Buongiorno,
scrivo per segnalare che è stato pubblicato il bando di ammissione del XLI
ciclo del Dottorato in Sapienza, con preghiera di diffusione alle persone
interessate.
Per la Scuola di Scienze Statistiche sono disponibili 6 borse di Ateneo, 2
posti senza borsa e 4 borse esterne. Maggiori dettagli sono disponibili a
questi link:
https://www.uniroma1.it/it/pagina/ammissione-ai-corsi-di-dottoratohttps://phd.uniroma1.it/web/concorso41.aspx?i=3544&l=IT
Cordiali saluti,
Enrico Scalas
Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/)
I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione
di scambio e discussione con tutta la comunità dei probabilisti e
statistici italiani. Ogni giornata comprende due relatori che tengono due
seminari di 30 minuti strettamente connessi, per presentare alla comunità
una prospettiva sul proprio ambito di ricerca. Da quest'anno le
registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI:
https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb
Il prossimo appuntamento è per *venerdì 6 giugno* 2025. I relatori
saranno *Sara
Mazzonetto* (Université de Lorraine) e *Paolo Pigato* (Università di Roma 2
“Tor Vergata”) che parleranno di:
*Diffusioni a soglia e il ruolo del tempo locale*
con il seguente orario:
16:00 Primo seminario
16:30 Pausa e discussione
16:45 Secondo seminario
17:15 Conclusione e discussione
Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al
seguente link:
https://unitn.zoom.us/j/82271416480
ID riunione: 822 7141 6480
Codice d’accesso: 130382
Vi aspettiamo numerosi!
Alberto Chiarini e Sonia Mazzucchi
%%%%%%%%%%%%%%%%%%%%%%%%%%%%
RELATORI: Sara Mazzonetto (Université de Lorraine) e Paolo Pigato
(Università di Roma 2 “Tor Vergata”)
TITOLO: Diffusioni a soglia e il ruolo del tempo locale
RIASSUNTO: Le diffusioni a soglia sono soluzioni di equazioni differenziali
stocastiche i cui coefficienti cambiano in modo discontinuo a seconda della
posizione del processo rispetto a delle barriere (soglie). Sono usate nella
modellizzazione di vari fenomeni, in finanza/economia, ingegneria e altre
scienze.
In questo seminario, daremo un’introduzione a questi processi dal punto di
vista matematico e parleremo delle loro applicazioni. Considereremo poi
alcuni problemi di inferenza dei parametri, discutendo risultati asintotici
sotto diverse ipotesi e sottolineando le difficoltà tecniche provenienti in
particolare dalla connessione tra discontinuità, moto browniano skew e
tempi locali.
.%%%%%%%%%%%%%%%%%%%%%%%%%%%%
Il gruppo UMI PRISMA organizza una serie di tre seminari online, in
inglese, sulle "Applicazioni della Probabilità all’Economia".
La serie di seminari è specificamente organizzata da:
- Giulio Bottazzi (Scuola Superiore Sant'Anna)
- Alessandro Calvia (Politecnico di Milano)
- Marco Capaldo (RWTH Aachen)
- Enrico Scalas (Sapienza Università di Roma)
I seminari sono in preparazione alla Summer School of Mathematics for
Economic and Social Sciences: https://indico.sns.it/event/105/overview
I dettagli sui link saranno diffusi in prossimità degli eventi sul sito web
del gruppo UMI PRISMA: https://umi-prisma.polito.it/ e su questa lista.
I seminari saranno i seguenti:
26 giugno 2025 ore 14
Speaker: Marta Leocata, LUISS Guido Carli, Department of AI, Data and
Decision Sciences
Title: Two applications of multi-agent models in economic and social systems
Abstract:
In this talk, we present an overview of mathematical models that capture
the behavior of myopic agents—who rely on short-term, local information in
their decision-making—and strategic agents, who consider the long-term
consequences of their actions within interactive environments.
These concepts will be illustrated through two applications in economic and
social contexts: a multi-agent model for the co-evolution of preferences
and actions in the emergence of social norms (joint work with Michele
Aleandri, LUISS, and Laura Marcon, CNR), and a Mean Field Game approach to
the Emission Trading System (joint work with Giulia Livieri, LSE, and
Gianmarco Del Sarto, TU Darmstadt).
