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Seminario Roma Tre 8 ottobre
by Pietro Caputo 05 Oct '14

05 Oct '14

Seminario di Probabilita' a Roma Tre Niccolo' Torri (Universite' Lyon 1) Titolo: A stretched-exponential Pinning Model with heavy-tailed Disorder Mercoledi' 08 Ottobre 2014 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract: We study the so-called pinning model, which describes the behavior of a Markov chain interacting with a distinguished state. The interaction depends on an external source of randomness, called disorder, which can attract or repel the Markov chain path. We focus on the case when the disorder is heavy-tailed, with infinite mean, while the return times of the Markov chain have a stretched-exponential distribution. We prove that the set of times at which the Markov chain visits the distinguished state, suitably rescaled, converges in distribution to a limit set, which depends only on the disorder and on the interplay of the parameters. We also show that there exists a random threshold of the interaction strength, below which the limit set is trivial. As a byproduct of our techniques, we improve and complete a result of Auffinger and Louidor on the directed polymer in a random environment with heavy tailed disorder.

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PhD @Lausanne: Forensic statistics
by Giacomo Aletti 04 Oct '14

04 Oct '14

https://applicationsinter.unil.ch/inter/noauth/php/Po/pooffres.php?poid=339… PhD Position Summary: The School of Criminal Justice is seeking an aspiring young scientist to start a PhD research project on probabilistic evaluation of comparative handwriting examinations using graphical models (i.e., Bayesian networks). A Swiss National Science Foundation (SNSF) Grant funds the starting phase of this PhD project during a period of 18 months. Project Summary: The primary objective of this SNSF funded research is to rely on Bayesian networks within a general methodology for structured expert knowledge elicitation and analysis in order to build diagrammatic interpretation structures that have the potential to become part of the scope of resources that forensic experts need to substantiate probabilistic evaluations and conclusions in cases involving the results of comparative handwriting examinations. The appointed PhD candidate in this project will work closely with practising forensic handwriting examiners and conduct both fundamental research on probabilistic interpretation in the context of forensic handwriting examination and in-depth case studies. The project also involves exchanges on methods and approaches with a researcher from the Institute of Evidence Law and Forensic Science of the China University of Political Science and Law, Beijing (CUPL). Application until: December 19th, 2014 -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.matematica.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Fwd: Notiziario dei Seminari
by Gustavo Posta 03 Oct '14

03 Oct '14

Begin forwarded message: > ====================================================================== > > DIPARTIMENTO DI MATEMATICA > > UNIVERSITA' DI ROMA "LA SAPIENZA" > > Settimana dal 6 al 12 ottobre 2014 > > ====================================================================== > > > Lunedi' 6 ottobre 2014 > > Ore 16:30, Aula C > Seminario di Probabilità e Fisica Statistica > Marco Ribezzi Crivellari (Universita' di Barcellona) > Experimental measurements of entropy production at the nano-scale: an > application for the 'fluctuation theorems' > > The study of non-equilibrium systems has led to several mathematically > rigorous and general results on the statistics of entropy production > in non-equilibrium systems. These results are generally known under > the name of 'fluctuation theorems' and include the Gallavotti-Cohen > theorem or the Jarzynski equality. My research focuses on performing > experiments in which such results can be tested in real physical > systems. I am interested in assessing their range of validity but even > more interested in exploiting them to develop new measurement > techniques. I will present some recent experiments, in which focused > laser beams (optical tweezers) are used to perform thermodynamic > transformations on single DNA molecules. As a first example I will > show how to use fluctuation theorems to measure the free energy change > across the transformation. As a second example I will discuss how, in > specific cases, fluctuation theorems can be used to measure the full > entropy production in a nano-scale system starting from a partial > measurement through what we call an 'inference' procedure. This last > example provides a new and general application of fluctuation theorems > which we are only beginning to explore.

