Mercoledì 10 maggio 2017 alle ore 14:30, nell'ambito del Seminario Matematico e Fisico di Milano,
Frank den Hollander (Leiden University)
terrà un seminario dal titolo
"Random walks on dynamic random graphs"
Aula 3014, Dipartimento di Matematica e Applicazioni
(edificio U5, via Cozzi 55, Milano)
Università di Milano-Bicocca
Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare.
Francesco Caravenna
%%%%%%%%%%%%%%%%%%%%%%%%
The mixing time of a random walk is …
[View More]the time it needs to approach its stationary
distribution. For random walks on graphs, the characterisation of the mixing time
has been the subject of intensive study. One of the motivations is the fact that the
mixing time gives information about the geometry of the graph. In the last few
years, much attention has been devoted to the analysis of mixing times for random
walks on \emph{random graphs}, which poses interesting challenges.
Many real-world networks are dynamic in nature. It is therefore natural to study
random walks on \emph{dynamic random graphs}. In this talk we consider a
random walk on the configuration model, i.e., a random graph with prescribed
degrees. We investigate what happens when at each unit of time a fraction
$\alpha_n$ of the edges is randomly relocated, where $n$ is the number of nodes.
We identify \emph{three regimes} for the mixing time in the limit as $n \to \infty$,
depending on the choice of $\alpha_n$. These regimes exhibit surprising behaviour.
Joint work with Luca Avena (Leiden), Hakan Guldas (Leiden) and Remco van der
Hofstad (Eindhoven)
%%%%%%%%%%%%%%%%%%%%%%%%
_________________________________________
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/
_________________________________________
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AVVISO di Seminario
Prof.ssa Laura Sacerdote
Dipartimento di Matematica
Università di Torino
terrà un seminario il giorno 27 Aprile 2017 ore 12:00 nella Sala
Professori secondo livello del Dipartimento Matematica e
Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte
Sant'Angelo, Via Cintia, Napoli.
Titolo e abstract nel file allegato.
Cari saluti
Enrica Pirozzi
--
Enrica Pirozzi
Dipartimento di Matematica e Applicazioni
Universita' di Napoli FEDERICO II
Via …
[View More]Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY
Tel. 081 675634
https://www.docenti.unina.it/ENRICA.PIROZZI
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Seminario di probabilità e statistica matematica
Martedì 2 maggio, ore 14
Aula di Consiglio, Dipartimento di Matematica Guido Castelnuovo
Cristina Costantini, Università D'Annunzio Chieti-Pescara
LA DIFFUSIONE DI POISSON-DIRICHLET A DUE PARAMETRI COME LIMITE DI MODELLI
DI GENETICA
Riassunto: Oltre alle ben note applicazioni in statistica Bayesiana,
teoria dei numeri, ecc., la distribuzione di Poisson-Dirichlet ha
un’importante significato in genetica: infatti e’ l’unica distribuzione
…
[View More]stazionaria della diffusione che descrive il comportamento delle frequenze,
ordinate in ordine decrescente, degli alleli presenti in una popolazione,
al tendere all’infinito della dimensione della popolazione e del numero di
alleli. La distribuzione di Poisson-Dirichlet a due parametri e’ una
generalizzazione della distribuzione di Poisson-Dirichlet che emerge in
particolare nello studio delle escursioni del moto Browniano e nella teoria
del rinnovo. Nel 2009 Petrov ha costruito una diffusione che ammette la
distribuzione di Poisson-Dirichlet a due parametri come unica distribuzione
stazionaria. Fino a oggi pero’ non era stato possibile collegare questa
diffusione a modelli di genetica. Nel seminario esporro’ un recente
risultato, ottenuto in collaborazione con P. De Blasi, S. Ethier, M.
Ruggiero, D. Spano`, che dimostra che la diffusione costruita da Petrov e’
il limite, al tendere all’infinito della dimensione della popolazione e del
numero di alleli, di modelli di genetica che descrivono l’evoluzione delle
frequenze, ordinate in ordine decrescente, degli alleli nella popolazione,
in presenza non solo di mutazioni, ma anche di immigrazione da un’altra
popolazione.
