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Mini-workshop announcement: Stochastic Analysis Day 2017, Monday, February 27, Pisa
by Carina Geldhauser 13 Feb '17

13 Feb '17

Stochastic Analysis Day 2017 The Stochastic Analysis Day 2017 will take place on Monday, February 27, at the Department of Mathematics of the University of Pisa. Speakers: * J.C. Alfonso Lopez (Braunschweig) * L. Bianchi (Berlin) * T. Funaki (Tokyo) * C. Geldhauser (Pisa) * H. Hatzikirou (Braunschweig) *M. Maurelli (Berlin) More information can be found on the website http://www.dm.unipi.it/pages/romito/SPASS/workshop/20170227/ Registration is not obligatory, but highly recommended for organizational purposes. To register, please contact the organizers.

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WIRN 2017 - First Call for Papers - 27th Italian Workshop on Neural Networks
by Marco Corazza 13 Feb '17

13 Feb '17

*** WIRN 2017 - First Call for Papers *** *** 27th Italian Workshop on Neural Networks *** *** June 14-16, Vietri sul Mare, Salerno, Italy *** WIRN 2017 – PRELIMINAY CALL FOR PAPERS The Italian Workshop on Neural Networks (WIRN) is the annual conference of the Italian Society of Neural Networks (SIREN). The conference is organized in co-operation with the International Institute for Advanced Scientific Studies (IIASS) of Vietri S/M (Italy), and is a traditional event devoted to the discussion of novelties and innovations related to field of Artificial Neural Networks. In recent years, it also became a multidisciplinary forum on psychological and cognitive theories for modelling human behaviours. The 27th Edition of the Italian Workshop on Neural Networks (WIRN 2017) will be held at the IIASS of Vietri sul Mare, near Salerno, Italy. CALL FOR PAPERS, SPECIAL SESSIONS PROPOSALS: Prospective authors are invited to contribute high quality papers in the topic areas listed below and proposals for special sessions. Special sessions aim to bring together researchers in special focused topics. Each special session should include at least 3 contributing papers. A proposal for a special session should include a summary statement (1 page long) describing the motivation and relevance of the proposed special session, together with the article titles and author names of the papers that will be included in the track. Contributions should be high quality, original and not published elsewhere or submitted for publication during the review period. Please visit the web site for further details of the required paper format. Papers will be reviewed by the Program Committee, and may be accepted for oral or poster presentation. All accepted contributions will be published in a special volume printed by Springer and indexed by SCOPUS. Authors will be limited to one paper per registration. Manuscripts should not exceed the limit of 8 pages. The description of the submission procedure will appear soon on the SIREN Website www.associazionesiren.org TOPIC AREAS: Suggested topics for the conference include, but are not limited to, the following research and application areas: - General Topics of Interest about Computational Intelligence: Neural Networks, Fuzzy Systems, Evolutionary Computation and Swarm Intelligence, Support Vector Machines, Complex Networks, Bayesian and Kernel Networks, Consciousness and Models of Emotion Cognitive and Psychological Models of Human Behavior. - Algorithms & Architectures: Among others: Opportunist Networks, Metabolic Networks, ICA and BSS, Deep Neural Networks, Bio-inspired Neural Networks, Wavelet Neural Networks, Intelligent Algorithms for Signal (Speech, Faces, Gestures, Gaze, etc) Processing and Recognition. - Implementations: Among others: Hardware Implementations and Embedded Systems, Neuromorphic Circuits and Hardware, Spike-based VLSI NNs, Intelligent Interactive Dialogue Systems, Embodied Conversational Agents. - Applications: Among others: Finance and Economics, Big Data Analysis, Neuroinformatics and Bioinformatics, Brain-Computer Interface and Systems, Data Fusion, Time Series Modelling and Prediction, Intelligent Infrastructure and Transportation Systems, Sensors and Network of Sensors, Smart Grid, Process Monitoring and Diagnosis, Intelligent and Adaptive Systems for Human-Machine Interaction. PAPER SUBMISSION: Important Dates - Special Session/Workshop proposals: March 16, 2017; - Paper Submission deadline: April 16, 2017; - Notification of acceptance: May 16, 2017; - Camera-ready copy: on site, June 1, 2017; - Conference Dates: June 14-16, 2017. More detailed instructions will follow soon on the SIREN home page www.associazionesiren.org or in www.wirn2017.polito.it. -- Marco Corazza Department of Economics Ca' Foscari University of Venice San Giobbe, Cannaregio 873 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it --

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PhD in Financial Mathematics at the Scuola Normale Superiore (Pisa). Call 2017-2018
by Fabrizio Lillo 12 Feb '17

12 Feb '17

The call for applications to the 2017/2018 PhD program in Financial Mathematics at the Scuola Normale Superiore, Pisa, has been published on the web site http://phd.sns.it/call-2017-2018/, and on the home page of the institutional web site of the Scuola (www.sns.it). The deadline is February 20, 2017 Should you need any further information, please address your request to Fabrizio Lillo (fabrizio.lillo(a)sns.it). Thank you very much in advance. ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159

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seminario Cosimo Munari in Bicocca /2
by Fabio Bellini 10 Feb '17

10 Feb '17

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seminario Cosimo Munari in Bicocca /2
by Fabio Bellini 10 Feb '17

10 Feb '17

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2 Seminari Firenze 14/2/17 ore 10 al DISEI
by cecilia mancini 09 Feb '17

09 Feb '17

Nell'ambito del ciclo di seminari del Dipartimento di Scienze per l'Economia e l'Impresa (DISEI) dell'Universita' di Firenze, il giorno Martedì 14 Febbraio 2017 (Edificio D6/Aula Bracco, ossia 1.12): si terranno i seguenti 2 seminari ore 10 Francesca Lilla (Università di Bologna) OPTION PRICING WITH HIGH FREQUENCY ESTIMATES OF CONTINUOUS AND DISCONTINUOUS VOLATILITY COMPONENTS ore 11 Susana Martins, University of Minho & NIPE, Braga, Portugal MODELLING SOVEREIGN DEBT CONTAGION: A SMOOTH TRANSITION APPROACH Tutti gli interessati sono cordialmente invitati a partecipare. La lista dei seminari Disei è raggiungibile al seguente indirizzo: http://www.disei.unifi.it/vp-104-seminari.html Abstract dei seminari OPTION PRICING WITH HIGH FREQUENCY ESTIMATES OF CONTINUOUS AND DISCONTINUOUS VOLATILITY COMPONENTS Jump-diffusion model represents the popular approach to match return stylized facts. Its estimation is simplified since prices are observable quantities, but it does not appear to be sufficient to yield the rapid increases in volatility which have been historically experienced. Examining price evolution at ultra high frequency, traditional measures of jump variation tend to spuriously assign a burst in volatility to the jump components. What jump-diffusion model identifies as genuine price jumps are period of heightened volatility. Starting from these findings, I develop a new multifactor volatility model, labeled as VARG-J, in which volatility is decomposed in two components: continuous and discontinuous. The first involves small changes while the second occasional big moves. The VARG-J model belongs to the class of affine discrete-time models based on high frequency volatility measures. The pricing approach performed in this paper allows to incorporate risk premia in order to compensate for two new sources of risk concerning both volatility components, beyond the risk related to shocks in log-returns. Combining high-frequency returns and option data, the empirical analysis illustrates that volatility jump component is a key ingredient for reproducing the observed volatility smile and for improving the pricing performances of S&P 500 Index options. MODELLING SOVEREIGN DEBT CONTAGION: A SMOOTH TRANSITION APPROACH ABSTRACT: In this paper, we study the timing and extent of the European sovereign debt contagion across nine Eurozone countries from 2005 until 2016. In this setting, financial contagion is measured as a significant increase in cross-market correlations which are assumed to follow a Smooth Transition Conditional Correlation (STCC-) GARCH model. The cross-market correlations change smoothly between two extreme states according to an observable transition variable. This variable is specified both as a function of time and lagged returns. When using time, a pre-crisis and two crises sub-periods are identified. Our results suggest contagion effects within the periphery countries, notably from Greece and Portugal, and between the periphery and core countries.

