuring "dynamical facilitation", an > important mechanism in condensed matter physics. In FA-2f a site may change > its state only if at least two of its nearest neighbors are empty. The > process, while reversible w.r.t. a product Bernoulli measure, has > degenerate jumps rates and it is non-attractive, with an anomalous > divergence of characteristic time scales as the density q of the empty > sites tends to zero. A natural random variable encoding the above features > is the first time T at which the origin becomes empty for the stationary > process. Our main result is the sharp threshold T ≍ Exp[ d > λ(d,2)/q^(1/(d-1)) ] w.h.p. as q → 0, with λ(d,2) the threshold constant > for the 2-neighbor bootstrap percolation, the monotone deterministic > cellular automaton counterpart of FA-2f. This is the first sharp result for > a critical KCM. Besides settling various controversies accumulated in the > physics literature over the last four decades, our novel techniques enable > completing the recent ambitious program on the universality phenomenon for > critical KCM and establishing sharp thresholds for other two-dimensional > KCM. > > Joint work with I. Hartarski and C. Toninelli > > ------------------------------------------------ > > The zoom link will appear the day before on the OWPS website: > https://www.owprobability.org/one-world-probability-seminar > <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> > > It can also be directly accessed through the link below: > https://uniroma1.zoom.us/j/83154591101?pwd=dkZyekxwa1Z1b2w2bW5SOWY3L21Xdz09 > <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> > > Please feel free to circulate this email. > > We hope to see you all tomorrow! > One World Probability Team > -- ************************************************* 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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ABC in Svalbard, 12-13 April, 2021 - Mirror in Grenoble
by Julyan Arbel 27 Jan '21

27 Jan '21

Dear all, The approximate Bayesian computation (ABC) conference is planned to be held in Svalbard on 12-13 April, 2021, in a hybrid way: on top to the on-site meeting, there will be two physical mirrors (one in Brisbane and one in Grenoble), and all talks will be live-streamed. If you wish to participate to the virtual event, stay tuned for further information on: https://sites.google.com/view/abcinsvalbard/home If you consider participating to Grenoble mirror (free of charge), please fill the form here: https://sites.google.com/view/abcinsvalbard-grenoble-mirror/ in order to receive further notice about the organisation. Best, Julyan Arbel and Christian Robert

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Padova Online Seminar by Michele Salvi (Università di Roma Tor Vergata) [Friday, Feb. 05 at 14.30]
by alessandra bianchi 27 Jan '21

27 Jan '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on February 05 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Michele Salvi (Università di Roma Tor Vergata) Title: Scale-free percolation in continuous space 05 FEBRUARY (Friday) - 14:30 zoom link: TBA (available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: The scale-free percolation random graph features three fundamental properties that are often present in large real-world structures (social networks, communication networks, inter-banking systems and so on), but which are never present at once in classical models: (1) Scale-free: the degree of the nodes follows a power law; (2) Small-world: two nodes are typically at a very small graph distance; (3) Positive clustering coefficient: two nodes with a common neighbour have a good chance to be linked. We study a continuous version of scale-free percolation and its possible application to the statistical analysis of a dataset provided by the French Ministry of Agriculture. We discuss some stochastic processes (random walks and particle systems) on these kinds of structures with the final goal of understanding how an epidemic would spread. -- 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/

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Fwd: [owps] One World Probability Seminar Thursday January 28, 2021
by Faggionato, Alessandra 27 Jan '21

