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Numerical methods for stochastic models: control, uncertainty, quantification, mean-field
by Tiziano Vargiolu 30 Jan '17

30 Jan '17

Numerical methods for stochastic models: control, uncertainty quantification, mean-field July 17 - August 25, CIRM, Marseille http://smai.emath.fr/cemracs/cemracs17/ The goal of this event is to bring together scientists from both the academic and industrial communities and discuss these topics. During the first week, a classical summer school is proposed. It consists of several lectures given by leading scientists and related to the topics of the research projects. The remaining 5 weeks are dedicated to working on the rechearch projects, possibly after a morning seminar. Cemracs'17 will be the twenty-second of the series, devoted this year to the study of advanced numerical methods for the analysis of stochastic models associated with stochastic control problems, uncertainty propagation analysis or mean-field type interaction phenomena. These models are echoes many industrial applications (production optimization systems, life sciences, neuroscience, geophysics, fluid mechanics, risk management in finance, etc.). The main difficulty is the non-linearity or the high dimension of the problems encountered in practice. -- Stefano Pagliarani, DEAMS, Universit? di Trieste Via Tigor 22, 34124 Trieste, Italy Cell. Phone +39 338 1447398 stepagliara1(a)gmail.com, stefano.pagliarani(a)deams.units.it http://www.cmap.polytechnique.fr/~pagliarani/

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Seminario Thomassey @UniTo
by Roberta Sirovich 30 Jan '17

30 Jan '17

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* *Giovedì 9 Febbraio 2017 alle ore 11:00 in Aula C* presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, si svolgerà il seguente seminario Sales forecasting in fashion industry: main issues and opportunities Sébastien Thomassey ENSAIT – Lille 1 University Roubaix – France *Abstract *The fashion industry is a very challenging market for the sales forecasting. Indeed, the volatile demand, the strong seasonality of sales, the wide number of items with short life cycle or the lack of historical data, make the traditional forecasting models, based on time series, unsuitable or at least very difficult to implement. Therefore, researchers and practitioners have investigated other techniques such as Artificial Intelligence. The emergence of the “big data” era has also opened new opportunities and generated new issues. In this presentation, we propose an overview of the different constraints related to the sales forecasting in the fashion industry. Some examples are introduced to illustrate the problematics and the potential solutions. Finally, the new opportunities which could be explored are discussed. r. -- --------------------------------------------------- Roberta Sirovich Department of Mathematics G. Peano University of Torino Via Carlo Alberto 10 10123 Torino (Italy) +390116702937 www.robertasirovich.it <http://www.personalweb.unito.it/roberta.sirovich/EN/Home.html> ---------------------------------------------------

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Fwd: Two 3-year probability postdocs in Oxford
by Fabio Martinelli 27 Jan '17

27 Jan '17

---------- Forwarded message ---------- From: Christina Goldschmidt <goldschm(a)stats.ox.ac.uk> Date: Fri, Jan 27, 2017 at 1:00 PM Subject: Two 3-year probability postdocs in Oxford To: Christina Goldschmidt <goldschm(a)stats.ox.ac.uk> Dear colleagues, The Department of Statistics at Oxford is currently advertising two 3-year postdoctoral positions in probability, to work with me on a project concerning random graphs and their scaling limits. I would be very grateful if you could bring this to the attention of any suitable people that you know. Potential candidates should feel free to contact me directly. More details are available from the university's jobs page <https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.disp…> where there are links to a detailed job description and the online application form. The start date is flexible (but must be no later than January 2018). The closing date for applications is 12 noon (GMT) on 3 March 2017. Interviews will be held on 16 March 2017. Many thanks and best wishes, Christina Goldschmidt. -- Christina Goldschmidt | http://www.stats.ox.ac.uk/~goldschm Department of Statistics and Lady Margaret Hall, University of Oxford -- Fabio Martinelli Department of Mathematics and Physics Roma Tre University Lg. San Murialdo 1, 00146 Roma Italy tel +39 06 57338039 fax +39 06 57338039

