Si segnala il seguente seminario a tutti gli interessati.
Lunedì 3 Novembre 2025, ore 14:30.
Aula Seminari VI Piano, Dipartimento di Matematica, Politecnico di Milano.
Speaker: Kais Ammari, University of Monastir.
Title: Degenerate Damping in Interacting Elastic Systems.
Abstract:
We study the regularity and stability of coupled elastic systems subject to distinct damping mechanisms: one
acting through the average velocity and another via a fractional power of the elastic operator. The damping matrix is
degenerate, meaning that dissipation does not affect all components equally.
Using a frequency-domain approach based on resolvent estimates, we describe how this degeneracy influences the
semigroup regularity and the decay of solutions. The obtained results are shown to be optimal and relevant for applications
in structural mechanics and vibration control.
Link Zoom:
https://polimi-it.zoom.us/j/94510717258
Link Seminario Polimi:
https://www.mate.polimi.it/Eventi/?id=2645&sezione_di_ricerca=probstat&stri…
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Prof. Luca Scarpa, PhD
Associate Professor in Probability
Department of Mathematics
Politecnico di Milano
Via E. Bonardi 9
20133 Milano, Italy
e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it>
url: https://sites.google.com/view/lucascarpa
Dear all,
Next week RoMaDS <https://www.mat.uniroma2.it/~rds/events.php> will host a spooky lineup of seminars at the Mathematics Department of Tor Vergata University.
Here is the program (for the abstract, see below):
03.11 Giorgio Cipolloni (Tor Vergata)
"Logarithmically correlated fields from large random matrices"
14h00 in Aula Dal Passo
05.11
Milton Jara (IMPA, Rio de Janeiro)
"NESS for KPZ"
16h00 in Aula D'Antoni
07.11 Maurice Duits (KTH Royal Institute of Technology, Stockholm)
"Integrable Structures Behind the Aztec Diamond"
14h00 in Aula D'Antoni
We encourage in-person participation. Should you be unable to come, here is the link to the Teams streaming of all of the seminars:
Spooky seminars | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/3740857632924?p=3G7X9MF2NwcSKIQczz>
Best,
Michele
Abstracts
Giorgio Cipolloni (Tor Vergata)
"Logarithmically correlated fields from large random matrices”
We study the Brownian evolution of large non-Hermitian matrices and show that their log-determinant converges to a 2+1 dimensional Gaussian field in the Edwards-Wilkinson regularity class, i.e. logarithmically correlated for the parabolic distance. This gives a dynamical extension of the celebrated result by Rider and Virag (2006) proving that the fluctuations of the eigenvalues of Gaussian non-Hermitian matrices converge to the Gaussian Free Field.
Milton Jara (IMPA, Rio de Janeiro)
"NESS for KPZ"
We show that the fluctuations of the density of boundary driven, weakly asymmetric systems are described by energy solutions of the KPZ equation with corresponding boundary conditions. Conditioned on the uniqueness of these energy solutions, we show that the non-equilibrium stationary states (NESS) of these systems are described by the invariant measures of KPZ introduced by Barraquand, Bryc, Corwin, Knizel among others.
Joint work with Juan Arroyave (IMPA).
Maurice Duits (KTH Royal Institute of Technology, Stockholm)
"Integrable Structures Behind the Aztec Diamond"
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 describe how this map unifies different regimes of the Aztec diamond—from uniform and periodic settings to models in random environments. I will also discuss how integrable features survive (sometimes unexpectedly) in the presence of disorder, and how they connect to other probabilistic models such as directed polymers. The presentation is aimed at a broad mathematical audience, and no prior background in tilings or integrable systems will be assumed.