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CLADAG 2017: Call for Papers
by Francesca Greselin 09 Feb '17

09 Feb '17

11th Scientific Meeting of the Classification and Data Analysis Group of the Italian Statistical Society CLADAG 2017 September 13rd to 15th, 2017 University of Milano-Bicocca, Milan, Italy We happily announce and invite paper submissions for the *11th Scientific Meeting of the Classification and Data Analysis Group of the Italian Statistical Society - CLADAG 2017* conference, which will take place at the University of Milano-Bicocca, from September 13th to 15th. Areas of interest to the conference include: • Classification Theory • Multivariate Data Analysis • Proximity Structure Analysis • Applied Classification and Data Analysis • Software Developments People who wish to submit a paper should send the title of their paper by February 28th. Details of title submission are available at http://www.cladag2017.unimib.it The conference will be a mix of plenary, invited and submitted talks and posters. Invited sessions details can be seen at the conference website. ::: CLADAG 2017 KEYNOTES ::: We are delighted of having the following keynote speakers: *Antony Davison,* <http://statwww.epfl.ch/davison/davison.html> Institute of Mathematics, Ecole Poytechnique Federale de Lausanne, Switzerland *Sunil J. Rao,* <http://www.biostat.med.miami.edu/people/primary-faculty/sunil-rao> Division of Biostatistics, Department of Public Health Sciences University of Miami, Florida, USA *Roberto Rocci <http://economia.uniroma2.it/faculty/145/rocci-roberto>, *Dipartimento di Economia e Finanza, Università degli studi di Tor Vergata, Rome, Italy ::: CLADAG 2017 PAPERS AND SPECIAL ISSUES ::: Book of Abstract: all the accepted short papers will be published in the CLADAG2017 Proceedings, with ISBN. After the Conference, authors will be encouraged to submit a full paper (up to 8 pages) for the publication in the Springer series "Studies in Classification, Data Analysis, and Knowledge Organization" to be released in 2018. All submitted papers will undergo a regular reviewing process. ::: CLADAG 2017 DEADLINES ::: - Title and pre-registration: *February 28th, 2017* - Short paper: *March 31th, 2017* - Notification of acceptance: *May 15th, 2017* - Revised short paper: *May 31th, 2017* - Payment of registration fee: *from May 1rst, 2017* ::: CLADAG 2017 YOUNG RESEARCHERS AWARD ::: A Call for Ideas has been issued for organizing an event for Young researchers, on September 12th, with excellent proposals that are now under finalization. Prizes for the challenge will be awarded during the Conference. Looking forward to seeing you at CLADAG 2017! Francesca Greselin Local Organizing Committee

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de Finetti Risk Seminar - February 2017
by Emanuela Rosazza 09 Feb '17

09 Feb '17

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Coalitionally Strategy Proof Social Choice Functions K.P.S. Bhaskara Rao Indiana University Northwest LOCATION: The seminar will be held on Wednesday, February 15, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Master and PhD offers - LAAS, Touluse
by Cecchi, F. 08 Feb '17

08 Feb '17

Inoltro con richiesta di diffusione: 2 posizioni per Master/Phd thhesis in Touluse at LAAS sui seguenti argomenti: 1) Vehicular Networks 2) Stochastic Modeling of Computing Systems Dettagli in allegato. Saluti, Fabio

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Fwd: 10th European Summer School in Financial Mathematics
by Carlo Sgarra 08 Feb '17

08 Feb '17

---------- Messaggio inoltrato ---------- Da: "Martin Keller-Ressel" <martin.keller-ressel(a)tu-dresden.de> Data: 03/feb/2017 15:31 Oggetto: 10th European Summer School in Financial Mathematics A: Cc: <summerschool2017.math(a)tu-dresden.de> Dear colleagues, We happily announce and invite applications for the 10th European Summer School in Financial Mathematics „Rough Volatility and Transaction Costs" which will be held at TU Dresden in Dresden, Germany from August 28 - September 1, 2017. Mini-courses will be given by Jim Gatheral Johannes Muhle-Karbe Mathieu Rosenbaum Walter Schachermayer More detailed information on the summer school and instructions for application can be found at: https://www.math.tu- dresden.de/euroschoolmathfi17 The application deadline is April 17, 2017. Successful applicants will be sponsored for travel and accommodation. Please bring the announcement to the attention of PhD-students, Post-Docs and other researchers who may be interested to attend. Martin Keller-Ressel, for the organizing committee: Bruno Bouchard, Stefano De Marco, Martin Keller-Ressel, Mathieu Rosenbaum, Nizar Touzi -------------------------------- Martin Keller-Ressel Professor für Stochastische Analysis und Finanzmathematik Technische Universität Dresden Institut für Mathematische Stochastik Willersbau B 316, Zellescher Weg 12-14 01062 Dresden --------------------------------

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Alcuni aggiornamenti sulla lista Random
by Marco Romito 06 Feb '17

06 Feb '17

Cari iscritti, alcune informazioni importanti relative alla lista Random. 1) C'è stato un piccolo problema tecnico sul server che ospita la lista (più dettagli in calce per gli interessati) per cui alcuni dei messaggi inviati tra il 26 gennaio ed il 5 febbraio potrebbero non essere stati recapitati a tutti gli iscritti (essenzialmente, non hanno ricevuto messaggi coloro la cui posta in un modo o nell'altro passa attraverso server Google). Il problema è attualmente risolto. 2) L'archivio dei messaggi inviati su Random è disponibile all'indirizzo seguente (riportato in calce a ogni messaggio inviato sulla lista): https://fields.dm.unipi.it/pipermail/random/ Chi invia un messaggio a Random è invitato a controllare tale archivio 15 minuti dopo l'invio, per assicurarsi che il proprio messaggio sia effettivamente passato. (Talvolta capita che chi invia un messaggio non lo riceva al proprio indirizzo. Se il messaggio compare in archivio, gli altri utenti lo hanno ricevuto.) 3) L'indirizzo a cui inviare i messaggi alla lista è random(a)fields.dm.unipi.it Ricordiamo che è importante inviare i messaggi dall'indirizzo con cui si è iscritti a Random, altrimenti i messaggi vengono bloccati. Buona giornata, Francesco e Marco _Dettagli tecnici per gli interessati_: nel fine settimana del 27-28 gennaio il numero IP del server che ospita la lista è stato cambiato. Contestualmente, il tecnico che gestisce il server ha attivato la posta sull'indirizzo IPv6 (e non su IPv4). In teoria nulla di grave, perché l'architettura attuale dei server (dns, etc) permette l'indirizzamento con entrambi i tipi. Purtroppo i server di Google si aspettano che il DNS abbia anche una chiave crittografica per garantire che l'indirizzo IPv6 in questione sia autorizzato a inviare posta. Questo, tragicamente, non è stato fatto dal tecnico. La soluzione più immediata è stata di riportare la posta sull'indirizzo IPv4.

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Fwd: open position in Eindhoven
by Bertini, Lorenzo 06 Feb '17

06 Feb '17

---------- Forwarded message ---------- From: Peletier, M.A. <M.A.Peletier(a)tue.nl> Date: 2017-02-03 21:55 GMT+01:00 Subject: open position in Eindhoven To: "bertini(a)mat.uniroma1.it" <bertini(a)mat.uniroma1.it> I’m contacting you now because we just opened a position that’s specifically aimed to be between analysis and stochastics: http://jobs.tue.nl/nl/vacature/crossdisciplinary-tenuretrack-assistant-prof…

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Fwd: posto di Assistant Professor - Università Carlos III di Madrid
by Antonio DI CRESCENZO 06 Feb '17

06 Feb '17

DE: "BERNARDO D AURIA ." <<mailto:bdauria@est-econ.uc3m.es>bdauria(a)est-econ.uc3m.es> ASUNTO: 1 POSTO DI RICERCATORE (TENURE TRACK PER PROF. ASSOCIATO) ALLA UNIVERSITÀ DI MADRID CARLOS III FECHA: 6 de febrero de 2017 13:18:17 GMT+1 PARA: Mailing list RANDOM <<mailto:random@mail.dm.unipi.it>random(a)mail.dm.unipi.it> L'Università Carlos III di Madrid, in particolare il dipartimento di Statistica e Ricerca Operativa, ha bandito un posto di Assistant Professor (Profesor Visitante) Vi passo l'annuncio sperando sia di vostro interesse, la scadenza è per il 28 di Febbraio. La pagina web del dipartimento è http::/<http://www.est.uc3m.es/>www.est.uc3m.es Un saluto Bernardo D'Auria Universidad Carlos III de Madrid email: <mailto:bernardo.dauria@uc3m.es>bernardo.dauria(a)uc3m.es tel: 91.624.9502 en: 3.2.06 - DECANATO (Getafe) tel: 91.624.8804 en: 7.3.J29 - JUAN BENET (Leganés)

