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2 seminari di Andreas Kyprianou
by Matteo Ruggiero 06 May '15

06 May '15

****************************************************************** LAGRANGE LECTURES meet STATISTICS SEMINARS ****************************************************************** Nell’ambito: - delle Lezioni Lagrangiane del Dipartimento di Matematica "G. Peano” dell'Università di Torino; - della Statistics Seminar Series del Collegio Carlo Alberto; ANDREAS KYPRIANOU (University of Bath) terrà due seminari dal titolo DEEP FACTORISATION OF THE STABLE PROCESS I due seminari sono organizzati come consecutivi, il primo più divulgativo e il secondo fruibile da un pubblico più esperto anche senza aver seguito il primo, e si svolgeranno rispettivamente - Giovedì 14 Maggio 2015, ore 15.00, Aula Magna, Dipartimento di Matematica, Via Carlo Alberto 10, Torino - Venerdì 15 Maggio 2015, ore 11.30, Aula Rossa, Collegio Carlo Alberto, via Real Collegio 30, Moncalieri Tutti gli interessati sono invitati a partecipare. I seminari sono organizzati - dal Dipartimento di Matematica "G. Peano” dell’Università di Torino - dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Segue l’abstract del doppio seminario. Cordiali saluti, Matteo Ruggiero (Università di Torino e Collegio Carlo Alberto) Laura Sacerdote (Università di Torino) Abstract: The Lamperti-Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, is a Markov additive process (MAP). In the case that the rssMp is taken to be an α-stable process with α ∈ (0,2), the characteristics of the matrix exponent of the semi-group of the embedded MAP (the Lamperti-stable MAP) are computed. Specifically, the matrix exponent of the Lamperti-stable MAP’s transition semi-group can be written in a compact form using only gamma functions. Just as with Lévy processes, there exists a factorisation of the (matrix) exponents of MAPs, with each of the two factors uniquely characterising the ascending and descending ladder processes, which themselves are again MAPs. To our knowledge, not a single example of such a factorisation currently exists in the literature. In this talk we provide a completely explicit Wiener-Hopf factorisation for the Lamperti-stable MAP. As a consequence of our methodology, we also get additional new results concerning space-time invariance properties of stable processes. --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario Prof. Y. Rinott a ROMA 1
by Nappo, Giovanna 06 May '15

06 May '15

********************************************************************* SEMINARIO DI PROBABILITA' E STATISTICA MATEMATICA ******************************************************************** DIPARTIMENTO DI MATEMATICA UNIVERSITA' LA SAPIENZA DI ROMA ******************************************************************** piazzale Aldo Moro 2, 00185 Roma ******************************************************************* Yosi Rinott (The Hebrew University of Jerusalem and LUISS) Title: On Measuring and Comparing Usefulness of Statistical Models Aula di Consiglio del Dipartimento di Matematica Venerdi' 8 maggio, ore 14,30 Abstract: Statistical models in econometrics, biology, and most other areas, should not be expected to be "correct", and often are not very accurate, but may still be useful. The choice of a model for the analysis of data depends on the purpose of the analysis, the nature of the data, and also on the sample or data size. Erev, Roth, Slonim and Barron (2007) [Economic Theory, 33, 29–51] studied models for prediction of future play in game-theoretic experiments and proposed an approach for quantification of the value of a model. Combining ideas from the latter article and the well-known AIC criterion, we propose another quantification of the chosen model's relative predictive value, which depends on the data and its size. Our research was first motivated by data from experimental economics, and we also study the Hardy-Weinberg model in biology. Joint work with David Azriel ************************************************************************************* Tutti gli interessanti sono invitati a partecipare. Giovanna Nappo

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Seminario ANDREAS KYPRIANOU
by Federico Polito 06 May '15

