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Seminario di Probabilita' - Universita' di Padova
by alessandra bianchi 20 Mar '14

20 Mar '14

Ho il piacere di invitarvi al seguente seminario che si terra' mercoledi' 26 marzo alle ore 15 nell'aula 1BC45 presso il Dipartimento di Matematica dell'Universita' degli Studi di Padova. Speaker: Giada Basile Affiliation: Dip. di Matematica - Università la Sapienza Title: Large deviations for degenerate jump processes Abstract: We prove the joint large deviation principle for the empirical measure and flow for a class of continuous time Markov chains that admit an absorbing state. Due to the lack of uniform ergodicity, the zero level set of the rate function is not a singleton. As a corollary, we deduce the Donsker-Varadhan large deviation principle for the empirical measure. We discuss in detail an example given by a linear phonon Boltzmann equation. (joint work with Lorenzo Bertini) -- Alessandra Bianchi Dip. di Matematica Pura e Applicata Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Mini corso "Credit Risk Modelling", SNS Pisa
by Giacomo Bormetti 20 Mar '14

20 Mar '14

Il giorno venerdì 28 Marzo presso la Scuola Normale Superiore, Andrea Pallavicini (Banca IMI, Imperial College) terrà un mini-corso dal titolo " Credit Risk Modelling Before and After the Crisis". Segue il programma: Aula Bianchi, 10:00 – 12:00 Credit Derivatives Pre-Crisis Pricing: multi-name credit products Aula Mancini, 14:00 – 16:00 Post-Crisis Pricing: credit, collateral and funding Pricing Derivatives under CSA or CCP Clearing Maggiori informazioni sono disponibili all'indirizzo mathfinance.sns.it Tutti gli interessati sono invitati a partecipare. Saluti, Giacomo

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Fwd: One-day colloquium on switching problems and related topics in Le Mans
by Giorgio Ferrari 18 Mar '14

18 Mar '14

Buongiorno, inoltro la seguente comunicazione. Buona giornata, Giorgio Ferrari Dear Giorgio, Next May 22, 2014 we will organize in Le Mans (France) a one-day colloquium on switching problems and related topics. Below is the link to the website of this mini-colloquium. http://lmm.univ-lemans.fr/spip.php?rubrique26 So could you please transfert this e-mail to researchers (students or academics) who could be interested in this scientific event. Thanks a lot in advance. Best regards, S.Hamadène. -- Giorgio Ferrari Center for Mathematical Economics (IMW) Bielefeld University office: W10-100 office phone: +49 521 106 5642 Postfach 100131, 33501 Bielefeld, Germany email: giorgio.ferrari(a)uni-bielefeld.de giorgio.ferrari(a)uniroma1.it web-page: https://sites.google.com/site/giorgioferrariswebsite/

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Seminari GOLDSCHMIDT e SPANO'
by Matteo Ruggiero 14 Mar '14

14 Mar '14

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 21 Marzo 2014, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terranno i seguenti seminari: h. 11.00 Christina GOLDSCHMIDT (University of Oxford) THE SCALING LIMIT OF THE MINIMUM SPANNING TREE OF THE COMPLETE GRAPH h. 12.00 Dario SPANO' (University of Warwick) ON THE ANCESTRAL PROCESS OF LONG-RANGE SEED BANK MODELS Gli abstracts delle presentazioni possono essere consultati alla pagina http://www.carloalberto.org/events/seminars/statistics/ Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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post Doc fellowships - Probability and Statistics
by Giacomo Aletti 13 Mar '14

13 Mar '14

The University of Milan has launched a competition by qualifications and interview to award 4 two years fellowships, possibly renewable, at the Department of Mathematics, Via Saldini 50, Milano, for a collaboration to research activities restricted to doctorate graduates. The yearly gross amount is 21.000 EURO. One collaboration will be assigned to a fellowship in Probability and Statistics or Numerical Analysis: the evaluation of the projects will determine the research area. The title for the statistics and probability project is STATISTICAL INFERENCE FOR POINT PROCESSES The main page for further details is http://www.unimi.it/ricerca/assegni_ricerca/1260.htm The deadline is 31/03/2014, see ITA http://www.unimi.it/cataloghi/ass_collaborazione_ricerca/BANDO_tipo_A_2013_… EN http://www.unimi.it/cataloghi/ass_collaborazione_ricerca/BANDO_tipo_A_2013_… Application form online at http://surplus-unimi.cineca.it/rm/public/postDocFellowship.htm Feel free to forward this announcement to whom it may be interested. Regards, Giacomo Aletti -- ------------------------------- Giacomo Aletti, Associate Professor ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Department of Mathematics (www.mat.unimi.it) Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Fwd: Remind: CIdE - Summer Courses in Econometrics
by mariaelvira.mancino＠unifi.it 12 Mar '14

12 Mar '14

----- Messaggio inoltrato da calzolar(a)disia.unifi.it ----- Data: Wed, 12 Mar 2014 16:05:13 +0100 Da: Giorgio Calzolari <calzolar(a)disia.unifi.it> Rispondi-A:Giorgio Calzolari <calzolar(a)disia.unifi.it> Oggetto: Remind: CIdE - Summer Courses in Econometrics A: "Recipient list suppressed"@ CIdE - Interuniversity Center for Econometrics - Courses in Econometrics for PhD students 2014. Registration is open from today till April 30: http://virgo.unive.it/cide/?page_id=625 Non academic participants (banks, insurance and financial companies, economic research offices, etc.), master's students and new graduates who wish to continue in their studies are also eligible to our courses. ----- Fine del messaggio inoltrato -----