27 Jan '21

Buongiorno, vi inoltro l'annuncio del OWPS di domani. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 27 gen 2021 alle ore 09:28 Subject: [owps] One World Probability Seminar Thursday January 28, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Cristina Toninelli (Université Paris Dauphine) Title: Universality results for interacting particle systems with dynamical constraints Abstract: We introduce the kinetically constrained models (KCM), a class of interacting particle systems with a simple spin flip dynamics subject to local dynamical constraints. Each vertex is resampled (independently) at rate one by tossing a (1-q)-coin iff a certain neighbourhood of the vertex contains no particles. In other words, the holes (empty vertices) act as facilitating sites. When q shrinks to 0, the presence of the constraints gives rise to glassy dynamics, in particular to an anomalous divergence of the characteristic time scales. Thus, KCM are extensively used in physics literature to model the liquid-glass transition, a longstanding open problem in condensed matter physics. We focus on the behavior of E(T_0), the mean over the stationary process of the first time at which the origin becomes empty. Our results establish the universality classes of KCM in two dimensions: we group all possible constraints into distinct classes with all models in a class featuring the same divergence for E(T_0) as q->0. Within each class, we present an efficient relaxation mechanism that involves the cooperative motion of large rare patches of empty sites and we use it to determine matching upper and lower bounds for E(T_0). Joint work with L.Marêché, I.Hartarsky, F.Martinelli and R.Morris (15:00-16:00 UTC) Fabio Martinelli (Università Roma Tre) Title: Sharp threshold for the FA-2f kinetically constrained model Abstract: The Fredrickson-Andersen 2-spin facilitated model (FA-2f) on the d-dimensional lattice, d ≥ 2, is a paradigmatic interacting particle system with kinetic constraints (KCM) featuring "dynamical facilitation", an important mechanism in condensed matter physics. In FA-2f a site may change its state only if at least two of its nearest neighbors are empty. The process, while reversible w.r.t. a product Bernoulli measure, has degenerate jumps rates and it is non-attractive, with an anomalous divergence of characteristic time scales as the density q of the empty sites tends to zero. A natural random variable encoding the above features is the first time T at which the origin becomes empty for the stationary process. Our main result is the sharp threshold T ≍ Exp[ d λ(d,2)/q^(1/(d-1)) ] w.h.p. as q → 0, with λ(d,2) the threshold constant for the 2-neighbor bootstrap percolation, the monotone deterministic cellular automaton counterpart of FA-2f. This is the first sharp result for a critical KCM. Besides settling various controversies accumulated in the physics literature over the last four decades, our novel techniques enable completing the recent ambitious program on the universality phenomenon for critical KCM and establishing sharp thresholds for other two-dimensional KCM. Joint work with I. Hartarski and C. Toninelli ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/83154591101?pwd=dkZyekxwa1Z1b2w2bW5SOWY3L21Xdz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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 Prisma
by Domenico Marinucci 26 Jan '21

26 Jan '21

Cari colleghi Lunedì prossimo avrà inizio il ciclo mensile di seminari online promosso dal Gruppo UMI PRISMA: 1 Febbraio 2021, ore 16:00-18:00: Franco Flandoli, Mario Maurelli TITLE: Regularization by noise ABSTRACT: The presence of the irregular fluctuations of a noise sometimes improves the theory of differential equations, ordinary or partial, a phenomenon today called "regularization by noise". This joint talk will introduce the problem in finite dimensions, by some classical and some more recent examples and results. Then it moves to SPDEs, where the results are mostly recent and under investigation. The different roles of additive noise and multiplicative transport type noise, the latter with its fluid mechanic flavour, will be described. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… Grazie per l'attenzione e scusate le ripetizioni, Domenico Marinucci e Claudia Ceci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Annuncio seminario - 28 gennaio ore 14:00 - Alessio Farcomeni
by Anna Paganoni 25 Jan '21