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Annuncio di seminario
by Piccioni, Mauro 06 Feb '17

06 Feb '17

*Martedì 14 febbraio* *Ore 14:00, Aula di Consiglio* *Seminario di Probabilità e Statistica Matematica* *Lorenzo Bertini, Dipartimento di Matematica, Sapienza Università di Roma* *Titolo: *Grandi deviazioni rispetto al moto per curvatura media *Sunto: *Si consideri l'equazione di Allen-Cahn in dimensione d=2 o d=3. Effettuando un riscalamento diffusivo, per dati iniziali opportuni, la dinamica limite dell'interfaccia tra le due fasi stabili e' descritta dal moto per curvatura media. Verra' introdotta una perturbazione stocastica di tale equazione e analizzata la corrispondente asintotica di grandi deviazioni nel limite di interfacce concentrate. Il corrispondente funzionale di tasso e' analogo a quello ottenuto analizzando la convergenza variazionale dei funzionali d'azione. La dimostrazione della stima di grandi deviazioni utilizza strumenti di teoria geometrica della misura. Tutti gli interessati sono invitati a partecipare. Per informazioni scrivere a: piccioni(a)mat.uniroma1.it

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seminario Cosimo Munari in Bicocca
by Fabio Bellini 06 Feb '17

06 Feb '17

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CALL FOR PAPERS: GDRR 2017 - Games and Decisions in Reliability and Risk
by fabrizio＠mi.imati.cnr.it 06 Feb '17

06 Feb '17

GDRR 2017 - 5th Symposium on Games and Decisions in Reliability and Risk Spanish Royal Academy of Sciences - Madrid, Spain June 7-9th, 2017 Following the meetings in Washington by George Washington University (2009), in Belgirate by CNR IMATI (2011), in Kinsale by Trinity College Dublin (2013), and in Istanbul by Yeditepe University (2015), the Fifth Symposium on Games and Decisions in Reliability and Risk (GDRR 2017) will take place in Madrid during June 7-9, 2017. The symposium is organised by ICMAT-CSIC and the Spanish Royal Academy of Sciences and is supported by ISBA and I2SDS at George Washington University. The objective of the symposium is to present novel uses of game and decision theory in reliability and risk analysis and to bring together researchers from diverse disciplines such as economics, engineering, finance, mathematics, medical sciences, probability and statistics. All sessions at this symposium will be plenary, with a mix of invited and contributed presentations. Some preliminary information about the symposium can be found at the web site: http://www.methaodos.org/congresos-methaodos/index.php/gdrr/GDRR17/ Authors interested in presenting a contributed talk are kindly invited to send a title and an abstract by e-mail to gdrr2017(a)icmat.es, by March 31st, 2017. A poster session is planned only if there will be a large number of submissions. A special issue of Applied Stochastic Models in Business and Industry http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1526-4025 is planned on the theme of GDRR. Best regards Fabrizio Ruggeri (on behalf of the Scientific Committee) -- Fabrizio Ruggeri fabrizio AT mi.imati.cnr.it CNR IMATI tel +39 0223699532 Via Bassini 15 fax +39 0223699538 I-20133 Milano (Italy) web.mi.imati.cnr.it/fabrizio

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prova tecnica
by Marco Romito 05 Feb '17

05 Feb '17

prova

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Seminario Sergio Albeverio: Asymptotic expansions, summability, SDEs and applications (DipInf - UniVr)
by Luca di persio 03 Feb '17

03 Feb '17

Mercoledì 8 Febbraio, ore 16:30 Presso: Dipartimento di Informatica (Sala Verde) Strada le Grazie, 15 https://goo.gl/maps/6mB9N2SSeqC2 Il prof. Sergio Albeverio (IAM and HCM, University of Bonn) terrà il seguente seminario Title: Asymptotic expansions, summability, SDEs and applications Abstract: Asymptotic series and Borel summability will be shortly recalled, as well as relations with the classical moment problem,with a view towards applications in the study of (S)DEs. Some examples from models of financial mathematics and mathematical physics will be discussed. Tutti gli interessati sono invitati a partecipare. Cordialmente, LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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seminario Emilio Porcu in Bicocca
by Fabio Bellini 03 Feb '17

03 Feb '17

ll giorno lunedì13 febbraio alle ore 11.00 presso la aula seminari del Dismeq al IV piano dell'edificio U7, il prof. Emilio Porcu del Department of Mathematics della University Federico Santa Maria di Valparaiso terrà un seminario su Estimation and Prediction using Wendland covariance functions under Infill Asymptotics Abstract We study estimation and prediction of Gaussian random fields with covariance models belonging to the generalized Wendland (GW) class, under fixed domain asymptotics. As the Matlern case, this class allows a continuous parameterization of smoothness of the underlying Gaussian random field, being additionally compactly supported. The paper is divided into two parts: first, we characterize the equivalence of two Gaussian measures with GW covariance function, and we provide sufficient conditions for the equivalence of two Gaussian measures with Matlern and GW covariance functions. We elucidate the consequences of these facts in terms of (misspecified) best linear unbiased predictors. In the second part, we establish strong consistency and asymptotic distribution of the maximum likelihood estimator of the microergodic parameter associated to GW covariance model, under fixed domain asymptotics. Our findings are illustrated through a simulation study: the former compares the finite sample behavior of the maximum likelihood estimation of the microergodic parameter with the given asymptotic distribution. The latter compares the finite-sample behavior of the prediction and its associated mean square error when using two equivalent Gaussian measures with Matlern and GW covariance model, using covariance tapering as benchmark. Tuti gli interessati sono invitati a partecipare.

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Summer school on "Mathematical Modelling in Life Sciences" in Pisa - save the date
by Luigi Amedeo Bianchi 02 Feb '17

02 Feb '17

Dear all, this is the first announcement for the summer school on *Mathematical Modelling in Life Sciences*, to be held at the Centro di Ricerca Matematica "E. De Giorgi" in Pisa, Italy, from September 13th to September 15th, 2017. The aim of the school is to introduce and discuss some recent developments in analytical and probabilistic modelling for life sciences. The school will feature two main courses, by *Benoit Perthame* (Université Pierre et Marie Curie in Paris) and *Sylvie Méléard* (Ecole Polytechnique Université Paris- Saclay), as well as additional lectures by *François Delarue* (Université de Nice). There will also be a limited number of short contributed talks by some of the participants. This summer school is intended for PhD students and young researchers, but open for everyone. Registration to the school is free, but compulsory for organisatorial purposes. Some funds are available to offer financial support to a limited number of selected students and young researchers (post-docs). The deadline for application is 29th June 2017.This school would not have been possible, without the support by Centro di Ricerca Matematica "E. De Giorgi", Università di Pisa and GNAMPA-INdAM. More information and the registration form are available on the website http://www.crm.sns.it/event/409/ We are looking forward to seeing you in Pisa. The organisers, Lisa Beck, Luigi Amedeo Bianchi, Dirk Blömker, Franco Flandoli, Marco Romito, Dario Trevisan

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position as Teaching Assistants
by Davide Erminio Pirino 02 Feb '17

02 Feb '17

Three positions as "Teaching Assistant", Faculty of Economics, University of Rome Tor Vergata. Deadline February, 9, 2017. http://economia.uniroma2.it/def/selezioni-e-bandi/175-619/bando-coadiutori-…

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Seminario Thomassey DipMat@UniTo
by Roberta Sirovich 01 Feb '17

