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TOR VERGATA - COLLOQUIUM GIOVANNI PECCATI - ALESSANDRO ARLOTTO - 18 NOVEMBRE
by Valentina Cammarota 06 Nov '15

06 Nov '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Annuncio di Colloquium al Dipartimento di Matematica, Universita` di Roma Tor Vergata Mercoledi` 18 novembre 2015 in Aula Dal Passo Ore 15 Giovanni PECCATI (Universite' du Luxenbourg) Connecting and projecting random points: a gate to novel functional estimates Abstract: I will formulate two simple models of stochastic geometry: the first one involves the projection of a random Gaussian point on a closed convex cone, and the second one consists in the construction of a random graph on the plane. For each of them, I will explain how the fluctuations of several key quantities can be controlled by using functional inequalities, like Poincare', logarithmic Sobolev and information/transport estimates. The resulting bounds will allow us to present a number of quantitative results that are part of a growing body of literature focussing on probabilistic approximations via variational techniques, that have been successfully applied to fields as diverse as compressed sensing, the geometry of random fields on homogeneous spaces, polymer models, computer sciences and time series analysis. The presentation will be adapted to a general mathematical audience, and is based on a large number of contributions by many authors, spread over almost a decade. Ore 16: coffee break Ore 16:45 Seminario Alessandro Arlotto (Duke University) Finite Horizon Markov Decision Problems and a Central Limit Theorem for Total Reward Abstract: We prove a central limit theorem for a class of additive processes that arise naturally in the theory of finite horizon Markov decision problems. The main theorem generalizes a classic result of Dobrushin (1956) for temporally non-homogeneous Markov chains, and the principal innovation is that here the summands are permitted to depend on both the current state and a bounded number of future states of the chain. We show through several examples that this added flexibility gives one a direct path to asymptotic normality of the optimal total reward of finite horizon Markov decision problems. The same examples also explain why such results are not easily obtained by alternative Markovian techniques such as enlargement of the state space. Tutti gli interessati sono invitati a partecipare. .. Valentina Cammarota Department of Mathematics Universita` degli Studi di Roma Tor Vergata http://www.mat.uniroma2.it/english.php https://sites.google.com/site/valentinacammarota/

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Mini-corso "Martingale Optimal Transport" del prof. Nizar Touzi a Pisa
by Fausto Gozzi 05 Nov '15

05 Nov '15

Si avvisa che nei giorni 9-11 dicembre il prof. Nizar Touzi dell'Ecole Polytechnique terrÃ un mini-corso dal titolo "Martingale Optimal Transport" presso il Dipartimento di Matematica dell'UniversitÃ di Pisa. L'abstract ed il calendario sono riportati di seguito. -------------------------------------------------------------- - MER 9/12: ore 16 - 18 (Aula riunioni) - GIO 10/12: ore 10 - 12 (Aula seminari) - GIO 10/12: ore 15 - 17 (Aula seminari) - VEN 11/12: ore 9 - 13 (Aula seminari) Abstract: We provide an introduction to martingale optimal transport. In the context of the one-period version of the problem, we establish the Kantorovitch duality, we discuss the existence for the primal and the dual problems, and we provide the martingale version of the cyclic monotonicity condition together with of the one-dimensional Brenier theorem. We finally show the connection between continuous-time martingale transport and the Skorohod embedding problem, and we provide some applications. Fausto Gozzi >Fausto Gozzi >Dipartimento di Economia e Finanza >LUISS - Guido Carli >Viale Romania, 32 >00197 Roma >Italy >tel 06.85225723 (office) >FAX 06.86506513 >e-mail: fgozzi(a)luiss.it >webpage: http://docenti.luiss.it/gozzi/ > >old addresses: > >Fausto Gozzi >Dipartimento di Matematica per le Decisioni >Economiche Finanziarie e Assicurative >Facolta' di Economia >Universita' di Roma La Sapienza >via del Castro Laurenziano 9 >00161 Roma >Italy >tel 06/49766275 (office) >FAX 06/49766765 > >and also > >Fausto Gozzi >Dipartimento di Matematica >Universita' di Pisa >via Filippo Buonarroti n. 2 >56127 Pisa >Italy >tel 050/2213270 >FAX 050/2213224 >e-mail: GOZZI(a)DM.UNIPI.IT --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Conference MAF 2016 - Second call for paper
by Marco Corazza 05 Nov '15