Tutti gli interessati sono invitati a partecipare. Per informazioni
rivolgersi a piccioni(a)mat.uniroma1.it
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---------- Forwarded message ----------
Date: Sat, 22 Apr 2017 11:36:56 +0200
From: Pierangelo Marcati <pierangelo.marcati(a)gssi.infn.it>
To: undisclosed-recipients: ;
Subject: 5 postdocs fellowship at GSSI
APOLOGY FOR MULTIPLE E-MAILS
DEADLINE MAY 15th 2017
WEB SITE
http://www.gssi.it/postdoc/
Contact Information
If you need assistance please email info(a)gssi.it.
Application to GSSI post doctoral research grants
…
[View More]____________________________________________________________________________
GSSI offers 5 positions for research activity in the fields of interest of
the Institute There is no age limit for applicants; however eligible
candidates in Mathematics must have earned their PhD not earlier than
January 1, 2012.
Candidates who are preparing their doctoral thesis are eligible to apply;
however, they must have obtained their Ph.D degree before taking up their
appointment with GSSI.
____________________________________________________________________________
Research Grants The annual gross salary is ? 36.000,00. Each post doctoral
research grant is intended for a duration of two years.
____________________________________________________________________________
Topics Stochastic Differential Equations. Particles systems and
macroscopic limits, statistical mechanics and phase transitions.
Mathematical theory in classical and nonclassical fluids, Turbulence,
Nonlinear dispersive PDEs. Dynamics and Control on Networks. Mathematical
models of collective behaviour, in biology and social sciences. Mathematical
Models in continuum mechanics of solids, fluids and biological matter.
Numerical methods for nonlinear PDEs.
-----------------------------
* Pierangelo Marcati *
-----------------------------
Scientific Director
Mathematics Division
GranSasso Science Institute,
INFN - L'Aquila - Italy
http://www.gssi.it
+39(086)242-80262
Professor at DISIM
Dept. of Information Engineering, Computer Science and Mathematics
University of L'Aquila - Italy
Skype name: p.marcati
http://univaq.it/~marcati
+39(086)243-3143
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Dear Colleagues,
If you are in the UK, you might be interested in these presentations of the
new Probability and Statistics Group at the University of Sussex. The event
will take place on 25/26 May 2017 in Room 5C11, Pevensey 3 Building,
University of Sussex, Falmer, Brighton, UK.
Everybody is welcome and participation is free of charge, but due to
limited place availability registration is compulsory. If you wish to
attend, please send an e-mail to e.scalas(a)sussex.ac.uk before 15 May 2017.
…
[View More]Places will be assigned on a first-come first-served basis.
Best wishes,
Enrico Scalas
--
Thursday 25 May
9:00 - 9:30 Get together (coffee and cookies)
9:30 - 10:00 Opening talk presented by Charles Goldie: A lower-class
criterion for discounted tail series
10:00 – 11:00 Masoumeh Dashti: Sparsity-promoting MAP estimators in
non-parametric Bayesian inverse problems
11:00 - 12:00 Andrew Duncan: Bayesian Inference in Finite and Infinite
Dimension using Billiard Balls
12:00 - 13:00 Nicos Georgiou: Last passage times for Bernoulli models on
the lattice
13:00 - 14:30 Lunch in Bramber House
14:30 - 15:30 Federico Ciech: An inhomogeneous model of last passage
percolation
15:30 - 16:30 MASS Seminar presented by Daniel Ueltschi (Warwick)
16:30 - 17:30 Sabine Jansen: Precise large and moderate deviations for
heavy-tailed variables
19:00 Dinner
Friday 26 May
9:30 - 10:00 Get together (coffee and cookies)
10:00 - 11:00 Enrico Scalas: Counting and Classifying. How to build
theoretical science from probability theory
11:00 - 12:00 Mailan Trinh: The fractional non-homogeneous Poisson process
12:00 - 13:00 Stephen Ashton: The mathematics of human contact
13:00 - 14:30 Fish and chips
14:30 - 15:30 Dimitrios Tsagkarogiannis: Non-equilibrium processes driven
by boundary action
15:30 - 16:30 Panagiota Birba: Fluctuations for an out-of-equilibrium
process driven by current reservoirs
16:30 - 17:30 Vladislav Vysotskiy: Large deviations of convex hulls of
planar random walks.
