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selezione pubblica per RTD-B, S.S.D. SECS-S/06 - Università degli Studi di Salerno
by Antonio DI CRESCENZO 14 Apr '21

14 Apr '21

Invio segnalazione di una procedura di selezione pubblica presso l'Università degli Studi di Salerno per il reclutamento di n. 1 ricercatore a tempo determinato, mediante stipula di contratti di lavoro subordinato di durata triennale, con regime di impegno a tempo pieno, ai sensi dell’art. 24, comma 3, lettera b) Legge 30 dicembre 2010 n. 240, presso il DIPARTIMENTO DI SCIENZE ECONOMICHE E STATISTICHE Codice concorso BRIC/PS/138 Settore concorsuale: 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Profilo richiesto: SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie per il bando di concorso: https://web.unisa.it/amministrazione-trasparente/albo?file=files/003439673-…

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Fwd: [owps] One World Probability Seminar Thursday April 15, 2021
by Faggionato, Alessandra 14 Apr '21

14 Apr '21

Buongiorno vi inoltro l'annuncio del OWPS di domani (i moderatori sono cambiati). Saluti Alessandra ---------- Forwarded message --------- Da: Nina Gantert <nina.gantert(a)tum.de> Date: mer 14 apr 2021 alle ore 15:48 Subject: [owps] One World Probability Seminar Thursday April 15, 2021 To: <owps(a)lists.bath.ac.uk> Dear All, Tomorrow's speakers in the One World Probability Seminar are Peter Mörters and Markus Heydenreich. (Note: all times are in UTC. Due to time changes, you should check what that translates to in your location) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Peter Mörters Percolation phase transition in random connection models I: Subcritical phase in weight-dependent models We investigate spatial random graphs defined on the points of a Poisson process in d-dimensional space, which combine scale-free degree distributions and long-range effects. Every Poisson point is assigned an independent weight. Given the weight and position of the points, we form an edge between any pair of points independently with a probability depending on the two weights of the points and their distance. Preference is given to short edges and connections to vertices with large weights. We characterize the parameter regime where there is a nontrivial percolation phase transition and show that it depends not only on the power-law exponent of the degree distribution but also on a geometric model parameter. Based on joint work with Peter Gracar and Lukas Luechtrath. (15:00-16:00 UTC) Speaker: Markus Heydenreich Percolation phase transition in random connection models II: Critical behaviour for weight-independent models We study the random connection model (without weights) in a regime where a percolation phase transition occurs: for low edge density there are finite connected components only, while for large density there is an infinite component a.s. Our interest is on the transition between the low- and high-density regime. We prove an infrared bound for the critical connection function if the dimension is sufficiently large or if the pair connectivity has sufficiently slow decay; this allows a detailed description of this transition. To this end, we devise the lace expansion for Poisson processes. Based on joint work with Remco van der Hofstad, Günter Last, and Kilian Matzke. The zoom link will appear the day before on the OWPS website: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro… It can also be directly accessed through the link below: https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.… Meeting-ID: 656 4176 8006 Kenncode: 161076 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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LTI@Unito/CCA webinar in QuantitativeFinance: “What matters in a characteristic?”, Hugues Langlois (HEC Paris) | April 20, 2021 @12:00
by Luca Regis 14 Apr '21

14 Apr '21

Dear Colleagues, I am happy to share with you the following invitation to the Quantative Finance webinar organized by LTI@UniTO and Collegio Carlo Alberto, “What matters in a characteristic?” by Hugues Langlois (HEC Paris), which will take place on Zoom on April 20, at 12.00. Below you find the Zoom link and an abstract of the presentation. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/KjYRmqlKjrwhqhAdI2gLilGDSZjf_N3e7h…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the next webinar <#> *April 20, 2021 | 12:00 - 13:15* *“What matters in a characteristic?”* * Hugues Langlois (HEC Paris)* <#> *Abstract*. We decompose firm characteristics into country, industry, and adjusted components and investigate their respective role in explaining expected returns and comovements in individual international stock returns. Models with adjusted components describe expected returns and comovements of individual stock returns better than models with unadjusted characteristics. While exposures to systematic risk factors are primarily explained by country components, alphas are predominantly driven by adjusted components. In contrast to the U.S. stock market, alphas in emerging and other developed markets are larger and significant. These rich empirical patterns inform models of stocks’ expected returns and comovements. *Zoom link* https://us02web.zoom.us/j/88521626111?pwd=cEdjUmdINERxZ3VzKzZuaXN5ZjEyZz09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/K-LOg1rFfgAp1Vis_nPzZABCDin-nMwdWK…> Meeting ID: 885 2162 6111 Passcode: 044353 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/G3qixTm9-N1P6dg7PFv3AK8C7TVOCc-7Yp…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/jtHbMvSIZkL41agMTsAl7rz6CCttgjbC7h…> <#> 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/zsLCc65Y9FomNLxNOcBSZGMOP7owve5tNm…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/5YX2pmxa-oc0WA3-iUV5-ciorC7wUYUyd2…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/WiJwT1Nk93TEFOV9ZwOihDt72sZCKlKyql…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/NaZEbS89ljbfvlcZWai2J42HH6phhDKVe8…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/ooK-g3SzwKowF2BfH3OuFQOAb1i_2ZONOT…> <#> *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 *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/h2xCOW1uQ5i049PnKeo8VzMEWlTHSIzGmVY1…> <#> © 2021 Fondazione Collegio Carlo Alberto