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de Finetti risk seminar - marzo 2014
by Emanuela Rosazza Gianin 12 Mar '14

12 Mar '14

On behalf of the Scientific Committee of The de Finetti Risk Seminars - on the Mathematical Theory of Economics and Finance in Milano, we are glad to invite you to participate at the "de Finetti Risk Seminar" on March 19, 2014 at 18.00 with the Lecture A continuous auction model with insiders GIULIA DI NUNNO University of Oslo ABSTRACT In a unified framework we study equilibrium in the presence of an insider having information on the signal of a firm value, which is naturally connected to the fundamental price of the firm related asset. The fundamental value itself is announced at some future random stopping time. We consider the two cases in which this release time of information is known and not known to the insider. We study the structure of the optimal insider's strategies in equilibrium and we discuss market efficiency in the two cases of insider's information. Some examples of explicit insider's strategy will be provided. This is joint work with Jose Manuel Corcuera, Gergely Farkas, and Bernt Øksendal. LOCATION: The seminar will be held on Wedsnesday, March 19, at 18.00 at Aula Chisini, Department of Mathematics, Milano University, Via Saldini 50, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Università di Milano Bicocca Edificio U7 - 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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PhD position - Politecnico di Milano Dept. of Mathematics
by Simone Vantini 11 Mar '14

11 Mar '14

*Position:*PhD position in "Statistical Methods for Geosciences" in Mathematical Models and Methods in Engineering. *Institution:*Department of Mathematics, Politecnico di Milano, Milan, Italy. *Duration:*3 years, beginning May 1, 2014. *Monthly net income:*1.200 euro. *Deadline for applications: *14:00 (GMT+1:00), March 18, 2014. *Details for applications: *please click here <http://www.ricerca.polimi.it/fileadmin/files/dottorato/concorso29/bandi_agg…> to download the official call. *Motivations and objectives of the research in this field:*Problems characterized by high-dimensional and complex data have become more and more common in engineering. Due to their complexity, in many situations these data contain redundant information since their underlying structure may involve only a reduced number of relevant features. This research aims at developing new methods for the detection of suitable subspaces where data (possibly spatially-dependent) can be represented, interpreted and analyzed. The interest extends also to the identification of suitable basis, which should capture the relevant geophysical features of the phenomenon under study and allow for computationally efficient statistical analysis. *Methods and techniques that will be developed and used to carry out the research:* The PhD program aims at training young researchers by providing them with a strong mathematical background and with ability to apply their knowledge to the solution of real-world problems in the areas of Statistics and Scientific Computing. *Educational objectives:*The PhD students carry their research both in the development of new mathematical methods and in the implementation and improvement of advanced techniques in connection with specific contexts and applications. Further information can be obtained by consulting the dedicated website http://www.mate.polimi.it/dottorato *Job opportunities:* Job opportunities are in companies and research agencies which are leaders in their respective fields. *Further Details:* please click here <http://www.ricerca.polimi.it/fileadmin/files/dottorato/concorso29/bandi_agg…>for further details. -- Simone Vantini MOX Laboratory for Modeling and Scientific Computing Dept. of Mathematics "F. Brioschi" - Politecnico di Milano Address: Piazza Leonardo da Vinci 32, 20133, Milan, Italy Phone: (+39) 02 2399 4554 Email: simone.vantini(a)polimi.it Website: http://mox.polimi.it/~vantini/

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[Fwd: Corso al GSSI]
by davide gabrielli 10 Mar '14

10 Mar '14

Il Prof. *Pablo Ferrari* (Dipartimento di Matematica, Università di Buenos Aires) terrà un corso presso il GSSI (Gran Sasso Science Insittute L'Aquila) dal titolo *Graphical constructions for Markov processes and interacting particles processes. * Il corso inizierà il giorno mercoledi 19 Marzo alle ore 9 e proseguirà per 4 settimane col seguente orario: mercoledi, giovedi e venerdi 9-11. -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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[Fwd: seminario Gssi]
by davide gabrielli 10 Mar '14

10 Mar '14

Il giorno Giovedi 13 Marzo alle ore 16 presso il GSSI (Gran Sasso Science Institute, L'Aquila) la Prof. *Inés Armendariz *del Dipartimento di Matematica dell'Università di Buenos Airesterrà il seguente seminario: *Title*: Scaling limit of the condensate dynamics in the zero-range process *Abstract*: We consider the zero-range process on the one dimensional torus with L sites and N particles, in the supercritical regime when N=L exceeds the critical density. It is known that in the stationary state, as L goes to infinity, the excess particles accumulate at a randomly chosen position, forming the condensate. We now show that, at the right scale, this condensates moves according to a Lévy process on the rescaled torus, with rates determined by the jump distribution of the original zero range process. For instance, for nearest neighbour probabilities, the limiting Lévy process will have rates inversely proportional to the jump length. -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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