25 Jan '21

Buongiorno, ricordo il seguente Seminario MOX on-line di giovedì organizzato dal gruppo Stat@MOX. 28.1, ore 14:00 Link: https://mox.polimi.it/elenco-seminari/?id_evento=2001&t=763721 Speaker: Alessio Farcomeni, Università Roma Tor Vergata Titolo: Nowcasting the Italian epidemic outbreak of SARS-CoV-2 Abstract: In the talk, we briefly discuss the main epidemiological features of SARS-CoV-2 one year into the pandemic, giving also a short account of the public data available for Italy and of the main limits of lay analyses. We then discuss an accurate method for short-term forecasting ICU occupancy at local level. Our approach is based on an optimal ensemble of two simple methods: a generalized linear mixed regression model which pools information over different areas, and an area-specific non-stationary integer autoregressive methodology. Optimal weights are estimated using a leave-last-out rationale. Daily predictions between February 24th and November, 27th 2020 have a median error of 3 beds (third quartile: 8) at regional level, with coverage of 99% prediction intervals that exceeds the nominal one. Finally we present a different method based on a modified non-linear GLM for each indicator, including the potential effect of exogenous variables, based on appropriate distributional assumptions and a logistic-type growth curve. This allows us to accurately predict important characteristics of the epidemic (e.g., peak time and height). Based on joint works with Pierfrancesco Alaimo di Loro, Fabio Divino, Giovanna Jona Lasinio, Gianfranco Lovison, Antonello Maruotti, Marco Mingione Contatto: francesca.ieva(a)polimi.it Buona giornata Anna Maria Paganoni -- Anna Maria Paganoni MOX - Modeling and Scientific Computing Dipartimento di Matematica "F. Brioschi" Politecnico di Milano Piazza Leonardo da Vinci, 32 I-20133 Milano - Italy tel. +39 02 2399 4574 fax. +39 02 2399 4568 e.mail: anna.paganoni(a)polimi.it

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Announcement: STAR Online seminar - Speaker: Rama Cont
by michele giordano 25 Jan '21

25 Jan '21

Dear all, This is a reminder for the: STAR Online Seminars. The seminar will be held Friday 13. November from 11:00-12:00 . You will recieve the link for the Zoom room by registering for the seminar with the link provided at the end of this mail. The lecture will last for 45 minutes + questions. This week's speaker is Rama Cont - University of Oxford, with the seminar: Excursion risk Abstract: A broad class of dynamic trading strategies may be characterized in terms of excursions of the market price of a portfolio away from a reference level. We propose a mathematical framework for the risk analysis of such strategies, based on a description in terms of price excursions, first in a pathwise setting, without probabilistic assumptions, then in a probabilistic setting, when the price is modelled as a Markov process. We introduce the notion of δ-excursion, defined as a path which deviates by δ from a reference level before returning to this level. We show that every continuous path has a unique decomposition into such δ-excursions, which turn out to be useful for the scenario analysis of dynamic trading strategies, leading to simple expressions for the number of trades, realized profit, maximum loss and drawdown. When the underlying asset follows a Markov process, we combine these results with Ito's excursion theory to obtain a tractable decomposition of the process as a concatenation of independent δ-excursions, whose distribution is described in terms of Ito's excursion measure. We provide analytical results for linear diffusions and give new examples of stochastic processes for flexible and tractable modeling of excursions. Finally, we describe a non-parametric scenario simulation method for generating paths whose excursions match those observed in a data set. This is joint work with: Anna Ananova and RenYuan Xu. After the end of the seminar, you are invited to bring a cup of coffee/tea and have a chat in our Coffee in the Stars here you will have the chance to talk and interact with the other persons that attended the seminar, and have a digital "coffee break". We are looking forward to see you, online! Best regards, We are looking forward to see you, online! Best regards, Michele Giordano Doctoral research fellow Department of Mathematics University of Oslo, Norway ------------------------------------------------------------------------- Register for the seminar: https://nettskjema.no/a/159180 Link for the seminar webpage: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…

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PhD Statistics & Computer Science @Bocconi - prossima scadenza
by Antonio Lijoi 24 Jan '21

24 Jan '21

Cari tutti, ricordo la scadenza dell'1 febbraio per la presentazione delle domande di ammissione al dottorato di ricerca in Statistics and Computer Science presso l'Università Bocconi (a.a. 2021-2022). Vi sarei grato se voleste portare all'attenzione dei vostri studenti interessati la "call for applications", riportata di seguito. Saluti, AL ******************* PhD in Statistics and Computer Science - a.y. 2021-2022 Call for applications for PhD student positions ******************* The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20.280 euro per annum in the 1st and 2nd year 15.343 euro per annum in the 3rd and 4th year Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2021 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. The Faculty includes internationally acknowledged top researchers in Statistics, Computer Science, Decision Theory, Statistical Physics and Machine Learning. The program also benefits from contributions of authoritative visiting professors who deliver short monographic courses. Highly qualified and motivated students with M.Sc. degrees in in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)