05 Nov '15

====================================================== Seventh International Conference on MAF 2016 - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE March 30-31 and April 1, 2016 University Paris-Dauphine - Paris (France) http://maf2016-paris.dauphine.fr/fr.html ====================================================== Second call for papers ====================================================== Dear All, the seventh international conference "MAF 2016 - MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE" will be held from March 30 to April 1, 2016 at the University Paris-Dauphine, in Paris (France). You can download the instructions for authors and the template from the webpage: http://maf2016-paris.dauphine.fr/fr/registration-submission.html. Here, I highlight only a few things: 1) Submission of abstracts (no more than two pages) within December 1, 2015. 2) Notification of the abstract acceptance within January 11th, 2016. 3) Please, give the widest possible diffusion to the call for paper. See you in Paris, Marco (Corazza) P.S. - Apologies for cross sending. -- Marco Corazza Department of Economics Ca' Foscari University of Venice San Giobbe, Cannaregio 873 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it -- <<If a risk measure is coherent for return distributions, it may not be coherent for payoff distributions.>> S.T. Rachev, S.V. Stoyanov, F.J. Fabozzi, “A probability metrics approach to financial risk measures”, Wiley-Blackwell, 2011 [pag. 150]

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Postdoc position in Probability, at the University of Bath, UK
by Pietro Caputo 05 Nov '15

05 Nov '15

Postdoc in probability at the University of Bath, UK A postdoc (research associate) position is available in the area of probability starting from 1st October 2016, or a date to be agreed. The position will be available for up to 3 years. The position is funded by the EPSRC fellowship "Mathematical analysis of strongly correlated processes on discrete dynamic structures" of Dr. Alexandre Stauffer. The area of research will be centered on the mathematical analysis of random large-scale interacting systems, such as interacting particle systems, random walks and other stochastic processes in random or dynamic environments, percolation, spin systems, and dynamically evolving graphs. The ideal candidate is expected to have a strong background in probability theory, and have a PhD in mathematics, theoretical computer science or related areas. The successful applicant will be associated with the probability laboratory (Prob-L@B) of the Department of Mathematical Sciences at the University of Bath. Prob-L@B is one of the world’s most vibrant probability groups, with eight permanent members, a large cohort of PhD students and postdocs, and a large number of different research activities and international visitors. Applications made to the on-line system should include: * an updated curriculum vitae, * the names and contact details of three academic referees, * a one-page research statement describing your research interests, your experience in the area of the position and your career aspirations. Deadline for applications: 20th January 2016. To apply, go to http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=FY3536 Interview of short-listed applicants is expected to take place in the week of 15th February 2016. For informal enquiries please contact Dr. Alexandre Stauffer (a.stauffer(a)bath.ac.uk) For more information visit the website of Dr. Alexandre Stauffer (http://people.bath.ac.uk/ados20/) and Prob-L@B (http://www.bath.ac.uk/research/centres/probability-laboratory/)

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de Finetti Risk seminar - november 2015
by Emanuela Rosazza 04 Nov '15

04 Nov '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Title: Dynamic programming approach to Principal-Agent problems NIZAR TOUZI Ecole Polytechnique, Paris - France Abstract: We consider a general formulation of the Principal-Agent problem from Contract Theory, on a finite horizon. We show how to reduce the problem to a stochastic control problem which may be analyzed by the standard tools of control theory. In particular, Agent’s value function appears naturally as a controlled state variable for the Principal’s problem. Our argument relies on the Backward Stochastic Differential Equations approach to non-Markovian stochastic control, and more specifically, on the most recent extensions to the second order case. LOCATION: The seminar will be held on Wednesday, November 18, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A refreshment will be offered at 17.30. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) 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. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi 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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conferenza su "Guido Castelnuovo" 5 novembre 2015 Dip MATEMATICA, ROMA1
by Nappo, Giovanna 03 Nov '15