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notizia di Workshop
by Antonio DI CRESCENZO 14 Apr '21

14 Apr '21

Gent.mi, inoltro la notizia di un Workshop indirizzato verso "Probabilistic Methods for Time Series Data Management". Cordiali saluti, Antonio Di Crescenzo ----- I would like to point out the Workshop "ProTime2021" at the conference 'Data Base and Expert System Applications' (DEXA2021) - the scope is Probabilistic Methods for Time Series Data Management: http://www.dexa.org/protime2021 <https://www.researchgate.net/deref/http%3A%2F%2Fwww.dexa.org%2Fprotime2021> It happens for the first time, and we are curious about the amount of interest - also, the deadline is already the 23ed of April. However, this can be talked about. Please, if you know about interested people especially from the probability community, it would be of great value to the Workshop to have such contributions. It is a particularly good opportunity to publish probabilistic methods in the machine learning context. Thanks for spreading the news - it would be great to have participants from your community! With the best regards, Florian Sobieczky

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Reminder: online seminar - Angelo Lucia (Caltech)
by Carbone Raffaella 13 Apr '21

13 Apr '21

Dear colleagues, it is our pleasure to invite you to the following seminar Speaker: *Angelo Lucia *(Caltech - Division of Physics, Mathematics and Astronomy) Title: *Mixing time of quantum Gibbs samplers* Time: Wednesday, *April 14*, 5PM (Italian time) The abstract follows below in this message. Zoom Link for the seminar <https://us02web.zoom.us/j/86771523774?pwd=SitEVEhPSGRlaEkxTHZmQk9rTmlLZz09> The seminar is a satellite activity of the PhD course "Introduction to coercive inequalities with applications in analysis and probability theory" (professor Boguslaw Zegarlinski - Imperial College, London) Best regards, Raffaella Carbone Abstract. Gibbs samplers are Markovian semigroups whose evolution converges towards the termal equilibrium of a given Hamiltonian (the Gibbs state). The time that the evolution takes, in the worst case, to converge close to the thermal state is known as the mixing time. Knowing the mixing time of a process is useful for many applications, and it can be estimated with various functional inequalities. In the case of classical spin systems on a lattice, it was shown that it is possible to determine the mixing properties of the semigroup from some "static" clustering condition of the thermal state. This suggests the question of whether the same is true for quantum spin systems. In this talk, I will focus on the specific case of Gibbs states of commuting Hamiltonians, and present some recent result in this direction. I will introduce the notion of quantum conditional relative entropy and show how it can be used to prove quasi-factorization (or approximate tensorization) properties of the quantum relative entropy. I will then show how these can be used to bound log-Sobolev constants for product semigroups with heath-bath generators, and under stronger assumptions in more general situations. -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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In ricordo di Luigi M. Ricciardi
by Luigia Caputo 13 Apr '21

13 Apr '21

Cari colleghi, venerdì 16 Aprile, dalle ore 16:00 alle ore 16:30, in occasione dell'adunanza dell'Accademia di Scienze Fisiche e Matematiche, il Prof. Antonio Di Crescenzo, dell'Università degli Studi di Salerno, terrà una conversazione in ricordo di Luigi M. Ricciardi, a dieci anni dalla sua scomparsa. La conversazione avrà luogo in modalità telematica sulla piattaforma Microsoft Teams. Gli interessati sono calorosamente invitati a partecipare, accedendo al seguente link: https://teams.microsoft.com/dl/launcher/launcher.html?url=%2F_%23%2Fl%2Fmee… Cordiali saluti, Luigia Caputo -- Luigia Caputo Dipartimento di Matematica e Applicazioni Scuola Politecnica e delle Scienze di Base Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081-675671 https://www.docenti.unina.it/luigia.caputo

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PhD call
by Irene Crimaldi 12 Apr '21

12 Apr '21

Dear all, I am writing you because my university, IMT School for Advanced Studies Lucca (*www.imtlucca.it <https://www.imtlucca.it/en>*) is currently recruiting PhD students for the 2021/22 Programs. It is truly an excellent opportunity highly motivated candidates: the Programs are fully-financed (no tuition fees), all students receive up to four years of scholarships (15.300€/year) plus free room and board on-campus. I have attached some additional information and a flyer that contains the main details of the call. The call for applications ends on June 30th 2021 - 12.00 pm CEST – the application is entirely online (*https://www.imtlucca.it/en/phd/information-for-students <https://www.imtlucca.it/en/phd/information-for-students>*). I would be so grateful if you could pass this one to whom you think might be interested. All the best, Irene

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8 PhD scholarships in Statistical Sciences – University of Padova, Italy – Deadline May 12, 2021 - 13:00 (CEST)
by Susi Ceron 09 Apr '21