Carissimi
di seguito trovate l'avviso del seminario:
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AVVISO DI SEMINARIO
Giovedì 30 ottobre, alle ore 12:30, in aula G del Dipartimento di Matematica e Fisica dell'Università della Campania Luigi Vamvitelli, in Viale Lincoln 5, Caserta,
Kei Kobayashi
Professor of Mathematics, Department of Mathematics, Fordham University, New York, USA, terrà un seminario dal titolo
Parameter estimation for one-sided heavy-tailed distributions
Abstract: Stable subordinators have been widely used in the context of subdiffusions, where particles get trapped or immobile in a number of time periods, called constant periods. The lengths of the constant periods follow a one-sided stable distribution whose first moment does not exist. In this talk, we construct an estimator for the stability index, applying the method of moments to the number of observed constant periods in a fixed time interval. The resulting estimator is asymptotically unbiased and consistent, and it is well-suited for situations where multiple observations of the same subdiffusion process are available. We present supporting numerical examples and an application to market price data for a low-volume stock. This is joint work with Phillip Kerger.
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Questo è il link da remoto:
Seminario di Kei Kobayashi | Partecipazione alla riunione | Microsoft Teams<https://teams.microsoft.com/meet/3305423649328?p=buYuVJgBIf5KihIoRS>
Cari saluti
Enrica Pirozzi
Buongiorno,
vi segnalo il seminario di Giulio Tiozzo organizzato dal gruppo di Algebra
e Geometria per questo Mercoledi' (sotto i dettagli)
Saluti
Alessandra
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
*Mercoledì 29 ottobre 2025*
Ore 14:00, Sala di Consiglio, Dipartimento di Matematica, Sapienza
Università di Roma
Seminario di Algebra e Geometria
Giulio Tiozzo (Sapienza Università di Roma)
*Harmonic functions on groups, random walks, and the identification of the
Poisson boundary*
The Poisson boundary is a measure-theoretic object attached to a group
equipped with a probability measure, and is closely related to the notion
of harmonic function on the group. In many cases, the group is also endowed
with a topological boundary arising from its geometric structure, and a
recurring research theme is to identify the Poisson boundary with the
topological boundary. For instance, for lattices in hyperbolic space, it is
natural to ask if the (visual, or Gromov-)boundary of the hyperbolic space
is a model for the Poisson boundary. In this talk, we solve the
identification problem for the Poisson boundary of a random walk with
finite entropy on a hyperbolic group and on a discrete subgroup of a
semisimple Lie group. The main technical novelty is that we do not require
any moment assumption on the measure. Joint with K. Chawla, B. Forghani,
and J. Frisch.
--
*************************************************
Prof. Alessandra Faggionato
https://www1.mat.uniroma1.it/people/faggionato/
Department of Mathematics
University "La Sapienza"
Piazzale Aldo Moro, 5
00185 - Rome
Office 123, first floor
*************************************************
Dear all,
a kind reminder that the next One World Approximate Bayesian Inference (OWABI) Seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…> is scheduled on Thursday the 30th October at 11 am UK time.
The 1st OWABI talk of the Season will be given by François-Xavier Briol<https://fxbriol.github.io/> (University College London). who will talk about "Multilevel neural simulation-based inference<https://arxiv.org/abs/2506.06087>" , with an abstract reported below.
Abstract: Neural simulation-based inference (SBI) is a popular set of methods for Bayesian inference when models are only available in the form of a simulator. These methods are widely used in the sciences and engineering, where writing down a likelihood can be significantly more challenging than constructing a simulator. However, the performance of neural SBI can suffer when simulators are computationally expensive, thereby limiting the number of simulations that can be performed. In this paper, we propose a novel approach to neural SBI which leverages multilevel Monte Carlo techniques for settings where several simulators of varying cost and fidelity are available. We demonstrate through both theoretical analysis and extensive experiments that our method can significantly enhance the accuracy of SBI methods given a fixed computational budget.