03 Nov '15

In occasione dei 150 anni dalla nascita di Guido Castelnuovo giovedì 5 novembre presso il Dipartimento di Matematica, Università di Roma La Sapienza Piazzale Aldo Moro 2 si terrà una giornata dedicata alla sua figura di matematico e di didatta. Guido Castelnuovo, che fu un valente geometra, ebbe anche un ruolo chiave nello sviluppo della probabiltà in Italia: nel 1919 pubblicò il suo manuale di Calcolo delle probabilità, il primo libro di probabilità scritto in Italiano, successivamente ampliato sino alla terza edizione del 1948, e istituì la cattedra di Probabilità qui alla Sapienza, che tenne per diversi anni. Tutti gli interessati sono invitati a partecipare Giovanna Nappo ------------------------------------------------------------------------------------------------- Guido Castelnuovo: un ricordo a 150 anni dalla nascita Aula Picone del Dipartimento di Matematica 5 Novembre 2015 ----------------------------------------------------------------------------------------------------- PROGRAMMA Mattina 9.30-10.00 Saluti del Rettore, del Preside e del Direttore 10.00-11.00 Paola GARIO, Guido Castelnuovo: l'uomo e lo scienziato 11.00-11.30 Pausa caffè 11.30-12.00 Enrico ROGORA, Guido Castelnuovo e la Facoltà di Scienze 12.00-12.30 Eugenio REGAZZINI, Guido Castelnuovo e gli albori della Probabilità e della Statistica Matematica in Italia 12.30-13.00 Marta MENGHINI, Guido Castelnuovo e l’insegnamento della Matematica Pomeriggio 14.30-15.30 Enrico ARBARELLO, Guido Castelnuovo e la Geometria Algebrica Italiana 15.30-16.30 Edoardo SERNESI, Guido Castelnuovo e il teorema di Riemann-Roch 16.30-17.30 Ciro CILIBERTO, Guido Castelnuovo: il bello della razionalità Gli organizzatori Enrico Rogora, Marta Menghini, Giovanna Nappo ------------------------------------------------------------------------

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Miniworkshop "Biostatistica: un punto di incontro tra Matematica e Medicina", Università di Torino
by Maria teresa Giraudo 03 Nov '15

03 Nov '15

L'11 novembre prossimo dalle 9:15 alle 16:30 si svolgerà nella sala Principi di Acaja del Rettorato dell'Università di Torino in Via Verdi 8 il Miniworkshop "Biostatistica: un punto di incontro tra Matematica e Medicina". Gli argomenti trattati consentono di esemplificarecome la matematica avanzata possa essere utilizzata in biostatistica e mettono in evidenza la natura interdisciplinare che li caratterizza. La partecipazione è libera, tuttavia le persone interessate a prendervi parte sono cortesemente pregate di inviarmi una mail entro il 6 novembre. Per ulteriori informazioni vi invito a visitare il sito https://sites.google.com/site/biostatunito/ Grazie molte, saluti cordiali Maria Teresa Giraudo

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Concorso MAT/06
by Cristina Zucca 03 Nov '15

03 Nov '15

Carissimi, segnalo che nella Gazzetta Ufficiale n. 85 del 3/11/2015 è stato pubblicato l'avviso relativo alla bandizione della procedura selettiva (riservata ai sensi dell'art.18, comma 4 della L. 240/2010) per Professore di seconda fascia da coprire mediante chiamata ai sensi dell'art. 18 comma 1 della Legge 240/2010: - n. 1 posto - settore concorsuale 01/A3 - ssd MAT/06 Il relativo bando, pubblicato all'Albo di Ateneo, è disponibile al link http://iisced04.rettorato.unito.it/concorsi/rtd_scheda.pl?XY=C&codice=114AR oppure seguendo il percorso "www.unito.it" - "Università e Lavoro" - "Opportunità ed esperienze di Lavoro" "Personale Docente e Ricercatore" - "Procedure selettive per la chiamata di Professori di I e II fascia - Art.18, Legge 240/2010" Il termine di scadenza per la presentazione delle domande è il 3/12/2015. Cordiali saluti, Cristina Zucca -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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SMPS 2016
by Barbara Vantaggi 02 Nov '15