01 Feb '17

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* *Giovedì 9 Febbraio 2017 alle ore 11:00 in Aula C* presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, si svolgerà il seguente seminario Sales forecasting in fashion industry: main issues and opportunities Sébastien Thomassey ENSAIT – Lille 1 University Roubaix – France *Abstract *The fashion industry is a very challenging market for the sales forecasting. Indeed, the volatile demand, the strong seasonality of sales, the wide number of items with short life cycle or the lack of historical data, make the traditional forecasting models, based on time series, unsuitable or at least very difficult to implement. Therefore, researchers and practitioners have investigated other techniques such as Artificial Intelligence. The emergence of the “big data” era has also opened new opportunities and generated new issues. In this presentation, we propose an overview of the different constraints related to the sales forecasting in the fashion industry. Some examples are introduced to illustrate the problematics and the potential solutions. Finally, the new opportunities which could be explored are discussed. -- --------------------------------------------------- Roberta Sirovich Department of Mathematics G. Peano University of Torino Via Carlo Alberto 10 10123 Torino (Italy) +390116702937 www.robertasirovich.it <http://www.personalweb.unito.it/roberta.sirovich/EN/Home.html> ---------------------------------------------------

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Fwd: conference announcement: "Statistical mechanics, random planar geometry and interacting random walks", Lyon, June 6-9, 2017
by Francesco Caravenna 30 Jan '17

30 Jan '17

Ricevo e inoltro. > Da: Fabio Toninelli <toninelli(a)math.univ-lyon1.fr> > Oggetto: conference announcement: "Statistical mechanics, random planar geometry and interacting random walks", Lyon, June 6-9, 2017 > Data: 30 gennaio 2017 11:32:30 GMT+01:00 > > > Dear colleagues, > > We are glad to announce the forthcoming workshop: > > "Statistical Mechanics, random planar geometry and interacting random walks" > > to be held on June 6-9, 2017 at the University Lyon 1, France. This workshop will be part of the thematic trimester "ProbabLYon" in probability theory (http://math.univ-lyon1.fr/~garban/ProbabLYon/). > > A list of speakers is avaible on the web-page > > http://math.univ-lyon1.fr/~garban/StatMech2017/ > > Registration is free but mandatory, and should be done here: > > https://indico.math.cnrs.fr/event/1958/registration/register#/register > > Graduate students, postdocs and early career researchers are encouraged to apply. Some financial support is available. Junior participants who wish to apply for financial support should do so before April 15th. and should arrange for a short support letter to be sent by e-mail by their supervisor to the organizers. > > Do not hesitate to forward this announcement to your potentially interested colleagues. > > Best regards, > Christophe Garban, Christophe Sabot, Fabio Toninelli > > Fabio Toninelli > Institut Camille Jordan, Universite' Lyon 1 > 43 bd du 11 novembre 1918 > 69622 Villeurbanne Cedex, France > > Office 105, tel: +33 (0) 4 26 23 44 41

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Numerical methods for stochastic models: control, uncertainty, quantification, mean-field
by Tiziano Vargiolu 30 Jan '17

30 Jan '17

Numerical methods for stochastic models: control, uncertainty quantification, mean-field July 17 - August 25, CIRM, Marseille http://smai.emath.fr/cemracs/cemracs17/ The goal of this event is to bring together scientists from both the academic and industrial communities and discuss these topics. During the first week, a classical summer school is proposed. It consists of several lectures given by leading scientists and related to the topics of the research projects. The remaining 5 weeks are dedicated to working on the rechearch projects, possibly after a morning seminar. Cemracs'17 will be the twenty-second of the series, devoted this year to the study of advanced numerical methods for the analysis of stochastic models associated with stochastic control problems, uncertainty propagation analysis or mean-field type interaction phenomena. These models are echoes many industrial applications (production optimization systems, life sciences, neuroscience, geophysics, fluid mechanics, risk management in finance, etc.). The main difficulty is the non-linearity or the high dimension of the problems encountered in practice. -- Stefano Pagliarani, DEAMS, Universit? di Trieste Via Tigor 22, 34124 Trieste, Italy Cell. Phone +39 338 1447398 stepagliara1(a)gmail.com, stefano.pagliarani(a)deams.units.it http://www.cmap.polytechnique.fr/~pagliarani/

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Seminario Thomassey @UniTo
by Roberta Sirovich 30 Jan '17

30 Jan '17

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* *Giovedì 9 Febbraio 2017 alle ore 11:00 in Aula C* presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, si svolgerà il seguente seminario Sales forecasting in fashion industry: main issues and opportunities Sébastien Thomassey ENSAIT – Lille 1 University Roubaix – France *Abstract *The fashion industry is a very challenging market for the sales forecasting. Indeed, the volatile demand, the strong seasonality of sales, the wide number of items with short life cycle or the lack of historical data, make the traditional forecasting models, based on time series, unsuitable or at least very difficult to implement. Therefore, researchers and practitioners have investigated other techniques such as Artificial Intelligence. The emergence of the “big data” era has also opened new opportunities and generated new issues. In this presentation, we propose an overview of the different constraints related to the sales forecasting in the fashion industry. Some examples are introduced to illustrate the problematics and the potential solutions. Finally, the new opportunities which could be explored are discussed. r. -- --------------------------------------------------- Roberta Sirovich Department of Mathematics G. Peano University of Torino Via Carlo Alberto 10 10123 Torino (Italy) +390116702937 www.robertasirovich.it <http://www.personalweb.unito.it/roberta.sirovich/EN/Home.html> ---------------------------------------------------

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Fwd: Two 3-year probability postdocs in Oxford
by Fabio Martinelli 27 Jan '17

27 Jan '17

---------- Forwarded message ---------- From: Christina Goldschmidt <goldschm(a)stats.ox.ac.uk> Date: Fri, Jan 27, 2017 at 1:00 PM Subject: Two 3-year probability postdocs in Oxford To: Christina Goldschmidt <goldschm(a)stats.ox.ac.uk> Dear colleagues, The Department of Statistics at Oxford is currently advertising two 3-year postdoctoral positions in probability, to work with me on a project concerning random graphs and their scaling limits. I would be very grateful if you could bring this to the attention of any suitable people that you know. Potential candidates should feel free to contact me directly. More details are available from the university's jobs page <https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.disp…> where there are links to a detailed job description and the online application form. The start date is flexible (but must be no later than January 2018). The closing date for applications is 12 noon (GMT) on 3 March 2017. Interviews will be held on 16 March 2017. Many thanks and best wishes, Christina Goldschmidt. -- Christina Goldschmidt | http://www.stats.ox.ac.uk/~goldschm Department of Statistics and Lady Margaret Hall, University of Oxford -- Fabio Martinelli Department of Mathematics and Physics Roma Tre University Lg. San Murialdo 1, 00146 Roma Italy tel +39 06 57338039 fax +39 06 57338039

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Avviso di seminario al Politecnico di Milano
by Giuseppina Guatteri 27 Jan '17

27 Jan '17

Si avvisa che in data 3/2/2017, alle ore 12:00 precise, presso Aula seminari del terzo piano del dipartimento di Matematica del Politecnico di Milano, nell'ambito delle iniziative della sezione di Probabilità e Statistica Matematica, si svolgerà il seguente seminario: Titolo: MIsure invarianti per l'equazione stocastica di Navier-Stokes nel piano/ Invariant measures for Navier Stokes equation in the plane Relatore: Benedetta Ferrario, Universita' di Pavia Abstract: Si presenta un risultato di esistenza di una misura invariante per l'equazione di Navier-Stokes nel piano con forzante di tipo rumore bianco nel tempo. Poiche' si lavora in un dominio spaziale illimitato, l'immersione dello spazio di Hilbert H^1 in H^0 non e` compatta e questo richiede una tecnica diversa dal caso di dominio spaziale finito per la dimostrazione dell'esistenza di una misura invariante. Invece del metodo di Krylov e Bogoliubov si ricorre al metodo di Maslowski e Seidler (On sequentially weakly Feller solutions to SPDE's. Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Natur. Rend. Lincei (9) Mat. Appl. 10 (1999), no. 2, 69-78). Questo lavoro e` in collaborazione con Z. Brzezniak (Universita` di York). The existence of an invariant measure for 2d Navier Stokes with white noise (in time) forcing term is given. Due to the unboundedness of the domain a different technique in proving this existence result used. In fact, rather then using Krylov-Bogoliubov method we follow the approach introduced by Maslowsly and Seidler (On sequentially weakly Feller solutions to SPDE\'s. Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Natur. Rend. Lincei (9) Mat. Appl. 10 (1999), no. 2, 69-78). This is a joint paper with Z. Brzezniak, University of York. Tutti gli interessati sono invitati a partecipare. Per informazioni scrivere a giuseppina.guatteri(a)polimi.it. Giuseppina Guatteri Dipartimento di Matematica Politecnico di Milano Via Bonardi, 9 20133 Milano tel.: +390223994556 fax.:+390223994513 email: giuseppina.guatteri(a)polimi.it "Happiness can be found even in the darkest of times, if one only remembers to turn on the light" A. Dumbledore