09 Apr '21

Eight PhD scholarships (6 funded by the University of Padova and 2 funded by the Fondazione Cassa di Risparmio di Padova e Rovigo of which 1 is a fully funded grant reserved to foreign, non-italian, graduate students) are available at University of Padova for candidates interested in the area of *Statistical Sciences* (*start of activities: October 1st, 2021*). *Eligibility* The scholarship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years’ duration (applicants can get their qualification no later than 30th September 2021). Admission is decided on the basis of qualifications only and does not require an entry examination. *Grant awarded* The annual grant will be of euros *15,343.28* (gross amount). The grant will be awarded for three years and it will be subject to satisfactory progresses evaluated on a yearly basis. *How to apply* The call is published (*deadline May 12, 2021 - 1 pm CEST*) at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 Please, note that the curriculum has to be written by filling the template CV_XXXVII available from the Course web page http://www.stat.unipd.it/ricerca/ammissione and uploading the filled template in the online procedure. *Applications are only accepted online using the link indicated in the call.* For more information about the Statistical Sciences PhD program see https://www.stat.unipd.it/ricerca/dottorato-di-ricerca For more information about admission see http://www.stat.unipd.it/ricerca/ammissione or contact phd(a)stat.unipd.it Kindest regards, PhD Secretariat on behalf of prof. Nicola Sartori Coordinator of the PhD Course in Statistics University of Padova - Italy *We apologize for cross posting *

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Online Seminar by Cagin Ararat, Bilkent University (Wednesday, April 21, 15:30)
by Elisa Mastrogiacomo 09 Apr '21

09 Apr '21

*** Apologize for cross-posting *** On April Thursday 21 at 15:30, Cagin Ararat (Bilkent University) will give a virtual seminar “in Insubria & Bicocca”, to which you are all invited. Title and abstract below. Title: Set-valued martingales and backward stochastic differential equations Abstract: Motivated by the connection between univariate dynamic risk measures and backward stochastic differential equations, we start building a theory for set-valued backward stochastic differential equations (SV-BSDE). As a first step for this purpose, we formulate a simple SV-BSDE with a compact-valued driver function and study the well-posedness of this SV-BSDE. A key tool in establishing well-posedness is the availability of a stochastic integral representation for set-valued martingales. We prove a new martingale representation theorem which, in contrast to the available literature, allows the initial value of the martingale to be nontrivial. This is a joint work with Jin Ma (USC) and Wenqian Wu (USC). The seminar will be on Microsoft Teams. You can find the information to join below. Topic: Cagin Ararat - Set-valued martingales and backward stochastic differential equations Time: Apr 21, 2021 03:30 PM Rome Where: Microsoft Teams Link: https://teams.microsoft.com/l/meetup-join/19%3ameeting_Yzc1OGY5YjAtNjNhZC00… Please forward to anyone interested. Kind regards, Emanuela Rosazza Gianin and Elisa Mastrogiacomo

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Associate Professor position in SPDEs in Oslo
by Luigi Amedeo Bianchi 09 Apr '21

09 Apr '21

Inoltro il seguente annuncio di una posizione da professore associato a Oslo. The Department of Mathematics at the University of Oslo announced an associate professorship position in the area of stochastic PDEs. The deadline for applications is April, 21. Additional information available at: https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i… <https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i…>

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Seminar announcement
by Marco Scarsini 09 Apr '21

09 Apr '21

Thursday, 15 April, 17:00 CET *Vahideh Manshadi**, *Yale University Fair Dynamic Rationing <http://mailsender.luiss.it/lists/lt.php?id=cRpQBwUASAUEBw1OVgFdBQs> Discussants: Florin Ciocan and Sean Sinclair The paper can be found here <https://arxiv.org/abs/2102.01240>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUEBw1OVgFdBQs>. If you want to receive the password to access the virtual room, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> (If you filled out the form in the past, this is not necessary). The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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ABC in "Svalbard" (in fact, online)
by Massimiliano ... 09 Apr '21

09 Apr '21

Buon giorno, causa pandemia, la 2 giorni "ABC in Svalbard" su ABC, simulation-based inference e likelihood-free inference sarà interamente online, gratis e aperta a tutti, come riportato sotto nell'invito di Chistian Robert. Cordiali saluti, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino ********************************************************************************** Dear All, Since we sadly had to cancel the physical workshop in Longyearbyen, Svalbard next week, we have organised mirror versions in different places. Brisbane, Grenoble and Melbourne. The event is open to everyone and free, with the programme available on https://sites.google.com/view/abcinsvalbard-grenoble-mirror/<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fsites.go…> Here is the Zoom link for the Grenoble side [no password needed] https://univ-grenoble-alpes-fr.zoom.us/j/99840576807?pwd=ZHNkaU1jU0ZHRVZma3…<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiv-gre…> while for Monash/Brisbane 1) Here are the schedule, personnel, titles and abstracts: https://docs.google.com/spreadsheets/d/1VP9qzvs85b7QnhfYyXBKJUbKAYm07SYMF5p…<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdocs.goo…> 2) Here is the zoom link for the 2.00-5.00pm time slots on both days: Please click this URL to start or join. https://monash.zoom.us/j/89085250244?pwd=ZUxFTzVWTThuTldCMDZuUW1BQnA5UT09<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.goog…> Or, go to https://monash.zoom.us/join<https://emea01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.goog…> and enter meeting ID: 890 8525 0244 and passcode: 746409 Feel free to forward the links through your mailing lists and we hope to see you on-line next week! All the best, Christian Robert (on behalf of the organisers)