19:00 Dinner
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Dear All,
We are pleased to announce the conference
"Stochastic Control, Ambiguity and Games"
which will be held at the University of Leeds on 4th - 5th September 2017.
This event aims to bring experts in stochastic control, robust optimisation
and stochastic games in order to explore links between these areas.
Registration will open on 25th April and close on 9th July. There is a £50
registration fee which will cover lunch and coffee breaks for the two days,
and a buffet dinner on the …
[View More]first evening of the conference. All necessary
information can be found at
http://ambiguity2017.leeds.ac.uk
with the list of invited speakers at
http://ambiguity2017.leeds.ac.uk/participants/
If you would like to contribute a talk or a poster please contact us as
soon as possible but not later than 6th June. We will notify you about
acceptance of your talk by 14th June. All queries should be addressed to:
Tiziano De Angelis: t.deangelis(a)leeds.ac.uk
Jan Palczewski: j.palczewski(a)leeds.ac.uk
We would be most grateful if you forwarded this announcement to anyone
potentially interested.
Best regards,
Tiziano De Angelis and Jan Palczewski
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Seminario di Fausto Gozzi (Dipartimento di Economia e Finanza -
Università LUISS Guido Carli)
Giovedi' 20 aprile 2017 - ore 10:30 - aula 200
Università Cattolica del Sacro cuore, Milano, Dipartimento di Discipline
matematiche, Finanza matematica ed Econometria
Via Necchi, 9 - Milano
TITLE: Optimal portfolio choice with path dependent labor income: The
infinite horizon case
ABSTRACT: We consider an infinite horizon portfolio choice problem with
borrowing constraints where an agent …
[View More]receives labor income that adjusts
slowly to financial market shocks. The novelty of the model is the
path-dependence of the wage income process, which leads to an infinite
dimensional stochastic optimal control problem.
We solve completely the problem, and find explicitly the optimal
controls in feedback form. This is possible because we are able to find
an explicit solution to the associated infinite dimensional
Hamilton-Jacobi-Bellman (HJB) equation, even if state constraints are
present. To the best of our knowledge, this is the first infinite
dimensional generalization of Merton's optimal portfolio problem where
explicit solutions can be found.
The explicit solution allows us to study and discuss the behavior of
optimal solutions. We conclude, if there is time, by showing how the
solution strategy used here can be deployed to solve other problems,
such as the finite horizon version of the model.
Joint work with Enrico Biffis and Cecilia Prosdocimi
Tutti gli interessati sono invitati a partecipare.
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Seminario di Fausto Gozzi (Dipartimento di Economia e Finanza - Università
LUISS Guido Carli)
Giovedi' 20 aprile 2017 - ore 10:30 - aula 200
Università Cattolica del Sacro cuore, Milano, Dipartimento di Discipline
matematiche, Finanza matematica ed Econometria
Via Necchi, 9 - Milano
TITLE: Optimal portfolio choice with path dependent labor income: The
infinite horizon case
ABSTRACT: We consider an infinite horizon portfolio choice problem with
borrowing constraints where an agent receives …
[View More]labor income that adjusts
slowly to financial market shocks. The novelty of the model is the
path-dependence of the wage income process, which leads to an infinite
dimensional stochastic optimal control problem.
We solve completely the problem, and find explicitly the optimal controls
in feedback form. This is possible because we are able to find an explicit
solution to the associated infinite dimensional Hamilton-Jacobi-Bellman
(HJB) equation, even if state constraints are present. To the best of our
knowledge, this is the first infinite dimensional generalization of
Merton's optimal portfolio problem where explicit solutions can be found.
The explicit solution allows us to study and discuss the behavior of
optimal solutions. We conclude, if there is time, by showing how the
solution strategy used here can be deployed to solve other problems, such
as the finite horizon version of the model.
Joint work with Enrico Biffis and Cecilia Prosdocimi
Tutti gli interessati sono invitati a partecipare.
[View Less]