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Seminars in Florence: Magnanini and Iyer
by Luisa Andreis 15 Nov '21

15 Nov '21

Dear colleagues, we are pleased to invite you to the following two seminars (on site) on Wednesday, November 17, 2021, at the University of Florence. The room is the Aula Magna, building Morgagni 65 (ex Farmacologia), Viale Morgagni 65, 50134, Firenze. Time: 11:45-12:45 Speaker: Elena Magnanini, WIAS Berlin Title: LIMIT THEOREMS FOR THE EDGE DENSITY IN EXPONENTIAL RANDOM GRAPHS Abstract: In the present talk we focus on the derivation of some asymptotic properties for the family of exponential random graphs. This model can be seen as the generalization of the dense Erdӧs-Rényi random graph and follows the statistical mechanics approach of defining a Hamiltonian to weight the probability measure on the space of graphs, assigning higher mass to graphs with “desirable” properties. In particular our analysis will be focused on the edge-triangle model, a two-parameter family of exponential random graphs where the Hamiltonian only includes edge and triangle densities. We borrow tools from statistical mechanics together with large deviations techniques to obtain limit theorems for the edge density in the so-called replica symmetric regime, where the limiting free energy of the model is known together with a complete characterization of the phase diagram. First, we determine the asymptotic distribution of the edge density, as the graph size n tends to infinity, in the entire replica symmetric regime. In particular, we obtain a strong law of large numbers when the parameters are chosen outside the critical curve and the convergence to a mixture of Dirac measures whenever working on the critical curve. We then study the fluctuations of the edge density around its average for all parameter values outside the critical curve and off the critical point and we formulate conjectures about the behavior at criticality based on the analysis of a mean-field approximation of the model. Joint work with Alessandra Bianchi and Francesca Collet. Time: 14:15-15:15 Speaker: Tejas Iyer, WIAS Berlin Title: CONDENSATION IN PREFERENTIAL ATTACHMENT TREES WITH NEIGHBOURHOOD INFLUENCE Abstract: Motivated by the structure of complex networks such as the internet, we consider a growing model of preferential attachment trees with neighbourhood influence, where vertices arrive one at a time, are equipped with independent weights, and connect to existing vertices with probability proportional to their fitness function: a function of their own weight and the weights of their neighbours. In this model we prove almost sure limiting statements for the proportion of vertices with a given degree having weight belonging to a given measurable set, and the proportion of edges in the tree with endpoint belonging to a measurable set. We show that under certain conditions, the latter quantity demonstrates a condensation phenomenon, in which a positive proportion of edges in the network accumulate among those of weight that confers maximal reinforcement of fitness. Finally, we derive almost sure limiting statements for the log of the degree of a fixed vertex in this model, and prove that in this model the degree distribution behaves like a power law - a ubiquitous feature of many real-world complex networks. According to the current regulations to prevent the spread of Coronavirus the Green pass is mandatory to access the venue and contact tracing will be done. Best regards, Luisa Andreis and Gianmarco Bet Luisa Andreis ------------------------------------------------------- RTD-A Dipartimento di Matematica e Informatica “Ulisse Dini" Università degli Studi di Firenze Viale Morgagni 65, 50134, Firenze, IT Personal webpage: https://sites.google.com/view/luisaandreis/home Email: luisa.andreis(a)unifi.it

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4th Asset Pricing Conference by LTI@UniTO | October 5, 2021
by Luca Regis 15 Nov '21