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BAYSM 2021: registration and abstract submission are now open!
by Federico Camerlenghi 08 Apr '21

08 Apr '21

Dear all, the Bayesian Young Statisticians Meeting (BAYSM2021) will take place online on September 1-3, 2021. BAYSM is the official conference of j-ISBA, the junior section of the International Society for Bayesian Analysis. It is intended for Ph.D. Students, M.S. Students, Post-Docs, Young and Junior researchers working in the field of Bayesian statistics, providing an opportunity to connect with the Bayesian community at large. Senior discussants will be present at each session, providing participants with hints, suggestions and comments to their work. Distinguished professors of the Bayesian community will also participate as keynote speakers, making an altogether exciting program. Registration is now open https://events.stat.uconn.edu/BAYSM2021/ <https://events.stat.uconn.edu/BAYSM2021/>and it will be free, but mandatory. The event is also supported by ISBA and Yunnan University (Kunming, China). Young researchers interested in giving a talk or presenting a poster are invited to *submit an extended abstract by May 10, 2021* during the registration process. Notification of acceptance will be given by the end of June. *The extended abstract should be written according to the template and instructions provided on the registration page*, the template is downloadable from the button "Resources". For organizational reasons, we kindly ask all the interested researchers to register even if they just want to attend the meeting, the deadline for registration is again May 10, 2021. *Confirmed Keynote speakers:* Maria De Iorio Francesca Dominici David Dunson Xuanlong Nguyen Amy Shi Jessica Utts *Confirmed discussants:* Cathy WS Chen Pierre Jacob Rosangela Loschi Li Ma David Rossel While the meeting is organized for and by junior Bayesians, attendance is open to anyone who may be interested. For more information, please visit the conference website: https://events.stat.uconn.edu/BAYSM2021/ <https://eur03.safelinks.protection.outlook.com/?url=https%3A%2F%2Fevents.st…> Or write an email to baysm.isba(a)gmail.com On behalf of the BAYSM2021 organizing committee -- Federico Camerlenghi Assistant Professor RTDb Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

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Seminario: Step-by-step community detection in volume-regular graphs, 9 Aprile ore 15
by Pietro Caputo 08 Apr '21

08 Apr '21

Seminario di Emilio Cruciani a Roma Tre: Emilio Cruciani (Universitaet Salzburg) Titolo: Step-by-step community detection in volume-regular graphs Venerdi' 09 Aprile 2021 ORE 15:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Abstract Spectral techniques have proved amongst the most effective approaches to graph clustering. However, in general they require explicit computation of the main eigenvectors of a suitable matrix (usually the Laplacian matrix of the graph). Recent work (e.g., Becchetti et al., SODA 2017) suggests that observing the temporal evolution of the power method applied to an initial random vector may, at least in some cases, provide enough information on the space spanned by the first two eigenvectors, so as to allow recovery of a hidden partition without explicit eigenvector computations. While the results of Becchetti et al. apply to perfectly balanced partitions and/or graphs that exhibit very strong forms of regularity, we extend their approach to graphs containing a hidden k-partition and characterized by a milder form of volume-regularity. We show that the class of k-volume regular graphs is the largest class of undirected (possibly weighted) graphs whose transition matrix admits k “stepwise” eigenvectors (i.e., vectors that have constant entries over the components corresponding to the same set of the hidden partition). To obtain this result, we highlight a connection between volume regularity and lumpability of Markov chains. Moreover, we prove that if the stepwise eigenvectors are those associated to the first k largest eigenvalues of the transition matrix of a random walk on the graph and the gap between the k-th and the (k+1)-th eigenvalues is sufficiently large, the Averaging dynamics of Becchetti et al. recovers the underlying community structure of the graph in logarithmic time, with high probability. Based on a joint work with Luca Becchetti, Francesco Pasquale, and Sara Rizzo. Link to the paper: https://arxiv.org/abs/1907.07149 Per partecipare al Seminario cliccare sul seguente Link: https://teams.microsoft.com/dl/launcher/launcher.html?url=%2F_%23%2Fl%2Fmee…

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Tenure-Track Assistant Professor (RTD-B) in Statistics , DAIS - Ca’ Foscari University of Venice, Italy
by Carlo Gaetan 07 Apr '21

07 Apr '21

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Tenure-track position (RTD-B) in Mathematics for Economics at Ca' Foscari University of Venice
by Antonella Basso 07 Apr '21