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Rivista Nuova Lettera Matematica
by Lorenzo Zambotti 24 Jan '21

24 Jan '21

Gentili colleghi e colleghe vi segnalo l’uscita del secondo numero della Nuova Lettera Matematica https://www.unipapress.it/it/book/nuova-lettera-matematica-2_280/ <https://www.unipapress.it/it/book/nuova-lettera-matematica-2_280/> cordiali saluti Lorenzo -- 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/pageperso/zambotti

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ricercatore RTD-B a Pisa
by Marco Romito 22 Jan '21

22 Jan '21

Scrivo per annunciare il bando per una posizione RTDb nel settore MAT/06 presso il Dipartimento di Matematica dell'Università di Pisa, con scadenza il 22 Febbraio 2021, ore 13:000 (CET). Il bando è disponibile alla pagina https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Procedura-1/index.htm Indicazioni per coloro che hanno conseguito il dottorato all'estero sono disponibili alla pagina https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Ricercator/index.htm ------------------------------------------ dear all I would like to announce a tenure track reearcher position (RTDb) in Probability at the University of Pisa. The deadline is on February 22, 2021, 13:00 (CET). The official call is available at the URL https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Procedura-1/index.htm The call is available in english at the URL https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Procedura-1/bando-in… The university has made guidelines available for those that have not got their Ph.D. in Italy (in italian, unfortunately), https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Ricercator/index.htm m.

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Post-doc position at Tor Vergata
by Davide Pirino 22 Jan '21

22 Jan '21

Dear all the Centre for Economic and International Studies <http://www.ceistorvergata.it/> of the University of Rome Tor Vergata <https://web.uniroma2.it/home/newlang/english> is promoting a one-year post-doc position (renewable up to two years) within the project HIDEA (Advanced econometric methods for high-frequency data) <http://dse.univr.it/hidea/index.html>financed by the PRIN 2017 program. You can apply on-line via the pica system using the link https://pica.cineca.it/uniroma2/f2-2021-0002/ Please find attached a copy of the call and a guide on how to apply (both in english). The deadline is February, 21, 2021. Should you have any questions concerning how to apply (or for further details on the position), please do not hesitate to contact me. Kind regards Davide Pirino

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Fwd: Postdocposition in Luxembourg for June 2021
by Giovanni Peccati 22 Jan '21

22 Jan '21

Ricevo ed inoltro. GP ---------- Forwarded message --------- From: ivan nourdin <inourdin(a)gmail.com> Date: Fri, 22 Jan 2021 at 09:31 Subject: Postdoc position in Luxembourg for June 2021 To: Dear colleagues, I am currently advertising a postdoc position in Luxembourg. I would be grateful if you could forward the announcement below to potential candidates. Thanks a lot in advance! Best wishes, Ivan ============ *Postdoc position in Luxembourg for June 2021 (deadline for submission of application: March 1st)* University of Luxembourg, campus Belval Applications are invited for a postdoctoral fellowship in the field of stochastic analysis at the University of Luxembourg. The project is about Malliavin calculus, Stein's method, and related topics, in a broad sense. Areas of interest include stochastic analysis and its interplay with other fields of mathematics (in particular, but not exclusively, functional analysis and geometry). The position is for 3 years (36 months). The starting date is June 1st, 2021. Applications, including a CV, a list of publications and a research statement must be sent to Ivan Nourdin (ivan.nourdin(a)uni.lu) Applicants should also arrange for two letters of recommendation to be sent to the same address. Applications will be evaluated first after *March1st*, and then on a rolling basis until the position is filled. Requests for further information about the position should be also sent to the same address. -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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15 PhD Stipends with EPOC
by Massimiliano ... 21 Jan '21

