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rettifica orario seminario De Santis a Roma Tre
by Pietro Caputo 17 Oct '16

17 Oct '16

SEMINARIO a Roma Tre Prof. Emilio De Santis (Universita La Sapienza) Titolo: Stochastic Ising model with fast decreasing temperature. Mercoledi' 19 Ottobre 2016 ORE 15:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C, 311 Abstract In the regime of temperature fast decreasing to zero, results on the stochastic Ising models are presented. A k-dynamics allowing to flip sets of k spins at the same time is also introduced showing that the behavior of the models deeply depends on this parameter. For these models we follow the classification of Gandolfi, Newman, Stein (2000), i.e. a model is of type F if any spin flips finitely many times a.s., it is of type I if any spin flips infinitely many times a.s., or it is of type M otherwise. Conditions to obtain models of type F, I, or M and examples are discussed.

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seminar announcement
by Marco Scarsini 14 Oct '16

14 Oct '16

Thursday 20 October, from 12.00 to 13.00, room 207 viale Romania 32 00197 Rome Speaker: Domenico Marinucci (Università degli Studi di Roma Tor Vergata) Title: The geometry of random eigenfunctions Abstract: The characterization of the geometric properties for the excursion sets of random fields on generic manifolds is a classical topic of probability theory; it has been very much revived recently by the discovery of the Gaussian Kinematic Formula by Adler and Taylor (2007). This formula provides a fully explicit characterization of the expected value for so-called Minkowski functionals of excursion sets under very broad circumstances. In this talk, we review some very recent results pointing at a generalization of this formula to the variance of Minkowski functionals and to a corresponding Central Limit Theorem, in the case of random eigenfunctions. The talk is based on a recent paper with Valentina Cammarota; if time permits, we will also discuss some related results involving also Giovanni Peccati, Maurizia Rossi and Igor Wigman. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Seminario di Paolo Milanesi a Roma Tre
by Pietro Caputo 13 Oct '16

13 Oct '16

SEMINARIO Fisica Matematica Milanesi Paolo Aix Marseille Titolo: Metastabilita' del modello di Ising stocastico Martedi' 18 Ottobre 2016 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1, Roma Abstract: Un sistema fisico si trova in uno stato metastabile se permane per lungo tempo in una sorta di equilibrio apparente prima di rilassare in modo brusco verso lo stato stabile. Per i sistemi ferromagnetici questo tipo di fenomeno si manifesta nel ciclo di isteresi. In questo seminario consideriamo la dinamica di Glauber del modello di Ising 2d al di sotto della temperatura critica e con un piccolo campo magnetico esterno. Un lavoro di Schonmann e Shlosman ha chiarificato l'asintotica logaritmica del tempo di transizione metastabile cosi' come la sua dipendenza dalla forma di Wulff, mentre rimane la questione di studiarne la legge. Passeremo dapprima in rassegna i risultati in letteratura per poi parlare dell'esponenzialita' del tempo di transizione, illustrando l'euristica ed alcune idee della prova.

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Lecturer in Probability, Durham University
by Pietro Caputo 13 Oct '16

13 Oct '16

Ricevo e inoltro: --------------- Dear colleagues, Apologies if you receive more than one copy of this message. Please allow us to draw your attention to the fact that Durham University is advertising for a Lecturer in Probability (closing date 20 November): * <https://recruitment.durham.ac.uk/pls/corehrrecruit/erq_jobspec_details_form…>*http://www.maths.dur.ac.uk/~dma0psc/du_job_by_id.php?job_id=003110 Please pass this on to anyone who you think might be interested. Some further information about the probability group at Durham can be found here: http://www.maths.dur.ac.uk/PiNE/prob_at_dur.html Many thanks, Sunil Chhita Ostap Hryniv Mikhail Menshikov Andrew Wade

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Seminario De Santis a Roma Tre, 19 ottobre 2016
by Pietro Caputo 12 Oct '16

12 Oct '16

SEMINARIO Probabilita' a Roma Tre Prof. Emilio De Santis Universita' La Sapienza Titolo: Stochastic Ising model with fast decreasing temperature. Mercoledi' 19 Ottobre 2016 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C, 311 Abstract Abstract. In the regime of temperature fast decreasing to zero, results on the stochastic Ising models are presented. A k-dynamics allowing to flip sets of k spins at the same time is also introduced showing that the behavior of the models deeply depends on this parameter. For these models we follow the classification of Gandolfi, Newman, Stein (2000), i.e. a model is of type F if any spin flips finitely many times a.s., it is of type I if any spin flips infinitely many times a.s., or it is of type M otherwise. Conditions to obtain models of type F, I, or M and examples are discussed.

