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Seminario di Barbara Ruediger in Sapienza
by Enrico Scalas 05 Oct '26

05 Oct '26

Buongiorno, trovate qui sotto l'avviso di seminario. Tutte le persone interessate sono cordialmente invitate. Cordiali saluti, Enrico Scalas -- Il giorno 9 ottobre 2026 alle ore 10 in aula 24 del Dipartimento di Scienze Statistiche, Sapienza Università di Roma, la Prof. Barbara Ruediger (Universitaet Wuppertal) presenterà un seminario dal titolo: Boltzmann Processes Riassunto: In [1] we identify the stochastic process which has, as the corresponding Fokker-Planck equation, the Boltzmann equation. This means that we identify the stochastic process which describes the dynamics in position and velocity of one molecule of a rarefied gas which expands in a vacuum according to the Boltzmann equation. We call this the Boltzmann process. We show that this is the solution of a McKean-Vlasov type stochastic differential equation with Poisson noise. All cases are considered here: hard sphere cut-off case, considered by Boltzmann, as well as soft and hard potentials. In [2] we prove the existence of the solution of this Mc Kean-Vlasov SDE for the hard sphere cut-off case. Bibliografia [1] On the construction and identification of Boltzmann processes, S. Albeverio, B. Rüdiger, P. Sundar, Ensaios Matematicos Vol. 38, 2023. [2] (an improved version of) Identification and existence of Boltzmann processes, B. Rüdiger, P. Sundar arxiv 2301.08662.

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Bando RTT in Statistica (13/STAT-01); Università degli Studi di Bergamo
by Raffaele ARGIENTO 01 Oct '26

01 Oct '26

Gentili colleghe e colleghi, Segnalo l’apertura di una procedura pubblica di selezione per il reclutamento di un/una ricercatore/ricercatrice a tempo determinato in tenure track (RTT) presso l’Università degli Studi di Bergamo , per il settore scientifico-disciplinare *STAT-01/A Statistica.* Il bando è pubblicato sulla Gazzetta Ufficiale n. 73 e prevede come termine per la presentazione delle candidature il *22 ottobre 2026*. Tutte le informazioni sono disponibili sul sito dell’Università degli Studi di Bergamo <https://www.unibg.it/bandi/procedura-pubblica-selezione-n-5-posti-ricercato…> . Le candidature dovranno essere presentate esclusivamente per via telematica tramite la piattaforma PICA di CINECA <https://pica.cineca.it/unibg/26rtt006/>. Vi sarei grato se poteste diffondere l’informazione tra potenziali candidate e candidati interessati. Cordiali saluti, Raffaele Argiento Università degli Studi di Bergamo

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Conference Announcement: "Deterministic and Stochastic Evolution Equations", October 26-28, 2026, Pisa, Italy
by Andrea DI PRIMIO 30 Sep '26

30 Sep '26

Dear Colleagues, we are pleased to announce the upcoming conference *Deterministic and Stochastic Evolution Equations*, to be held at *Scuola Normale Superiore, Pisa, Italy* from *October 26th, 2026* to *October 28th, 2026*. The event will bring together researchers working in the fields of mathematical analysis and probability to discuss recent developments, exchange ideas, and foster new directions of research. The conference will provide a stimulating environment for researchers and students interested in deterministic and stochastic evolution equations. We would be grateful if you could forward this announcement among colleagues and other potentially interested participants. The list of speakers and further information can be found at the webpage https://indico.sns.it/e/dsee2026. Registration is free of charge, but mandatory and will remain open until *October 11th, 2026*. Limited funding is available to support participants' accommodation expenses. Those wishing to apply for financial support are kindly requested to register by *September 13th, 2026*. We look forward to welcoming you to Pisa! Best regards, Franco Flandoli and Andrea Di Primio

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SPASS seminar: Alessio Catanzaro - Tue 13 Oct
by Elia Bisi 30 Sep '26