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Giornata di studi in onore di Gabriella Salinetti [lunedì 6 febbraio]
by Luca Tardella 27 Jan '17

27 Jan '17

A tutti gli interessati: Il giorno lunedì 6 febbraio 2017 si terra' presso il Dipartimento di Scienze Statistiche di Sapienza Università di Roma la giornata di studi: "Advances in Probability, Statistics and Decision Theory" *** A Conference in Honor of Gabriella Salinetti*** Sul seguente sito http://stat-events.wixsite.com/gabriellaconference sono disponibili - il programma definitivo di tutta la giornata - una mappa per raggiungere la sede della conferenza L'iscrizione al convegno è gratuita, ma necessaria per ragioni organizzative. E' ancora possibile registrarsi sul sito compilando un semplice modulo on line. E' possibile anche registrarsi contattando gli organizzatori al seguente indirizzo: gabriellaconference(a)gmail.com. Cordiali saluti Luca Tardella Dipartimento di Scienze Statistiche Facoltà di Ingegneria dell'Informazione, Informatica e Statistica Sapienza Università di Roma Piazzale Aldo Moro,5 (00185) Roma (ITALY) - BOX 82

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SISbayes Final Announcement
by Brunero Liseo 25 Jan '17

25 Jan '17

Apologies for cross-posting SISbayes 2017 Workshop, Roma 7-8 February 2017. SISbayes 2017 is the first Workshop organized by the section on Bayesian Statistics of the Italian Statistical Society. Please find enclosed the FINAL PROGRAM of the Workshop If you plan to come and join us please visit the website http://stat-events.wixsite.com/sisbayes2017 Brunero Liseo (on behalf of the Scientific Committee and the Organizing Committee) -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *http://www.memotef.uniroma1.it/users/liseo-brunero <http://www.memotef.uniroma1.it/users/liseo-brunero>* =============================================

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AMMCS 2017 - Call for papers
by Enrico Scalas 25 Jan '17

25 Jan '17

Car* collegh*, durante l'AMMCS 2017 che si terra' a Waterloo in Ontario, Canada dal 20 al 25 agosto 2017, organizzo due sessioni di interesse per chi si occupa di probabilita' applicata: 1. Fractional Calculus and Applications http://www.ammcs2017.wlu.ca/special-sessions/fca/ 2. Modelling of socio economic dynamics http://www.ammcs2017.wlu.ca/special-sessions/msed/ Il sito del congresso con istruzioni e scadenze e' il seguente: http://www.ammcs2017.wlu.ca/ Cordiali saluti, Enrico Scalas

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1 posto di RTD di tipo a) del s.s.d. SECS-S/06 presso la Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 25 Jan '17

25 Jan '17

La Scuola Normale Superiore ha bandito un posto di ricercatore a tempo determinato di tipo a) nel s.s.d. SECS-S/06 Le informazioni, il bando e il modello della domanda si trovano al link http://www.sns.it/bando/ricercatore-tempo-determinato-ssd-secs-s06-metodi- matematici-delleconomina-e-delle-scienze-attuariali-e-finanziarie L'annuncio in inglese si trova al link http://en.sns.it/bando/fixed-term-researcher-mathematical- methods-economy-finance-and-actuarial-sciences Il termine di scadenza delle domande è il prossimo 6 marzo 2017. Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159

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Correzione
by piccioni＠mat.uniroma1.it 24 Jan '17

24 Jan '17

Mi scuso per le imprecisioni nell’annuncio dei seminari del 31 cm: Valentina Cammarota per il momento è ancora con il King’s College di Londra Il seminario di Sokol Ndreca ha per titolo On a problem of Kendall Vogliate scusarmi Mauro Piccioni Inviato dal mio telefono Windows 10

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Annuncio seminari
by Piccioni, Mauro 24 Jan '17

24 Jan '17

Martedì 31 gennaio 2017 Seminari di Probabilità e Statistica Matematica Aula G, Dipartimento di Matematica, Sapienza Università di Roma Ore 14 Valentina Cammarota (Sapienza Università di Roma) On the critical values of random spherical harmonics. Abstract: We study the limiting distribution, in the high energy limit, of critical points and extrema of random spherical harmonics. In particular, we first derive the density functions of extrema and saddles and then we provide analytic expressions for the variances. Our arguments require a careful investigation of the validity of the Kac-Rice formula in nonstandard circumstances, entailing degeneracies of covariance matrices for first and second derivatives of the processes being analyzed. It is well known that after proper rescaling random spherical harmonics converge to Berry's random plane waves; in the second part of the talk we focus on the spatial distribution of critical points of random plane waves. Based on joint works with Dmitry Beliaev, Domenico Marinucci and Igor Wigman. Ore 15 Sokol Ndreca (University Center of Belo Horizonte) Abstract: In this talk we consider a stochastic point process $i + \xi_i$, where $i\in \mathbb{N}$ and the $\xi_i's$ are i.i.d exponential random variables with standard deviation $\sigma$. Some properties of this process are investigated. We then study a discrete time single server queueing system with this process as arrival process and deterministic unit service time. We obtain a functional equation of the bivariate probability generating function of the stationary distribution for the system. The functional equation is quite singular, does not admit simple solution. We find the solution of such equation on a subset of its set of definition. Finally we prove that the stationary distribution of the system decays super-exponentially fast in the quarter plane. The queueing model, motivated by air and railway traffic, has been proposed by Kendall and others some five decades ago, but no solution of it has been found so far. This is a joint work with Gianluca Guadagni, Carlo Lancia and Benedetto Scoppola. Tutti gli interessati sono invitati a partecipare. Per informazioni rivolgersi a piccioni(a)mat.uniroma1.it.

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I: tenure track position at TU delft
by Francesca Collet - EWI 23 Jan '17