15 Nov '21

Dear Colleagues, I am more than happy to forward you the invitation to the 4th Asset Pricing Conference organised by LTI@UniTO (www.carloalberto.org/lti <www.carloalberto.org/lti>) which will take place on October 5th, from 9:50 to 17:50. The conference will take place in hybrid form, with most of the speakers presenting in Torino. Anyone who is interested in participating can join us online on Zoom by registering using the link below. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/Xe0Ryq6AoDvB5plSlME3rN_Jzs5m3a2VfR…> <#> The Fondazione Collegio Carlo Alberto is pleased to invite you to the following online event <#> <#> *October 5th, 2021 | 9:50-17:50* *4th Asset Pricing Conference by LTI@UniTO* <#> This online 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. <#> *Conference Program* 09:50 - 10.00. *Welcome* Speaker: Pietro Garibaldi (CCA) 10.00 - 10.50. *Dynamic equity slope* Speaker: Matthijs Breugem (CCA), Discussant: Alessandro Graniero (BI Oslo) 10:50 – 11:10. /Coffee Break/ 11:10 – 11:50. *Credit Market Equivalents and the Valuation of **Private Firm* Speaker: Roberto Steri (Luxembourg), Discussant: Loriana Pelizzon (Venice) 11:50 – 12:40. *Subjective Risk Premia on Foreign Bonds* Speaker: Paul Whelan (CBS), Discussant: Adrian Buss (INSEAD) 12:40 – 14:00. /Lunch Break/ 14:00 – 14:50. *Wealth Inequality, Aggregate Risk, and Asset * *Prices* Speaker: Harjoat Bhamra (Imperial), Discussant: Fabio Trojani (Unige) 14:50 – 15:40. *T**he Core, the Periphery, and the Disaster: **Corporate-Sovereign Nexus in COVID-19 Times* Speaker: Alberto Plazzi (USI), Discussant: Christian Schlag (Goethe) 15:40 – 16:10. /Coffee Break/ 16:10 – 17:00. *What Makes Local Currency Bonds Riskier in the * *Long Run?* Speaker: Pasquale Della Corte (Imperial), Discussant: Max Croce (Bocconi) 17:00 – 17:50. */Job Market Paper Award/:* *Cash Heterogeneity and the Payout Channel of **Monetary Policy* Speaker: Altan Pazarbasi (Frankfurt School), Discussant: Bernard Dumas (INSEAD) <#> Register here <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/SZvV1bFy5zDo7uHA8Ut1OafY6p-WbULIOT…> <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/pd5AUylRjDFXNWCqbg6C00ckQOolF8YojF…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/HFs1Hzin2InKSmbpH9llaNb6bDBYgaMbBv…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/HZ6A9fZYqX0fhVoM5aZm2c56W-oggam3Zs…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/hTKJIWMt8xBJdI4UhkmfVXcHIFNzqqGb_c…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/tY1qK4-zSyYA8CVaOE-xFCNrpW6NhixNZo…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/NK7ygCfkSJ5ElTNmMiOyJHLly6mlrGMR6b…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/3JGFX3aqajrObFIujjtonuxvZBPpM3dQAF…> <#> *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: +390116705000 - privacy(a)carloalberto.org 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/IL2W_58aoQ6pDBzOoARQluUYeIe1H4AgIS…> *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/FstCbhI5ujOHsFL-uNwwhyr9fzj7t47HcDxJ…> <#> © 2021 Fondazione Collegio Carlo Alberto

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Fwd: NeuroMat Post-doctoral fellowships
by Faggionato, Alessandra 15 Nov '21

15 Nov '21

cari tutti, ricevo ed inoltro. mi scuso per l'eventuale ripetizione nel caso il messaggio fosse gia' stato inoltrato da altri, ma io non vedo i messaggi su random inviati da alcuni colleghi. grazie saluti alessandra ---------- Forwarded message --------- Da: Antonio Galves <galves(a)usp.br> Date: sab 13 nov 2021 alle ore 03:39 Subject: NeuroMat Post-doctoral fellowships Dear all, NeuroMat offers 3 post-doctoral fellowships for young researchers interested in stochastic modeling of neurobiological data and phenomena. https://neuromat.numec.prp.usp.br/content/positions-for-postdoctoral-resear… If you know people that could be interested by these fellowships, please tell them about this possibility. Best regards, Antonio -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Padova Seminars in Probability and Finance - Vittoria Silvestri (Roma, La Sapienza)
by Marco Formentin 15 Nov '21