07 Apr '21

Call for applications for a tenure-track position as associate professor at the Department of Economics - Ca' Foscari University, Venice, Italy The Department of Economics is actively searching for brilliant and promising scholars to fill one tenure-track position (ricercatore RTD-B). The research activity will concern themes related to Mathematics for Economics, Finance, Social and Actuarial Sciences (including models and mathematical methods for decision theory, risk and uncertainty management, agent models and computational methods). Teaching commitment: excellent teaching skills are required to deliver courses, within the terms provided for by the University regulations, at the three-year degree, master's degree and PhD level (in Italian and English). In particular: Mathematics - modules 1 and 2; Financial mathematics; Computational tools for economics. The researcher may also be assigned managerial and organizational tasks to be carried out in the Department. Detailed additional information is at https://www.unive.it/data/38002/?id=2021-UNVE000-0022725 Informal queries may be directed to prof.ssa Antonella Basso, basso(a)unive.it and prof. Paolo Pellizzari, paolop(a)unive.it. Apply within 6 May 2005. -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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Padova Online Seminar by Chiara Franceschini (IST Lisbona) [Friday, Apr. 16 at 12.00]
by alessandra bianchi 07 Apr '21

07 Apr '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on April 16 at 12.00 by the zoom platform. ________________________________________________________ Speaker: Chiara Franceschini (IST Lisbona) Title: The symmetric inclusion process: some properties and scaling limit 16 APRIL (Friday) - 12:00 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: The symmetric inclusion process (SIP) is an interacting particle system discovered as the dual process of a Markov diffusion that conserves the total energy, it can be tough as the inclusion counterpart of the well-known exclusion process. In this talk, I will present the model with an open boundary, i.e. with two reservoirs which create a flux of particles in the bulk putting the model in a non-equilibrium setting. We will see that via the duality property, we can characterize some correlations of its stationary measure in non-equilibrium and we will also see what are, in this open setting, the so-called hydrodynamic and hydrostatic limit. -- 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/

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Workshop announcement: Junior female researchers in probability, 4-6 October 2021
by Luisa Andreis 07 Apr '21

07 Apr '21

Dear colleagues, we would like to draw your attention to the third conference for "Junior female researchers in probability”, 4-6 October 2021 (postponed from last year due to the pandemic). The aim of this workshop is to promote young female researchers by giving them an opportunity to present their own work, and hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Keynote speakers: Nina Gantert (TU München) Eva Löcherbach (Paris) Invited speakers: Sigrid Källblad (Stockholm) Annika Lang (Göteborg) Elena Pulvirenti (Delft) Maite Wilke Berenguer (Berlin) The workshop will take place online and, if possible, as a hybrid event in Berlin. We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for travelling to Berlin in case we can have a hybrid event. However, please be aware that being unable to travel should not restrain from submitting an abstract. There are special travel grants for female master students interested in gaining some insight into research and get in touch with researchers. Of course everybody is very welcome to participate, but presentations and financial support are reserved for female participants. Deadline for submission of abstracts and funding requests: June 30, 2021. 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/JFRP21/ <https://www.wias-berlin.de/workshops/JFRP21/> Best regards, Luisa Andreis, Peter Bank, Dörte Kreher, Laura Körber, Noemi Kurt, Alexandra Quitmann and Weile Weng

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Seminar announcement Thursday 22 - Optimal constrained and unconstrained subgraph structures (prof. Clara Stegehuis)
by Gianmarco Bet 07 Apr '21

07 Apr '21

Dear colleagues, On April Thursday 22 at 14:30, prof. Clara Stegehuis (Twente University) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below. Title: Optimal constrained and unconstrained subgraph structures Abstract: Subgraphs contain important information about network structures and their functions. We investigate the presence of subgraphs in a random graph model with infinite-variance degrees. We introduce an optimization problem which identifies the dominant structure of any given subgraph. The unique optimizer describes the degrees of the vertices that together span the most likely subgraph and allows us to count and characterize the asymptotic number of subgraphs in a simple manner. We then show that this optimization problem easily extends to investigating other random network structures, such as clustering, which expresses the probability that two neighbors of a vertex are connected. The optimization problem is able to find the behavior of network subgraphs in a wide class of random graph models. The seminar will be on Zoom. You can find the information to join below. Topic: Clara Stegehuis - Optimal constrained and unconstrained subgraph structures Time: Apr 22, 2021 02:30 PM Rome Join Zoom Meeting https://us02web.zoom.us/j/85651690146?pwd=ZnRCbGR6OUlxM2J4RldJd2R1aVE3Zz09 Meeting ID: 856 5169 0146 Passcode: 770134 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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online seminar - Angelo Lucia - Mixing time of quantum Gibbs samplers
by Carbone Raffaella 07 Apr '21