21 Jan '21

Ricevo e inoltro. Saluti, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino -------------- PhD Stipends with EPOC Three of the PhD stipends below are in statistics, with double degrees between Department of Mathematical Sciences, University of Copenhagen and Bielefeld University. For more information about EPOC and the application procedure see www.epoc-itn.eu<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdsts.us5.…> Job Opening: 15 doctoral fellowships in Marie Skłodowska-Curie Innovative Training Network: Economic Policy in Complex Environments (EPOC) EPOC is looking for 15 highly motivated doctoral fellows to engage in cutting edge interdisciplinary research combined with a structured curriculum of training activities. It aims at advancing the state-of-the-art and the applicability of computationally intensive methods for decision and policy analysis in economics. The focus is on challenges characterized by their dynamic and complex nature, in particular in the domains of climate change and innovation. Doctoral fellows will gain expertise and skills in data science, network theory, agent-based simulation, and economic modelling, and will apply these skills in their individual research projects. Selected candidates will enter a 36 months work contract with the recruiting university of their project. Doctoral fellows will spend at least one year at two EPOC partner universities and pursue a double degree. Research and training is carried out by the EPOC consortium consisting of seven leading European universities and ten partner organisations. For more information about EPOC and the application procedure see www.epoc-itn.eu<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdsts.us5.…> All applications have to be submitted through the webpage. Planned start of the employment contract: Sep. 1, 2021 ----------------- Susanne Ditlevsen Professor Department of Mathematical Sciences University of Copenhagen Phone: +45 35 32 07 85 email: susanne(a)math.ku.dk<mailto:susanne@math.ku.dk> URL: http://www.math.ku.dk/~susanne/ Universitetsparken 5 DK-2100 Copenhagen Ø, Denmark -----------------------------

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Fwd: [owps] One World Probability Seminar Thursday January 21, 2021
by Faggionato, Alessandra 20 Jan '21

20 Jan '21

Buongiorno, inoltro l'annuncio per Il OWPS di domani. Grazie per l'attenzione Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 20 gen 2021 alle ore 09:15 Subject: [owps] One World Probability Seminar Thursday January 21, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Lorenzo Zambotti (Sorbonne Université) Title: Some stochastic PDEs for the future Abstract: We want to discuss some stochastic PDEs with distributional non-linearities, driven by space-time white noise. These equations are motivated for example by the scaling limits of critical pinning models. The well-posedness of such stochastic PDEs is still an open problem, despite the recent spectacular progresses in the field obtained by means of regularity structures and paracontrolled calculus, the lack of a viable stochastic calculus for SPDEs being a persistent major obstacle. A recent result by Athreya-Butkovsky-Le-Mytnik gives new hope to solve this long-standing problem. (15:00-16:00 UTC) Francesco Caravenna (University of Milano-Bicocca) Title: Hairer's Reconstruction Theorem without Regularity Structures Abstract: We give a new self-contained and elementary proof of Martin Hairer's Reconstruction Theorem, which is one of the cornerstones of his theory of Regularity Structures. We present it as a general result in the theory of distributions that can be understood without any knowledge of Regularity Structures themselves, which we do not even need to define. We will also discuss some applications of independent interest. (Based on joint work https://arxiv.org/abs/2005.09287 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Farxiv.org…> with Lorenzo Zambotti). ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: <http://goog_1741272511> https://uniroma1.zoom.us/j/86530184507?pwd=N0cyVGw4MmIzR2dyV3JZeHhzZ2w5QT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Pisa Online Seminars - Martin Saal (Tuesday, Jan. 26 at 14:00)
by Giacomo Filippo Di Gesu 19 Jan '21

19 Jan '21

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talk will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Jan. 26, 14:00 Speaker: Martin Saal (SNS Pisa) Title: Dissipative SQG equations driven by space-time white noise Abstract: see attachement. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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Fwd: postdoctoral position at University of Vienna
by Silvestri, Vittoria 19 Jan '21