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Avviso di seminario al Politecnico di Milano
by Giuseppina Guatteri 27 Jan '17

27 Jan '17

Si avvisa che in data 3/2/2017, alle ore 12:00 precise, presso Aula seminari del terzo piano del dipartimento di Matematica del Politecnico di Milano, nell'ambito delle iniziative della sezione di Probabilità e Statistica Matematica, si svolgerà il seguente seminario: Titolo: MIsure invarianti per l'equazione stocastica di Navier-Stokes nel piano/ Invariant measures for Navier Stokes equation in the plane Relatore: Benedetta Ferrario, Universita' di Pavia Abstract: Si presenta un risultato di esistenza di una misura invariante per l'equazione di Navier-Stokes nel piano con forzante di tipo rumore bianco nel tempo. Poiche' si lavora in un dominio spaziale illimitato, l'immersione dello spazio di Hilbert H^1 in H^0 non e` compatta e questo richiede una tecnica diversa dal caso di dominio spaziale finito per la dimostrazione dell'esistenza di una misura invariante. Invece del metodo di Krylov e Bogoliubov si ricorre al metodo di Maslowski e Seidler (On sequentially weakly Feller solutions to SPDE's. Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Natur. Rend. Lincei (9) Mat. Appl. 10 (1999), no. 2, 69-78). Questo lavoro e` in collaborazione con Z. Brzezniak (Universita` di York). The existence of an invariant measure for 2d Navier Stokes with white noise (in time) forcing term is given. Due to the unboundedness of the domain a different technique in proving this existence result used. In fact, rather then using Krylov-Bogoliubov method we follow the approach introduced by Maslowsly and Seidler (On sequentially weakly Feller solutions to SPDE\'s. Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Natur. Rend. Lincei (9) Mat. Appl. 10 (1999), no. 2, 69-78). This is a joint paper with Z. Brzezniak, University of York. Tutti gli interessati sono invitati a partecipare. Per informazioni scrivere a giuseppina.guatteri(a)polimi.it. Giuseppina Guatteri Dipartimento di Matematica Politecnico di Milano Via Bonardi, 9 20133 Milano tel.: +390223994556 fax.:+390223994513 email: giuseppina.guatteri(a)polimi.it "Happiness can be found even in the darkest of times, if one only remembers to turn on the light" A. Dumbledore

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Giornata di studi in onore di Gabriella Salinetti [lunedì 6 febbraio]
by Luca Tardella 27 Jan '17

27 Jan '17

A tutti gli interessati: Il giorno lunedì 6 febbraio 2017 si terra' presso il Dipartimento di Scienze Statistiche di Sapienza Università di Roma la giornata di studi: "Advances in Probability, Statistics and Decision Theory" *** A Conference in Honor of Gabriella Salinetti*** Sul seguente sito http://stat-events.wixsite.com/gabriellaconference sono disponibili - il programma definitivo di tutta la giornata - una mappa per raggiungere la sede della conferenza L'iscrizione al convegno è gratuita, ma necessaria per ragioni organizzative. E' ancora possibile registrarsi sul sito compilando un semplice modulo on line. E' possibile anche registrarsi contattando gli organizzatori al seguente indirizzo: gabriellaconference(a)gmail.com. Cordiali saluti Luca Tardella Dipartimento di Scienze Statistiche Facoltà di Ingegneria dell'Informazione, Informatica e Statistica Sapienza Università di Roma Piazzale Aldo Moro,5 (00185) Roma (ITALY) - BOX 82

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SISbayes Final Announcement
by Brunero Liseo 25 Jan '17

25 Jan '17

Apologies for cross-posting SISbayes 2017 Workshop, Roma 7-8 February 2017. SISbayes 2017 is the first Workshop organized by the section on Bayesian Statistics of the Italian Statistical Society. Please find enclosed the FINAL PROGRAM of the Workshop If you plan to come and join us please visit the website http://stat-events.wixsite.com/sisbayes2017 Brunero Liseo (on behalf of the Scientific Committee and the Organizing Committee) -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *http://www.memotef.uniroma1.it/users/liseo-brunero <http://www.memotef.uniroma1.it/users/liseo-brunero>* =============================================