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First announcement : Third STAR workshop on Random Graphs
by Tobias Mueller 11 Oct '16

11 Oct '16

First announcement : Third STAR workshop on Random Graphs The workshop will take place on Thursday 26 and friday 27 January 2017 on the campus of the University of Utrecht (more details of the location and schedule will be added later). This will be the 3rd STAR Workshop on Random Graphs. The first took place in 2012 and the second in 2015. We are very pleased to announce the following prominent researchers have agreed to deliver plenary talks: - Marián Boguñá (Barcelona) - Mihyun Kang (Graz) - Vincent Tassion (Geneva/Zürich) - Nick Wormald (Melbourne) A limited number of slots for contributed talks are available. If you would like to propose a short talk, please let us know by e-mailing Ben Hansen at benhansen09(a)gmail.com. (In case of too much interest, selection will be based on relevance of the talk and the career stage of the speaker.) The workshop is open to all and free of charge, but please register to let us know that you are coming by sending an e-mail to: benhansen09(a)gmail.com The website of the workshhop can be found at the address : http://www.math.uu.nl/stochsem/WorkshopRGs2017/

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EFI2, December 5-6, Padova, Italy: deadline approaching for abstract submission
by Tiziano Vargiolu 07 Oct '16

07 Oct '16

(sorry for cross-postings) Dear all, we wish to remind you that the deadline for the abstract submission to the workshop Energy Finance Italia (Padova, Italy, December 5-6, 2016) is approaching (October, 15). You can find more details on the workshop's website: http://events.math.unipd.it/efi2/ We also wish to remind you that a selection of the accepted papers will be published a special issue of Energy Economics (further details on the website, as soon as defined with the Editor). We all hope to see you all in Padova! Important dates --------------- - October 15, 2016: deadline for abstract submission - November 1, 2016: notification of acceptance Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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seminar announcement
by Marco Scarsini 06 Oct '16

06 Oct '16

Thursday 13 October, from 12.00 to 13.00, room 207 viale Romania 32 00197 Rome. Speaker: Max Klimm (Technische Universität Berlin) Title: Optimal Impartial Selection Abstract: A fundamental property of many interactions like the awarding of prizes, the election of heads of committees or the process of peer review is that one or more members of a set of agents are selected based on nominations from within the set. Since the agents act as voters and nominees at the same time it is desirable that a selection mechanism is impartial in the sense that the probability of selecting an agent is independent of the nominations cast by that agent. In graph theoretic terms, this leads to the interesting problem of selecting vertices with high in-degrees under the constraint that the selection probability of each vertex is independent of its outgoing edges. We give a randomized impartial mechanism that in expectation selects an agent with at least half the maximum number of nominations. This is best possible subject to impartiality and resolves a conjecture of Alon et al. Further results are given for the case where some agent receives many nominations, each agent casts at least one nomination, and more than one agent is selected. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Corso: Introduction to Functional Data Analysis
by antonio.pievatolo＠cnr.it 05 Oct '16

05 Oct '16

Gentili colleghi, dal 14 ottobre al 4 novembre, presso la sede di Milano dell'IMATI, Laura Sangalli e Simone Vantini, del MOX-Politecnico di Milano, terranno un corso di Introduzione all'analisi dei dati funzionali. Il calendario ed il programma sono disponibili a questo link: http://www.imati.cnr.it/index.php/news-3/502-course-introduction-to-functio… Il corso e' gratuito, ma per ragioni organizzative tutti gli interessati sono invitati a registrarsi inviando entro il 12 ottobre una mail alla Signora Simona Milani: simona AT mi.imati.cnr.it. Cordiali saluti, Antonio Pievatolo

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Seminari di René Aid e Alvaro Cartea a Firenze (12 ottobre)
by Giacomo Scandolo 03 Oct '16

03 Oct '16

Il giorno mercoledì 12 ottobre, nell'ambito della giornata inaugurale del MsC in Finance and Risk Management dell'Università di Firenze, sono previsti i seminari: René Aid (Université Dauphine - Paris) "Mathematics and Financial Economics" Alvaro Cartea (University of Oxford) "Model Uncertainty in Electricity Interconnector Markets" I dettagli sono nella locandina in allegato. Tutti gli interessati sono invitati a partecipare.

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