30 Sep '26

Dear Colleagues, We are pleased to invite you to the following SPASS seminar (jointly organised by UniPi, SNS, and UniFi): Speaker: Alessio Catanzaro (IMT Lucca) Title: Spectra of networks with Discrete Scale-Invariance Date and time: Tue 13th October at 12:00 Place: Aula Tricerri, DIMAI, University of Florence Join online: https://meet.google.com/iyq-wjvs-rvy On behalf of the organisers, Elia Bisi ********************* Abstract: In this talk, I will show results on the spectral properties of an infinitely renormalizable random network model. This model is an 'anti-benchmark’ for Random Matrix Theory techniques because many working assumptions fail, such as moment matching methods, the low rank hypothesis for the signal matrix, and the non-self-averaging nature of the ESD. Despite these challenges, I will show an ansatz for the eigenfunctions based on the Laplace transform of the weights distribution. This allows to solve the eigenvalue equation for the signal matrix, which is a good proxy for the largest eigenmodes of the network realisations. The leading eigenvalues are all of order √n, alternate in sign, and lie at the intersection between the real axis and a logarithmic spiral in the complex plane. I will also show haow to calculate the associated eigenvectors, which display complex-valued scaling exponents and log-periodicity, indicating discrete scale invariance. ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability Group

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Postdoctoral position in Statistics at Sapienza University of Rome
by Valeria Bignozzi 29 Sep '26

29 Sep '26

Dear all, I would like to bring to your attention a 24-month postdoctoral position in Statistics (STAT-01/A) at the Department of Methods and Models for Economics, Territory and Finance (MEMOTEF), Sapienza University of Rome. The position is under the scientific supervision of Prof. Marco Geraci. The research project focuses on the development of statistical and probabilistic methods for the analysis of complex data and systems. Research topics include distributional modelling, stochastic dependence, extreme value theory, quantile regression, uncertainty quantification, computational statistics, machine learning and data science. Candidates should hold a PhD in Statistics, Probability, Mathematics, or a related quantitative discipline. The application deadline is October 24, 2026. Full details and application information are available here: https://trasparenza.uniroma1.it/page/5/details/30876/bando-incarico-post-do… Please feel free to circulate this announcement among potentially interested candidates. Best regards, Valeria Bignozzi -- *Fai crescere le giovani ricercatrici e i giovani ricercatori*** *con il 5 per mille alla Sapienza* Scrivi il codice fiscale dell'Università *80209930587 **Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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2027 INFORMS Applied Probability Society Conference
by Zocca, A. (Alessandro) 26 Sep '26

26 Sep '26

On behalf of the INFORMS APS 2027 Organising Committee: Dear colleagues, We are delighted to invite you to the 2027 INFORMS Applied Probability Society Conference, taking place at Durham University, UK, from 12–15 July 2027. The APS Conference is the flagship international meeting of the INFORMS Applied Probability Society, bringing together researchers, practitioners and students from across applied probability. The programme will include plenary and prize lectures, invited and contributed sessions, and plenty of opportunities to meet colleagues from across the international community. Durham is a historic city in North East England, with excellent transport links to the rest of the UK and internationally. The closest airport is Newcastle International Airport. At the heart of the city, Durham Cathedral and Durham Castle together form a UNESCO World Heritage Site and provide a beautiful setting for the conference. The conference website: https://informs-aps.webspace.durham.ac.uk/ has full information about the conference programme, venue, travel and important dates. Registration is now open, and we warmly invite you to join us in Durham: https://pay.durham.ac.uk/event-durham/INFORMS-APS-2027 We are also pleased to open the call for invited sessions and contributed abstracts, covering the broad spectrum of applied probability, including stochastic modelling and processes, stochastic analysis, control and optimisation, stochastic networks and queueing, statistical and reinforcement learning, random structures and graphs, simulation, and applications across areas such as finance, healthcare, energy, transportation and communications. Other topics and emerging applications of probability are very welcome. Invited session proposals: https://forms.cloud.microsoft/e/HLJRPaFwQu Deadline: 1 December 2026 Contributed abstracts submission: https://forms.cloud.microsoft/e/hx0LL4nfVe Deadline: 1 February 2027 We also welcome proposals from colleagues who would like to organise and chair an invited session. Invited sessions consist of four talks centred around a theme chosen by the session chair. Key dates * 1 December 2026 – Invited session proposal deadline * 15 January 2027 – Decisions on invited session proposals * 1 February 2027 – Contributed abstract deadline * 15 February 2027 – Invited speaker title and abstract deadline * 1 March 2027 – Decisions on contributed abstracts * 30 April 2027 – Early registration deadline * 12–15 July 2027 – INFORMS APS 2027, Durham We very much hope you will join us in Durham in July 2027, and we would be grateful if you could share this announcement with colleagues and students who may be interested. We look forward to welcoming you to Durham! Best wishes, The INFORMS APS 2027 Organising Committee For further queries: aps2027(a)durham.ac.uk<mailto:aps2027@durham.ac.uk>

