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2-day online workshop on "Stochastic Games with Partial and Asymmetric Information"
by Tiziano De Angelis 01 Jun '21

01 Jun '21

Dear All, We are pleased to announce a 2-day online workshop on "Stochastic Games with Partial and Asymmetric Information", which will be held on 6 - 7 July via Zoom and hosted by Collegio Carlo Alberto in Turin. Registration is free but compulsory via the dedicated website https://www.carloalberto.org/event/workshop-on-stochastic-games-with-partia… On the website you can also find the list of guest speakers, titles of their talks and a tentative schedule. Further information and the relevant Zoom links will be sent to registered participants closer to the date. Best wishes Tiziano De Angelis and Jan Palczewski

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Ph.D. position on copula theory at TU Eindhoven (NL)
by Elisa Perrone 31 May '21

31 May '21

Dear Everyone, The Department of Mathematics and Computer Science of TU Eindhoven (Netherlands) has an open Ph.D. position in Mathematical Statistics. We are looking for a motivated candidate with a solid theoretical background in Probability/Statistics to join our group and conduct research in the area of dependence modeling and copulas under my supervision. Salary Range: EUR 2395 to EUR 3061 gross per month Duration: 4 year Application deadline: July 11, 2021 Job description and how to apply: https://jobs.tue.nl/en/vacancy/phd-on-positive-dependence-and-copulas-87980… <https://jobs.tue.nl/en/vacancy/phd-on-positive-dependence-and-copulas-87980…> Please forward this email to any potential candidate, and reach out to me at e.perrone(a)tue.nl <mailto:e.perrone@tue.nl> for further information on the position. Thanks and best regards, Elisa --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

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Webinar Volgushev @Bocconi
by Giacomo Zanella 31 May '21

31 May '21

We announce the following webinar from the Statistics Series at Università Bocconi: Date: Thursday, June 3rd, h17:00 (Italy time) Speaker: Stanislav Volgushev (University of Toronto) Title: Structure learning for Extremes Abstract: Extremal graphical models are sparse statistical models for multivariate extreme events. The underlying graph encodes conditional independencies and enables a visual interpretation of the complex extremal dependence structure. For the important case of tree models, we provide a data-driven methodology for learning the graphical structure. We show that sample versions of the extremal correlation and a new summary statistic, which we call the extremal variogram, can be used as weights for a minimum spanning tree to consistently recover the true underlying tree. Remarkably, this implies that extremal tree models can be learned in a completely non-parametric fashion by using simple summary statistics and without the need to assume discrete distributions, existence of densities, or parametric models for marginal or bivariate distributions. Extensions to more general graphs are also discussed. The webinar will be on zoom at: https://zoom.us/j/97942632075?pwd=eDhNTlREdU5UVGpMcDVPSWV2bU5nQT09 Meeting ID: 979 4263 2075 Passcode: 627490 Kind regards, Giacomo Zanella [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations.

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Online conference "Algebraic Duality Methods in Probability"
by GIOIA CARINCI 31 May '21

31 May '21

Dear colleagues, I forward this conference announcement I’ve just received. Best regards, Gioia Carinci %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear colleagues, We are writing to announce an online conference on the topic of algebraic duality methods in probability. There are 9 talks that will be held at 10am and 11am central standard time on June 2, 4, 7, 8; and 5pm central standard time on June 3. The website, containing the zoom link, titles and abstracts can be found here: https://www.math.tamu.edu/~jkuan/AlgebraicDualityConference.html Please feel free to circulate this announcement to anyone else you think might be interested in attending these talks. Best, Ivan Corwin and Jeffrey Kuan _______________________________________________ Probability mailing list Probability(a)math.columbia.edu http://www.math.columbia.edu/cgi-bin/mailman/listinfo/probability

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Seminari Prisma 7 Giugno
by Domenico Marinucci 29 May '21