--
10 luglio 2025 ore 14
Speaker: Annamaria Olivieri, University of Parma (Italy), Department of
Economics and Management
Title: Modelling Stochastic Mortality for Life Insurance Applications
Abstract:
In the closing decade of the last century, a generalized decrease in
mortality rates has been reported in many countries, especially at adult
and old ages, which was highly unanticipated. Until then, the modelling of
mortality for insurance applications was mainly deterministic since,
according to the classical insurance paradigm, in sufficiently large and
homogeneous pools there is a high probability to achieve an outcome in line
with what expected. Uncertain mortality trends are against such an
argument. Net of the effect of the pandemic, the decreasing trend in
mortality has persisted to current times, at a pace that remains random.
Mortality has a clear impact on the liabilities of the life insurance (and
pension) industry and an adequate mortality forecasting is among the key
elements of an effective risk management design for a life insurer (or a
pension fund), especially when longevity benefits are involved. Starting
from the end of the last century, stochastic mortality modelling has become
a core topic of actuarial science and many studies have greatly enriched
the actuarial literature.
In this presentation, the main characteristics of mortality trends are
first summarized, with particular regard to the Italian population. Then,
mortality and longevity risks are defined. Finally, a review of the main
stochastic mortality models developed for actuarial purposes is provided.
--
17 luglio 2025 ore 14
Speaker: Sara Merino Aceituno, Faculty of Mathematics, University of Vienna
(Austria)
Title: Large particle limit for jump processes
Abstract:
In this short course, we will study interacting particle systems whose
dynamics are governed either by continuous-time Markov processes (such as
coagulation models) or piecewise deterministic Markov processes (such as
run-and-tumble dynamics). Our starting point will be the martingale
formulation of these systems. The primary objective is to derive equations
that approximate the behavior of the system as the number of particles
becomes large.
A call is open for 9 fully funded PhD scholarships (one of which is
reserved for candidates holding an international degree) within the PhD
program in Mathematics at the University of Turin, coordinator Prof. Cinzia
Casagrande.
Among the 9 funded positions (see this link
<https://www.dottorato.unito.it/do/documenti.pl/ShowFile?_id=strh;field=file…>
for
the full list), there are two projects in Probability that include a
cotutelle arrangement with a foreign partner:
1) Controlled and singular interacting particle systems. Supervisor at
UNITO: Elena Issoglio. Co-supervisor and cotutelle institution: Francesco
Russo, École nationale supérieure de techniques avancées (ENSTA), Paris.
2) Mathematics of anomalous diffusion: from non-local PDEs to generative
models. Supervisor at UNITO: Bruno Toaldo. Co-supervisor and cotutelle
institution: Aleksandar Mijatovic, University of Warwick.
The scholarship has a duration of three years and will start on November
1st, 2025. The selection interviews will take place in July and may be
conducted online. The results of the selection process will be published at
the beginning of August; admitted candidates will have 7 days to accept the
position.
Candidates must obtain their master’s degree by October 31, 2025 (and not
necessarily by the application deadline).
The deadline for applications is on June 16th, 2025.
Website of the PhD: https://www.mathphd.unito.it/do/home.pl
Call and link for applications: call link
<https://www.dottorato.unito.it/do/home.pl/View?doc=Bando_XLI_ciclo.html>
For further information, please do not hesitate to contact us
Kind regards
Bruno Toaldo (bruno.toaldo(a)unito.it)
Elena Issoglio (elena.issoglio(a)unito.it)
Buongiorno a tutti,
Vorremmo segnalarvi che venerdì prossimo (23 Maggio) in aula 2AB45 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di:
Matteo Sfragara (Università di Padova)
Title: Welcome seminar on random growth models
Date: May 23, 2025, at 14:30, 2AB45
Abstract: In this talk I will give an overview of my recent research activity on random growth models, mostly carried during my postdoc time at Stockholm University. We will first talk about the connection between chaos and concentration in models like first-passage percolation (FPP) and last-passage percolation (LPP), and we prove that they exhibit a chaotic behavior. This extends previous work on the topic, and illustrates that this is a phenomenon that can be expected more widely. The notion of ‘chaos' refers to the sensitivity of the optimal path (geodesic) when exposed to a slight perturbation. We will then shift our focus on competing first passage percolation on random graphs generated by the configuration model, where two infection types compete to invade the vertices in the graph spreading via nearest neighbors. Assuming that the degrees follow a power-law distribution with exponent τ, we present results in the case of finite variance (τ>3), in the case of finite mean but infinite variance (2<τ<3) and in the case of infinite mean (1<τ<2): is it possible for the two infection types to coexist as the number of vertices n tends to infinity? I will conclude with a brief mention to some ongoing research projects.