23 Jan '17

Ricevo ed inoltro. Mi scuso per eventuali post-crossing. Distinti saluti, Francesca Collet ________________________________ Da: stoch-ned-l-bounces(a)science.uu.nl [stoch-ned-l-bounces(a)science.uu.nl] per conto di Frank Redig - EWI [F.H.J.Redig(a)tudelft.nl] Inviato: lunedì 23 gennaio 2017 08.51 A: stoch-ned-l(a)science.uu.nl Oggetto: [stoch-ned-l] tenure track position at TU delft Included the announcement of a tenure-track position at Delft Institute of Applied Mathematics at the interface probability/analysis/differential geometr. Please spread the message among possibly interested colleagues. Tenure-track Position in Mathematics (Analysis/Probability Theory/Geometry) Department/faculty: Electrical Engineering, Mathematics and Computer Science Level: PhD degree Working hours: 38 hours per week Contract: Tenure track Salary: €3427 to €4691 per month gross U bekijkt een vacaturetekst die opgesteld is in het Engels. Electrical Engineering, Mathematics and Computer Science The Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) is known worldwide for its high academic quality and the social relevance of its research programmes. The faculty’s excellent facilities accentuate its international position in teaching and research. Within this interdisciplinary and international setting the faculty employs more than 1100 employees, including about 400 graduate students and about 2100 students. Together they work on a broad range of technical innovations in the fields of sustainable energy, telecommunications, microelectronics, embedded systems, computer and software engineering, interactive multimedia and applied mathematics. The research at the Delft Institute of Applied Mathematics (DIAM) centers around the analysis of mathematical models arising in science and engineering. This research is both fundamental and applied in nature, and is often inspired by technical applications. The department plays an active role in translating research results into concrete, practical applications. It maintains intensive contacts with other TU Delft departments, the major technological institutes and the research laboratories of major companies. Within its own subject field, the department provides teaching for the Applied Mathematics BSc and MSc programmes, and also contributes to the teaching of mathematics courses within other academic programmes at the TU Delft as well as within national programmes such as “MasterMath”. Job description The successful candidate is expected to contribute significantly to the research and teaching portfolio of DIAM. He/she is encouraged to develop his/her own research line in a viable and promising area in the framework of the project "Stochastic Analysis on Riemannian Manifolds and Related Geometric Structures" funded by the Netherlands Organisation for Scientifc Research (NWO). A proven track record in - or affinity with - a relevant area of differential geometry will be considered a strong advantage. Depending on the candidate's profile, he/she will join the Analysis group led by Prof. Jan van Neerven or the Applied Probability group led by Prof. Frank Redig. A Tenure Track, a process leading up to a permanent appointment with the prospect of becoming an Associate or full Professor, offers young, talented academics a clear and attractive career path. During the Tenure Track, you will have the opportunity to develop into an internationally acknowledged and recognised academic. We offer a structured career and personal development programme designed to offer individual academics as much support as possible. For more information about the Tenure Track and the personal development programme, please visit www.tudelft.nl/tenuretrack<http://www.tudelft.nl/tenuretrack>. Requirements Applicants must have a PhD degree in Mathematics and at least three years of post-doctoral experience in an area relevant to the project at the moment of appointment. In addition, they must have a proven track record of research excellence, the ambition to strengthen and expand the research and teaching portfolio of DIAM, and good communication and social skills. Conditions of employment A tenure-track position is offered for six years. Based on performance indicators agreed upon at the start of the appointment, a decision will be made by the fifth year whether to offer you a permanent faculty position. The TU Delft offers a customisable compensation package, a discount for health insurance and sport memberships, and a monthly work costs contribution. Flexible work schedules can be arranged. An International Children’s Centre offers childcare and an international primary school. Dual Career Services offers support to accompanying partners. Salary and benefits are in accordance with the Collective Labour Agreement for Dutch Universities. The TU Delft sets specific standards for the English competency of the teaching staff. The TU Delft offers training to improve English competency. Inspiring, excellent education is our central aim. If you don't have a teaching certificate yet, we allow you up to three years to obtain one. Information and application For more information about this position, please contact Prof. Jan van Neerven, phone: +31 (0)15-2786599, e-mail: M.A.M.vanNeerven(a)TUDelft.nl<mailto:M.A.M.vanNeerven@TUDelft.nl>, or Frank Redig, phone: +31 (0)15-2789706, e-mail: F.H.J.Redig(a)TUDelft.nl<mailto:F.H.J.Redig@TUDelft.nl>. To apply, please send an application letter; a detailed curriculum vitae including a publication list, research and teaching statements; and the names of three references. Please e-mail your application by 15 March 2017 to P.T.M. van den Bergh, Hr-eemcs(a)tudelft.nl<mailto:Hr-eemcs@tudelft.nl>. When applying for this position, please refer to vacancy number EWI2017-02.

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Fwd: [World] Post doc position at KTH, Stockholm
by Gustavo Posta 23 Jan '17

23 Jan '17

Begin forwarded message: > From: Svante Linusson <linusson(a)math.kth.se> > Subject: [World] Post doc position at KTH, Stockholm > Date: 19 gennaio 2017 18:56:21 GMT+01:00 > To: world(a)aleanetwork.net > > Dear all, > > We are searching for a post doc in algebraic and/or probabilistic combinatorics at KTH during next academic year. > > Please spread information to all you might think could be interested. > > Best, > > Svante Linusson > > ---------- > https://www.kth.se/en/om/work-at-kth/stipendier/postdoc-scholarship-in-math… > > Qualifications > > The applicant should have a Ph.D. in mathematics (or equivalent) no older than 5 years and have conducted research in an area related to the project description. The applicant should not have been employed by KTH within the past 3 years. > > Application > > Apply to this scholarship by e-mail to jobs(a)math.kth.se. You are the main responsible to ensure that your application is complete according to the ad. Your complete application must be received at KTH no later than 2017-02-20. Mark your application with reference number S-2016-1444. > > The application must include the following documents: > > Curriculum vitae > Cover letter (detailing both your previous scientific work experience and your interest in this position) > Research statement (max 2 pages) > Contact information for three references > Please observe that you apply for a scholarship, not an employment. > > > > > -- > ------------------ > Svante Linusson > Professor of Mathematics > Department of Mathematics > KTH > SE-100 44, Stockholm > SWEDEN > linusson(a)math.kth.se > 070-444 7906 > _______________________________________________ > World mailing list > World(a)aleanetwork.net > http://aleanetwork.net/cgi-bin/mailman/listinfo/world

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Fwd: summer school
by Gustavo Posta 23 Jan '17

23 Jan '17

Begin forwarded message: > https://www.mimuw.edu.pl/~wssp/index.html

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Fwd: [mi-net_all] Research visits - funding available
by Alessandra Micheletti 20 Jan '17

20 Jan '17

---------- Forwarded message ---------- From: MI-NET <MI-NET(a)bath.ac.uk> Date: Fri, Jan 20, 2017 at 3:19 PM Subject: [mi-net_all] Research visits - funding available To: mi-net_all <mi-net_all(a)lists.bath.ac.uk> ****apologies for cross posting**** Dear All We are running a rolling call for research visits (STSMs) applications from anyone interested on carrying out a visit by 30th April 2017. *STSMs are exchange visits to an institution or laboratory in another COST country <http://www.cost.eu/COST_Actions/TDP/Actions/TD1409?parties> that is part of this Action. Their aim is to foster collaboration and sharing of new techniques and infrastructures, which may not be available at another participant’s institution or laboratory. Visits can last between 5-90 days for an established researcher and 5-180 days for an early career investigator (up to 8 years post PhD).* *An STSM grant is a fixed financial contribution of up to EUR 2000.* *https://mi-network.org/short-term-scientific-missions/ <http://%2522>* Please note that for this call all visits will have to be completed by 30th April 2017. Please follow us on twitter <https://twitter.com/Maths4Industry>, join us on Facebook <https://www.facebook.com/maths4industry/?hc_ref=SEARCH&fref=nf> and on LinkedIn <https://www.linkedin.com/groups/8454112> to be kept up to date on news about funding opportunities in industrial mathematics. Regards Filipa Dr Filipa Vance Project Manager/Grant Holder COST Action TD1409, Mathematics for Industry Network (MI-NET) 4 West Room 2.15, University of Bath, Bath, BA2 7AY, United Kingdom Tel: +44 (0)1225 385886 <+44%201225%20385886> | http://mi-network.org | @Maths4Industry | skype: maths4industry ------------------------------ ***MI-NET Funding Calls Now Open *** *Research visits (STSMs) <https://mi-network.org/short-term-scientific-missions/>* *Travel to conferences <https://mi-network.org/eci/>* Industrial Workshops <http://mi-network.org/industrial-workshops/> *Modelling Weeks <http://mi-network.org/modelling-weeks/>* Study Groups with Industry <http://mi-network.org/short-term-scientific-missions/> ------------------------------ -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics and ADAMSS Centre Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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school on Large Random Graphs, Bonn, April 2017
by Carina Geldhauser 20 Jan '17

20 Jan '17

Received from the organizer, Prof. Ngoc Tran ------------- April 2017 Hausdorff School: Large random graphs: geometry and applications https://www.hcm.uni-bonn.de/?id=2510 <https://www.hcm.uni-bonn.de/?id=2510> This summer school brings together researchers in both applied and theoretical aspects of random graphs. There are three mini-courses on the latest research progresses and questions on random graphs, their geometry and topology; as well as three contributory talks on the latest applications of random graphs, from ecology to cosmology. Our school is meant to rapidly introduce young researchers to this exciting field, and features extended open problem discussions sessions. *Travel support available*! Please register by*February 10th* the latest to receive full considerations https://www.hcm.uni-bonn.de/events/eventpages/hausdorff-school/wwwhcmuni-bo… <https://www.hcm.uni-bonn.de/events/eventpages/hausdorff-school/wwwhcmuni-bo…> ---------------