07 Apr '21

Dear colleagues, it is our pleasure to invite you to the following seminar Speaker: *Angelo Lucia* Title: *Mixing time of quantum Gibbs samplers* Time: Wednesday, *April 14*, 5PM (Italian time) The abstract follows below in this message. Zoom Link for the seminar <https://us02web.zoom.us/j/86771523774?pwd=SitEVEhPSGRlaEkxTHZmQk9rTmlLZz09> The seminar is a satellite activity of the PhD course "Introduction to coercive inequalities with applications in analysis and probability theory" (professor Boguslaw Zegarlinski - Imperial College, London) Best regards, Raffaella Carbone Abstract. Gibbs samplers are Markovian semigroups whose evolution converges towards the termal equilibrium of a given Hamiltonian (the Gibbs state). The time that the evolution takes, in the worst case, to converge close to the thermal state is known as the mixing time. Knowing the mixing time of a process is useful for many applications, and it can be estimated with various functional inequalities. In the case of classical spin systems on a lattice, it was shown that it is possible to determine the mixing properties of the semigroup from some "static" clustering condition of the thermal state. This suggests the question of whether the same is true for quantum spin systems. In this talk, I will focus on the specific case of Gibbs states of commuting Hamiltonians, and present some recent result in this direction. I will introduce the notion of quantum conditional relative entropy and show how it can be used to prove quasi-factorization (or approximate tensorization) properties of the quantum relative entropy. I will then show how these can be used to bound log-Sobolev constants for product semigroups with heath-bath generators, and under stronger assumptions in more general situations. -- Raffaella Carbone, PhD Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Postdoc position at Université Laval
by Marzia Angela Cremona 06 Apr '21

06 Apr '21

12-month postdoc fellowship from September 2021 (indicatively) at Université Laval (Quebec City), under the supervision of Marzia A. Cremona (Operation and Decision Systems Department) and Federico Severino (Finance Department). Research area: Functional motif discovery for financial time series. Requirements: * Background in statistics, econometrics, or data science. * PhD in related areas obtained less than 5 years ago. * Proficiency in R and programming skills. Primary goal: Generalize and adapt existing statistical learning methods for motif discovery in functional data, to detect and predict bubbles and recurrent patterns in financial time series. An important part of the work is computational. No teaching activity required. Yearly salary: 51 737 CAD (maximum possible salary according to the postdoc union collective agreement). Additional funds available for conference attendance. A small amount of teaching assistantship can provide extra salary. The candidate commits to move to Quebec City. In case public health conditions do not allow the moving, remote work can be considered. For information or to apply, contact marzia.cremona(a)fsa.ulaval.ca<mailto:marzia.cremona@fsa.ulaval.ca> or federico.severino(a)fsa.ulaval.ca<mailto:federico.severino@fsa.ulaval.ca> Marzia A Cremona Department of Operations and Decision Systems Université Laval T 418 656-2131, poste 412525 https://marziacremona.com<https://marziacremona.com/> Pavillon Palasis-Prince, local 2449 2325, rue de la Terrasse Québec (Québec) G1V 0A6

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Pisa Online Seminars - Laure Dumaz and Martin Vogel (Tuesday, April 13 at 16:00 and 17:00)
by Giacomo Filippo Di Gesu 06 Apr '21

06 Apr '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The two talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3Aaf3d635091e049579e555a84219a…> Best regards, Giacomo Tuesday, April 13, 16:00 Speaker: Laure Dumaz (École Normale supérieure) Title: Localization of the continuous Anderson hamiltonian in 1-d and its transition towards delocalization. Abstract: We consider the continuous Schrödinger operator - d^2/d^x^2 + B’(x) on the interval [0,L] where the potential B’ is a white noise. We study the entire spectrum of this operator in the large L limit. We prove the joint convergence of the eigenvalues and of the eigenvectors and describe the limiting shape of the eigenvectors for all energies. When the energy is much smaller than L, we find that we are in the localized phase and the eigenvalues are distributed as a Poisson point process. The transition towards delocalization holds for large eigenvalues of order L. In this regime, we show the convergence at the level of operators. The limiting operator in the delocalized phase is acting on R^2-valued functions and is of the form ``J \partial_t + 2*2 noise matrix'' (where J is the matrix ((0, -1)(1, 0))), a form appearing as a conjecture by Edelman Sutton (2006) for limiting random matrices. Joint works with Cyril Labbé. Tuesday, April 13, 17:00 Speaker: Martin Vogel (Université de Strasbourg) Title: Eigenvalue asymptotics and eigenvector localization for non-Hermitian noisy Toeplitz matrices Abstract: A most notable characteristic of non-Hermitian matrices is that their spectra can be intrinsically sensitive to tiny perturbation. Although this spectral instability causes the numerical analysis of their spectra to be extremely unreliable, it has recently been shown to be also the source of new mathematical phenomena. I will present recent results about the eigenvalues asymptotics and eigenvector localization for deterministic non-Hermitian Toeplitz matrices with small additive random perturbations. These results are related to recent developments in the theory of partial differential equations. The talk is based on joint work with J. Sjöstrand, and with A. Basak and O. Zeitouni. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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Avviso di Seminario - PRISMA
by Domenico Marinucci 06 Apr '21

