- Random - Mailing list — Dipartimento di Matematica, UniPI

Fwd: annuncio LYSeMinar 6 maggio 2025
by Domenico Marinucci 01 May '25

01 May '25

Cari colleghi di seguito l'annuncio di un seminario organizzato nell'ambito delle attività dell'IRL LYSM INdAM-CNRS, a cui siete tutti cordialmente invitati a partecipare. ----------------------------------------------------------- LYSeMinar Martedì 6 maggio, ore 10:30, Sala di Consiglio, Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma, P.le A. Moro 5, 00185 Roma Speaker: Lucia Caramellino (Univ. Roma Tor Vergata) Title: Regularization lemmas and applications Abstract: The talk focuses on some regularization results that allow one to prove estimates in the total variation distance, typically by upgrading already known estimates holding in the Wasserstein distance. In all this, tools from Malliavin calculus will play a crucial role. Some applications will then be discussed. The talk is mainly based on the papers "Regularization lemmas and convergence in total variation", with V. Bally and G. Poly (EJP 2020), and "Convergence in Total Variation for nonlinear functionals of random hyperspherical harmonics", with G. Giorgio and M. Rossi (JFA 2024). -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://sites.google.com/view/domenicomarinucci @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

1 0

Fwd: International Seminar on SDEs and Related Topics: Emmanuel Gobet May 09
by Gianmario Tessitore - UNIMIB 01 May '25

01 May '25

Condivido molto volentieri ---------- Forwarded message --------- Da: Stefan Geiss <geiss(a)jyu.fi> Date: gio 1 mag 2025 alle ore 16:16 Subject: International Seminar on SDEs and Related Topics: Emmanuel Gobet May 09 To: <gianmario.tessitore(a)unimib.it> Dear Mario, we got the info for next week's talk. Best wishes, Stefan ------------------------------------------------ Friday, May 09, (12:30 noon London, 1:30 pm Berlin, 2:30 pm Helsinki, 7:30 pm Beijing) in the *International Seminar on SDEs and Related Topics* in Zoom https://jyufi.zoom.us/j/61891007917 *Emmanuel Gobet* (CMAP-Ecole Polytechnique, France) https://users.jyu.fi/~chgeiss/posterofPrEGobet.jpg will speak about *Numerical approximation of ergodic BSDEs using nonlinear* *Feynman-Kac formulas* Abstract: We study the numerical approximation of a class of ergodic Backward Stochastic Differential Equations. In order to build our numerical scheme, we put forward a new representation of the PDE solution by using a classical probabilistic representation of the gradient. Then, based on this representation, we propose a fully implementable numerical scheme using a Picard iteration procedure, a grid space discretization and a Monte-Carlo approximation. Up to a limiting technical condition that guarantees the contraction of the Picard procedure, we obtain an upper bound for the numerical error. We also provide some numerical experiments that show the efficiency of this approach for small dimensions. -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

1 0

43rd Finnish Summer School on Probability and Statistics in Lammi, Finland 26-30.5.2025
by Gasbarra, Dario 01 May '25

01 May '25

Dear friends of Stochastics and Statistics, students and supervisors, the registration for the 43rd Finnish Summer School on Probability and Statistics in Lammi, Finland 26-30.5.2025 is still open until May 10th ! Please check the website 43rd Finnish Summer School on Probability and Statistics | FDNSS<https://fdnss.fi/43rd-finnish-summer-school-on-probability-and-statistics/> Poster<https://fdnss.fi/wp-content/uploads/2025/05/fdnss-school_poster-2025-3.pdf> , Preliminary program (PDF)<https://fdnss.fi/wp-content/uploads/2025/05/schedule_probability_summer_sch…> Lecturers: Martin Hairer<https://hairer.org/> (Imperial College London and EPFL Lausanne) Xue Mei Li<https://www.xuemei.org/> (Imperial College London and EPFL Lausanne) Stefano Pagliarani<https://www.unibo.it/sitoweb/stefano.pagliarani9/en> (Bologna) Liam Solus<https://people.kth.se/~solus/> (KTH Stockholm) See you in Lammi ! (it will be also possible to attend remotely via zoom). With best greetings, Yours Dario Gasbarra, Department of Mathematics and Statistics University of Vaasa, P.O.Box 700 65101 Vaasa Finland

1 0

Seminars in Statistics at Collegio Carlo Alberto - Marc HOFFMAN (UNIVERSITÉ PARIS-DAUPHINE)
by Matteo Giordano 01 May '25

