Dear all,
I would like to advertise a postdoctoral position in probability to join the research group of Dr Christoforos Panagiotis at the University of Bath. The official job advertisement can be found here: Research Associate in Probability<https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=AP13143>.
The position is for up to two years, and the application deadline is 15 December. Applications from promising early-career researchers with an interest in probability or statistical mechanics are warmly encouraged.
Potential candidates are welcome to contact Dr Christoforos Panagiotis by email at cp2324(a)bath.ac.uk with any questions.
Best wishes,
Christoforos
Dr Christoforos Panagiotis
Lecturer at University of Bath
Member of Prob-L@b
email: cp2324(a)bath.ac.uk<mailto:cp2324@bath.ac.uk>
Office: 4 West 2.16
Il giorno 10 novembre 2025, alle ore 15:00, in SP1L, del Dipartimento di
Matematica e Applicazioni R. Caccioppoli, il Prof. Kei Kobayashi,
Department of Mathematics, Fordham University, terrà il seguente
seminario:
"Effect of random time changes on Loewner hulls"
Abstract: Standard Brownian motion composed with a random time change
given by an inverse subordinator has been used to model subdiffusions,
where particles spread more slowly than the classical Brownian
particles. The time-changed Brownian motion is neither Markovian nor
Gaussian, and standard procedures known for normal diffusions do not
generally work. This talk gives an overview of the framework of
numerical approximation schemes for the time-changed Brownian motion and
its associated stochastic differential equations, along with the rates of
convergence. This is based on joint work with Sixian Jin and Ernest Jum.
Sarà possibile seguire il seminario anche on line all'indirizzo:
Seminario Prof. Kei Kobayashi | Partecipazione alla riunione | Microsoft
Teams [1]
Cari saluti,
Luigia Caputo
--
Luigia Caputo, PhD
Ricercatore Universitario di Probabilità e Statistica Matematica,
Dipartimento di Matematica e Applicazioni,
Università di Napoli FEDERICO II
Via Cintia, 80126, NAPOLI
https://www.docenti.unina.it/luigia.caputo
Links:
------
[1] https://teams.microsoft.com/meet/3820570043887?p=SREudpw04NV0e4hOLU
Dear all,
Join us for our upcoming talk in the STAR seminar<https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…> series Tuesday, November 11th, from 13:00 to 14:00 (Oslo time).
As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Room 723 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/62796699609>.
The speaker is Paul Ehling (BI Norwegian Business School) with the talk:
Title: Asset pricing implications of default
Abstract: Studying the asset pricing implications of default, we show that default along the equilibrium path reduces the amount of risk-sharing for two reasons. First, the potential of future default events for relatively poor agents increases their cost of borrowing today. Second, the option value of default in the future induces increased borrowing today, even for relatively rich agents. We establish that agents borrow from each other simultaneously in equilibrium and that they borrow more when idiosyncratic risk is high. Further, we show that this increases the probability of default along the equilibrium path which drives up the premium on risky assets. To solve our dynamic model example with multiple agents numerically, we rely on a machine learning framework to overcome the large state space and the non-linearities due to default.
We are looking forward to seeing you!
Best regards,
Giulia, Leonardo and Pere
Dear colleagues,
we would like to draw your attention to an open PhD position in
probability theory for 4 years at the University of Innsbruck, Austria.
See below for details.
The research group of Professor Ecaterina Sava-Huss at the Department of
Mathematics, University of Innsbruck, Austria, is looking for a 4-year
PhD researcher in probability, with focus on random walks on graphs and
groups, branching random walks, abelian sandpiles, and aggregation models.
*Job description:*
* The successful candidate will collaborate with the members of the
research group of Ecaterina Sava-Huss. The group description can be
found here:
https://www.uibk.ac.at/mathematik/personal/sava-huss/research-group.html
* Specific topics include random walks on infinite graphs and groups,
branching random walks, quantum random walks, sandpile models.
*Profile: *
* Completed subject-related Master's degree program
* Excellent qualifications in stochastics/probability theory (e.g.
Master thesis or publications)
* Please enclose to your application relevant courses, research
seminars in the area of stochastics
* Please give the names of two contact persons that can write a
recommendation letter on your behalf.
*Application: *We look forward to receiving your online application
(link below) by November 14, 2025.