29 May '21

Cari colleghi il prossimo incontro per il ciclo di seminari Prisma (speaker: Francesco Caravenna e Maurizia Rossi) si svolgerà lunedì 7 Giugno alle ore 16 sulla piattaforma Teams; qui sotto il link, i titoli e gli abstract. Grazie per l'attenzione, Domenico Marinucci e Claudia Ceci Link collegamento: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… Speaker: Francesco Caravenna (Università di Milano-Bicocca) Title: Central limit theorems in disordered systems and stochastic PDEs Abstract: I will present some recent convergence results toward Gaussian processes, that arise from statistical mechanics models and stochastic PDEs connected to the so-called KPZ equation. These results may be viewed as generalised central limit theorems and they can be proved with a blend of old and new techniques, whose wide interest I will try to illustrate. %%%%%%%%%%%%%%%%%%%%%%%%%% Speaker: Maurizia Rossi (Università di Milano-Bicocca) Title: The geometry of random waves Abstract: In this talk we investigate the behavior of the "typical" eigenfunction of a compact Riemannian manifold. In particular, motivated by both Yau's conjecture on nodal sets and Berry's ansatz on planar random waves, we consider random spherical harmonics and study the distribution of the length of their nodal lines for large eigenvalues. These results raise several questions regarding both the distribution of other geometric functionals of excursion sets at any level and the behavior of nodal statistics of random eigenfunctions of a "generic" manifold. In this talk we answer some of these questions, relying on recent developments in the theory of local geometry of random fields and Gaussian Kinematic Formulae à la Adler & Taylor. %%%%%%%%%%%%%%%%%%%%%%%%%% -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Corso "Trasferimento delle Tecnologie Matematiche per l'Innovazione"
by Maurizio Ceseri 28 May '21

28 May '21

A tutti gli interessati lo Sportello Matematico per l'Innovazione e le Imprese <http://www.sportellomatematico.it> sta organizzando la terza edizione del corso in “Trasferimento delle Tecnologie Matematiche per l’Innovazione”. Il corso si svolgerà in modalità online durante il periodo *da lunedì 6 Settembre a venerdì 17 Settembre 2021*. Il corso è rivolto principalmente a giovani laureati in *Scienze Matematiche* e *F**isiche*,* Ingegneria*,* Economia*,* Informatica* e *Statistica*, con l’*obiettivo* di formare la figura professionale dell’*Esperto in Trasferimento delle Scienze e Tecnologie Matematiche per l’Innovazione* (in breve: Traduttore Tecnologico). Tale figura nasce per facilitare la comunicazione e promuovere collaborazioni tra imprese e centri di ricerca. Grazie alla sua formazione interdisciplinare, il *Traduttore Tecnologico* può dialogare sia con imprese che con Centri di Ricerca specializzati in Tecnologie Matematiche. Facilita l'incontro tra i bisogni tecnologici delle PMI e le competenze nelle Scienze e Tecnologie Matematiche disponibili nel sistema della ricerca pubblica e privata. Promuove un numero crescente di collaborazioni per apportare benefici tangibili alle imprese. *Modalità di presentazione** delle domande* Per procedere con la domanda di partecipazione, è sufficiente compilare il form online a questo link <https://www.sportellomatematico.it/SMII/limesurvey/index.php/729819?lang=it> entro il *23 Luglio 2021*, allegando un proprio CV aggiornato ed una lettera motivazionale di autopresentazione. Per informazioni: www.corsotraduttoretecnologico.it Grazie in anticipo per la collaborazione, Il Team dello Sportello Matematico *CONTENUTI DEL CORSO* *Tecnologie Matematiche:* cosa sono, come vengono applicate nelle imprese, tendenze del mercato della Ricerca e Innovazione, Prototipazione Virtuale e Digital Twinning. *Trasferimento Tecnologico:* contesto italiano ed internazionale, settori industriali, esperienze di successo e strategie di comunicazione. *Gestione dell'Innovazione:* concetti, fonti, forme, modelli ed ecosistemi dell'innovazione, Open Innovation e rapporto con la Proprietà Intellettuale *Sistemi di Supporto alle Decisioni e Ricerca Operativa:* abilitare il potenziale delle Tecnologie Matematiche nel Management. *Attori e Strutture Organizzative:* Best practices, il ruolo dello Sportello Matematico in Italia ed in Europa. *SBOCCHI E OPPORTUNITÀ PROFESSIONALI* Area *Ricerca e Innovazione* presso imprese manifatturiere e di servizi *Trasferimento Tecnologico* e *Valorizzazione della Ricerca* presso Università e Centri di Ricerca Partecipazione a *Progetti Europei* su Tecnologie Matematiche per l’Innovazione Maurizio Ceseri Sportello Matematico per l'Industria Italiana Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649937369 Website: sportellomatematico.it

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Open PhD Positions in Trento and Verona (Deadline 2021.05.31)
by Luigi Amedeo Bianchi 27 May '21