Keywords: Multifidelity, neural SBI, multi-level Monte Carlo
The talk will be streamed on MS Teams:
Join the meeting now<https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh…>
Meeting ID: 358 173 458 006 0
Passcode: Vp2975vC
We are looking forward to seeing you all,
best,
Massimiliano on the behalf of the OWABI Organisers
------
Dr. Massimiliano Tamborrino
Reader (Associate Professor) and WIHEA Fellow
Department of Statistics
University of Warwick
https://warwick.ac.uk/tamborrino
Dear Colleagues,
We would like to invite you to the following SPASS
https://sites.google.com/unipi.it/spass seminar, jointly organized by
UniPi, SNS, UniFi and UniSi:
*Controlling the zero-temperature Ising model using Markov decision theory*
by Maike de Jongh (Twente University)
The seminar will take place in person on *TUE, 28.10.2025 at 16:00* in Room
207, Department of Mathematics and Computer Science "Ulisse Dini",
University of Florence and streamed online here:
https://meet.google.com/hmw-uhcm-knw
On behalf of the organizers,
Gianmarco Bet
--------------------------------------------
*Abstract: *
*The behavior of the Ising model under external control mechanisms is of
interest in a wide variety of applications, including biological systems,
social dynamics, and information processing. In this talk, we investigate
control strategies for a zero-temperature two-dimensional Ising model on a
finite square lattice evolving under Metropolis dynamics. Specifically, we
consider a situation in which an external controller aims to drive the
system from a configuration with a small droplet of +-spins towards the
all-plus configuration by flipping spins at specific sites at predetermined
moments in time. In order to analyze this control problem, we formulate it
as a Markov decision process (MDP), a well-established framework for
sequential decision-making problems under uncertainty. To find an optimal
policy in this MDP, we construct a simplified model by means of a reduction
of the configuration space to the local minima of the Hamiltonian.
Leveraging the convenient form of this simplified model, we uncover the
structure of the optimal policy by solving the Bellman equations in a
recursive manner. Finally, we present simulation results illustrating the
performance of this optimal policy in the original control problem at low
temperatures. *
Il giorno 27 ottobre 2025, alle ore 15:00, in sala riunioni primo
livello, del Dipartimento di Matematica e Applicazioni R. Caccioppoli,
il Prof. Lauri Viitasaari, Professor in Statistics, Mathematics, and
Data Science at Aalto University School of Business, terrà il seguente
seminario:
''_Some statistical aspects related to SPDEs_''
Abstract: In this talk we discuss several aspects statistical aspects
related to SPDEs. In particular, we provide quantitative central limit
theorem results for spatial averages of solutions under rather general
conditions on both the differential operator and on the noise term. On
top of that, we consider non-parametric estimation of the unknown
diffusion coefficient. We define an estimator that is shown to be
consistent. We also provide the rate of convergence in the L^p norm.
Sarà possibile seguire il seminario anche on line al seguente link:
Seminario Prof. Lauri Viitasaari | 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:
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[1] https://teams.microsoft.com/meet/3688446992029?p=s7fupu4PVSS4EWdCpn
Si segnala il seguente seminario a tutti gli interessati.
Martedì 28 Ottobre 2025, ore 11:00.
Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano.
Speaker: Anna Donadini, Università di Milano-Bicocca.
Title: Directed polymer in space-correlated disorder.
Abstract:
Directed polymers in random environments describe a perturbation of the simple random walk by a random disorder (environment). The partition function of such models has been extensively studied in recent years, also due to its connection with the solution of the Stochastic Heat Equation. While classical results focus on space-time independent disorder, we investigate the case of a Gaussian environment with (critically) space-correlated disorder. We show that, similarly to the independent case, a phase transition occurs: when the disorder strength is below a critical threshold, the log-partition function satisfies a central limit theorem; above this threshold, it converges to zero in distribution. Remarkably, the appropriate scaling constant for the disorder, as well as the correct limiting variance, emerge from a non-trivial induction scheme that reflects the critical nature of the correlation.