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AMMCS 2017 - Call for papers
by Enrico Scalas 25 Jan '17

25 Jan '17

Car* collegh*, durante l'AMMCS 2017 che si terra' a Waterloo in Ontario, Canada dal 20 al 25 agosto 2017, organizzo due sessioni di interesse per chi si occupa di probabilita' applicata: 1. Fractional Calculus and Applications http://www.ammcs2017.wlu.ca/special-sessions/fca/ 2. Modelling of socio economic dynamics http://www.ammcs2017.wlu.ca/special-sessions/msed/ Il sito del congresso con istruzioni e scadenze e' il seguente: http://www.ammcs2017.wlu.ca/ Cordiali saluti, Enrico Scalas

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1 posto di RTD di tipo a) del s.s.d. SECS-S/06 presso la Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 25 Jan '17

25 Jan '17

La Scuola Normale Superiore ha bandito un posto di ricercatore a tempo determinato di tipo a) nel s.s.d. SECS-S/06 Le informazioni, il bando e il modello della domanda si trovano al link http://www.sns.it/bando/ricercatore-tempo-determinato-ssd-secs-s06-metodi- matematici-delleconomina-e-delle-scienze-attuariali-e-finanziarie L'annuncio in inglese si trova al link http://en.sns.it/bando/fixed-term-researcher-mathematical- methods-economy-finance-and-actuarial-sciences Il termine di scadenza delle domande è il prossimo 6 marzo 2017. Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159

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Correzione
by piccioni＠mat.uniroma1.it 24 Jan '17

24 Jan '17

Mi scuso per le imprecisioni nell’annuncio dei seminari del 31 cm: Valentina Cammarota per il momento è ancora con il King’s College di Londra Il seminario di Sokol Ndreca ha per titolo On a problem of Kendall Vogliate scusarmi Mauro Piccioni Inviato dal mio telefono Windows 10

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Annuncio seminari
by Piccioni, Mauro 24 Jan '17

24 Jan '17

Martedì 31 gennaio 2017 Seminari di Probabilità e Statistica Matematica Aula G, Dipartimento di Matematica, Sapienza Università di Roma Ore 14 Valentina Cammarota (Sapienza Università di Roma) On the critical values of random spherical harmonics. Abstract: We study the limiting distribution, in the high energy limit, of critical points and extrema of random spherical harmonics. In particular, we first derive the density functions of extrema and saddles and then we provide analytic expressions for the variances. Our arguments require a careful investigation of the validity of the Kac-Rice formula in nonstandard circumstances, entailing degeneracies of covariance matrices for first and second derivatives of the processes being analyzed. It is well known that after proper rescaling random spherical harmonics converge to Berry's random plane waves; in the second part of the talk we focus on the spatial distribution of critical points of random plane waves. Based on joint works with Dmitry Beliaev, Domenico Marinucci and Igor Wigman. Ore 15 Sokol Ndreca (University Center of Belo Horizonte) Abstract: In this talk we consider a stochastic point process $i + \xi_i$, where $i\in \mathbb{N}$ and the $\xi_i's$ are i.i.d exponential random variables with standard deviation $\sigma$. Some properties of this process are investigated. We then study a discrete time single server queueing system with this process as arrival process and deterministic unit service time. We obtain a functional equation of the bivariate probability generating function of the stationary distribution for the system. The functional equation is quite singular, does not admit simple solution. We find the solution of such equation on a subset of its set of definition. Finally we prove that the stationary distribution of the system decays super-exponentially fast in the quarter plane. The queueing model, motivated by air and railway traffic, has been proposed by Kendall and others some five decades ago, but no solution of it has been found so far. This is a joint work with Gianluca Guadagni, Carlo Lancia and Benedetto Scoppola. Tutti gli interessati sono invitati a partecipare. Per informazioni rivolgersi a piccioni(a)mat.uniroma1.it.

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