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BISP9 - 9th Bayesian Inference in Stochastic Processes Workshop
by fabrizio＠mi.imati.cnr.it 02 Oct '14

02 Oct '14

We are glad to announce the 9th workshop on Bayesian Inference in Stochastic Processes (BISP9) which will take place at Point Hotel - Taksim in Istanbul, Turkey, on June 14-16, 2015. The conference web page is http://www.maoner.com/bisp9.htm We are currently working on the programme: confirmed speakers are Sylvia Fruhwirth-Schnatter, Antonio Pievatolo, Raquel Prado and Judith Rousseau. After a reception on June 14th, there will be two full days of talks by (senior and junior) invited speakers and contributors, ending with a dinner cruise on Bosphorus on June, 16th. Interested people can stay in Istanbul also in the next few days since there will be, on June, 17th - 19th, GDRR 2015 (4th Symposium on Games and Decisions in Reliability and Risk), with details at http://www.maoner.com/GDRR-2015.htm The workshop is organised by Yeditepe University, in cooperation with CNR IMATI and George Washington University. Details on past BISP workshops can be found at http://www.mi.imati.cnr.it/conferences/BISP8/ People interested in contributing papers should send a title and an abstract by e-mail to maoner(a)yeditepe.edu.tr, before November, 30th, 2014. Poster session is planned only if there will be a very large number of submissions. Instructions on abstract submission are available at http://www.maoner.com/bisp9_submission.htm Decision on acceptance (either as talk or poster) will be notified by December, 15th, 2014. Best regards M. Atilla Oner and Fabrizio Ruggeri Chairs, BISP9 Organising and Scientific Committees -- Fabrizio Ruggeri fabrizio AT mi.imati.cnr.it CNR IMATI tel +39 0223699532 Via Bassini 15 fax +39 0223699538 I-20133 Milano (Italy) www.mi.imati.cnr.it/~fabrizio

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Vacancy at the Brighton & Sussex Medical School
by Enrico Scalas 02 Oct '14

02 Oct '14

Car* collegh*, vi segnalo questo annuncio per un posto di Senior Lecturer in Medical Statistics: http://www.sussex.ac.uk/aboutus/jobs/714 Cordiali saluti, Enrico Scalas

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Fractional Calculus, Probability and Non-Local Operators (Call for papers)
by Enrico Scalas 30 Sep '14

30 Sep '14

Call for papers Second Workshop on Fractional Calculus, Probability and Non-Local Operators: Applications and Recent Developments http://www.bcamath.org/en/workshops/2workshoponfcnlo-courseonfk2014 BCAM, Bilbao, Basque Country - Spain 10-14 November 2014 (November 10, 12:00 to 19:00h; November 11 13:00- 19:00 November 12-14, 9:30 to 18:00h) Research on non-local operators and related stochastic processes has witnessed a rapid expansion over the past years. These problems pose new challenges to both pure and applied mathematicians, at the interface of at least three wide fields: functional analysis, stochastic processes and partial differential equations, while providing a new paradigm in scientific modelling. Applications range from relativistic models of quantum physics and quantum field theory, to sub-diffusion experimentally observed in molecular physics, from anomalous transport in cells to leptokurtic price distributions in financial markets, or to long-range dynamics ranging from the nano-scale to the geophysical scale. This interaction between mathematics and applications is giving rise to new concepts and methods, and it will produce new challenging mathematical problems for many years to come. Programme Monday 10th - Wednesday 12th PhD/PostDoc level course on "Fractional Kinetics: Analytic and Probabilistic Approaches" Vassili KOLOKOLTSOV (University of Warwick, UK) Jozsef LORINCZI (Loughborough University, UK) Enrico SCALAS (University of Sussex, UK) Thursday 13th - Friday 14th Workshop with specialist talks presented by Invited Speakers and by young researchers. A permanent poster session will be organised as well. Grants are available for attendees. No registration fee is required. To submit your abstract for a poster or a presentation (deadline: 24th of October, 2014) and for further information, please write to: fcpnlo(a)gmail.com Sincerely Yours, Jozsef LORINCZI Gianni PAGNINI Enrico SCALAS

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Open Associate professor in Stochastic Analysis (fwd)
by Tiziano Vargiolu 30 Sep '14

30 Sep '14

---------- Forwarded message ---------- Date: Tue, 30 Sep 2014 10:07:12 +0000 From: Giulia Di Nunno <giulian(a)math.uio.no> To: Giulia Di Nunno <giulian(a)math.uio.no> Cc: Giulia Di Nunno <giulian(a)math.uio.no> Subject: Open Associate professor in Stochastic Analysis Dear All, could you please help distribute this adv in your list of contacts? Thank you in advance Best wishes Giulia ??????????? An associate professor position in Stochastic Analysis is now open at the Department of Mathematics, University of Oslo: http://uio.easycruit.com/vacancy/1262181/64285?iso=no Please bring this to the attention of possible candidates. Thank you in advance for your help in the distribution. Best regards, GdN ************* Giulia Di Nunno Professor, PhD CMA and Department of Mathematics University of Oslo