15 Nov '21

Dear Colleagues, we would like to invite you to the following seminar  that will take place on November 26 at 14.30, at the Department of Mathematics “Tullio Levi-Civita”, University of Padova. The seminar may also be attended online via the Zoom platform. ________________________________________________________ Speaker: Vittoria Silvestri (Università di Roma La Sapienza)  Title: Planar aggregation with subcritical fluctuations and the Hastings-Levitov models  NOVEMBER 26 (Friday) - 14:30 In presence: room 2BC30, Torre Archimede, Via Trieste 63, Padova Online: Zoom link https://unipd.zoom.us/j/88496035657 (meeting ID 884 9603 5657) , available also on the webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: The ALE (Aggregate Loewner Evolution) models describe growing random clusters on the complex plane, built by iterated composition of random conformal maps. A striking feature of these models is that they can be used to define natural off-lattice analogues of several fundamental discrete models, such as Eden or Diffusion Limited Aggregation, by tuning the correlation between the defining maps appropriately. In this talk I will discuss shape theorems and fluctuations of ALE clusters, which include Hastings-Levitov clusters as particular cases, in the subcritical regime. Based on joint work with James Norris (Cambridge) and Amanda Turner (Lancaster). On behalf of the organizers, Marco Formentin

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Politecnico di Milano - Seminario Ferraccioli
by Laura Maria Sangalli 15 Nov '21

15 Nov '21

Si avvisa che in data 25-11-2021, alle ore 14:00 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, nell'ambito delle iniziative MOX, si svolgerà il seguente seminario: Relatore: Federico Ferraccioli, Università degli Studi di Padova Titolo: Eigen sign-flip test for semiparametric regression Sommario: In this seminar, a nonparametric test for semiparametric penalized regression models is presented. The test is based on random sign-flipping of an appropriate transformation of the vector of residuals, that exploits a spectral decomposition of the residualizing matrix associated with the nonparametric part of the model. The formulation allows for a wide applicability of the test to a vast class of extensively used semiparametric regression models, including for instance models based on univariate or multivariate splines. The good asymptotic properties of the proposed test are discussed, together with its good control of the Type I error and power, even in challenging data scenarios. Il seminario può essere seguito online dal seguente link: https://polimi-it.zoom.us/j/87179036436 Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy tel: +39 02 2399 4554 fax: +39 02 2399 4568 email: laura.sangalli(a)polimi.it url: http://mox.polimi.it/~sangalli

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Ph.D. position in Financial Mathematics at Bielefeld University
by Giorgio Ferrari 15 Nov '21

15 Nov '21

Cari colleghi, inoltro con piacere il seguente annuncio. Buona giornata, Giorgio Ferrari %%%%%%%%%%% The Collaborative Research Center (CRC) 1283 “Taming uncertainty and profiting from randomness and low regularity in analysis, stochastics and their applications” at the Bielefeld University has a job opening in its project C7. The research in the project C7 focuses on model uncertainty in dynamic settings and the development of new solution concepts for a wide range of Hamilton-Jacobi-Bellman equations appearing in the context of robust finance and optimal decision problems under uncertainty. The successful candidate is expected to have a scientific university degree in Mathematics, Mathematical Economics, Mathematical Finance or a related field and to have good knowledge in at least one of the following topics: measure and probability theory, stochastic analysis, functional analysis, partial differential equations, and (stochastic) optimal control. Starting date: 15.01.2022 or later Salary level: part time 75% in the remuneration level 13 TV-L Temporary position until 30.06.2025 For further information see: https://uni-bielefeld.hr4you.org/job/view/982/research-position?page_lang=en https://www.sfb1283.uni-bielefeld.de Application deadline: 09.12.2021 -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Seminar in Statistics LORENZO ROSASCO
by Pierpaolo De Blasi 12 Nov '21

