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Lectureship position in Probability and Statistics at the University of Birmingham
by Francesco Caravenna 15 Nov '17

15 Nov '17

Ricevo e inoltro. > Applications are invited for a Lectureship position in the School of > Mathematics at the University of Birmingham, in the area of > Probability and Modern Statistics, broadly defined, including any area > of statistics, probability theory, computational data analysis, > machine learning, or related areas. The position is full-time and > permanent. > > Detailed information about the position can be found under > > http://www.jobs.ac.uk/job/BFD545/lecturer-in-probability-and-modern-statist… > > For information on the department and the Birmingham Combinatorics and > Probability group, please visit > > http://web.mat.bham.ac.uk/combinatorics/ > > Application deadline: 13 December 2017 > > For informal enquiries, please contact Professor Daniela Kühn, > d.kuhn(a)bham.ac.uk or Professor Deryk Osthus, d.osthus(a)bham.ac.uk.

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Bernoulli Society New Researcher Award
by Antonio Di Crescenzo 15 Nov '17

15 Nov '17

> > > > > >Dear fellow members of the Bernoulli Society, >The Bernoulli Society welcomes submissions to >the New Researcher Award. The details about the >award can be found below. We would very much >appreciate it if you could share this >information with anyone who might be interested >in applying. >Many thanks in advance! > >Best wishes, >Parthanil Roy - Youth Representative >Leonardo T. Rolla - Membership Secretary > > >Bernoulli Society New Researcher Award > >The Bernoulli Society welcomes submissions to >the New Researcher Award. Each awardee will >deliver a 30-minute talk at the ISI World >Statistics Congress in Malaysia in 2019, and >will receive funding (up to EUR 1000) to >compensate for travel and other expenses. >Bernoulli News will publish announcements >including each awardee's picture and a piece >about their work. > >Candidates should submit a 3-page synopsis of >their presentation, along with their CV, >to <mailto:ber.soc.yra@gmail.com>ber.soc.yra(a)gmail.com by February >28, 2018. > >To be eligible, candidates should: > >- be active researchers in Mathematical Statistics; >- at the time of submission, be regular members of the Bernoulli Society >- have received their PhD within the last >5 years (female candidates get 1 extra year for >each child born since receiving the PhD). > > > --

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MSP - 2018
by gianluca cassese 14 Nov '17

14 Nov '17

The University of Milano Bicocca jointly with the University of Pavia and University Bocconi is pleased to announce the first workshop on: "THE MATHEMATICS OF SUBJECTIVE PROBABILITY" to be held in Milan on 3-5 September 2018. We aim at putting together researchers from such diverse fields as probability, statistics, gambling, game theory or economics who view probability as a mathematical model of subjective attitudes. Contributed talks and sessions are welcome and will undergo a regular refereeing process (submission deadline: March 31; notification of acceptance: April 30). Further details: https://sites.google.com/view/MSP-2018 The Organizing Committee: Gianluca Cassese, Pietro Rigo and Barbara Vantaggi -- *Gianluca Cassese* ------------------------------------------------------------------------------- Dipartimento di Economia, Metodi Quantitativi e Strategie di Impresa Università degli Studi di Milano-Bicocca via Bicocca degli Arcimboldi, 8 - 20126, Milan, Italy Building U7 - Room 2097 -------------------------------------------------------------------------------

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seminario Chiara Corsato
by Emanuela Rosazza 13 Nov '17

13 Nov '17

Si avvisa che il giorno lunedì 20 novembre alle ore 15 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula 4026) si terrà il seguente seminario: Speaker: Chiara Corsato (Università di Trieste) Titolo: “Weak Dutch Books: the lose-or-draw case with lower previsions” Abstract: This seminar is devoted to present some recent results obtained in the field of Imprecise Previsions. We introduce the general topic evidencing the link with risk measures and we concentrate on the notions of convex and Williams' coherent imprecise previsions. These concepts are interpreted in a betting scheme, following de Finetti's approach to subjective probability. Uncertainty assessments for imprecise previsions based on those consistency conditions require that the suprema of certain random numbers, interpreted as gains, are non-negative. The extreme situation that a supremum is zero represents what is called a Weak Dutch Book (WDB). The core of this presentation aims to analyse the properties of WDBs with convex and Williams' coherent imprecise previsions. Namely, we show that WDB assessments ensure a certain `local precision' property and imply, in the agent's evaluation, some kind of `protection' against real losses. Further, these properties vary with the consistency notion we adopt, tending to vanish with the weaker one of convexity. A generalisation of the classical strict consistency notions is also discussed, in order to rule out the extreme situations caused by WDBs. Tutti gli interessati sono invitati a partecipare. Un saluto cordiale, 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 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Assistant Professor and Postdoctoral Fellow in Financial Mathematics at Dublin City University
by Paolo Guasoni 11 Nov '17