06 Apr '21

Cari Colleghi lunedì prossimo 12 Aprile dalle 16 alle 18 avrà luogo il prossimo incontro per il ciclo di seminari Prisma. Gli speaker saranno Marco Fuhrman e Andrea Cosso, qui sotto titoli, abstract ed il link al collegamento Teams. ---------------------------------------------------------------- Speaker: Marco Fuhrman (Università di Milano) Title: A new tool in stochastic optimal control: the randomization method. Abstract: In the first part of this talk I will present a survery on the relationships among classical stochastic optimal control problems, non-linear partial differential equations (the Hamilton-Jacobi-Bellman equations) and backward stochastic differential equations (BSDEs). In the second part, more specifically, I will introduce the so-called randomization method, which allows to associate an appropriate BSDE to a large class of optimal control problems. Among the possible generalizations, I will concentrate on optimal control of path-dependent equations, i.e. equations with general with memory effects. Speaker: Andrea Cosso (Università di Bologna) Title: Randomization method and path-dependent Hamilton-Jacobi-Bellman equation Abstract: In the present talk I will study a stochastic optimal control problem with path-dependent coefficients. I will exploit the so-called randomization method to derive a dynamic programming principle for the value function. This allows to prove that the value function is a viscosity solution to a path-dependent Hamilton-Jacobi-Bellman equation, involving the horizontal and vertical derivatives of functional Ito calculus. Finally, I will discuss the validity of the comparison principle for such a partial differential equation. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… --------------------------------------------------------------------- Grazie per l'attenzione, Domenico Marinucci e Claudia Ceci

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Webinar in Statistics GILLES STUPFLER
by Pierpaolo De Blasi 05 Apr '21

05 Apr '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 9 Aprile 2021, alle ore 12.00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Gilles Stupfler *(ENSAI Rennes and CREST, France) Title: *Asymmetric least squares techniques for extreme risk estimation* Zoom link: https://us02web.zoom.us/j/81720792366?pwd=QWtaYVRRejVSVGlOMXFMaDdsemxjdz09 Meeting ID: 817 2079 2366 Passcode: 241135 Abstract: Financial and actuarial risk assessment is typically based on the computation of a single quantile (or Value-at-Risk). One drawback of quantiles is that they only take into account the frequency of an extreme event, and in particular do not give an idea of what the typical magnitude of such an event would be. Another issue is that they do not induce a coherent risk measure, which is a serious concern in actuarial and financial applications. In this talk, I will explain how, starting from the formulation of a quantile as the solution of an optimisation problem, one may come up with two alternative families of risk measures, called expectiles and extremiles. I will give a broad overview of their properties, as well as of their estimation at extreme levels in heavy-tailed models, and explain why they constitute sensible alternatives for risk assessment using some real data applications. This is based on joint work with Abdelaati Daouia, Irène Gijbels, Stéphane Girard and Antoine Usseglio-Carleve. ------------------------------------------------ Il webinar 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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Seminar announcement
by Marco Scarsini 05 Apr '21

05 Apr '21

Thursday, 8 April, 17:00 CET *Clémentine Prieur**, *Université Grenoble Alpes Shapley Effects for Sensitivity Analysis with Correlated Inputs: Comparisons with Sobol' Indices, Numerical Estimation and Applications <http://mailsender.luiss.it/lists/lt.php?id=cRpQBgMLSAUEBAROVgFdBQs> Discussants: Baptiste Broto and Giovanni Rabitti The paper can be found here <https://hal.inria.fr/hal-01556303v7>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUEBAROVgFdBQs>. The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Oggetto: Concorso RTD-B a Milano Bicocca - MAT/06
by Gianmario Tessitore - UNIMIB 03 Apr '21

03 Apr '21

----------------------------------------------------------------------------- Concorso per un posto RTD-B a Milano Bicocca - MAT/06 ----------------------------------------------------------------------------- È stato bandito un posto RTD-B nel settore MAT/06 (Probabilità e Statistica Matematica) presso il Dipartimento di Matematica e Applicazioni dell'Università di Milano-Bicocca Il bando si trova alla pagina https://www.unimib.it/ateneo/gare-e-concorsi/2021-rtdb-042 La scadenza per la presentazione delle domande è il 29 aprile 2021. Si prega di dare la massima diffusione presso tutti gli interessati. -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Workshop "Bayesian Inference in Stochastic Processes - Online" 27-28 May 2021 - Call for contributions
by elisa varini 31 Mar '21

31 Mar '21

*CALL FOR CONTRIBUTIONS*** On behalf of the Scientific and Organising Committees we are pleased to inform you that contributions are now accepted for the Twelfth Workshop on “Bayesian Inference in Stochastic Processes (BISP12)” which will be held ONLINE on 27-28 May 2021 (afternoons, Central European Summer Time). Website:https://bisp.imati.cnr.it <https://bisp.imati.cnr.it> __ Attendance is free of charge but registration is required. As in the past, the workshop will provide the opportunity to review, discuss and explore directions of development of Bayesian inference in stochastic processes. The workshop has always offered many young researchers the opportunity to present their works in invited sessions. This year the entire invited programme is dedicated to them. Ten presentations by young scientists have been scheduled, followed by an in-depth discussion by senior scholars in the field. *We are now soliciting contributions for a virtual poster session. * We plan to post contributed videos on the workshop website and keep them there for a while after the event, with links to the presenting authors’ websites/emails, so that they can be contacted by interested people. Unfortunately, time constraints will not allow for the presentation of all those works during the workshop but we will allocate short spots for ten contributors to highlight the main findings of their research and few questions & answers. An abstract must be submitted *by 18 April* via the BISP12 website, where the abstract template (Word and Latex) and the guidelines for submission are provided. After submitting the abstract, contributors will receive an acceptance notification email by *30 April* and instructions to upload a pre-recorded video and/or a slide presentation by *15 May*. All presentations will be published on the BISP12 website. The workshop is organised by CNR-IMATI, Institute of Applied Mathematics and Information Technology at the National Research Council of Italy, Milano, www.imati.cnr.it <http://www.imati.cnr.it>. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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Workshop "Bayesian Inference in Stochastic Processes - Online" 27-28 May 2021 - Call for contributions
by elisa varini 30 Mar '21

