- Random - Mailing list — Dipartimento di Matematica, UniPI

Seminario di Maurizia Rossi a Milano-Bicocca (26 feb 2020)
by Francesco Caravenna 21 Feb '20

21 Feb '20

Ho il piacere di annunciare il seguente seminario di Maurizia Rossi (Università di Milano-Bicocca): "Random waves: a probabilistic overview with an accent on Geometry" che si terrà mercoledì 26 febbraio 2020 alle ore 14:00 in aula U5-3014 (Dipartimento di Matematica e Applicazioni, Università di Milano-Bicocca). Trovate l'abstract di seguito. Il seminario è rivolto a un pubblico matematico ampio. Tutti gli interessati, a partire dai dottorandi, sono invitati a partecipare. %%%%%%%%%%%%%%%% Abstract. The geometry of (deterministic) Laplace eigenfunctions on manifolds is a challenging research topic, several natural questions are still open in their full generality, for instance Yau's conjecture on nodal volumes. A probabilistic counterpart of these questions aroused great interest recently, in particular for the universal behavior of high-energy eigenfunctions (the so-called Berry's ansatz). In this talk we investigate the geometry of random waves on manifolds, i.e. geometrical properties of their excursion sets. The aim is to give an introduction to this theory and, if time permits, to present some of the most recent results in this area. %%%%%%%%%%%%%%%% _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

1 0

Associate Professor Positions @ Luxembourg University
by Giovanni Peccati 20 Feb '20

20 Feb '20

Dear Colleagues, an *Associate Professor* position (with promotion track) is open at the *Department of Mathematics of Luxembourg University (DMATH)*, in the area of *Statistics and Machine Learning* The deadline for applications is *March 30, 2020*. All relevant information can be found here http://emea3.mrted.ly/2f9vz Please, do not hesitate to forward this message to any potential candidate. With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

1 0

Seminar announcement at LUISS - Talk by Giorgio Ferrari (Bielefeld University), 25/02/2020, 12:00
by Alessandro Calvia 20 Feb '20

20 Feb '20

Dear colleagues, on Tuesday, 25 February 2020, at 12:00, Prof. Giorgio Ferrari (Bielefeld University) will give a talk "On The Free Boundaries of Two Multi-dimensional Singular Stochastic Control Problems with Interconnected Dynamics" at LUISS "G. Carli" University, Department of Economics and Finance, viale Romania 32, room 304b. ------------ Abstract: We present two continuous-time stochastic control problems involving controls of bounded-variation. Those problems are motivated by questions arising in macroeconomic theory - as the optimal control of inflation via interest rates - and in operations research - as the optimal management of an inventory having impact on the demand of a good - and their characteristic is that the drift of a diffusive component of the two-dimensional state variable is an affine function of a purely controlled process. The objective is to minimize an expected cost functional involving a running cost function and proportional costs of control. By relying on a combination of techniques from viscosity theory and free-boundary analysis, we provide the structure of the value function and we show that it satisfies a so-called second-order smooth-fit principle. Such a regularity is then exploited in order to determine a system of functional equations solved by the two monotone continuous curves (free boundaries) that split the control problem's state space in three connected regions. In one of the two considered problems, the free boundaries are even shown to be classical solutions to a system of first-order nonlinear ODEs. This is based on joint works with Salvatore Federico (University of Siena) and Patrick Schuhmann (University of Bielefeld). ------------ All interested people are kindly invited to participate. Best regards, Alessandro Calvia Alessandro Calvia Assistant Professor Dipartimento di Economia e Finanza Luiss Libera Università Internazionale degli Studi Sociali Guido Carli Viale Romania, 32 - 00197 Roma T +39 0685225907 acalvia(a)luiss.it<mailto:acalvia@luiss.it> www.luiss.it<http://www.luiss.it>

1 0

Seminar announcement at LUISS - Talk by Giorgio Ferrari (Bielefeld University), 25/02/2020, 12:00
by Alessandro Calvia 20 Feb '20

