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(PMS)^2 talks: G. Zheng and G. Amir
by Maurizia Rossi 09 Oct '23

09 Oct '23

Dear colleagues, We are happy to announce the following *hybrid* - that is, in person with online streaming - *talks*: Speaker: *Guangqu Zheng* (University of Liverpool) Title: CLT and almost sure CLT for hyperbolical Anderson model with Lévy noise. (Abstract below.) Speaker: *Gidi Amir* (Bar Ilan University) Title: Speed, entropy and other quantities of random walks on groups. (Abstract below.) Date and time: *Tuesday October 10, 10:30-12:30 (Rome time zone) * Place: Dept. of Mathematics and Applications, *Università di Milano-Bicocca*, *room 3014* (*U5/RATIO* building). *Webex meeting link*: https://unimib.webex.com/unimib-it/j.php?MTID=md61ac6bd0a0c3288815a386b472b… *ID meeting*: 2741 951 7655 *Password*: mwCpfq3tr54 - *Abstract (Zheng)*. In this talk, we will first briefly mention the recent research on CLT results of random field solutions to stochastic heat equations and stochastic wave equations with various Gaussian noises. Then, we will talk about the spatial ergodicity (first order result) and CLT (second order fluctuation) for a stochastic linear wave equation driven by Lévy noise, which is based on a joint work with R. Balan (Ottawa) [arXiv:2302.14178]. Finally, we will talk about the associated almost sure central limit theorem, based on a joint work with R. Balan (Ottawa) and P. Xia (Auburn). *Abstract (Amir)*. Given a (finitely supported, symmetric) random walk X_n on a countable groups G, one may consider several quantities associated to the random walk, such as the expected distance E|X_n|, its Shannon entropy H(X_n), its return probabilities P(X_n=id) and more. For example, on polynomial growth groups (e.g. Z^d) it is well known the walk is always diffusive, has logarithmic entropy and polynomial decaying return probabilities, while on the free group the speed and entropy of a random walk increase linearly with n and the return probabilities decay exponentially. A natural problem is to understand what are the possible range of behaviours of such quantities for random walks on groups and how they relate to other group properties. In this lecture I will survey some old and new results on the subject, including some more recent works on speed and entropy of random walks on intermediate growth groups and on possible behaviours of the Law of Iterated Logarithm. The talk is based on joint works with B. Virag, G. Blachar, C. Saroussi and T. Zheng, though we will also touch upon works by A. Erschler, and by J. Brieussel and T. Zheng. All notions will be defined in the talk, and in particular no knowledge of groups is required for the talk. - These talks are part of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards, The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Post-doctoral position at University Ca' Foscari, with Marco LiCalzi
by Marco LI CALZI 06 Oct '23

06 Oct '23

*Post-graduate research position: *"Comparative statics under limited attention". (The position is open to graduates who do not yet hold a Ph.D.) *Announcement:* https://apps.unive.it/common2/file/download/assegni_ricerca/651eb4f4459de *Job duration:* 15 months. *Start date:* January 2024, with a modicum of flexibility. *Teaching:* none. *Remuneration:* Eur. 30,204 (gross). *Online application *(to be submitted by 17 November 2023, 12:00 a.m.): https://apps.unive.it/domandeconcorso-en/accesso_cf/dma-licalzi-prin2022 Interested candidates can contact Marco LiCalzi (licalzi(a)unive.it <http://sns.it/>) for questions or clarifications. Applications must be submitted online. -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

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Post-doctoral position at University Ca' Foscari, with Marco LiCalzi
by Marco LI CALZI 06 Oct '23

06 Oct '23

Post-graduate research position: "Comparative statics under limited attention". (The position is open to graduates who do not yet hold a Ph.D.) Announcement: https://apps.unive.it/common2/file/download/assegni_ricerca/651eb4f4459de Job duration: 15 months. Start date: January 2024, with a modicum of flexibility. Teaching: none. Remuneration: Eur. 30,204 (gross). Online application (to be submitted by 17 November 2023, 12:00 a.m.): https://apps.unive.it/domandeconcorso-en/accesso_cf/dma-licalzi-prin2022 Interested candidates can contact Marco LiCalzi (licalzi(a)unive.it <http://sns.it/>) for questions or clarifications. Applications must be submitted online.

