- Random - Mailing list — Dipartimento di Matematica, UniPI

Seminar Andreis at Tor Vergata, November 24
by Michele Salvi 19 Nov '25

19 Nov '25

Dear all, On Monday, November 24th, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Luisa Andreis (Università degli studi di Torino) with the seminar "Large deviations for the covariance process in fully connected Gaussian neural networks” Abstract: In this talk, we study fully connected Gaussian deep neural networks, focusing on their covariance process. In particular, we establish a large deviation principle (LDP) for this process in a functional framework, viewing it as a trajectory in the space of continuous functions. As key applications of our main results, we derive posterior LDPs under Gaussian likelihoods in both the infinite-width and mean-field regimes. We will outline the main ideas of the proof, emphasizing that it relies on an LDP for the covariance process regarded as a Markov process taking values in the space of non-negative, symmetric, trace-class operators equipped with the trace norm. This talk is based on joint work with F. Bassetti and C. Hirsch. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Andreis | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/33954601582872?p=ecTbLKmPt6bfiSYZvx> The seminar is part of the Excellence Project MatMod@TOV.

1 0

Fwd: Jobs at Warwick
by Tiziano De Angelis 17 Nov '25

17 Nov '25

Dear All, I am forwarding an annoucement about 2 assistant professor positions in the areas of Statistical Methodology and Theory, Computational Statistics and Machine Learning. Best wishes Tiziano De Angelis ------------- Dear All, Can I draw your attention to these two new assistant professor positions? https://warwick-careers.tal.net/vx/appcentre-ext/brand-4/spa-1/candidate/so… Best wishes, Saul ********************************* S D Jacka, Professor of Statistics Director of the Centre for Research in Statistical Methodology (CRiSM) Room 3.02, Mathematical Sciences Building, University of Warwick, Coventry CV4 7AL Tel: +44 24 7652 3371 *I do not work on Mondays or Fridays.*

1 0

Seminario Padova - Simone Baldassarri
by alekos.cecchin＠unipd.it 17 Nov '25

17 Nov '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (3 Ottobre) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Simone Baldassarri (Gran Sasso Science Institute (GSSI)) <https://sites.google.com/view/simonebaldassarri> https://sites.google.com/view/simonebaldassarri Title: How opinions evolve on dense dynamic random graphs Date: October 3, 2025, at 14:30, 2AB40 Abstract: Describing the evolution of dynamic networks together with dynamic processes running on them constitutes a major challenge in network science. Despite considerable efforts in past years, and notable progress on an intuitive and approximative level, our mathematical understanding of such systems is still in its infancy. The focus of this talk will be two-opinion voter models on dense dynamic random graphs. The goal is to understand and describe the occurrence of consensus versus polarisation over long periods of time. The former means that all vertices have the same opinion, the latter means that the vertices split into two communities with different opinions and few disagreeing edges. We consider three models for the joint dynamics of opinions and graphs: one with one-way feedback and two with two-way feedback. Key results cover functional laws of large numbers for the densities of the two opinions, functional laws of large numbers for the dynamic random graphs in the space of graphons, and a characterisation of the limiting densities in terms of Beta-distributions. This talk is based on a joint work with P. Braunsteins, F. den Hollander and Michel Mandjes. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

2 3

REMINDER: [STAR Seminars] Tuesday Nov 18 - Ihsan Arharas
by Leonardo Tarquini 17 Nov '25

17 Nov '25

Dear all, This is a gentle reminder about this week's STAR seminar scheduled for tomorrow, November 18th, 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 Møterom 1000 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/65363110080>. The speaker is Ihsan Arharas (Linnaeus University) with the talk: Title: American options under asymmetric information in the predictable setting Abstract: We study the valuation of American contingent claims with irregular payoff processes in a financial market where the buyer possesses additional information. The seller operates with respect to the public filtration, while the buyer acts under an initially enlarged filtration. In this setting, we investigate the value of the American contingent claim when the buyer exercises the option according to predictable stopping strategies, i.e. exercise rules that can be announced in advance. This formulation is particularly relevant in the absence of regularity, since enlargement may transform jump times that are totally inaccessible under the public filtration into predictable times under the enlarged one. Within this framework, the value of the American contingent claim is characterized through the solution of a reflected backward stochastic differential equation (RBSDE) in the predictable setting, and the difference between the two information structures provides a representation of the cost of the additional information. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

