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Annuncio di seminario
by Piccioni, Mauro 20 Oct '16

20 Oct '16

Dipartimento di Matematica, Sapienza Università di Roma Martedì 25 ottobre Ore 14:00, Aula di Consiglio Seminario di Probabilità e Statistica Matematica Claude Lefèvre, Université Libre de Bruxelles, Département de Mathématique Epidemic Risk and Insurance Coverage Abstract; This paper aims to apply simple actuarial methods to build an insurance plan protecting against an epidemic risk in a population. The studied model is an extended SIR epidemic in which the removal and infection rates may depend on the number of registered removals. The costs due to the epidemic are measured through the expected epidemic size and infectivity time. The premiums received during the epidemic outbreak are measured through the expected susceptibility time. Using martingale arguments, a method by recursion is developed to calculate the cost components and the corresponding premium levels in this extended epidemic model. Some numerical examples illustrate the effect of removals and the premium calculation in an insurance plan. This is a joint work with P. Picard (ISFA, Lyon) and M. Simon (ULB). Tutti gli interessati sono invitati a partecipare. Conferenze previste nel mese di novembre, nella stessa aula, con lo stesso orario: 8 novembre: Thi Da Cam Pham (Tours) 15 novembre: Marc Peigné (Tours) 22 novembre: Carlo Orrieri (Sapienza) 29 novembre: Pietro Caputo (Roma Tre) Gli abstract saranno inviati tempestivamente. Per qualsiasi richiesta di informazione scrivere a: piccioni(a)mat.uniroma1.it

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Fwd: [World] Assistant prof.position, TU Graz, Austria
by Gustavo Posta 19 Oct '16

19 Oct '16

Begin forwarded message: > Resent-From: gustavo.posta(a)polimi.it > From: Wolfgang Woess <woess(a)tugraz.at> > Date: 19 ottobre 2016 14.17.30 GMT+02.00 > To: world(a)aleanetwork.net > Subject: [World] Assistant prof.position, TU Graz, Austria > > > Open position - Assistant Professor with PhD > maternity substitution, expected for 1 year > Graz University of Technology > Institute of Discrete Mathematics > Working Group Structure Theory and Stochastics > > Starting date: January 1st 2017. > Requirements: PhD or equivalent university degree in > Mathematics, awarded before the beginning of the engagement. > Desired qualifictations: scientific work in the fields > of Stochastic Processes (random walks), Graph Theory, > Geometric Group Theory, possibly combining those topics; > in particular stochastic and deterministic aggregation > models. Readiness to collaborate in research projects > in these areas. Teaching duties of at least 4 hours per week per semester, > in particular for Mathematics in the Engineering sciences, > in German (!). > > Deadline for applications: November 10, 2016. > For details regarding position and applications, see > http://www.math.tugraz.at/~woess/position > > Graz, October 2016, Wolfgang Woess > > > Institut fuer Diskrete Mathematik, > Technische Universitaet Graz, > Steyrergasse 30, A-8010 Graz, Austria > Tel: ++43 (0)316 8737130 > Mobile: ++43 (0)664 60 8737130 > Fax: ++43 (0)316 8734507 > email: woess(a)TUGraz.at > http://www.math.TUGraz.at/~woess > > > _______________________________________________ > World mailing list > World(a)aleanetwork.net > http://aleanetwork.net/cgi-bin/mailman/listinfo/world

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Fwd: Chapman Postdoctoral Fellowships at Imperial College London
by Marco Romito 18 Oct '16