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[STAR Seminars] Thursday October 1
by David Vencato 25 Sep '26

25 Sep '26

Dear All, Join us for two upcoming talks in the STAR seminar series <https://www.mn.uio.no/math/english/research/groups/risk-stochastics/star-se…> (Thursday, October 1), from 10:15 to 11:45 (Oslo time). As always, the talks will take place in a hybrid format: participants in Oslo can attend in Room 723 in Niels Henrik Abels hus, while the international audience will be able to follow the talks via Zoom<https://uio.zoom.us/j/64697683253>. Our first speaker, at 10:15, is Lucrezia Zorzi (Universita' degli studi di Verona), with the talk: Title: Trembling-Hand Perfection in Mean Field Games Abstract: Mean field games may admit multiple equilibria, which naturally raises the question of equilibrium selection. In this talk, we introduce a trembling-hand perfection refinement for stochastic mean field games formulated through relaxed controlled martingale problems. Perturbations are imposed at the level of population controls: they have full support and are required to remain admissible for the state laws they generate. Trembling-hand perfection is then defined by requiring both the perturbed population behavior and the corresponding optimal responses to converge to the same equilibrium. We prove existence under general continuity, growth, and coercivity assumptions, without requiring compact control spaces or bounded coefficients. Finally, a one-dimensional example shows that the refinement is genuinely selective. Joint work with Luciano Campi (University of Milan) and Luca Di Persio (University of Verona). Our second speaker, at 11:00, is Devika Khurana (University of Oslo) Title: First-passage times of stochastic dynamical systems to time-dependent thresholds Abstract: First-passage time (FPT) describes the time at which a stochastic process reaches a specified threshold for the first time. In many applications, however, the relevant threshold evolves over time, motivating the study of first-passage problems with time-dependent boundaries. In this talk, I will consider first-passage time problems for two classes of stochastic processes: stochastic differential equations (SDEs) and piecewise-diffusion Markov processes (PDifMPs), with a particular focus on exact simulation. For SDEs with a constant threshold, an exact simulation approach can be constructed using the known first-passage time distribution of Brownian motion as a proposal distribution. A candidate first-passage time is generated from the corresponding Brownian motion and accepted as the first-passage time of the target process according to an acceptance probability derived via Girsanov’s theorem. We extend this approach to SDEs with time-dependent thresholds and then use this extension to develop an exact simulation method for PDifMPs with time-dependent thresholds. The resulting framework enables direct simulation of first-passage times without requiring the simulation of entire sample paths over a prescribed time interval and without introducing time-discretisation error. We are looking forward to seeing you! Best regards, Giulia, Salvador, Leonardo and David

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SEMINAR: Tomas Masak @Luiss - 1 oct
by Matteo Iacopini 25 Sep '26

25 Sep '26

Dear all, On Thursday 1st October, at 12:00 in room A105, the Department of AI, Data and Decision Sciences of Luiss University of Rome will host a seminar by Tomas Masak (WU Wien) Title: "Testing Covariance Separability in High Dimensions” Abstract: Separability is an important structural assumption often placed on the covariance when working with matrix-variate data, because it greatly simplifies both interpretation and computation of subsequent covariance-based statistical tasks. Yet testing the separability assumption is difficult in the high-dimensional regime. We propose to test separability by recasting the problem as a sphericity test after whitening the data using the separable maximum likelihood estimate of the covariance. The test is calibrated by Monte Carlo simulation, yielding finite-sample level control. Furthermore, we prove the test's high-dimensional consistency under dense alternatives. To reduce its reliance on distributional assumptions, we introduce an angular version of the test based on radial normalization after whitening. We demonstrate the practical utility, empirical power, and computational efficiency of the proposed tests in a large simulation study and on a real-world acoustic data set. Anyone interested in attending is welcome; just email me for logistical purposes. Hoping to meet you there! Best, Matteo Iacopini La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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QFinLab Seminar - Asmerilda Hitaj (Università dell'Insubria) - 30/9/2026, 12:15 @ Department of Mathematics, Politecnico di Milano
by Alessandro Calvia 24 Sep '26