The applications should be submitted online
here:*https://lfuonline.uibk.ac.at/public/karriereportal.details?asg_id_in=15283*
*Starting date: *anytime after 15.02.2026
Further information about the stochastics research group at the
University of Innsbruck can be found on
https://www.uibk.ac.at/mathematik/stochastik/
Details on the research of the PI Ecaterina Sava-Huss can be found here:
https://www.uibk.ac.at/mathematik/personal/sava-huss/publications.html
Should applicants have queries on the research topics and/or the
application process, they are welcome to contactProf. Ecaterina
Sava-Huss at Ecaterina.Sava-Huss(a)uibk.ac.at
-- -------------------------------------------------------------
*Univ.-Prof. Dr. Ecaterina Sava-Huss*
*Universität Innsbruck*, Department of Mathematics
Technikerstraße 13, Room no. 722b, 6020 Innsbruck, Austria
phone * +43 512 507-53871*
web *uibk.ac.at/mathematik/personal/sava-huss
<https://www.uibk.ac.at/mathematik/personal/sava-huss/>
*
-- -------------------------------------------------------------
Dear Colleagues,
Together with Çağın Ararat, Asmerilda Hitaj, and Elisa Mastrogiacomo, I am
guest editing a Special Issue of *Decisions in Economics and Finance*
(Springer)
entitled:
*"Evolving Perspectives on Risk Measures and Insurance Premiums: From
Static to Dynamic Approaches"*
The aim of this issue is to gather high-quality contributions that explore
both theoretical and applied aspects of risk measurement and insurance
pricing.
We would be very glad if you consider submitting a paper to this special
issue.
Here below you can find some additional details and the link to the Call
for Papers.
📅 *Submission window*: September 1 – December 31, 2025
📌 *Call for Papers*:
https://link.springer.com/journal/10203/updates/27789270
📝 *Submission portal*: https://www.editorialmanager.com/deaf/default.aspx
Should you have any questions, please feel free to get in touch with any of
us.
Best regards,
Emanuela
******************************************
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
e-mail: emanuela.rosazza1(a)unimib.it
******************************************
Gentilissimi/e,
Il Dipartimento di Scienze Statistiche dell’Università di Padova ha indetto
una procedura selettiva per il conferimento di un contratto di ricerca di
durata biennale nell’ambito del progetto "*SPECOLA – Spatial
Transcriptomics through the Lens of Statistical Modeling and AI*",
finanziato dallo European Research Council (ERC).
La persona selezionata lavorerà sotto la supervisione del Prof. Davide
Risso e si occuperà dello sviluppo di modelli statistici per l’analisi
spaziale dei trascritti e delle cellule per:
- Studiare l’organizzazione spaziale dei trascritti intra e tra cellule,
permettendo l’identificazione di trascritti co-localizzati e di trascritti
localizzati in specifici compartimenti cellulari;
- Studiare l’organizzazione spaziale delle cellule, permettendo
l’identificazione di strutture di vicinato cellulare e domini spaziali nei
tessuti.
Per requisiti, modalità di selezione e invio della candidatura consultare
la pagina: https://www.stat.unipd.it/selezione-DIPSTAT2025CR03
*Scadenza: 28 Novembre 2025* ore 13:00
***
Dear all,
The Department of Statistical Sciences at the University of Padua has
opened a 2 year postdoc position in the frame of the project *"SPECOLA –
Spatial Transcriptomics through the Lens of Statistical Modeling and AI"*,
funded by the European Research Council (ERC).
The selected candidate will work under the supervision of Prof. Davide
Risso and will lead the efforts related to the development of statistical
models for the spatial analysis of transcripts and cells. In particular,
the candidate will:
- study the spatial organization of transcripts within and across cells,
allowing the identification of co-localized transcripts and transcripts
preferentially located in certain cell compartments;
- study the spatial organization of cells, allowing the identification
of cellular neighborhoods and spatial domains.
For full details on requirements and the selection procedure please check:
https://www.stat.unipd.it/selezione-DIPSTAT2025CR03
*Deadline: 28 November 2025, *1:00 pm CET
Best regards,
--
Ufficio Ricerca
Dipartimento di Scienze Statistiche
Università degli Studi di Padova
Tel. +39 049 827 4118
——
Dear colleagues,
Paris Graduate School for Mathematical Sciences (PGSM), the master scholarships program of the Fondation Sciences Mathématiques de Paris, is opening it international call for applications from Monday November 3rd 2025 to Tuesday February 3rd 2026 (deadline at 11:59 p.m., Paris time).
The call is open to L3 or M1 students from universities outside of France.
Offer description:
https://sciencesmaths-paris.fr/en/pgsm-master
Application form:
https://applications.sciencesmaths-paris.fr/en/call-for-pgsm-master-893.htm
Feel free to circulate this message to your contacts.