06 May '15

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Nell'ambito delle "Lezioni Lagrangiane" del Dipartimento di Matematica "G. Peano", Università degli Studi di Torino, Via Carlo Alberto 10, giovedì 14 Maggio 2015 alle ore 15:00 in Aula Magna, Il Prof _ANDREAS KYPRIANOU_ (Department of Mathematical Sciences, University of Bath) terrà un seminario dal titolo _DEEP FACTORISATION OF THE STABLE PROCESS_ Abstract: The Lamperti-Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, is a Markov additive process (MAP). In the case that the rssMp is taken to be an α-stable process with α ∈ (0,2), the characteristics of the matrix exponent of the semi-group of the embedded MAP (the Lamperti-stable MAP) are computed. Specifically, the matrix exponent of the Lamperti-stable MAP’s transition semi-group can be written in a compact form using only gamma functions. Just as with Lévy processes, there exists a factorisation of the (matrix) exponents of MAPs, with each of the two factors uniquely characterising the ascending and descending ladder processes, which themselves are again MAPs. To our knowledge, not a single example of such a factorisation currently exists in the literature. In this talk we provide a completely explicit Wiener-Hopf factorisation for the Lamperti-stable MAP. As a consequence of our methodology, we also get additional new results concerning space-time invariance properties of stable processes. Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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(senza oggetto)
by Mariani, Mauro 06 May '15

06 May '15

Cari amici vi invito a partecipare al seminario di Max Fathi (Università di Parigi Jussieu) presso il dipartimento di matematica dell'università di Roma La Sapienza (sito in piazzale Aldo Moro 5, Roma), i cui dettagli sono riportati di seguito. A presto Mauro Mariani Data ed aula: lunedì 11 maggio, ore 14:30, aula di consiglio (primo piano) Titolo: A gradient flow approach to large deviations for diffusion processes Sunto: In the 80s, De Giorgi introduced the notion of abstract gradient flows, which allowed to define a notion of solutions to ordinary differential equations of the form x' = −grad F(x) on metric spaces (rather than Riemannian manifolds for the usual definition). In 2005, Ambrosio, Gigli and Savare showed that when we consider the space of probability measures on R d endowed with the Wasserstein metric, this notion allows to give an alternate formulation for Fokker-Planck equations. These equations are the PDEs whose solutions are the flow of marginals of solutions of stochastic differential equations of the form dX = −grad H(X)dt + dB . In this talk, I will explain how we can use this notion to study large deviations for sequences of SDEs. The main result is that proving a large deviation principle is equivalent to studying the limit of a sequence of functionals that appear in the abstract gradient flow formulation for Fokker-Planck equations. As an application, I will show how to obtain large deviations from the hydrodynamic scaling limit for a system of interacting continuous spins in a random environment.

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Rettifica data e ora seminario di Thomas Richthammer a Roma Tre
by Pietro Caputo 06 May '15

06 May '15

Prof. Thomas Richthammer (Univ. Hildesheim) Title: The variance of particle positions in the hard disk model When: Giovedi' 14 Maggio 2015 ORE 14:00 Where: Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract: The hard disk model describes random configurations of disks in the plane, interacting only via hard core exclusion. It is believed that the model exhibits a weak form of crystallization for large activity (i.e. high particle density). In spite of its simplicity, there are only very few rigorous results on the hard disk model. I will present a very recent result which can be interpreted as a lower bound on the variance of particle positions in terms of the size of the system. The result is obtained via a certain tansformation on particle configurations. It builds on an earlier result concerning the absence of positional order.

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Convegno in onore di Patrizia Berti - Programma e Pagina web
by Fabrizio Leisen 05 May '15

05 May '15

Gentili Colleghi, con grande piacere vi segnalo(per la seconda volta) il seguente convegno organizzato in onore della Prof. ssa Patrizia Berti: Alcuni argomenti di Probabilita', Statistica e Teoria della Misura Modena, 8-9 giugno 2015 Il programma del convegno é disponibile alla seguente pagina web: https://sites.google.com/site/convegnoprofpatriziaberti/ con alcune utili informazioni. Anche se la partecipazione al convegno é gratuita, vi chiediamo gentilmente di inviare una mail al comitato organizzatore per confermare la vostra presenza(vedi pagina web). Un cordiale saluto, Fabrizio Leisen, Pietro Rigo, Emanuele Dolera -- Fabrizio Leisen Senior Lecturer in Statistics School of Mathematics, Statistics and Actuarial Sciences Cornwallis Building, University of Kent, Canterbury, CT2 7NF http://www.kent.ac.uk/smsas/statistics/our-people/profiles/leisen_fabrizio.… http://sites.google.com/site/fabrizioleisen/