27 May '21

Dear all, we have a few open PhD positions at the PhD School in Mathematics of the Universities of Trento and Verona. Some positions are on research projects that might be of interest for students in Probability Theory and Statistics, namely Mathematics of Reinforcement Learning (PIs: Claudio Agostinelli and Luigi Amedeo Bianchi) Modelling dynamic networks with differential equations (PI: Veronica Vinciotti, joint project with Ernst Wit, Università della Svizzera Italiana) Analytical, stochastic, and applicative aspects of Deep Neural Networks (PI: Gian Paolo Leonardi) There are also positions with no restriction on the research topic. All positions start on November 1st, 2021. Detailed descriptions of all projects are available at the following url: https://www.unitn.it/alfresco/download/workspace/SpacesStore/9bee3b6b-8282-… The application can be filled online from the page: https://www.unitn.it/en/ateneo/1956/announcement-of-selection Notice, however, that the deadline for applications is very close: Monday May 31st, 2021 at 4PM CEST (GMT +2) Best, Luigi Amedeo Bianchi

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bando RTDB Milano-Bicocca- errata corrige
by Emanuela Rosazza Gianin 27 May '21

27 May '21

ERRATA CORRIGE Si avvisa che e' stato bandito un posto da ricercatore RTDB nel settore SECS-S/06 presso il Dipartimento di Statistica e Metodi quantitativi dell'Universita' di Milano-Bicocca. La scadenza per le domande e' il giorno 20 giugno 2021 (NON 9 giugno 2021). Bando e dettagli sono consultabili alla pagina https://www.unimib.it/ateneo/gare-e-concorsi/2021-rtdb-095 Cordiali saluti, Emanuela ****************************************** 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 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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4-year doctoral position in Mathematics/Mathematical Finance at Bielefeld University
by Ferrari, Giorgio 26 May '21

26 May '21

Dear All, this is to inform about a *4-year doctoral position***(75% salary level 13 TV-L; starting salary circa 1800 Euros per month after taxes) at Bielefeld University within the Research Project C4 "/Stochastic Games of Singular Control and Games of Stopping/" of the SFB 1283 (see: https://www.sfb1283.uni-bielefeld.de/Pages/home and https://www.sfb1283.uni-bielefeld.de/projects/view/49 ). The PhD candidate will do research in my group by investigating stochastic games (N-player or mean-field) involving singular controls and optimal stopping rules, as well as multi-dimensional singular control and optimal stopping problems arising in applications. The PhD student of Project C4 will have the possibility to interact with international young researchers at doctoral and post-doctoral level, to gain from the frequent visits of leading academics in the field, to attend weekly seminars, workshops, conferences and summer schools, as well as to participate in the organization of scientific events. _Further information about the post and the application procedure can be found here:_ https://uni-bielefeld.hr4you.org/job/view/475/research-assistant?page_lang=… *DEADLINE* *for application:* June 22, 2021. *STARTING DATE:* as soon as possible. Please do not hesitate to write me for any queries. Best Regards, Giorgio Ferrari

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Fwd: [owps] Talks thursday May 27
by Faggionato, Alessandra 26 May '21

26 May '21

Buongiorno inoltro l'annuncio del OWPS di domani. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 26 mag 2021 alle ore 08:01 Subject: [owps] Talks thursday May 27 To: <owps(a)lists.bath.ac.uk> Dear All, we have a session on opinion dynamics tomorrow, namely talks by Elchanan Mossel and Timo Vilkas, see below. Remember that we start 14:00 UTC which is 16:00 CET! 14:00-15:00 Elchanan Mossel Opinion Exchange Dynamics I will survey some of the main opinion exchange dynamics models that were invented in probability theory and in economics. I will then discuss ``martingale models" - models where the opinion of each agent forms a martingale. I will highlight some recent large-deviation and graph-limit perspectives of these models. Based on: Mossel, Elchanan, Allan Sly, and Omer Tamuz. "Asymptotic learning on bayesian social networks." Probability Theory and Related Fields 158.1-2 (2014): 127-157. Mossel, Elchanan, Allan Sly, and Omer Tamuz. "Strategic learning and the topology of social networks." Econometrica 83.5 (2015): 1755-1794. Mossel, Elchanan, and Omer Tamuz. "Opinion exchange dynamics." Probability Surveys 14 (2017): 155-204. Harel, Matan, Elchanan Mossel, Philipp Strack, and Omer Tamuz. "Rational groupthink." The Quarterly Journal of Economics 136, no. 1 (2021): 621-668. 15:00 - 16:00 UTC Timo Vilkas Long-term behavior in opinion dynamics: clustering vs. consensus and local vs. global Using the examples of the well-known voter model (Holley & Liggett, 1975) and a lesser-known bounded confidence model. introduced by Deffuant et al. (2000), I want to discuss common limit behavior in interacting particle systems modelling opinion dynamics. Both the transition from clustering to consensus formation and the dichotomy between weak (local) and strong (global) consensus will play a central role. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/69810931142 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 698 1093 1142 Kenncode: 435370 Best wishes, Julien and Nina -- ************************************************* 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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