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Post-doctoral position at Scuola Normale Superiore di Pisa
by Giulia Livieri 06 Oct '23

06 Oct '23

*Post-doctoral research position: *"Quantitative Approaches for Green Finance". The position is financed by the following research project: "Qnt4Green - Quantitative Approaches for Green Bond Market: Risk Assessment, Agency Problems and Policy Incentives (PRIN 2022)". *Link of the call with all the deatails: * https://trasparenza.sns.it/pagina874_tc-1_assegni-di-ricerca.html *Job duration:* 24 months. *Start date:* around January 2024, with some flexibility. *Teaching:* none. *Remuneration:* 30,000 Eur per year. Interested candidates can contact me or Dr. Roberto Pellungrini (roberto. pellungrini(a)sns.it) for questions/clarifications. Best, Giulia

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Assistant Professor Positions in Statistics and Data Science at The London School of Economics and Political Science
by Giulia Livieri 05 Oct '23

05 Oct '23

Dear Colleagues, The Department of Statistics of The London School of Economics and Political Science has two new openings for Assistant Professor. The deadline for applying is December 10, 2023. You find all details at https://www.lse.ac.uk/statistics/news/recruitment-join-us-at-the-department… Please forward this opportunity to anyone who might be interested! Regards, Giulia Livieri

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Seminar: Guangqu Zheng at Tor Vergata
by Michele Salvi 05 Oct '23

05 Oct '23

Dear all, On Thursday, October 12th, at 15h00 in Aula Dal Passo at the Math Department of Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host the seminar Guangqu Zheng (University of Liverpool) “CLT and almost sure CLT for hyperbolic Anderson model with Lévy noise" Abstract: In this talk, we will first briefly mention the recent research on CLT results of random field solutions to stochastic heat equations and stochastic wave equations with various Gaussian noises. Then, we will talk about the spatial ergodicity (first order result) and CLT (second order fluctuation) for a stochastic linear wave equation driven by Lévy noise, which is based on a joint work with R. Balan (Ottawa) [arXiv:2302.14178]. Finally, we will talk about the associated almost sure central limit theorem, based on a joint work with R. Balan (Ottawa) and P. Xia (Auburn). We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming <https://teams.microsoft.com/l/meetup-join/19:rfsL73KX-fw86y1YnXq2nk5VnZFwPU…>. The seminar is part of the Excellence Project MatMod@TOV.

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6th Asset Pricing Conference by LTI@UniTO | 10th October 2023
by Luca Regis 04 Oct '23

04 Oct '23

Dear Colleagues, please find below the invitation to attend (on-site at CCA in Torino or online) the 6th Asset Pricing Conference organised by LTI@UniTO. Best regards, Luca Regis <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeFuBlzkcYLDa5hFz9Ao6/Uy…> LTI@UniTO and Fondazione Collegio Carlo Alberto are pleased to invite you to the following event: *6th Asset Pricing Conference by LTI@UniTO* *10th October 2023, 09:50 - 17:50* *Fondazione Collegio Carlo Alberto, Piazza Arbarello 8, Torino* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeG13E8ZZjVN4BWYj7TOM/L2…> This one-day conference hosted by the Collegio Carlo Alberto aims to promote the highest level and up-to-date research in asset pricing within the European academic community. Speakers and discussants are selected among the most innovative junior researchers and established scholars. One presentation slot is devoted to the PhD candidate for the best paper in Asset Pricing. The winner of this slot for this year is *Ruggero Jappelli* from the *Leibniz Institute for Financial Research SAFE*. He will receive a discussion of *Bernard Dumas* (*INSEAD*) during the conference and will be awarded a prize of €500. *View the full program* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeG7ugHOWufWYHLrT5lyc/eZ…> *Attend in person* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGEm8QDU5pg2NBAD44Ys/QM…> *Follow online* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGLdaZ2RGzpWT0Sx2N98/R4…> *To see future events in Finance and neighboring fields please check our new web page **CCA Finance* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGSV2hrOS9z0Yplh0fjO/Jd…> *.* *Fondazione Collegio Carlo Alberto* Piazza Arbarello 8 - 10122 Torino, Italy phone: +3901115630800 segreteria(a)carloalberto.org - www.carloalberto.org <https://4z5y5.r.a.d.sendibm1.com/mk/mr/sh/SMJz09SDriOHTzBFUp7SyDdkW9eU/xCTc…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGZMUqgLdK8Uef4QyyJe/Pe…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGgDwzVIoUHykUNAxGtu/-v…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGn5P8KFzeRSqJfuvZUA/0T…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/SMK1E8tHeGtwrH9DAoaww8yets4Q/o5…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsDhYHcAaQGL7guJhrHpwo/…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsE9szoaymMGHwy95gGZes/…> *Founders* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsEcDi11N8SBSD1yTVFJMw/…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsF4YQDRlUY6cT5nrKE350/…> *Sostieni il Collegio Carlo Alberto con il 5x1000 | c.f. 94049090015* *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone:+39011 15630 800 - privacy(a)carloalberto.org <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsFWt8Ps9qe1mj9dF9Cmn4/…> To find out about the policies regarding the processing of personal data pursuant to articles 13-14 of EU Regulation 2016/679, consult the information at the following link *https://www.carloalberto.org/privacy/* <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/sh/1t6Af4OiGsFzDqcIYCjwwzDScyBWV8/…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/sh/SMJz09a0vkbXq4evGZHG70WrlrGc/MRvj…> *© 2022 Fondazione Collegio Carlo Alberto* Luca Regis Associate Professor ESOMAS Department University of Torino sites.google.com/view/lucaregis www.carloalberto.org/lti