Vi aspettiamo numerosi!
Alberto Chiarini e Alekos Cecchin
Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/
Fully funded PhD positions in Modeling and Data Science -University of Turin
There are 3+1 fully funded PhD scholarships 4 fully funded PhD scholarships
(1 of which is reserved for candidates holding an international degree)
within the PhD program in Modeling and Data Science
<https://dottorato-mds.campusnet.unito.it/do/home.pl> at the University of
Turin (Italy), coordinator Prof. Rosa Meo.
The scholarship has a duration of three years and will start on 1st
November 2025.
The PhD program is interdisciplinary and spans several fields, including
mathematics, computer science, economics, statistics, and physics.
Website of the PhD: https://dottorato-mds.campusnet.unito.it/do/home.pl
The official language is English.
The call is now open. All interested candidates must submit their
application online at
https://pica.cineca.it/unito/2025-dott/
<https://pica.cineca.it/unito/2023-dott/>
The required documents may be submitted in either English or Italian.
The deadline for applications is *16th June 2025*, at 12:00 noon (CEST).
The positions are assigned to specific research projects, which will be
discussed during the interview along with the relevant scientific skills.
Candidates are required to submit a written statement (maximum of 3 pages,
with a legible font size) outlining how their previously acquired
background knowledge is applicable to the selected project. This statement
should also include any specific research directions and techniques the
applicant believes could be pursued within that project. The relevance of
the proposed topics to the selected project will be a key part of the
evaluation process.
The list of the available projects can be found at the following link
https://dottorato-mds.campusnet.unito.it/do/home.pl/View?doc=/content/Proje…
For more information, including the official call and all relevant
deadlines, please visit the following link
https://www.dottorato.unito.it/do/home.pl/View?doc=Bando_XLI_ciclo.html
where any additional updates, which may arise after the publication of the
call, will also be announced.
Please feel free to share this message with anyone who may be interested.
Kind regards
EDN
--
%-------------------------------------------------------
Elvira Di Nardo
Dept. Mathematics "G. Peano"
University of Torino
Via Carlo Alberto 10
10123 Torino, Italia
tel. +39 0116702862
fax +39 0116702878
www.elviradinardo.it
*https://sites.google.com/view/elviradinardo
<https://sites.google.com/view/elviradinardo>*
%-------------------------------------------------------
Dear all
The ID-CARE team at the University of Verona (https://www.id-care.net/) is looking for PhD candidates for a multidisciplinary research project led jointly by the Infectious Diseases Section of the University of Verona and the Bonn Center for Mathematical Life Sciences & Life and Medical Science Institute, of the University of Bonn. Funded by GARDP (https://gardp.org/), the project aims to develop and pilot a robust and adaptable cost-effectiveness mathematical model to evaluate the public health impact and economic value of the introduction of Reserve antibiotics in treating severe infections caused by multidrug-resistant Gram-negatives in countries with different epidemiological and economic scenarios.
See here for the call https://docs.univr.it/documenti/Albo/allegatialbo/allegatialbo308116.pdf
FAIR: Pag. 38
Deadline: May 20th 2025
For further information, please contact: ruthjoanna.davis(a)univr.it
Kind regards
Dear all,
The call for 5 PhD positions for the doctoral program in Mathematics at the Mathematics Department of University of Rome, Tor Vergata, is now open. The deadline for applications is the 6th of June at 12:00. You can find the official announcement, including an English translation, at https://dottorati.uniroma2.it/41-ciclo_p10297.aspx. Further details, including the date for the entrance exams, will be made available on the webpage of the PhD program https://www.mat.uniroma2.it/dottorato/. The starting date for the PhD positions is November the 1st, 2025.