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Semester: Information in Finance & Insurance
by c.ceci＠unich.it 30 Sep '14

30 Sep '14

Cari colleghi, al link: http://www.informationinfinanceandinsurance.org/themes/partial-information-… trovate tutte le informazioni relative al Semestre Information in Finance & Insurance. I primi incontri dal 3 al 10 ottobre, organizzati da Caroline Hillairet (Ecole Polytechnique) and Monique Jeanblanc (Evry University), sul tema Partial Information/Filtering si svolgeranno presso l'Institut Henri Poincaré. Gli altri temi del Semestre sono: Insider information / Enlargement of Filtrations Strategic Aspect of Information in Games and Financial Markets Kyle-Back Equilibrium models Asymmetric Information and Insurance. Cari saluti Claudia Ceci ****************************** Prof. Claudia Ceci Dip. di Economia University "G. d'Annunzio" V.le Pindaro 42 65127, Pescara, ITALY c.ceci(a)unich.it *********************************

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Mini corso Yuri Kondratiev [ Statistical dynamics for interaction particle systems and applications - DipInf Verona ]
by Luca di persio 28 Sep '14

28 Sep '14

Il Prof. Yuri Kondratiev [Fakultät für Mathematik Universität Bielefeld ] sarà ospite del Dipartimento di Informatica dell’Università di Verona [ Strada le Grazie, 15 - Vr ] nei giorni dal 27 al 31 Ottobre 2014 e terrà il seguente mini corso [8 ore] Statistical dynamics for interaction particle systems articolato in tre lezioni, che si terranno nell'edificio Ca' Vignal 2 - Aula M, nei giorni - Lunedì 27 Ottobre [ 13:30-16:30 ] - Mercoledì 29 Ottobre [ 15:30-18:30 ] - Giovedì 30 Ottobre [ 13:30-15:30 ] con il seguente programma *Abstract* We will discuss an approach to modeling of real world phenomena by interacting particle systems in the continuum. In many cases, evolutions of considered systems may be described as Markov stochastic processes. Related statistical dynamics are evolutions of macroscopic states associated with the forward Kolmogorov (or Fokker-Planck) equations for these Markov processes. We will study statistical dynamics in terms of corresponding hierarchical chains of evolution equations for correlation functions. These chains admit mesoscopic scalings that leads to kinetic evolution equations for densities of considered systems. Particular examples which will be discussed include *models from mathematical physics, ecology, cell biology and socio-economic models*. Between other aspects these examples illustrate such notions as dynamical phase transitions, non-local evolution equations, front propagation, self-aggregation, effects of environment fluctuations etc. *Tentative program* 1. Configuration spaces 2. Harmonic analysis on configuration spaces 3. Statistical Markov evolutions and hierarchical chains 4. Birth-and-death Markov processes on configuration spaces 5. Conservative stochastic dynamics 6. Mesoscopic scalings and kinetic equations 7. Multicomponent systems 8. Applications (a) Mathematical physics (b) Ecological models (c) Cancer modeling (d) Social models Per informazioni contattare: luca.dipersio(a)univr.it __ 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 del prof. Enzo Orsingher
by Massimo Campanino 26 Sep '14

26 Sep '14

Il giorno venerdì 24 ottobre alle ore 15 nell'Aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna in piazza Porta S. Donato 5 il prof. Enzo Orsingher della Sapienza Università di Roma terrà un seminario dal titolo Random Flights related to the Euler-Poisson-Darboux Equation Abstract: We first present an overview on random motions at finite velocity on the line an in the space. We study different forms of random motions, the probability distributions of which are solutions of the famous Euler-Poisson-Darboux equations which emerges also in the accelerated telegraph process. Finally, we present some fractional extensions of the finite-velocity random motions. References: 1) Fractional Klein-Gordon equations and related stochastic processes (2014) (with R. Garra and F. Polito) Journal of Statistical Physics, Vol. 155, 777-809. 2) Random flights governed by Klein-Gordon.type partial differential equations (2014) (with R. Garra). Stochastic Processes and their Appllications, Vol. 124, 2171-2187. 3) Flying randomly in R^d with Dirichlet displacements (2012) (with A. De Gregorio). Stochastic Processes and their Appllications, Vol. 122, 676-713. 4) Random flights in higher spaces (with A. De Gregorio) (2007). Journal of Theoretical Probability, Vol. 20, 769-806.

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