---
Bien cordialement,
[cid:2ca5f34c-f952-41af-b074-b585c28ea03b]
Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/)
I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione
di scambio e discussione con tutta la comunità dei probabilisti e
statistici italiani. Ogni giornata comprende due relatori che tengono due
seminari di 30 minuti strettamente connessi, per presentare alla comunità
una prospettiva sul proprio ambito di ricerca. Dallo scorso anno le
registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI:
https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb
Il prossimo appuntamento è per oggi *lunedì 3 novembre* 2025. I relatori
saranno *Lucas Benigni *(Università di Montreal) e *Giorgio Cipolloni*
(Università
di Roma 2 Tor Vergata) che parleranno di:
*The mystery of universality in Random Matrix Theory*.
con il seguente orario:
16:00 Primo seminario
16:30 Pausa e discussione
16:45 Secondo seminario
17:15 Conclusione e discussione
Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al
seguente link:
https://unitn.zoom.us/j/88089787189
ID riunione: 880 8978 7189
Codice d’accesso: 144017
Vi aspettiamo numerosi!
Alberto Chiarini e Sonia Mazzucchi
%%%%%%%%%%%%%%%%%%%%%%%%%%%%
RELATORI: Lucas Benigni (Università di Montreal) e Giorgio
Cipolloni (Università di Roma 2 Tor Vergata)
TITOLO: The mystery of universality in Random Matrix Theory.
RIASSUNTO: Over the past fifteen years, our understanding of universality
in random matrix theory has undergone a remarkable transformation. For many
models of large random matrices, it is now known that both eigenvalue
statistics and eigenvector structures exhibit universal behavior that
depends only on the symmetry class and not on the fine details of the
matrix entries. This universality lies at the heart of deep conjectures in
mathematical physics—connecting topics as diverse as quantum chaos, number
theory, and high-dimensional statistics—and has become one of the major
success stories of modern probability theory.
In this two-part colloquium, we will survey these advances with a focus on
Wigner matrices, Hermitian or symmetric random matrices with i.i.d. entries
up to the symmetry constraint. The first part will discuss universality of
eigenvalues, from local spectral laws to modern proofs of universality of
local statistics. The second part will turn to eigenvectors, highlighting
recent progress on delocalization, quantum ergodicity, and eigenvector
statistics.
Dear Colleagues,
We are pleased to announce the launch of a new COST Action devoted to advancing research and collaboration in the broad field of Stochastic Differential Equations (SDEs) and their applications across probability, statistics, and related disciplines.
This Action brings together researchers from across Europe and beyond who are working on the mathematical, computational, and applied aspects of stochastic dynamics. It aims to create an interdisciplinary network connecting experts in probability theory, mathematical statistics, stochastic analysis, and applied modeling.
The Action supports scientific networking by organising workshops, training schools, seminars, and supporting short-term scientific missions by its members to other countries.
Our scientific work is organized around five Working Groups:
1. WG1: Theory of SDEs
2. WG2: Numerical and Computational Methods
3. WG3: Inference and Statistics for SDEs
4. WG4: Applications and Modeling
5. WG5: Education, Dissemination, and Networking
We invite researchers and students interested in any of these areas to participate in the Action’s activities — workshops, training schools, and collaborative projects. Participation is open to scientists from all COST member countries.
For further information and to join a Working Group, please visit https://www.cost.eu/actions/CA24104/
Best regards,
Alessandro Ramponi
(COST Action Management Committee)
SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…>
Venerdì 07/11/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario:
------------------------------------------------
12.00-13.00
Speaker: Fadoua BALABDAOUI (ETH ZURICH)
Title: Unmatched linear regression: Asymptotic results under identifiability
Abstract: Consider the regression problem where the response $Y\in \mathbb R$ and the covariate $X\in \mathbb R^d $ for $d\geq 1$ are unmatched. Under this scenario we do not have access to pairs of observations from the distribution of $(X, Y)$, but instead we have separate data sets $\{Y_i\}_{i=1}^n$ and $\{X_j\}_{j=1}^m$, possibly collected from different sources. We study this problem assuming that the regression function is linear and the noise distribution is known or can be estimated. We introduce an estimator of the regression vector based on deconvolution (the DLSE) and demonstrate its consistency and asymptotic normality under an identifiability assumption. Under non-identifiability of the regression vector but identifiability of the distribution of the predictor, we construct an estimator of the latter based on the DLSE and show that it converges to the true distribution of the predictor at the parametric rate in the Wasserstein distance of order 1. We illustrate the theory with several simulation results.
------------------------------------------------
Sarà possibile seguire il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 05/11/2025* a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it>
Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto.
Cordiali saluti,
Matteo Giordano
Assistant Professor (RTDA)
Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS)
www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>