18 Oct '16

-------- Forwarded Message -------- Subject: Chapman Postdoctoral Fellowships at Imperial College London Date: Tue, 18 Oct 2016 06:53:21 +0000 From: Cont, Rama <r.cont(a)imperial.ac.uk> *CALL FOR APPLICATIONS: * *Chapman Postdoctoral Fellowships at Imperial College London* The Department of Mathematics, Imperial College London is calling for application for 3 Chapman postdoctoral fellows in Mathematics starting October 1, 2017 for a duration of 2 years. The Chapman Fellowship is a prestigious research fellowship in mathematics, endowed by the Department of Mathematics and named after the British mathematician Sydney Chapman <https://en.wikipedia.org/wiki/Sydney_Chapman_%28mathematician%29>, co-discoverer of the Chapman-Kolmogorov equation. The Mathematical Finance Section http://www3.imperial.ac.uk/mathfin will be pleased to support candidates in ** *Mathematical modeling in Finance, Stochastic Analysis, Applied Probability and Data Science. * The full announcement is below. Candidates working in the above areas may contact Rama.Cont(a)imperial.ac.uk <mailto:Rama.Cont@imperial.ac.uk>for further information. The deadline for applications is * November 25, 2016.* --------------------------- *Department of Mathematics, Imperial College London * ** *Call for applications for 3 Chapman Fellowships in Mathematics* ** *Salary range: £36,070 - £43,350 per annum * ** Fixed Term: 24 months, commencing 1 October 2017 Applications are invited for three Chapman Fellowships in Mathematics, tenable for two years, starting 1 October 2017. These posts provide an excellent opportunity for those seeking to pursue an academic career in mathematics. Candidates for a Chapman Fellowship are expected to have proven research ability in mathematics. Candidates will demonstrate the potential for strong leadership qualities in the subject, as illustrated, for example, through showing initiative on research projects. As well as holding a good honours degree and a PhD (or equivalent) in mathematics or a closely related subject, candidates will also be expected to demonstrate exceptional ability in their chosen research areas. They will have an outstanding research record commensurate with their level of experience, as demonstrated, for example, through an outstanding thesis, publications and conference presentations, etc. Candidates will be able to contribute significantly to the research environment of the Department of Mathematics, and have a proven track record of successful research interaction. In addition to pursuing research, Fellows will undertake a limited range of teaching duties in the Department of Mathematics (one course per year). The ability to teach mathematics at undergraduate and postgraduate level is essential, as demonstrated by excellent written and verbal communication skills with the ability to give effective presentations. Further particulars, together with information about Imperial College London, the Department of Mathematics can be found at http://www.ma.imperial.ac.uk/. The preferred method of application is online via our website http://www.imperial.ac.uk/employment (please select “Job Search” then enter the job title or vacancy reference number into “Keywords” – vacancy ref: NS2016213KL ). Please complete and upload an application form stating which area you are applying to, (Applied Mathematics, Pure Mathematics, Mathematical Finance, Statistics), also providing a CV, list of publications and Research Plan. If you are unable to apply online or have any queries about the application process please contact Miss Rosie Hart, Academic Support Administrator (r.hart(a)imperial.ac.uk <mailto:r.hart@imperial.ac.uk>) quoting the reference number above to request an application form. ** *Closing date: 25 November 2016* ** *Interviews will be held in London in January 2017.* For more information: https://www4.ad.ic.ac.uk/OA_HTML/OA.jsp?page=/oracle/apps/irc/candidateSelf…

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[amases-soci] Fwd: Bando assegno di ricerca SECS-S/06 Università di Pavia (fwd)
by Tiziano Vargiolu 17 Oct '16

17 Oct '16

-------- Messaggio Inoltrato -------- Oggetto: Bando assegno di ricerca SECS-S/06 Universit? di Pavia Data: Sun, 16 Oct 2016 17:18:10 +0200 Mittente: Elena Molho <elena.molho(a)unipv.it> A: Antonella Basso <basso(a)unive.it> Cara Antonella, ti chiedo la cortesia di informare i soci AMASES della pubblicazione di un bando per un assegno di ricerca SECS-S/06 presso il Dipartimento di Scienze Economiche e Aziendali dell'Universit? di Pavia dal titolo "Tecniche di ottimizzazione scalare e vettoriale per lo studio di applicazioni economiche e finanziarie". Il bando, che scade il 14 novembre 2016, si trova al link http://www.unipv.eu/site/home/ateneo/bandi-e-concorsi/articolo598.html (codice concorso 07). Grazie e cordiali saluti Elena Molho -- Elena Molho Dipartimento di Scienze Economiche e Aziendali Universit? degli studi di Pavia via S. Felice 5 27100 Pavia tel. +39 0382 986233 -- Antonella Basso Prorettore alla Programmazione e Valutazione - Prorector at Planning and Val uation Dipartimento di Economia Universit? Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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rettifica orario seminario De Santis a Roma Tre
by Pietro Caputo 17 Oct '16

17 Oct '16

SEMINARIO a Roma Tre Prof. Emilio De Santis (Universita La Sapienza) Titolo: Stochastic Ising model with fast decreasing temperature. Mercoledi' 19 Ottobre 2016 ORE 15:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C, 311 Abstract In the regime of temperature fast decreasing to zero, results on the stochastic Ising models are presented. A k-dynamics allowing to flip sets of k spins at the same time is also introduced showing that the behavior of the models deeply depends on this parameter. For these models we follow the classification of Gandolfi, Newman, Stein (2000), i.e. a model is of type F if any spin flips finitely many times a.s., it is of type I if any spin flips infinitely many times a.s., or it is of type M otherwise. Conditions to obtain models of type F, I, or M and examples are discussed.