>> Please note that the annual amount of the scholarships is increased by 50% for the positions in Mathematics, thanks to the Excellence Program MatMod@Tov. <<
We would be glad if you could forward the announcement to potential candidates. In particular, students interested in Probability theory could interact with several members of the Mathematics Department, with interests including theoretical machine learning, stochastic geometry, finance, random graphs, random fields, large deviations and much more:
Lucia Caramellino <http://www.mat.uniroma2.it/~caramell>
Lorenzo Dello Schiavo <https://lzdsmath.github.io/>
Claudio Macci <http://www.mat.uniroma2.it/~macci>
Domenico Marinucci <http://www.mat.uniroma2.it/~marinucc>
Barbara Pacchiarotti <http://www.mat.uniroma2.it/~pacchiar>
Michele Salvi <http://www.mat.uniroma2.it/~salvi>
Barbara Torti <https://www.mat.uniroma2.it/~torti/>
Stefano Vigogna <https://www.mat.uniroma2.it/~vigogna/>
Should you have further questions, please do not hesitate to contact the PhD program director, Prof. Martina Lanini lanini(a)mat.uniroma2.it <mailto:lanini@mat.uniroma2.it> or myself.
Best regards,
Michele
Dear colleague,
The IFIP Performance 2025 conference<https://performance2025.sciencesconf.org/> will be held at the Centrum Wiskunde & Informatica (CWI) in Amsterdam (NL) on November 11-14, 2025. Next to the regular program, which features presentations of peer-reviewed research papers (see the call for papers<https://performance2025.sciencesconf.org/resource/page/id/1>), one conference day (November 13) will be dedicated to tutorials, and we warmly invite you to contribute!
We are looking for tutorial proposals on both new methodological developments relevant to the Performance community and applications in emerging domains. Tutorials typically consist of a coherent series of three 45-minute lectures for a half-day session, or six to seven 45-minute lectures for a full-day session.
Proposal submission
Please submit your proposal via email to all three TPC Co-Chairs (see emails below). Your proposal should contain:
* Title
* Organizers (names and affiliations)
* Abstract (150-300 words summarizing the technical content)
* Preferred duration (half day, full day)
* Motivation (why is this topic timely and important?)
* Target audience (PhD students, academic researchers, industry professionals, etc.)
* Lecturers (names and affiliations)
* Structure (a proposed schedule with lecture titles and speakers)
* Bibliography (key publications by organizers/lecturers relevant to the topic)
The TPC Co-Chairs will evaluate tutorial proposals based on technical content, relevance and timeliness, novelty, and overall quality and potential impact. As a token of appreciation, tutorial lecturers are offered a free conference registration (up to 2 per tutorial).
Important dates
Submission deadline: July 1, 2025
Notification to proposers: July 31, 2025
Tutorial day: November 13, 2025
Contact
Please direct your tutorial proposals and any questions to the TPC Co-Chairs:
* Konstantin Avrachenkov konstantin.avratchenkov(a)inria.fr<mailto:konstantin.avratchenkov@inria.fr>
* Hans van den Berg j.l.vandenberg(a)utwente.nl<mailto:j.l.vandenberg@utwente.nl>
* Cathy Xia xia.52(a)osu.edu<mailto:xia.52@osu.edu>
We look forward to your contributions!
Best,
Alessandro Zocca
(on behalf of the IFIP Performance 2025 TPC Co-Chairs)
È stato bandito il seguente concorso:
CONCORSO PUBBLICO, PER TITOLI ED ESAMI, PER L'ASSUNZIONE CON CONTRATTO DI LAVORO A TEMPO PIENO E INDETERMINATO DI UNA UNITÀ DI PERSONALE PROFILO RICERCATORE III LIVELLO PROFESSIONALE - PRESSO L'ISTITUTO PER LE APPLICAZIONI DEL CALCOLO (IAC) DEL CONSIGLIO NAZIONALE DELLE RICERCHE (CNR) – SEDE ROMA
https://selezionionline.cnr.it/jconon/call-detail?callCode=367.481%20RIC%20…
Scadenza: 11/06/2025 ore: 18:00
Tutti gli interessati sono invitati a fare domanda.
Cordialmente,
Giovanni Luca Torrisi,
Dirigente di Ricerca presso IAC-CNR - Sede di Roma