01 May '25

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.google.com/url?q=https://www.carloalberto.org/events/category/s…> Venerdì 09/05/2025, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ 12.00-13.00 Speaker: Marc HOFFMAN (UNIVERSITÉ PARIS-DAUPHINE) Title: some questions in mathematical statistics linked to evolution PDEs Abstract: Evolution models in applications are often analyzed via PDEs, interpreted as a macroscopic description of the phenomenon of interest. This classical approach is nevertheless challenged by empirical data for model validation, especially when the phenomenon of interest does not depend on well established physical laws. In particular the statistical inference of parameters (estimation and testing) requires an underlying stochastic model. This is usually treated via some addition of noise, sometimes artificially and always a bit arbitrarily. Relying on some specific examples that appear in population biology (cell growth, human demography) or agent-based models in economy, we propose an alternative approach. Starting from a microscopic stochastic model that can be partially observed and for which the PDE of interest is a mean-field limit, the intrinsic statistical noise becomes the fluctuation between the empirical measure of the particle system and the solution of the PDE. We will outline a rigorous statistical program in this setting and will give some results on McKean-Vlasov models that shall emphasize the interest of our approach. ------------------------------------------------ Sarà possibile il seminario anche in streaming: chiunque volesse collegarsi è pregato di inviare una email entro *mercoledì 07/05/2025* a matteo.giordano(a)unito.it <mailto:matteo.giordano@unito.it> Il webinar è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Giordano Assistant Professor (RTDA) Department of Economics, Social Studies, Applied Mathematics and Statistics (ESOMAS) www.matteogiordano.weebly.com <https://matteogiordano.weebly.com/>

1 0

Minicorso Christian Léonard
by Gustavo Posta 30 Apr '25

30 Apr '25

Nell'ambito del semestre tematico "Statistical Mechanics and Nonequilibrium Processes" del dipartimento di matematica "Guido Castelnuovo" il Prof. Christian Léonard (Paris Nanterre), terrà un minicorso dal titolo "Schroedinger’s problem" Le lezioni si terranno presso il dipartimento "Guido Castelnuovo" secondo il seguente calendario: lunedì 5 maggio 16:00 sala di consiglio giovedì 8 maggio 14:30 aula L venerdì 9 maggio 14:30 sala di consiglio lunedì 12 maggio 16:00 sala di consiglio Gli interessati sono invitati a partecipare ---------------------------------------------------------------- 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 -----------------------------------------------------------------

1 0

QFinLab Seminar - Alessandro Sbuelz (Università Cattolica del Sacro Cuore) - 7/5/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 30 Apr '25

30 Apr '25

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Wednesday, 7 May 2025, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano (Leonardo Campus) Alessandro Sbuelz (Università Cattolica del Sacro Cuore) Title: The Zero-Theta Hedge Contract. Abstract: We examine long-dated asset valuation under systematic and idiosyncratic risk, driven by extreme trajectories. By introducing the zero-Theta hedge contract, a negative-Delta derivative security with a maturity-independent price, we study investor attitudes toward systematic long-run crashes. Declining expected payoff with maturity signal strong crash aversion. The contract aids in decomposing the stochastic discount factor, shedding light on long-run crash risk premia. Even for volatile assets whose price comes from idiosyncratic rallies, systematic long-run crashes remain central to long-run risk valuation. Based on a joint work with Anna Battauz and Marzia De Donno. Next seminars: Olimpia Carradori (University of Zurich), 5 June 12.00. Marco Tolotti (Università Ca' Foscari Venezia), 9 June 12.15. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/seminars-and-meetings/>. The organizers: Michele Azzone and Alessandro Calvia.

1 0

Seminario Padova e Alumni Award - Jacopo Borga
by alekos.cecchin＠unipd.it 30 Apr '25

30 Apr '25

Buongiorno a tutti, Vorremmo segnalarvi che lunedì prossimo (5 Maggio) in aula 1BC45 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Jacopo Borga (MIT) <https://www.jacopoborga.com/> https://www.jacopoborga.com Title: Lattice Yang-Mills theory in the large N limit via sums over surfaces Date: May 5, 2025, at 14:30, room 1BC45 Abstract: Lattice Yang-Mills theories are important models in particle physics. They are defined on the d-dimensional lattice Z^d using a group of matrices of dimension N, and Wilson loop expectations are the fundamental observables of these theories. Recently, Cao, Park, and Sheffield showed that Wilson loop expectations can be expressed as sums over certain embedded bipartite maps of any genus. Building on this novel approach, we prove in the so-called strongly coupled regime: 1. A rigorous formula in terms of embedded bipartite planar maps of Wilson loop expectations in the large N limit, in any dimension d. 2. An exact computation of Wilson loop expectations in the large N limit, in dimension d=2, for a large family of (simple and non-simple) loops. Previous results to the two aforementioned points were established by Chatterjee (2019) and Basu & Ganguly (2016), respectively. Our results extend these previous results, offer simpler proofs and provide a new perspective on these significant quantities. This work is a collaboration with Sky Cao and Jasper Shogren-Knaak. Segnaliamo inoltre che Jacopo Borga terrà un seminario divulgativo e riceverà l'Alumni Special Award dell’Università di Padova lunedì, 5 maggio in aula 1A150, Torre Archimede Programma: * 16:30. Saluti istituzionali (Italian) * 16:40. Borga presents to non-experts his research: A Walk through Random Combinatorial Structures <https://www.alumniunipd.it/blog/event/a-walk-through-random-combinatorial-s…> https://www.alumniunipd.it/blog/event/a-walk-through-random-combinatorial-s… * 17:10. Cerimonia di premiazione (Italian) Registration <https://www.cognitoforms.com/AssociazioneAlumniDellUniversit%C3%A0DegliStud…> welcome! Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