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seminar announcement
by Marco Scarsini 14 Oct '16

14 Oct '16

Thursday 20 October, from 12.00 to 13.00, room 207 viale Romania 32 00197 Rome Speaker: Domenico Marinucci (Università degli Studi di Roma Tor Vergata) Title: The geometry of random eigenfunctions Abstract: The characterization of the geometric properties for the excursion sets of random fields on generic manifolds is a classical topic of probability theory; it has been very much revived recently by the discovery of the Gaussian Kinematic Formula by Adler and Taylor (2007). This formula provides a fully explicit characterization of the expected value for so-called Minkowski functionals of excursion sets under very broad circumstances. In this talk, we review some very recent results pointing at a generalization of this formula to the variance of Minkowski functionals and to a corresponding Central Limit Theorem, in the case of random eigenfunctions. The talk is based on a recent paper with Valentina Cammarota; if time permits, we will also discuss some related results involving also Giovanni Peccati, Maurizia Rossi and Igor Wigman. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminario di Paolo Milanesi a Roma Tre
by Pietro Caputo 13 Oct '16

13 Oct '16

SEMINARIO Fisica Matematica Milanesi Paolo Aix Marseille Titolo: Metastabilita' del modello di Ising stocastico Martedi' 18 Ottobre 2016 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1, Roma Abstract: Un sistema fisico si trova in uno stato metastabile se permane per lungo tempo in una sorta di equilibrio apparente prima di rilassare in modo brusco verso lo stato stabile. Per i sistemi ferromagnetici questo tipo di fenomeno si manifesta nel ciclo di isteresi. In questo seminario consideriamo la dinamica di Glauber del modello di Ising 2d al di sotto della temperatura critica e con un piccolo campo magnetico esterno. Un lavoro di Schonmann e Shlosman ha chiarificato l'asintotica logaritmica del tempo di transizione metastabile cosi' come la sua dipendenza dalla forma di Wulff, mentre rimane la questione di studiarne la legge. Passeremo dapprima in rassegna i risultati in letteratura per poi parlare dell'esponenzialita' del tempo di transizione, illustrando l'euristica ed alcune idee della prova.

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Lecturer in Probability, Durham University
by Pietro Caputo 13 Oct '16

13 Oct '16

Ricevo e inoltro: --------------- Dear colleagues, Apologies if you receive more than one copy of this message. Please allow us to draw your attention to the fact that Durham University is advertising for a Lecturer in Probability (closing date 20 November): * <https://recruitment.durham.ac.uk/pls/corehrrecruit/erq_jobspec_details_form…>*http://www.maths.dur.ac.uk/~dma0psc/du_job_by_id.php?job_id=003110 Please pass this on to anyone who you think might be interested. Some further information about the probability group at Durham can be found here: http://www.maths.dur.ac.uk/PiNE/prob_at_dur.html Many thanks, Sunil Chhita Ostap Hryniv Mikhail Menshikov Andrew Wade

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Seminario De Santis a Roma Tre, 19 ottobre 2016
by Pietro Caputo 12 Oct '16

12 Oct '16

SEMINARIO Probabilita' a Roma Tre Prof. Emilio De Santis Universita' La Sapienza Titolo: Stochastic Ising model with fast decreasing temperature. Mercoledi' 19 Ottobre 2016 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C, 311 Abstract Abstract. In the regime of temperature fast decreasing to zero, results on the stochastic Ising models are presented. A k-dynamics allowing to flip sets of k spins at the same time is also introduced showing that the behavior of the models deeply depends on this parameter. For these models we follow the classification of Gandolfi, Newman, Stein (2000), i.e. a model is of type F if any spin flips finitely many times a.s., it is of type I if any spin flips infinitely many times a.s., or it is of type M otherwise. Conditions to obtain models of type F, I, or M and examples are discussed.

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First announcement : Third STAR workshop on Random Graphs
by Tobias Mueller 11 Oct '16

11 Oct '16

First announcement : Third STAR workshop on Random Graphs The workshop will take place on Thursday 26 and friday 27 January 2017 on the campus of the University of Utrecht (more details of the location and schedule will be added later). This will be the 3rd STAR Workshop on Random Graphs. The first took place in 2012 and the second in 2015. We are very pleased to announce the following prominent researchers have agreed to deliver plenary talks: - Marián Boguñá (Barcelona) - Mihyun Kang (Graz) - Vincent Tassion (Geneva/Zürich) - Nick Wormald (Melbourne) A limited number of slots for contributed talks are available. If you would like to propose a short talk, please let us know by e-mailing Ben Hansen at benhansen09(a)gmail.com. (In case of too much interest, selection will be based on relevance of the talk and the career stage of the speaker.) The workshop is open to all and free of charge, but please register to let us know that you are coming by sending an e-mail to: benhansen09(a)gmail.com The website of the workshhop can be found at the address : http://www.math.uu.nl/stochsem/WorkshopRGs2017/

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