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(PMS)^2 talk: Mario Maurelli
by Margherita Zanella 04 Oct '23

04 Oct '23

Dear colleagues, we are happy to announce the hybrid - that is, in person with online streaming - talk of the (PMS)^2 series: Speaker: Mario Maurelli (Università di Pisa) Title: Existence and uniqueness by Kraichnan noise for 2D Euler equations with unbounded vorticity. Abstract: We consider the incompressible Euler equations in two or three dimensions and we show that the addition of a suitable multiplicative It\^o noise with superlinear growth prevents a smooth solution from blowing up in finite time. The result is valid for a more general hyperbolic-type SPDE. The proof is based on the Lyapunov function method. We consider the 2D Euler equations on $\\mathbb{R}^2$ in vorticity form, with unbounded initial vorticity, perturbed by a suitable non-smooth Kraichnan transport noise, with regularity index $\\alpha\\in (0,1)$. We show weak existence for every $\\dot{H}^{-1}$ initial vorticity. Thanks to the noise, the solutions that we construct are limits in law of a regularized stochastic Euler equation and enjoy an additional $L^2([0,T];H^{-\\alpha})$ regularity. For every $p>3/2$ and for certain regularity indices $\\alpha \\in (0,1/2)$ of the Kraichnan noise, we show also pathwise uniqueness for every $L^p$ initial vorticity. This result is not known without noise. Joint work with Michele Coghi. Date and time: Tuesday 10 October, 14:30-15:30 (Rome time zone). Place: Aula Seminari - III piano (third floor), Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci, 32 – 20133 Milano - Ed. 14 “Nave” Campus Bonardi. (Accesso pedonale da: Via A.M. Ampère, 2 - Milano, Via E. Bonardi, 9 - Milano, Via G. Ponzio, 31 - Milano). Zoom link: https://polimi-it.zoom.us/j/91064241084?pwd=VW0vT3FDZHFubkFWcm5KaXgzNXFOZz09 ID riunione: 910 6424 1084 Codice d’accesso: 355806 This is a talk of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia and Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Invito a manifestare interesse per una posizione di ricercatore TD al CNR-IMATI, Milano
by Antonella Bodini 04 Oct '23

04 Oct '23

Con preghiera di massima diffusione, si informa che nelle prossime settimane verrà aperto un bando per l’assunzione a tempo determinato (18 mesi) di un ricercatore presso la sede di Milano dell’Istituto di Matematica Applicata e Tecnologie Informatiche (IMATI) del CNR. L’attività di ricerca riguarderà lo sviluppo e la validazione di metodi statistici e modelli stocastici per applicazioni a (i) modellazione ed analisi di dati da survey; (ii) studio e valutazione di impatto di tecnologie intelligenti secondo un approccio di Health Technology Assessment. Tale attività verrà svolta nell’ambito del progetto PNRR “Robotics and Artificial Intelligence for Socio-Economic Empowerment” (RAISE). E’ richiesta una esperienza almeno triennale in modellistica e inferenza statistica, metodi quantitativi per le scienze sociali, programmazione preferibilmente nell'ambiente computazionale R, ovvero il possesso di un titolo di Dottore di Ricerca attinente. La presa di servizio è prevista al più tardi al 1 marzo 2024. Per maggiori informazioni potete contattarmi direttamente. Cordiali saluti, Antonella Bodini

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SPASS Seminar: Alexandre Gaudillière, 10 October, 11:00, Florence
by Gianmarco Bet 03 Oct '23

03 Oct '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstract below): Too many frogs cannot fall sleep by Alexandre Gaudillière (CNRS) The seminars will take place on TUE, 10.10.2023 at 11:00 CET in Aula Tricerri, Dipartimento di Matematica e Informatica “Ulisse Dini", University of Florence and streamed online (see seminar website for the URL). The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass <https://www.google.com/url?q=https://www.google.com/url?q%3Dhttps://sites.g…> -------------------------------------------- Too many frogs cannot fall sleep Abstract: We prove the existence of an active phase for activated random walks on the lattice in all dimensions. This interacting particle system is made of two kinds of random walkers, or frogs: active and sleeping frogs. Active frogs perform simple random walks, wake up all sleeping frogs on their trajectory and fall asleep at constant rate $\lambda$. Sleeping frogs stay where they are up to activation, when waken up by an active frog. At a large enough density, which is increasing in $\lambda$ but always less than one, such frogs on the torus form a metastable system. We prove that $n$ active frogs in a cramped torus will typically need an exponentially long time to collectively fall asleep ---exponentially long in $n$. This completes the proof of existence of a non-trivial phase transition for this model designed for the study of self-organized criticality. This is a joint work with Amine Asselah and Nicolas Forien. ---------------------------------------------------------------------- Gianmarco Bet (he/him) Senior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Computer Science "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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