1 0

Seminario Maurice Duits Sapienza
by Gustavo Posta 17 Nov '25

17 Nov '25

Dear all, On Monday November 24, Maurice Duits (http://www.math.kth.se/~duits) will give a seminar at the Department of Mathematics "Guido Castelnuovo" (Sapienza Università di Roma). Please find the details below. GP ************************************************ Monday November 24 2025 16:15, Sala Consiglio del Dipartimento di Matematica "Guido Castelnuovo" Sapienza Università di Roma Speaker: Maurice Duits Title: The Gamma disordered Aztec diamond Abstract: The Aztec diamond, under the uniform measure on domino tilings, is one of the classic examples of an exactly solvable model in probability and statistical mechanics. Its rich geometric features—such as limit shapes and arctic boundaries—have long made it a cornerstone of integrable probability. More recently, variants of this model with doubly periodic weights have revealed that much of the underlying structure persists far beyond the uniform case and can be used to uncover new behaviors—such as regions with smooth disorder—that were previously out of reach. At the heart of these models lies a birational map that encodes their integrable character. In this talk, I will present a new disordered version of the Aztec diamond obtained by placing Gamma-distributed weights on its edges. Remarkably, these random weights preserve just enough structure to keep the model integrable, This allows us to provide rigorous confirmation of predictions from the physics literature—such as the absence of a phase transition in the free energy—and explain the emergence of n^2/3 fluctuations near the turning points. Remarkably, these turning points are related to certain integrable polymer models. The presentation is aimed at a broad mathematical audience and is based on on joint work with Roger van Peski. ************************************************ ---------------------------------------------------------------- Gustavo Posta Dipartimento di Matematica Università di Roma "la Sapienza" P.le A. Moro 2, 00185 Roma Italy web: http://www1.mat.uniroma1.it/~posta e-mail: gustavo.posta(a)uniroma1.it phone: +39-06-4991-4969 ----------------------------------------------------------------- -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

1 0

Enrico Priola Seminar Thursday 27th November 12h at Mathematics Department in Bologna
by Cristina Di Girolami 17 Nov '25

17 Nov '25

Dear all, Thursday 27th November 12h at Mathematics Department in Bologna, Professor Enrico PRIOLA will give the seminar with title: Regular stochastic flow and Dynamic Programming Principle for jump diffusions. It will be possible to follow in presence in Piazza di Porta San Donato, 5, Aula Arzelà (5th floor) and online at the following link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_NmVjNDQ2YzItNzg5ZS00… https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGM4YTlkZjUtZDA1ZS00… https://teams.microsoft.com/dl/launcher/launcher.html?url=%2F_%23%2Fl%2Fmee… ID riunione: 324 525 375 668 6 Passcode: Ha9rL3AR Best regards Cristina Di Girolami ------------------------------------------------------------- Cari tutti, giovedì 27 ore 12, il Professore Enrico PRIOLA (Università di Pavia) terrà il seguente seminario: Title: Regular stochastic flow and Dynamic Programming Principle for jump diffusions. In presenza al Dipartimento di Matematica di Bologna (Porta San Donato 5) in aula Arzelà (quinto piano) e da remoto https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGM4YTlkZjUtZDA1ZS00… https://teams.microsoft.com/l/meetup-join/19%3ameeting_OGM4YTlkZjUtZDA1ZS00… https://teams.microsoft.com/l/meetup-join/19%3ameeting_NmVjNDQ2YzItNzg5ZS00… ID riunione: 324 525 375 668 6 Passcode: Ha9rL3AR Cordiali saluti, Cristina Di Girolami