20 Feb '20

Dear colleagues, on Tuesday, 25 February 2020, at 12:00, Prof. Giorgio Ferrari (Bielefeld University) will give a talk "On The Free Boundaries of Two Multi-dimensional Singular Stochastic Control Problems with Interconnected Dynamics" at LUISS "G. Carli" University, Department of Economics and Finance, viale Romania 32, room 304b. ------------ Abstract: We present two continuous-time stochastic control problems involving controls of bounded-variation. Those problems are motivated by questions arising in macroeconomic theory - as the optimal control of inflation via interest rates - and in operations research - as the optimal management of an inventory having impact on the demand of a good - and their characteristic is that the drift of a diffusive component of the two-dimensional state variable is an affine function of a purely controlled process. The objective is to minimize an expected cost functional involving a running cost function and proportional costs of control. By relying on a combination of techniques from viscosity theory and free-boundary analysis, we provide the structure of the value function and we show that it satisfies a so-called second-order smooth-fit principle. Such a regularity is then exploited in order to determine a system of functional equations solved by the two monotone continuous curves (free boundaries) that split the control problem's state space in three connected regions. In one of the two considered problems, the free boundaries are even shown to be classical solutions to a system of first-order nonlinear ODEs. This is based on joint works with Salvatore Federico (University of Siena) and Patrick Schuhmann (University of Bielefeld). ------------ All interested people are kindly invited to participate. Best regards, Alessandro Calvia Alessandro Calvia Assistant Professor Dipartimento di Economia e Finanza Luiss Libera Università Internazionale degli Studi Sociali Guido Carli Viale Romania, 32 - 00197 Roma T +39 0685225907 acalvia(a)luiss.it<mailto:acalvia@luiss.it> www.luiss.it<http://www.luiss.it>

1 0

Second announcement: "Junior female researchers in probability” workshop in Berlin, 17-19 June 2020.
by Luisa Andreis 19 Feb '20

19 Feb '20

Dear colleagues, we would like to draw your attention to the third workshop for Junior female researchers in probability in Berlin, June 17-19, 2020. The aim of this workshop is to promote early career female researchers by giving them an opportunity to present their own work and to hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Keynote speakers: Martina Hofmanova (Bielefeld) Nina Gantert (TU München) Invited speakers: Sigrid Källblad (Stockholm) Annika Lang (Göteborg) Elena Pulvirenti (Bonn) Maite Wilke Berenguer (Bochum) Female participants are invited to submit abstracts for contributed talks and/or may apply for financial support for travel and accommodation expenses.. Please notice that there are special travel grants for female master students interested in gaining some insight into research and in getting in touch with researchers. Deadline for financial support and/or abstract submission: March 15, 2020. Of course participation by men is very welcome, but presentations and financial support are reserved for women. Please pass this information on to interested master students, PhD students and postdocs as well as your colleagues! More details can be found on our website: https://www.wias-berlin.de/workshops/JFRP20/ <https://www.wias-berlin.de/workshops/JFRP20/> Best regards, Luisa Andreis, Peter Bank, Dörte Kreher and Noemi Kurt IRTG 2544 Stochastic Analysis in Interaction, Berlin-Oxford