12 Nov '21

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 19 Novembre 2021, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Lorenzo Rosasco *(University of Genova & MIT) Title: *Interpolation and learning with scale dependent kernels* Abstract: We study the learning properties of nonparametric ridge-less least squares. In particular, we consider the common case of estimators defined by scale dependent (Matern) kernels, and focus on the role scale and smoothness. These estimators interpolate the data and the scale can be shown to control their stability to noise and sampling. Larger scales, corresponding to smoother functions, improve stability with respect to sampling. However, smaller scales, corresponding to more complex functions, improve stability to noise. We will discuss to which extent these results can explain the learning curves observed for large overparameterized models. Our analysis combines, probabilistic results with analytic techniques from interpolation theory. ------------------------------------------------ In ottemperanza alle norme anti Covid, per partecipare in presenza è necessario prenotarsi tramite il seguente form online: https://forms.gle/236nC7S6NrVwHzEm8 Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/82967941062?pwd=RGpFUmY2YzdLS2VyMnJTeCt5ODFVZz09> Meeting ID: 829 6794 1062 Passcode: 846274 Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats Cordiali saluti, Pierpaolo De Blasi --- University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Seminario Letac Castelnuovo
by Piccioni, Mauro 11 Nov '21

11 Nov '21

Seminario di Probabilità e Statistica Matematica Dipartimento di Matematica "Guido Castelnuovo" Sapienza Università di Roma Aula del Consiglio 16 novembre 2021, ore 14 Gérard Letac Institut de Mathématiques de Toulouse, Université Paul Sabatier Title: Duality of exponential families and large deviations Abstract: Two positive measures on the real line with exponential moments are duals if the derivatives of their log-Laplace transforms are inverse to each other. We link this property with real exponential families and large deviations. We compute the duals of many classical exponential families when they exist, like Tweedie, Morris, Mora families, and a family on the integers generated by the dilogarithm distribution. We extend the definition and the calculations to multivariate exponential families like Wishart and the simple quadratic families of Muriel Casalis. Details are in arXiv 2104.05510 Per informazioni ulteriori scrivere a: mauro.piccioni(a)uniroma1.it

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Postdoctoral positions in Mathematics at Milano-Bicocca
by Maurizia Rossi 10 Nov '21

10 Nov '21

Dear all, There are some postdoctoral positions available at the University of Milano-Bicocca for candidates in all areas of Mathematics (deadline: November 23, 2021). https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a2-a2-typ… In particular, I encourage candidates in Probability Theory and related fields to submit their application. Please, do not hesitate to contact me if you have any questions. Best wishes, Maurizia Rossi -- - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca https://mauriziarossi.wordpress.com/

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PMS^2 hybrid talk: Luca Scarpa, Monday November 15 at 14.30.
by Carlo Orrieri 10 Nov '21

10 Nov '21

Dear colleagues, we are happy to announce the hybrid - that is, in person with online streaming - talk of the (PMS)^2 series: Speaker: Luca Scarpa (Politecnico di Milano) Title: Variational methods for doubly nonlinear stochastic evolution equations. Abstract: We give an overview of some recent results for doubly nonlinear stochastic evolution equations in Hilbert spaces. In the first part of the talk we introduce the prototypes of the problems in consideration and we discuss the main existence results.Secondly, we provide alternative proofs of existence which rely on convex minimisation techniques, such as the Weighted-Energy-Dissipation (WED) and the Energy-Dissipation principles (EDP). Eventually, we discuss some current open problems, focusing above all on the direction of uniqueness-by-noise for doubly nonlinear evolutions. The works presented in the talk are based on joint collaborations with Prof. Ulisse Stefanelli (University of Vienna, Austria). Date and time: Monday November 15, 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://us02web.zoom.us/j/2940008616 <https://us02web.zoom.us/j/2940008616> 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, Milano-Politecnico and Milano-Statale. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ <https://paviamilanoseminars.wordpress.com/> Participation is free and welcome! The number of seats available in the seminar room, due to Covid-19 restrictions, is limited to 15. We advise people who want to participate in person that they must fill out the following form https://www.mate.polimi.it/registrazione/PMS2_registrazione.php <https://www.mate.polimi.it/registrazione/PMS2_registrazione.php> by November 14. Participants in person need to have the "green pass" or the EU digital covid certificate. Access to the seminar room will be allowed only after verification of the validity of the personal Green Pass. Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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