19 Jan '21

Ricevo e inoltro con piacere. Cari saluti, Vittoria ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** ---------- Forwarded message --------- Da: Nathanael Berestycki <nberestycki(a)gmail.com> Date: mar 19 gen 2021 alle ore 16:34 Subject: postdoctoral position at University of Vienna To: GLAZMAN Alexander <alexander.glazman(a)univie.ac.at>, Marcin Lis < marcin.lis(a)univie.ac.at> Dear colleagues, A 3-year postdoctoral position in probability has just been advertised at the University of Vienna. You can see the ad for instance here <https://www.mathjobs.org/jobs/list/17173>. The closing date for applications is on 14 February. We would be grateful if you could forward this to any suitable candidate. Meanwhile we send you our best wishes, and hope you stay well during what are undoubtedly challenging times for all of us. Nathanael Berestycki, Sasha Glazman, Marcin Lis

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Fwd: [owps] One World Probability Seminar
by Faggionato, Alessandra 19 Jan '21

19 Jan '21

Buongiorno, vi giro il messaggio mandato alla mailing list del OWPS. Grazie per l'attenzione Alessandra ---------- Forwarded message --------- Da: Andreas Kyprianou <ak257(a)bath.ac.uk> Date: lun 18 gen 2021 alle ore 19:28 Subject: [owps] One World Probability Seminar To: <owps(a)lists.bath.ac.uk> Dear All, (Apologies if you get this message more than once). Thank you for your ongoing support for the One World Probability Seminar. We would be grateful if you could please circulate the message below around your research networks, to help us reach probabilists who are not subscribers to the OWPS mailing list. Started last spring in response to the Covid-19 epidemic, the OWP seminar seeks to present top level speakers from around the world to a broad international audience of probabilists. It takes place each Thursday on Zoom and is simultaneously live streamed on YouTube (check the website to see the time in your local time zone). The weekly format is typically two talks on the same or related subjects, aimed at a broad audience. The first talk is usually a background talk, while the second highlights more contemporary research developments. You can find the details of the upcoming seminars, videos and slides of past- seminars, and instructions on how to subscribe to the OWPS mailing list on the OWPS website https://www.owprobability.org/one-world-probability-seminar The weekly seminars are announced to the mailing list the day before. We look forward to your participation in the seminar series this spring. Alessandra Faggionato and Amanda Turner (OWPS chairs, spring 2021)

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Elizabeth Meckes
by Giovanni Peccati 16 Jan '21

16 Jan '21

Dear Colleagues, this is a slightly unusual message. As you probably know, Elizabeth Meckes - an expert in random matrix theory and Stein's method - died unexpectedly in December 2020 after a short illness, while on sabbatical in Oxford. She was 40 years old: https://thedaily.case.edu/remembering-professor-of-mathematics-elizabeth-me… Yesterday, during a conference in Bonn, Persi Diaconis (her former PhD advisor) gave a talk about Elizabeth, her research and her personality. It is a beautiful and very touching speech, yet able to convey the universal joy of doing research and mentoring young colleagues. You can find it here: https://www.youtube.com/watch?v=xldMG911NN0&feature=emb_logo All my best, Giovanni -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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Fwd: [owps] One World Probability Seminar Thursday January 14, 2021
by Faggionato, Alessandra 13 Jan '21

13 Jan '21

Forwardo il messaggio sotto per chi non fosse iscritto alla OWPS mailing list. Buona serata Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 13 gen 2021 alle ore 18:27 Subject: [owps] One World Probability Seminar Thursday January 14, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Thomas Leblé (CNRS - Université de Paris (MAP5)) Title: Coulomb gases: a short introduction Abstract: Coulomb potentials are natural examples of systems with long-range interactions. They appear in statistical physics, random matrix theory, vortex systems, constructive approximation… and can be seen as a (possibly infinite) random collection of points that exhibit interesting stochastic features depending on the length scale and the temperature T. For example, their global arrangement is predicted by a mean field model and is found to be independent of T, whereas their local arrangement varies wildly with T while conserving strong, surprising rigidity properties all along. I will present some basic facts about the analysis of Coulomb gases and mention a few long-standing questions around which recent developments have taken place. (15:00-16:00 UTC) Sylvia Serfaty (NYU Courant) Title: Local laws and fluctuations for Coulomb gases Abstract: We are interested in the statistical mechanics of systems of N points with Coulomb interactions in general dimension for a broad temperature range. We discuss local laws characterizing the rigidity of the system at the microscopic level, as well as free energy expansion and Central Limit Theorems for fluctuations. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/84008096626?pwd=N3MyYUFaMElvazIrS3hzNE1aSnRRZz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Talk by Arturo Jaramillo [Jan 19, 4:30pm - Zoom]
by Maurizia Rossi 13 Jan '21