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Seminario BOUCHERON
by Matteo Ruggiero 20 Jan '17

20 Jan '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Venerdì 27 Gennaio 2017 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Stéphane BOUCHERON (Université Paris-Diderot) CONCENTRATION INEQUALITIES IN THE INFINITE URN SCHEME FOR OCCUPANCY COUNTS AND THE MISSING MASS, WITH APPLICATIONS TO GOOD-TURING ESTIMATORS AND ADAPTIVE STATISTICAL TEXT COMPRESSION An infinite urn scheme is defined by a probability mass function over positive integers. A random allocation consists of a sample of N independent drawings according to this probability distribution where N may be deterministic or Poisson-distributed. We are concerned with occupancy counts, that is with the number of symbols with r or at least r occurrences in the sample, and with the missing mass that is the total probability of all symbols that do not occur in the sample. Without any further assumption on the sampling distribution, these random quantities are shown to satisfy Bernstein-type concentration inequalities. The variance factors in these concentration inequalities are shown to be tight if the sampling distribution satisfies a regular variation property. Among other applications, these concentration inequalities allow us to derive tight confidence intervals for the Good--Turing estimator of the missing mass. In statistical text compression, adaptive (or twice-universal) coding faces the following problem: given a collection of source classes such that each class in the collection has a non-trivial minimax redundancy rate, can we design a single code which is asymptotically minimax over each class in the collection? We deal with classes of sources over an infinite alphabet (that is with infinite urn schemes), that are characterized by a dominating envelope. We provide asymptotic equivalents for the redundancy of envelope classes enjoying a regular variation property. We construct a computationally efficient online code, which is shown to be adaptive, within a loglog(n) factor, over the collection of regularly varying envelope classes. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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ENBIS Spring Meeting on Predictive Maintenance and Reliability with Big and Complex Data
by antonio.pievatolo＠cnr.it 19 Jan '17

19 Jan '17

Call for papers *ENBIS Spring Meeting on Predictive Maintenance and Reliability with Big and Complex Data* Monastery of Schlägl in Upper Austria, from 28th to 30th May, 2017 Abstract submission deadline: *26 February 2017* Web page: http://www.enbis.org/activities/events/current/533_ENBIS_Spring_Meeting_201… Description The meeting will focus on predictive maintenance and reliability with big and complex data. Industrial statistics and in particular reliability engineering is a strongly growing field of interest as technical products determine more and more our daily life (communication, mobility, logistics, energy, nutrition, etc.). This dependence motivates the importance of high reliability of processes and devices. The 2017 ENBIS Spring Meeting will contribute to the discussion of current problems and challenges in reliability and maintenance and to the exchange of knowledge among experts from industry, consultancy and academia. The meeting will focus on the application of statistical methods in the contemporary big data and internet of things context, where the sustained flow of failure and maintenance data can be of great value for prognosis and decision making if properly integrated with data analytic methods. Contributions are welcome on the illustration of particularly challenging reliability and maintenance problems, as well as on methodologies such as stochastic modelling, association modelling and data analysis methods designed for big data. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101

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avviso di seminario Lente - Politecnico di Torino - lunedì 23 ore 11
by Enrico Bibbona 19 Jan '17

19 Jan '17

Lunedì 23 gennaio alle ore 11 in aula Buzano, DISMA, Politecnico di Torino si terrà il seguente seminario Gabor Lente (University of Debrecen, Hungary) Stochastic effects and the autocatalytic chemical systems Per abstract e ulteriori dettagli si veda http://calvino.polito.it/~probstat/seminars/seminars17.html Cordiali saluti, Enrico Bibbona -- Enrico Bibbona Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Annuncio di seminario
by Piccioni, Mauro 18 Jan '17

18 Jan '17

*Lunedi 23 gennaio* *Ore 16:00, Aula di Consiglio* *Seminario di Probabilità e Statistica Matematica* *Domenico Marinucci, Dipartimento di Matematica, Università di Roma Tor Vergata* *Titolo: A Quantitative Central Limit Theorem for the Euler-Poincaré Characteristic of Random Spherical EigenfunctionsWe establish here a Quantitative Central Limit Theorem (in Wassersteindistance) for the Euler-Poincaré Characteristic of excursion sets ofrandom spherical eigenfunctions in dimension 2. Our proof is based upon adecomposition of the Euler-Poincaré Characteristic into differentWiener-chaos components: we prove that its asymptotic behaviour isdominated by a single term, corresponding to the chaotic component oforder two. As a consequence, we show how the asymptotic dependence on the threshold level u is fully degenerate, i.e. the Euler-PoincaréCharacteristic converges to a single random variable times a deterministicfunction of the threshold. This deterministic function has a zero at theorigin, where the variance is thus asymptotically of smaller order. Ourresults can be written as an asymptotic second-order Gaussian KinematicFormula for the excursion sets of Gaussian spherical harmonics.Based on a joint work with Valentina Cammarota.* *Prossimo seminario: Valentina Cammarota, 31/1* *Tutti gli interessati sono invitati ad intervenire.* *Per richieste di informazioni scrivere a piccioni(a)mat.uniroma1.it.*

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Fwd: PhD position at the University of Bath
by Francesco Caravenna 17 Jan '17

17 Jan '17

Ricevo e inoltro. > Da: Marcel Ortgiese <M.Ortgiese(a)bath.ac.uk> > Oggetto: PhD position at the University of Bath > Data: 17 gennaio 2017 12:46:42 GMT+01:00 > > Dear all, > > I am currently advertising a PhD position in networks at the University of Bath, for details see below. > I’d be grateful if you could pass the message on to anyone who you think might be interested. > For further details, please contact me at m.ortgiese(a)bath.ac.uk. > > Thank you, > Marcel > > ====================================================== > > Topic: Preferential attachment networks with fitness > Application deadline: Tuesday, January 31, 2017 > Anticipated start date: 2 October 2017 > > > UK and EU students may apply for a University Research Studentship which will cover Home/EU tuition fees, a training support fee of £1000 per annum and a tax-free maintenance allowance of £14,296 (2016/17 rate) for 3.5 years. > > See also https://www.findaphd.com/search/ProjectDetails.aspx?PJID=80623 and follow the link to apply online (choose “PhD programme in Statistics (full-time)” and mention the project title). > > > Project description: > This PhD project is based in a modern area of probability at the intersection of random graphs, branching processes and processes in random environments. > > The main topic of the project is the analysis of growing network models. Following the paradigm of preferential attachment, these models offer a simple explanation to why power laws can be observed in real-life networks such as the world wide web. The basic rule is that when new nodes are introduced into the network, they prefer to establish connections to old nodes that already have many connections. In this project we will consider the preferential network model with fitness. Here, the classical preferential attachment mechanism is modified by equipping each node with a random fitness. This models the fact that not every new node in a real-life network has the same initial attractiveness. The aim of the project is to understand how this extra randomness modifies the structure of the network. The mathematical analysis is closely related to studying processes in random environment and in particular to non-homogeneous branching processes. > > The project will be based at the internationally recognised probability laboratory at the University of Bath and the PhD candidate would benefit from a vibrant research environment and the interaction with other postgraduate students and other specialists working on closely related topics. >

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de Finetti Risk Seminar - January 24, 2017
by Emanuela Rosazza 17 Jan '17

17 Jan '17

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture TITLE: Partial Differential Equations (PDEs) in Infinite Dimension: Economic and Financial models Fausto Gozzi LUISS, Italy ABSTRACT: "PDEs in Infinite Dimension" seems, already from the name, a very abstract and difficult subject. We aim to show how it can be very useful in treating, in particular, economic and financial models. We start by presenting some motivating problems in Economic and Finance (e.g. Growth and Pricing/Hedging) which can be naturally attacked using, as main mathematical tools, infinite dimensional PDEs. We then point out the state of the art on these kind of problems and present some recent results on them. Finally we will discuss the applicability of such results to the motivating problems and give some ideas on possible future developments. LOCATION: The seminar will be held on Tuesday, January 24, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A refreshment will be offered at 19.00. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Annuncio Seminario di Probabilità, Pisa, Mercoledi 18 gennaio, ore 11:00
by Carina Geldhauser 16 Jan '17