24 Sep '26

Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab - Department of Mathematics, Politecnico di Milano. Wednesday, 30 September 2026, 12.15-13.15 Seminar room, third floor, building 14, Via Bonardi 9, Milano<https://www.google.com/maps/search/Via+Bonardi+9,+Milano?entry=gmail&source…> (Leonardo Campus); online (Microsoft Teams), Link<https://teams.microsoft.com/meet/332062461584077?p=SVGvCszyzeUQuEsnMp> <https://teams.microsoft.com/l/meetup-join/19%3ameeting_NjU3ODM1MzMtZWMwOS00…> Asmerilda Hitaj (Università dell’Insubria) Title: Robust bi-objective mean-CVaR portfolio selection: Applications to energy sector. Abstract: A new approach to optimizing or hedging a portfolio of financial positions is presented and tested with applications to energy market. Motivated by uncertainty in the estimation of problem data we consider robust bi-objective optimization problems with mean and conditional value-at-risk objective functions where the underlying probability distribution of portfolio return is only known to belong to a certain set. To tackle the problem of uncertainty we consider two different approaches: in the first one, uncertainty is represented by an elliptic set centered at the sample estimators of mean and covariance matrix; in the second one, uncertainty takes into account experts beliefs. For both approaches, we derive analytical semi-closed-form solutions for the worst-case mean-CVaR portfolio; in addition, we provide a characterization of the location of the robust Pareto frontier with respect to the corresponding original Pareto frontier. All news can be found on the QFinLab webpage<https://www.qfinlab.polimi.it/>. The organizers: Michele Azzone and Alessandro Calvia.

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Internship opportunity UHA
by Carlo Orrieri 24 Sep '26

24 Sep '26

Ricevo e inoltro questa opportunità di internship per studenti master a Univ de Haute-Alsace. ——————————————————————————————————————————————— Dear colleagues, I would like to share a 3-month full-time research internship opportunity, from April to June 2027, within the Department of Mathematics at IRIMAS, Université de Haute-Alsace (UHA), in Mulhouse, France. Topic: Selected topics in rough analysis and probability The internship will focus on a theoretical problem in rough analysis and probability. Depending on the student’s background and interests, the project may involve stochastic calculus, stochastic partial differential equations, convergence of empirical measures towards equilibrium, or analytical questions related to irregular paths. The precise topic will be defined together with the selected candidate, taking into account their background, previous training, and research interests. Candidate profile: Master’s student in Mathematics, preferably at M2 level or equivalent; solid background in probability and analysis; strong interest in stochastic analysis; strong motivation for research. Practical information: duration: 3 months; period: April–June 2027; workload: full-time; location: Department of Mathematics, IRIMAS, Université de Haute-Alsace, Mulhouse, France; stipend: according to the French statutory internship rate applicable at the time of the internship (approximately €680 per month at the current rate, subject to revision in 2027); possible contribution to transportation costs according to applicable regulations. The internship is particularly well suited to a Master’s student wishing to carry out a research internship as part of the preparation and writing of a Master’s thesis. It may also serve as a first step towards developing a PhD project and a potential doctoral application, subject to funding availability and the relevant selection procedures. Interested candidates are invited to send, by 16 December 2026, a CV and a cover letter briefly describing their academic background, research interests, and motivation to: Carlo Bellingeri Associate Professor / Maître de Conférences Department of Mathematics – IRIMAS Université de Haute-Alsace carlo.bellingeri(a)uha.fr <mailto:carlo.bellingeri@uha.fr> Applications from international students are welcome. Please feel free to circulate this opportunity to students who may be interested. Best regards, Carlo Bellingeri

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