1 0

Special issue on "Ising Model at 100"
by Cristian GIARDINA' 17 Nov '25

17 Nov '25

Dear colleague, We are delighted to bring to your attention a special issue of the journal Mathematical Physics, Analysis and Geometry (MPAG) on the occasion of Ising Model’s centenary. [image: ISINGat100-2.jpg] The special issue can be accessed and freely downloaded at: https://link.springer.com/journal/11040/updates/27825832 Best wishes Siva Athreya, Cristian Giardinà (On Behalf of the Editorial Board)

1 0

Fwd: Conference announcement in Pisa-mailing list
by Theresa LANGE 17 Nov '25

17 Nov '25

Dear colleagues, Please find attached the announcement of an early career researchers' conference in Sweden in 2026. Kind regards Theresa Lange > Von: Marco Rehmeier <rehmeier(a)tu-berlin.de> > Betreff: Conference announcement > > Dear PhD students and Postdocs, > > We would hereby like to draw your attention to the 3rd edition of the > > Young Summer School on Stochastic Analysis > to be held 10.-13.06.2026 in Växjö, Sweden. > > The summer school is targeted at PhD-students and PostDocs working in stochastic analysis and related fields. We want to bring junior researchers together in a special environment in order to foster scientific exchange and networking. The school will include a lecture series by Prof. Michael Röckner (Bielefeld), a scientific soft skill course and a conference dinner. Participants are encouraged to give a talk or to present a poster. > > Participation is free, but registration is mandatory via the following link: https://forms.gle/2v6f2k4dj5myQnxk9 > > We would be delighted to see you next summer in beautiful Växjö! In case of any questions, feel free to contact us via ysssa2026(a)gmail.com <mailto:ysssa2026@gmail.com>. For more information, see https://sites.google.com/view/ysssa26/start > > Kind regards, > Ihsan Arharas, Wolfgang Bock, Sebastian Grube, Marco Rehmeier

1 0

Seminario on-line PRISMA lunedì 1 dicembre 2025 - Ilya Chevyrev & Hao Shen
by Sonia Mazzucchi 17 Nov '25

17 Nov '25

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 *lunedì 1 dicembre* 2025. I relatori saranno *Ilya Chevyrev* (Sissa - Trieste) e *Hao Shen* (University of Wisconsin-Madison) che parleranno di: *Stochastic quantisation of gauge theories* *.* 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/84292750177 ID riunione: 842 9275 0177 Codice d’accesso: 549245 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Ilya Chevyrev (Sissa - Trieste) e Hao Shen (University of Wisconsin-Madison) TITOLO: Stochastic quantisation of gauge theories RIASSUNTO: We will give an introduction to gauge theories, especially Yang-Mills theory, from a probabilistic perspective. Gauge theories arise in physics, where they are used to describe elementary particles, and correspondingly provide many rich problems in mathematics, including in probability and analysis. We will survey recent results on the interaction between quantum Yang-Mills theory and stochastic analysis, especially the field of singular stochastic PDEs. We will describe how the stochastic quantisation equations associated to the 2D and 3D Euclidean Yang-Mills theories can be solved in a geometrically faithful way and what these equations can teach us about the quantum field theory.

1 0

SPASS Seminar: Matteo Palmieri
by Francesco Grotto 16 Nov '25

16 Nov '25

Dear Colleagues, We would like to invite you to the following SPASS seminar, *On minimizing curves in a Brownian potential* by Matteo Palmieri (Max Planck Inst. Lepzig), WED 19.11.2025 at 14:00 CET in Saletta Riunioni, Dipartimento di Matematica, UNIPI. Best, Francesco Grotto on behalf of the organizers https://sites.google.com/unipi.it/spass ---------------------------------------------------------------- /Abstract: We study a (1+1)-dimensional semi-discrete random variational problem that can be interpreted as the geometrically linearized version of the critical 2-dimensional random field Ising model (at zero temperature). We show that at every dyadic scale from the system size down to the lattice spacing the minimizer contains at most order-one Dirichlet energy per unit length, leading to a logarithmic scaling of the minimal energy. Using super-additivity in the scales, this allows us to establish a quenched homogenization result in the sense that he leading order of the minimal energy becomes deterministic as the ratio system size/lattice spacing diverges. This is joint work with Felix Otto and Christian Wagner./

1 0