13 Jan '21

Dear all, I would like to announce the following online seminar that will take place next week via the Zoom platform. Best regards, Maurizia Rossi *Tuesday, Jan 19 - 4:30pm *(Rome time zone) Speaker: *Arturo Jaramillo Gil* (*CIMAT -* Centro de Investigación en matemáticas, Mexico) Title: *Quantitative Erdös-Kac theorem for additive functions* Summary: The talk will take as a starting point the celebrated Erdös-Kac theorem; a result of great importance in probabilistic number theory, which establishes that the fluctuations of the number of prime factors in a uniform sample over {1,..., n} are asymptotically Gaussian. Naturally, after the publication of this result, many quantitative versions of it have been studied. LeVeque conjectured that the optimal rate was asymptotically equivalent to loglog(n)^(-1/2). This was later proved by Turan and Rényi by means of an ingenious manipulation of the underlying characteristic function. Unfortunately, up to this day, all the perspectives for solving LeVeque's conjecture are based on the use of non-trivial complex analysis tools, while the probabilistic perspective has been only successfully applied to obtain suboptimal rates of convergence. In this talk, we will give a purely probabilistic proof of LeVeque's conjecture which will allow us to address the problem in a general fashion by means of Stein's method techniques. *Link Zoom* https://us02web.zoom.us/j/88100676046?pwd=NTFjdlAyVjdSTE8rVnBmUGVWelFPdz09 *Meeting ID*: 881 0067 6046 *Passcode*: 680246 - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca

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XXII Workshop on Quantitative Finance - program available
by Cecilia Mancini 12 Jan '21

12 Jan '21

Dear All, we are glad to announce the program of the XXII Workshop on Quantitative Finance. This is available at the website: http://dse.univr.it/qfw2021/ where you can also (freely) register for the event (registration is necessary to get the zoom links). Looking forward to welcoming you virtually in Verona! The Organizing Committee (Letizia Pellegrini, Roberto Renò, Cecilia Mancini, Alessandro Gnoatto, Athena Picarelli, Marco Patacca, Maria Flora)

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6th workshop Energy Finance Italia - deadline approaching
by Tiziano Vargiolu 12 Jan '21

12 Jan '21

---------- Forwarded message ---------- Date: Tue, 24 Nov 2020 21:39:58 +0100 From: Paolo Falbo <paolo.falbo(a)unibs.it> Dear All, we are glad to announce the sixth edition of Energy Finance Italia. The conference will be organized by the Department of Economics and Management of the University of Brescia and will take place on February 22-23, 2021. Due to the COVID-19 pandemic, at the moment we still cannot decide the format of the conference, whether fully online or hybrid. In any case, we will ta ke that decision in due time, and we will communicate it by means of our web site and our newsletter. Keynote speakers: - Nicola Secomandi, Carnegie Mellon Tepper School of Business "Quadratic hedging and applications to energy" - Carlos Ruiz Mora, Univ. Carlos III of Madrid "Strategic sales-mix management in power generation - Eleonora Bettinzoli, ARERA "Covid-19 and Finacial risk in the Italian electricity market" The deadline for the submission of a long abstract (max two pages) is *January 18, 2021* Notification of acceptance: January 28, 2021. Registration and payment of fees: February 8, 2021. All the information at the link http://energyfinanceitalia.unicam.it/index.php/energy-finance-italia-6-work… Best regards, Paolo Falbo on behalf of the Organizing Committee

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