11 Nov '17

Dear Colleague, Dublin City University has two openings in Financial Mathematics: Assistant Professor (Permanent) https://www4.dcu.ie/sites/default/files/hr/lecturer_financial_maths_nov_201… Postdoctoral Fellow (Two-year) https://www4.dcu.ie/sites/default/files/hr/postdoct_financial_maths_nov_201… The closing date for both applications is January 7th, 2018. With best regards, Paolo Guasoni -- *Séanadh Ríomhphoist/Email DisclaimerTá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://www4.dcu.ie/iss/seanadh-riomhphoist.shtml>This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://www4.dcu.ie/iss/email-disclaimer.shtml>* -- <https://www.facebook.com/DCU/> <https://twitter.com/DublinCityUni> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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Seminario MARIUCCI
by Matteo Ruggiero 10 Nov '17

10 Nov '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Venerdi 17 Novembre 2017, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario: ------------------------------------------------ Ester MARIUCCI (Humboldt-Universität zu Berlin) WASSERSTEIN DISTANCES AND OTHER METRICS FOR DISCRETELY OBSERVED LÉVY PROCESSES We present some upper bounds for the Wasserstein distance of order p between the product measures associated with the increments of Lévy processes with possibly infinite Lévy measures. As an application, we derive an upper bound for the total variation distance between the marginals of Lévy processes with possibly infinite Lévy measures and non-zero Gaussian components. A lower bound for the Wasserstein distance of order p is also presented. Furthermore, we investigate the relation between Wasserstein distances, total variation distance and Toscani-Fourier distance; several results connecting these metrics are discussed. This is a joint work with Markus Reiß. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (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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Prize Fellowship in Probability and its connections, Prob-L@B, Bath
by Elvira Di Nardo 10 Nov '17

10 Nov '17

Apologies for cross postings The University of Bath is celebrating its 50th birthday by offering an expansive number of Prize Fellowships. Prize fellowships are two year postdoctoral fellowships which lead into a tenure track assistant professorship (called a Lectureship in the UK). The probability laboratory (http://www.bath.ac.uk/research/centres/probability- laboratory/) at the Department of Mathematical Sciences invites candidates for consideration. For more information on the Prize Fellowship concept at the University of Bath, visit: http://www.bath.ac.uk/campaigns/university-of-bath-prize-fellowships/ For more information on the particular Prize Fellowship in Prob-L@B follow the link at: http://www.bath.ac.uk/campaigns/university-of-bath-prize-fellowships-in-the- faculty-of-science/ Applications made on line here: https://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SF5354 Important dates: Deadline 31st December 2017. First round of Skype Interviews during the week of 15th January 2018. Second round of interviews in person on Thursday 8th and 9th February 2018 For further information, please contact, Professor Andreas Kyprianou ( a.kyprianou(a)bath.ac.uk) or contact one of our existing prize fellows: Dr. Tim Rogers (t.c.rogers(a)bath.ac.uk) Dr. Matt Roberts (M.I.Roberts(a)bath.ac.uk) Dr. Alexander Stauffer (a.stauffer(a)bath.ac.uk) Dr. Cecile Mailler (C.Mailler(a)bath.ac.uk) -- Professor Andreas Kyprianou Co-director of EPSRC CDT SAMBa Director of Prob-L@B Department of Mathematical Sciences University of Bath BA2 7AY -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 http://www.elviradinardo.it %-------------------------------------------------------

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Seminario di Probabilita`, Universita` La Sapienza (Roma)
by Faggionato, Alessandra 10 Nov '17