1 0

LTI@UniTO 2020 Call For Fellowships
by Luca Regis 19 Feb '20

19 Feb '20

Dear all, please allow me to bring to your attention the 2020 LTI@UniTO Call for Fellowships, which you can find here https://www.carloalberto.org/wp-content/uploads/2020/01/LTI-CALL-March-2020… Long-Term Investors@UniTo (LTI@UniTO) is pleased to announce the availability of 8 Research Fellowships for the year 2020. LTI@UniTO is a think tank established as a joint initiative of the Università di Torino and of the major Italian market players in long term financing. Through the Fellowship program, LTI@UniTO aims to foster research in long-term investing and to assess its features, perspectives, contribution to growth and stability. The think tank supports independent research and informs the debate between long-term investors and policymakers. Candidates must send their application (CV + research program, approximately 2 pages) to lti_applications(a)carloalberto.org before midnight, ECT, March 22nd, 2020. Up to 4 senior and 4 junior fellowships can be awarded. For more information visit https://www.carloalberto.org/research/lti Senior Fellowships are targeted at applicants with a publication history in top Finance/Econ academic journals. Receivers of the fellowships will conduct their own research for a period of two months at UNITO. Total remuneration (for the entire period – gross and including all expenses): € 18000. Junior Fellowships are targeted at either PhD candidates or scholars with a PhD in Finance, Economics or a related field. Receivers of the fellowships will conduct research under the supervision of a Senior Fellow or a UNITO/Collegio’s Finance faculty for a period of two months at UNITO. Remuneration (for the entire period – gross and including all expenses): € 6000. The research programs should be related to one of the themes in the Strategic List below and must be included in the Application. STRATEGIC LIST • Interaction between financial markets and the real economy including start-up funding, impact finance, infrastructure, SME financing; • Role of LTIs in traditional financial markets (systemic risk, stability, pro or countercyclicality, liquidity and impact on prices...), as well as on private markets; • Risk and return of private markets (private equity, private debt, private placements); • Asset Management or ALM of LTIs, including past experiences, models, benchmarking, constraints on expenditures and liabilities; • Mandates, delegation and effectiveness of monitoring (short term accountability versus long-term strategies); • Optimal contracts in delegated portfolio management: what is the effectiveness of using benchmarking and bonus/target incentive schemes; • The collective costs of short-horizon investment and their control (regulatory constraints); • Fintech for LTIs (e.g., robo-advice): opportunities and risks; • Benefits and costs of financial regulation and macro prudential policies that matter to LTIs; • Real estate and real estate funds: risk, return and their role in the ALM of LTIs; • LTIs, sustainable finance and Green Financing. Best regards, Luca Regis Executive Director LTI@UniTO -- Luca Regis Associate Professor Department of Economics and Statistics (ESOMAS) University of Torino sites.google.com/view/lucaregis Office: +39 011 670 6065 www.carloalberto.org/lti

1 0

MSc. Finance and Banking at Tor Vergata University of Rome
by Davide Pirino 19 Feb '20

19 Feb '20

Dear Colleague, On behalf of the Program Director, Prof. Rocco Ciciretti I would be grateful if you could bring the Tor Vergata MSc. Finance and Banking to the attention of your best undergraduate students. MSc. Finance and Banking at Tor Vergata University of Rome is a 2-year full-time program designed for highly qualified and motivated students who wish to study mathematical and statistical techniques applied to financial markets. The deadline for the Application is June 10, 2020 for non-EU applicants and July 22, 2020 for EU applicants. This quantitative program is organized in courses, seminars and guest lectures. Moreover, students have the option to choose from a wide range of electives. Dedicated mentorship and support are offered to students throughout their time at Tor Vergata. Please find the 2020/21 official call at https://economia.uniroma2.it/master-science/financeandbanking/admission-app… . For more information about the program, please feel free to contact our Program Office at *msc_finance(a)economia.uniroma2.it <msc_finance(a)economia.uniroma2.it>*, or visit our website https://economia.uniroma2.it/master-science/financeandbanking. Sincerely, Davide Pirino Graduate program coordinator https://economia.uniroma2.it/master-science/financeandbanking Our conference https://www.qfinatwork.com/

1 0

Fwd: Search for potential candidates (women or non-binary) for Assistant Senior lecturer (tenure track position)
by Carina Geldhauser 19 Feb '20

19 Feb '20

Cari tutti, segnalo questa ottima opportunita per una posizione tenure track in Svezia, versione html qui: https://www.europeanwomeninmaths.org/offer/search-for-potential-candidates-… Soci di "European Women In Mathematics" possono anche farsi segnalare tutti annunci via email, basta impostarlo sul vosto profilo. Cordiali saluti, Carina ---- The department of mathematics at Lund University <https://europeanwomeninmaths.us19.list-manage.com/track/click?u=ca40359a7fa…> is looking for *potential candidates of under-represented gender* (women or non-binary) for an assistant senior lectureship position in mathematics (equivalent to *assistant professor with tenure track* in the US system). The department will be competing with the other departments in the engineering faculty for funding, and therefore we would like to get in contact with potential candidates at an early stage, in order to write a competitive proposal. If funding for the position is granted, the position(s) will be advertised in the autumn of 2020, and a likely starting date will be in Autumn 2021. Prospective candidates in mathematics (including mathematical statistics and computer vision), with a research interest that matches research done at the Centre for Mathematical Sciences <https://europeanwomeninmaths.us19.list-manage.com/track/click?u=ca40359a7fa…> (see http://www.maths.lu.se/english/research/research-groups/ <https://europeanwomeninmaths.us19.list-manage.com/track/click?u=ca40359a7fa…>) are welcome to contact Sara Maad Sasane (sara_at_maths.lth.se), with a cv and a short expression of how you see yourself interacting with people in the centre. I will contact you with further information and instructions if we want to proceed and apply for funding for a position in this area. Ideally, the candidates should have some postdoc experience, but even if you don't have this yet, you are welcome to send in your cv, since we may consider you for next year instead or for other positions.