1 0

Colloquium Matematico del Prof. Lorenzo Zambotti
by Sonia Mazzucchi 30 Apr '25

30 Apr '25

Segnalo a tutti i potenziali interessati che mercoledì 7 maggio alle 14:00, nell'ambito dei "Colloquia matematica" del dipartimento di matematica dell'università di Trento, il Prof. Lorenzo Zambotti (Sorbonne Université) terrà un seminario dal titolo: Products of (random) distributions in Stochastic PDEs and Quantum Field Theories. Ulteriori dettagli e informazioni sono reperibili al seguente link https://eventi.unitn.it/it/products-random-distributions-stochastic-pdes-an… Grazie per l'attenzione e un caro saluto Sonia Mazzucchi --

1 0

RTT in Statistics (STAT-01/A) - Dept of Mathematics - Trento
by Claudio Agostinelli 29 Apr '25

29 Apr '25

The Department of Mathematics at the University of Trento is inviting applications for a new position at the level of Tenure Track Assistant Professor (RTT, ricercatore/ricercatrice a tempo determinato in tenure track) in Statistics (STAT-01/A). This opportunity is aimed at individuals with a strong mathematical background and an outstanding track record in mathematical statistics, particularly in emerging areas such as: Statistical Machine Learning, High Dimensional Statistics, Bayesian Nonparametrics, Functional Data Analysis. The successful candidate will be expected to teach in English mainly for the MSc program in Mathematics. Here the link to the application: https://lavoraconnoi.unitn.it/bando-dr-valcomp/405-2025-dmath?check_logged_… The deadline for applying is *29 May*. Best, Claudio Agostinelli

1 0

PhD position in Nice on "Statistical inference for interacting particle systems driven by fractional Brownian motion"
by Massimiliano Tamborrino 29 Apr '25

29 Apr '25

Dear all, I received and forward this advertisement for a PhD position in Nice. Best, Massimiliano ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ________________________________ ---- Dear colleagues, We are currently inviting applications for a fully funded PhD position in the area of statistical inference for stochastic processes, with a focus on interacting particle systems driven by fractional Brownian motion and potential applications. The position will be jointly supervised by Chiara Amorino (Universitat Pompeu Fabra, Barcelona) and Mira Shevchenko (Université Côte d’Azur, Nice). The successful candidate will divide their time between the two institutions and will be affiliated with the SPECTRUM Graduate School at Université Côte d’Azur. - Starting date: No later than December 1, 2025 - Gross monthly salary: Approximately €2,500 We welcome applications from candidates who meet the following criteria: - A Master’s degree (or equivalent) in Mathematics, Applied Mathematics, or a closely related field, completed by the starting date of the PhD. - A solid background or strong interest in stochastic analysis, stochastic processes, and/or mathematical statistics. - Familiarity with stochastic differential equations and/or Malliavin calculus is considered an asset. To apply, please send the following documents to [eur-spectrum.aap(a)univ-cotedazur.fr<mailto:eur-spectrum.aap@univ-cotedazur.fr>] by May 12, 2025, with Chiara Amorino (chiara.amorino(a)upf.edu<mailto:chiara.amorino@upf.edu>) and Mira Shevchenko (radomyra.shevchenko(a)univ-cotedazur.fr<mailto:radomyra.shevchenko@univ-cotedazur.fr>) in cc: 1. CV 2. Transcripts of academic records (Master’s), including rankings if available 3. Motivation letter (max. 1 page) 4. Two recommendation letters For any preliminary inquiries, feel free to contact either Chiara or Mira via the email addresses above. If you know any motivated students, we would be grateful if you could pass this along! Best, Chiara Amorino and Mira Shevchenko

1 0