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Seminario Prof. Penson (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 05 May '15

05 May '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 8 Maggio, ore 11 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma PROF. K.A. PENSON (Theoretical Physics, Sorbonne, Univ. Paris VI, France) terrà un seminario dal titolo: *PROBABILISTIC AND FREE-PROBABILISTIC PROPERTIES OF 2D CONSTELLATION NUMBERS* *Abstract:* After a short introduction about the properties of classical Catalan numbers and their role in Physics we shall dwell on a certain quite vast generalisation of Catalan numbers called the constellation numbers. We solve exactly the Hausdorff moment problem for these numbers and provide explicit expressions for appropriate positive weight functions. For certain values of parameters we analyse the properties of these solutions from the point of view of the free probability, and demonstrate their infinite divisibility with respect to the free additive convolution. We introduce the idea of fractional constellation numbers and provide complete solutions to this particular case. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio

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Seminario di Yinon Spinka a Roma Tre
by Pietro Caputo 05 May '15

05 May '15

Yinon Spinka (Tel Aviv) Title: Long-range order in random 3-colorings When: Martedi' 19 Maggio 2015 ORE 14:00 Where: Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI), Largo San L. Murialdo, 1 Abstract: We study the anti-ferromagnetic 3-state Potts model of statistical physics. In this model, one samples a random coloring of a box in Z^d with 3 colors, with the probability of a coloring f being proportional to exp(-beta*N(f)), where beta>0 is a parameter (representing the inverse temperature) and N(f) is the number of edges connecting vertices colored with the same color. Our main result is that in high dimensions and low temperature (large beta), a sampled coloring will typically exhibit long-range order, placing the same color at most of either the even or odd vertices of the box. This extends previous work of Galvin, Kahn, Peled, Randall and Sorkin. The main ingredient in our proof is a new structure theorem for 3-colorings which characterizes the ways in which different "phases" may interact, putting special emphasis on the role of edges connecting vertices of the same color. We also discuss several related conjectures. No background in statistical physics will be assumed and all terms will be explained. Joint work with Ohad Feldheim.

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Seminario di Quentin Berger a Roma Tre
by Pietro Caputo 05 May '15

05 May '15

Prof. Quentin Berger (Universita' Parigi 6) When: Mercoledi 13 maggio ore 11, Where: Aula 211, Pal. C Dip. Matematica e Fisica, RomaTre, Largo San L. Murialdo, 1 - 00146 Roma Title: Disorder relevance for the pinning model (joint work with Hubert Lacoin) Abstract: A central question in the study of disordered systems (and in particular of their phase transition) is that of disorder relevance: one wants to determine whether an arbitrarily small quantity of disorder affects or not the critical behavior of the system. The physicist Harris provided a simple and general criterion to know whether disorder was relevant or irrelevant for a given d-dimensional system. In this talk, we will introduce the pinning model, a family of disordered systems, which has attracted much attention in the past decade: it considers a 1-dimensional polymer chain interacting with an inhomogeneous defect line, undergoing a localization phase transition. For this model, Harris' prediction has been rigorously proved, but the marginal case (for which Harris criterion gives no prediction) was partially left open. We will present here a necessary and sufficient condition for disorder relevance for the pinning model, solving completely the question for this model.

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Seminario di Thomas Richthammer a Roma Tre
by Pietro Caputo 05 May '15

05 May '15

Prof. Thomas Richthammer (Univ. Hildesheim) Title: The variance of particle positions in the hard disk model When: Martedi' 12 Maggio 2015 ORE 15:00 Where: Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract: The hard disk model describes random configurations of disks in the plane, interacting only via hard core exclusion. It is believed that the model exhibits a weak form of crystallization for large activity (i.e. high particle density). In spite of its simplicity, there are only very few rigorous results on the hard disk model. I will present a very recent result which can be interpreted as a lower bound on the variance of particle positions in terms of the size of the system. The result is obtained via a certain tansformation on particle configurations. It builds on an earlier result concerning the absence of positional order.

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