02 Nov '15

[please distribute - apologies for multiple postings] SMPS 2016 8th International Conference on Soft Methods in Probability and Statistics September 12 - 14, 2016 Sapienza University of Rome, Rome, Italy http://www.sbai.uniroma1.it/smps2016 =========================================================== VENUE =========================================================== SMPS 2016 will be held in Rome, Italy. The conference venue will be San Pietro in Vincoli (Via Eudossiana, 18), in the historic centre of Rome, directly overlooking the Coliseum and next to the ancient Basilica of San Pietro in Vincoli, home to Michelangelo’s statue of Moses. =========================================================== SCOPE and TOPICS =========================================================== The scope of SMPS 2016 is to bring together experts working on and with Soft Methods in Probability and Statistics. SMPS 2016 invites submissions of papers dealing with a variety of topics in soft methods in probability and statistics, which include, but are not limited to: - Analysis of Censored Data - Analysis of Fuzzy Data - Random Sets - Fuzzy Random Variables - Fuzzy Regression Methods - Triangular Norms and Copulas - Imprecise Probabilities - Dempster-Shafer Theory - Robust Methods - Clustering and Classification - Graphical Models - Machine Learning - Heuristic Optimization - Soft Computing and Statistics - Statistical Software for Imprecise Data - Applications in Biology, Economics etc. =========================================================== PROCEEDINGS =========================================================== Papers accepted for presentation will be published in an edited volume of the series Advances in Intelligent and Soft Computing from Springer-Verlag. Full papers of 5-8 pages written in English and fulfilling the instructions for authors should be submitted not later than February 15, 2016, camera-ready versions of the accepted papers not later than April 30, 2016 (tentative). For accepted contributions to be included in the sessions and proceedings of the conference, the payment of the conference fees should be made not later than May 20, 2016. After the Conference there will be a SPECIAL ISSUE of International Journal of Approximate Reasoning (IJAR) dedicated to SMPS 2016. For this, all the selected papers will have to pass a regular reviewing process. =========================================================== PLENARY SPEAKERS =========================================================== Ana Colubi (University of Oviedo, Spain) Thierry Denoeux (University of Technology of Compiègne, France) Massimo Marinacci (Bocconi University, Italy) =========================================================== IMPORTANT DATES =========================================================== Proposal for organized sessions: December 15, 2015 Acceptance for organized sessions: January 10, 2016 Paper submission deadline: February 15, 2016 Notification of paper acceptance: April 10, 2016 Revised paper due: April 30, 2016 Early registration deadline: May 20, 2016 =========================================================== ORGANIZATION =========================================================== General Chairs: - Maria Brigida Ferraro (Rome, Italy) - Paolo Giordani (Rome, Italy) - Barbara Vantaggi (Rome, Italy) Executive Board: - María Ángeles Gil (Oviedo, Spain) - Przemyslaw Grzegorzewski (Warsaw, Poland) - Olgierd Hryniewicz (Warsaw, Poland) Best regards, Maria Brigida Ferraro, Paolo Giordani, Barbara Vantaggi SMPS 2016 Chairs – Sapienza University of Rome =========================================================== http://www.sbai.uniroma1.it/smps2016 ===========================================================

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Workshop "Fractional differential equations" - Sapienza - 6/11/2015
by Luisa Beghin 02 Nov '15

02 Nov '15

Venerdì *6 Novembre 2015 dalle ore 14:30* presso l'*aula 34* del *Dipartimento di Scienze Statistcihe * Università *Sapienza*, p.le A.Moro 5, Roma si svolgerà il workshop: *Fractional differential equations and their applications in probability theory and physics * con il seguente programma *Probability theory and its applications:* 14,30 G.Basile (Dip.Matematica, La Sapienza), From a phonon Boltzmann equation to a fractional diffusion 15,00 C.Ricciuti (Dip.Scienze Statistiche, La Sapienza), Time non-homogeneous jump processes and variable order operators *Biophysical applications:* 15,30 J.Carcione (OGS), Wave simulation in biologic media based on the Kelvin-Voigt fractional derivative stress-strain relation16,00 A.Gabrielli (CNR ISC), NMR Anomalous Diffusion Measurements to investigate complex systems Mathematical Analysis: 17,00 F.Ferrari (Dip.Matematica, Università di Bologna), A weighted parabolic problem and the definition of the Marchaud derivative *Mathematical methods and physical applications:* 17,30 M.Fabrizio (Dip. Matematica, Università di Bologna), On new definitions of fractional derivatives 18,00 G.Dattoli (ENEA), Application of the evolution operator method for fractional partial equation and application to Physical problems, from relativistic equations to anomalous diffusion Tutti gli interessati sono invitati a partecipare. ***************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 http://www.dss.uniroma1.it/dipartimento/persone/beghin-luisa *****************************************************************

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