10 Nov '17

Martedi' 14 Novembre, ore 14, Aula di Consiglio. Titolo: Well-posedness of semilinear SPDEs with singular drift: a variational approach Speaker: Luca Scarpa ( Department of Mathematics University College London, UK) Abstract. Well-posedness is proved for singular semilinear SPDEs on a smooth bounded domain D in R^n. The linear part is associated to a coercive linear maximal monotone operator on L^2(D) while the drift is represented by a multivalued maximal monotone graph everywhere defined on R, on which no growth nor smoothness conditions are required. Moreover, the noise is given by a cylindrical Wiener process on a Hilbert space U, with a stochastic integrand taking values in the Hilbert-Schmidt operators from U to L^2(D): classical Lipschitz-continuity hypotheses for the diffusion coefficient are assumed. The proof consists in approximating the equation, finding uniform estimates both pathwise and in expectation on the approximated solutions, and then passing to the limit using compactness and lower semicontinuity results. Finally, possible generalizations are discussed. This study is based on a joint work with Carlo Marinelli (University College London). -- ************************************************* 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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Half day in Stochastic Processes - Esame finale Dottorato
by Paolo Dai Pra 09 Nov '17

09 Nov '17

In occasione dell’esame finale di Dottorato di Luisa Andreis, vi annuncio il seguente: Half day in stochastic processes Giovedì 16 Novembre 2017, presso l’aula 2AB45 del Dipartimento di Matematica dell’Università di Padova, si svolgeranno i seguenti seminari. 14:15 Elisabetta Scoppola (Università di Roma III). Conditionally strong quasi-stationary times and metastability Abstract: We generalise the notion of strong stationary time to define a conditionally strong quasi-stationary times that turns out to be a crucial tool for the study of metastability in a completely general setting. 15:00 Davide Gabrielli (Università dell'Aquila). Exchange dynamics, reversibility and tournaments Abstract: We consider a generalization to N types of particles of the classic ABC model. We have particles of different types stochastically evolving on a one dimensional lattice with an exchange dynamics. The rates of exchange are local but under suitable conditions the dynamics is reversible with a Gibbsian like invariant measure with long range interactions. We discuss geometrically the conditions of reversibility on a ring that correspond to a gradient condition on the graph of configurations or equivalently to a divergence free condition on a graph structure associated to the types of particles. We show that much of the information on the interactions between particles can be encoded in associated \emph{Tournaments} that are a special class of oriented graphs. In particular we show that the interactions of reversible models are corresponding to strongly connected tournaments. The possible minimizers of the energies are in correspondence with the Hamiltonian cycles of the tournaments. We can then determine how many and which are the possible minimizers of the energy looking at the structure of the associated tournament. As a byproduct we obtain a probabilistic proof of a classic Theorem of Camion on the existence of Hamiltonian cycles for strongly connected tournaments. Using these results we obtain in the case of an equal number of k types of particles new representations of the Hamiltonians in terms of translation invariant k-body long range interactions. We show that when k=3,4 the minimizer of the energy is always unique up to translations. Starting from the case k=5 it is possible to have more than one minimizer. In particular it is possible to have minimizers for which particles of the same type are not joined together in single clusters. Joint work with F. Roncari. 15:45 - 16:00 Break 16:00. Luisa Andreis (Università di Padova e Weierstrass Institute Berlin). McKean-Vlasov limits, propagation of chaos and long-time behavior of some mean field interacting particle systems (Ph.D. Defense) Un caro saluto Paolo Dai Pra Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Seminario Prof. Albeverio - 15 Novembre - DIECO Università dell'Insubria
by elisa mastrogiacomo 09 Nov '17

09 Nov '17

On November 15, 2017, 13.00-14.00, Prof. Sergio Albeverio (University of Bonn) will give a talk on “Infinite dimensional integrals, asymptotics, stochastic differential equations and applications”. Below you find the abstract of Sergio’s talk. You are all invited. Best regards, Elisa Mastrogiacomo ----------------------------------------------------- *Location: * Dipartimento di Economia, Via Monte Generoso n. 71, 21100, Varese. *Time*: 13:00 *Abstract:* We present general ideas for infinite dimensional integrals, having in mind applications to solutions and asymptotics for (stochastic) partial differential equations arising in aereas like mathematical physics and finance. Some recent developments are also mentioned. Keywords: infinite dimensional integrals, SPDEs, asymptotic expansions.

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