(Joint work with Clément Cosco and Francesca Cottini)
Link Zoom:
https://polimi-it.zoom.us/j/92962991099
Link Seminario Polimi:
https://www.mate.polimi.it/Eventi/?id=2642&sezione_di_ricerca=&stringa=&sub…
-----
Prof. Luca Scarpa, PhD
Associate Professor in Probability
Department of Mathematics
Politecnico di Milano
Via E. Bonardi 9
20133 Milano, Italy
e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it>
url: https://sites.google.com/view/lucascarpa
Dear Colleagues
We are glad to announce the half-day workshop on "*Advances in
Macroeconometrics*". The event will present ongoing research in econometric
methods for time series analysis and their applications to macro-finance.
The workshop will feature:
Keynote Lectures:
*Andrew Harvey*, University of Cambridge - A New Approach to Regime
Switching
*Fabio Canova*, BI Norwegian Business School - Low Frequency Movements and
SVAR Analysis
Presentations:
*Dario Palumbo*, Ca' Foscari University of Venice - A Simple Parsimonious
Framework for Extracting and Modelling the Term Structure of Interest Rates
*Qing Wang*, Ca' Foscari University of Venice - Bayesian Tensor Regression
with Stochastic Volatility
*Antonio Peruzzi*, Ca' Foscari University of Venice - Multiple Equilibria
and the Phillips Curve: Do Agents Always Under-react?
*Wednesday, October 29 at 9.20-13.15 in Meeting Room 1,by the Department of
Economics, San Giobbe Campus, Ca' Foscari University of Venice*
It will also be possible to attend via Zoom:
https://unive.zoom.us/j/81351424918?pwd=gWVcQbrSRtqrAAcYUR7SoEVx31hcaH.1
More information is available here:
https://www.unive.it/data/agenda/1/104525
All interested participants are warmly invited to attend.
Roberto Casarin (and on behalf of the Scientific Committee and the
Organizing Committee)
--
Roberto Casarin, PhD
Professor of Econometrics
Ca' Foscari University of Venice
San Giobbe 873/b - 30121 Venezia, Italy
http://sites.google.com/view/robertocasarin/https://www.unive.it/vera <https://www.unive.it/isba2024>
https://www.unive.it/isba2024
Dear colleagues,
we would like to draw you attention to the upcoming workshop "From
discrete systems to SPDEs", taking place March 30th - April 1st, 2026 at
TU Wien in the beautiful city center of Vienna. The aim of the workshop
is to bring together experts as well as young researchers in the field
of Stochastic Partial Differential Equations and their discrete
approximations, including interacting particle systems.
Confirmed speakers include:
* Lubomir Baňas (Bielefeld)
* Charles-Edouard Bréhier (Pau)
* Yvain Bruned (Nancy)
* Giuseppe Cannizzaro (Warwick)
* Clément Erignoux (Lyon)
* Patricia Gonçalves (Lisbon)
* Erika Hausenblas (Leoben)
* Yueh-Sheng Hsu (Vienna)
* Ruojun Huang (Pisa)
* Vitalii Konarovskyi (Hamburg)
* Helena Kremp (Berlin)
* Cyril Labbé (Paris)
* Quentin Moulard (Vienna)
* Nicolas Perkowski (Berlin)
* Rhys Steele (Leipzig)
Registration for the workshop is open through the form on our conference
webpage https://sites.google.com/view/viennaspdes2026/home
Registration is possible until February 28, 2026 but, to help us with
organization (coffee breaks, etc), we encourage you to register as soon
as possible.
Limited travel funding for PhD students and PostDocs is available (apply
via email to viennaspdes2026(a)tuwien.ac.at until November 30, 2025 with a
CV and a cover letter).
Please feel free to circulate this announcement among colleagues and
students. We look forward to seeing some of you in Vienna soon.
The organizers
Máté Gerencsér and Fabio Toninelli
--
Prof. Fabio Toninelli
Technical University of Vienna
Institut für Stochastik und Wirtschaftsmathematik
Wiedner Hauptstrasse 8-10, 1040 Wien, Austria
https://sites.google.com/view/fabio-toninelli/home
Office: 6th floor, green area. tel: +43-1-58801-10570