16 Jan '17

----- Annuncio Seminario di Probabilità, Pisa ---- Dipartmento di Matematica, Università di Pisa Mercoledi, 18 gennaio, ore 11:00, Sala Riunioni. Seminario di Probabilità SPEAKER 1: Dario Trevisan, Universita di Pisa TITLE: A PDE approach to a 2-dimensional matching problem ABSTRACT: We prove asymptotic results for 2-dimensional random matching problems. In particular, we obtain the leading term in the asymptotic expansion of the expected quadratic transportation cost for empirical measures of two samples of independent uniform random variables in the square. Our technique is based on a rigorous formulation of the challenging PDE ansatz by S. Caracciolo et al. (Phys. Rev. E, 90, 012118, 2014) that linearizes the Monge-Ampère equation. Moreover, it provides a new approach to classical bounds due to Ajtai et al. (Combinatorica, 4, 1984). Joint work with L. Ambrosio and F. Stra. Dopo una pausa di circa 15min, proseguiamo con SPEAKER 2: Franco Flandoli, Università di Pisa TITLE: Sistemi di particelle (proseguimento): l'idea dell'equilibrio locale. ABSTRACT. Si prosegue la breve introduzione ai limiti macroscopici in diversi regimi approfondendo, pur solo euristicamente, il caso del limite idrodinamico, basato sull'idea di equilibrio locale. Tutti gli interessati sono invitati a partecipare. Per informazioni scrivere a carina.geldhauser(a)dm.unipi.it

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Annuncio di seminario
by Piccioni, Mauro 12 Jan '17

12 Jan '17

*Dipartimento di Matematica, Sapienza Università di Roma * *Martedì 17 gennaio* *Ore 14:00, Aula di Consiglio* *Seminario di Probabilità e Statistica Matematica* *Mauro Mariani, Dipartimento di Matematica, Sapienza Università di Roma* *Titolo: Metastable regimes of diffusion processes* *Abstract: *I will discuss some old and new results concerning a classical example featuring a metastable behavior: finite-dimensional diffusion processes in the vanishing noise limit. Sharp estimates have been introduced during the '60s. More recently, similar ideas appeared in the context of potential theory and calculus of variations. Tutti gli interessati sono invitati a partecipare. Per informazioni scrivere a: piccioni(a)mat.uniroma1.it

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Seminario Tiziano De Angelis 19 gennaio 2017 presso Università Cattolica sede di Milano
by Marina Di Giacinto 12 Jan '17

12 Jan '17

Seminario di Tiziano De Angelis (School of Mathematics - The University of Leeds) Giovedi' 19 gennaio 2017 - ore 11:00 - aula 200 Università Cattolica del Sacro cuore, Milano, Dipartimento di di Discipline matematiche, Finanza matematica ed Econometria Viale Necchi, 9 - Milano TITLE: The dividend problem with a finite horizon ABSTRACT: We characterize the value function of the optimal dividend problem with a finite time horizon as the unique classical solution of a suitable Hamilton-Jacobi-Bellman equation. The optimal dividend strategy is realized by a Skorokhod reflection of the fund's value at a time-dependent optimal boundary. Our results are obtained by establishing for the first time a new connection between singular control problems with an absorbing boundary and optimal stopping problems on a diffusion reflected at an elastic boundary. Joint work with Erik Ekstrom (Uppsala Universitet) Paper available at http://arxiv.org/abs/1609.01655 Tutti gli interessati sono invitati a partecipare.

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Convegno in memoria di Enza Orlandi, Roma Tre 20-21 gennaio 2017
by Pietro Caputo 10 Jan '17

10 Jan '17

CONVEGNO in memoria di Enza Orlandi "Dynamics and Hydrodynamic Limits in Statistical Mechanics" 20-21 Gennaio 2017 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA F - Largo San L. Murialdo,1 - ROMA in memoria della nostra collega e amica Enza Orlandi. Per maggiori informazioni rimandiamo al sito web: https://enzaorlandi.wordpress.com/ Invitiamo gli interessati che non si siano ancora registrati a farlo appena possibile, inviando una mail a: giuliani(a)mat.uniroma3.it Segnaliamo inoltre che venerdi' 20 gennaio avra' luogo una cena sociale presso il ristorante "Al Pompiere" (http://www.alpompiereroma.com/) Invitiamo gli interessati a partecipare alla cena a segnalarlo inviando una mail a: giuliani(a)mat.uniroma3.it ENTRO VENERDI 13 GENNAIO. Poiche' il locale ha posti limitati, nel caso in cui si superasse il numero massimo di richieste, verra' data precedenza ai primi iscritti. Alessandro Giuliani Elisabetta Scoppola Pierre Picco

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Fwd: [Statlist] PhD position at Leiden University
by Ester Mariucci 10 Jan '17

10 Jan '17

Buongiorno, ricevo ed inoltro l'annuncio di una borsa di dottorato all'Università di Leiden. Buon anno a tutti, Ester Mariucci ---------------------------------------------------- From: Schmidt-Hieber, A. Johannes <schmidthieberaj(a)math.leidenuniv.nl> The mathematics department of Leiden University in the Netherlands invites applications for a four-year PhD position in statistics. Topic: The successful candidate will be working on fundamental questions in nonparametric Bayes theory. Nonparametric Bayes is a very active field within mathematical statistics with various applications ranging from biology to machine learning. The theory has been developed largely during the past years but remains a topic of active research with many challenging open problems. The PhD position is financed by a TOP II grant from the Dutch science foundation. The grant gives some flexibility in the choice of the projects that will be addressed allowing to adapt to the background and interests of the candidate. Team: The PhD project will be carried out with Johannes Schmidt-Hieber. There is a large research community including many PhD students in the Netherlands (and in particular in Leiden) closely collaborating on similar projects. Regularly, joint nationwide seminars are organised. University: Information about Leiden University can be found here http:// www.leidenuniv.nl. For more information about the mathematics department, please see https://www.math.leidenuniv.nl/nl/home/ Terms of employment: There is no fixed starting date for the position. The terms of employment are governed by the Collective Labour Agreement of Universities in The Netherlands, with a monthly salary starting at 2083 Euro in the first year, and increasing to 2664 Euro in the fourth year, and an additional 8% holiday allowance and 8% end-of-year bonus. An extensive fringe benefits package is included. An individual choices model gives you some freedom to assemble your own set of terms and conditions. Candidates from outside the Netherlands may be eligible for a substantial tax break. Additional budget allows for research visits abroad and attendance of international conferences. Application: If you are interested in the position, please send an email with cv and a letter outlining research interests to Johannes Schmidt-Hieber ( schmidthieberaj(a)math.leidenuniv.nl ). Upon selection, letters of recommendation, evaluating the candidate's research experience, will be required from two or more references. If you have further questions do not hesitate to send an email to schmidthieberaj(a)math.leidenuniv.nl .

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Tenure track position at NTNU in Trondheim, Norway (fwd)
by Tiziano Vargiolu 10 Jan '17

10 Jan '17

---------- Forwarded message ---------- Date: Fri, 6 Jan 2017 13:48:28 +0100 From: Helge Holden <holden(a)math.ntnu.no> To: holden(a)math.ntnu.no Subject: Tenure track position at NTNU in Trondheim, Norway Dear colleague, Thanks to a generous donation, we have an opening for a tenure track position here at NTNU in Trondheim. Applicants should not be older than 40 years (compensation for broken careers) working in pure mathematics (widely interpreted), and the contract will be for up to 6 years. During this period one will be considered for tenure. Successful candidates will be given funds to support 1 post doc and 2 PhD positions! See http://bfstiftelse.no/wp-content/uploads/2016/12/CALL-Matematikk.pdf for further information. [Similar positions will be advertised in Oslo and Bergen, but applications will be treated separately at the three universities.] The math. dept. at NTNU is the largest in Norway, and is a very international department with more then 10 nationalities among the permanent faculty. If you have candidates for a such a position, please let me know by 20 Jan 2017, as the preparation of an application will require some time. Female candidates are especially encouraged to apply. Regards Helge

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