1 0

Workshop announcement and call for presentation: ABC in Grenoble, March 19th-20th 2020
by Julyan Arbel 19 Feb '20

19 Feb '20

Dear all, The ABC in ... workshop series continues in Grenoble, France, on March 19-20 2020. We are still accepting contributions for oral presentations and posters, the deadline for submissions is on Feb. 21. The workshop is free but registration is mandatory, and the call for presentation is open until the end of the week. Register on the website: https://sites.google.com/view/abc-in-grenoble/ Confirmed speakers and sessions (more to come) are: Misspecified models --- Guillaume Dehaene (EPFL, Switzerland) TBA Gael Martin (Monash University, Australia) Focused Bayesian Prediction (joint with Ruben Loaiza-Maya, David T. Frazier) Tommaso Rigon (Duke University, USA) A generalized Bayes framework for probabilistic clustering (joint with Amy Herring and David Dunson) Neural network related techniques --- Flora Jay (Université Paris-Saclay, France) Deep learning for population size history inference: design, comparison and combination with approximate Bayesian computation Pierre-Alexandre Mattei (Inria Sophia Antipolis - Méditerranée, France) Partially Exchangeable Networks and Architectures for Learning Summary Statistics in Approximate Bayesian Computation (joint with Samuel Wiqvist, Umberto Picchini, Jes Frellsen) Advanced computational techniques --- Umberto Picchini (Chalmers University of Technology and University of Gothenburg, Sweden) Stratified sampling and bootstrapping for approximate Bayesian computation (joint with Richard G. Everitt) Dennis Prangle (Newcastle University, UK) Distilling importance sampling Hien D. Nguyen (La Trobe University, Melbourne, Victoria, Australia) ABC via the Energy Statistic (joint with Julyan Arbel, Hongliang Lü, Florence Forbes) Grenoble is the largest city in the French Alps, and easily accessible by train from Paris, Lyon, Geneva or Milan. Best regards, Julyan Arbel, Simon Barthelmé, Florences Forbes Julyan Arbel http://www.julyanarbel.com/ @JulyanArbel

1 0

Probability Seminar: Alberto Chiarini (TU Eidhoven) [Padova 27/02, 11.30]
by alessandra bianchi 18 Feb '20

18 Feb '20

Dear Colleagues, we would like to invite you to the following Probability seminar that will take place at the Department of Mathematics of Padova, on February 27. ________________________________________________________ Speaker: Alberto Chiarini (TU Eindhoven) Title: Entropic repulsion for the occupation-time field of random interlacements by disconnection. 27 FEBRUARY (Thursday) , 11:30, ROOM 430, Dip. di Matematica “Tullio Levi-Civita”, Via Trieste 63, Padova Abstract: The model of random interlacements was introduced in 2007 by A.-S. Sznitman, motivated by questions about the disconnection of discrete cylinders or tori by the trace of simple random walk. Since then, it has gained popularity among probabilists due to its percolative properties and also because of its connections to the free field. Random interlacements on transient graphs can be constructed as a Poisson point process of doubly infinite trajectories. After reviewing this model, we will focus on the rare event that these trajectories disconnect a macroscopic body from infinity, in the strongly percolative regime. We will ask the following question: What is the most efficient way for random interlacements to enforce such disconnection? In other words, how do the trajectories of random interlacements look like conditionally on disconnection? All of you are very welcome. Best regards, Alessandra Bianchi -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

1 0