30 Mar '21

*CALL FOR CONTRIBUTIONS* On behalf of the Scientific and Organising Committees we are pleased to inform you that contributions are now accepted for the Twelfth Workshop on “*Bayesian Inference in Stochastic Processes (BISP12)*” which will be held ONLINE on 27-28 May 2021 (afternoons, Central European Summer Time). _Websit__e_:bisp.imati.cnr.it__ Attendance is free of charge but registration is required. As in the past, the workshop will provide the opportunity to review, discuss and explore directions of development of Bayesian inference in stochastic processes. The workshop has always offered many young researchers the opportunity to present their works in invited sessions. This year the entire invited programme is dedicated to them. Ten presentations by young scientists have been scheduled, followed by an in-depth discussion by senior scholars in the field. *We are now soliciting contributions for a virtual poster session. * We plan to post contributed videos on the workshop website and keep them there for a while after the event, with links to the presenting authors’ websites/emails, so that they can be contacted by interested people. Unfortunately, time constraints will not allow for the presentation of all those works during the workshop but we will allocate short spots for ten contributors to highlight the main findings of their research and few questions & answers. An abstract must be submitted *by 18 April* via the BISP12 website, where the abstract template (Word and Latex) and the guidelines for submission are provided. After submitting the abstract, contributors will receive an acceptance notification email by *30 April* and instructions to upload a pre-recorded video and/or a slide presentation by *15 May*. All presentations will be published on the BISP12 website. The workshop is organised by CNR-IMATI, Institute of Applied Mathematics and Information Technology at the National Research Council of Italy, Milano, www.imati.cnr.it <http://www.imati.cnr.it>. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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Three open PhD positions in statistics at the University of Twente
by Gianluca Finocchio 30 Mar '21

30 Mar '21

Dear all, there are three open PhD positions in statistics at the University of Twente https://www.utwente.nl/en/organisation/careers/!/2021-297/three-phd-positio… Feel free to forward the link to potentially interested candidates. Application deadline is April 15. Best,Gianluca Finocchio

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Call for application PhD in Economics Ca' Foscari University a.y. 2021-22 - spread the news
by Antonella Basso 25 Mar '21

25 Mar '21

Dear Colleague, I would be grateful if you could bring to the attention of your best students the new edition 2021-2022 of the PhD Program in Economics offered by the Ca' Foscari University of Venice. The PhD Program in Economics aims at training selected students for a career as economists in academic institutions or in research departments of national and international organizations, public institutions, private corporations, central banks, financial institutions. Our recent PhDs first placement include positions both in Italian and foreign Universities such as Università Libera di Bolzano, Università degli Studi di Modena e Reggio Emilia, Luiss Guido Carli, Università degli studi di Bergamo, King’s College London, University of Bonn, University of Gondar and Zhongnan University of Economics and Law. Some PhDs were employed by private companies such as Morgan Stanley-London, Avis Budget Group, Microsoft and public and private research centers of national and international banks: Banca d’Italia, Bundesbank, Dutch Central Bank, European Central Bank, ING Bank The considerable diversification of research areas covered by the members of Department of Economics and their international reputation provide an excellent environment where students of most fields in economics can find research ideas and tight guidance for their doctoral studies. The PhD program has a duration of four years. For the academic year 2021-2022, 6 positions are available. Five of them come with a scholarship (around 15,300 € per year), one is reserved for non-Italian applicants holding an equivalent scholarship covering four years. Deadline for application is *April 21st 2021*, 13h00 (Italian time). A presentation of the PhD programme is organised on Zoom on*April 7th at 14.30. **Please register here: *http://phdeconomics.eventbrite.it <http://phdeconomics.eventbrite.it/> Requirements and how to apply: http://www.unive.it/phdapplication <http://www.unive.it/phdapplication> Information on the PhD in Economics: http://www.unive.it/phdeconomics <http://www.unive.it/phdeconomics> Herewith a link to our INOMICS advertisement: https://inomics.com/program/4-year-phd-in-economics-1447778 <https://inomics.com/program/4-year-phd-in-economics-1447778> Any questions on the program may be addressed to the PhD Secretariat at: sse(a)unive.it <mailto:sse@unive.it> Thank you for your cooperation Best regards, Antonella Basso -- Antonella Basso Dipartimento di Economia Università Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 E-mail address: basso(a)unive.it Web page: http://www.unive.it/data/persone/5591751

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RTD-B Bologna
by Enrico Bernardi 25 Mar '21

25 Mar '21

Buongiorno a Tutti la presente per segnalarvi che è stato pubblicato il seguente bando: RIF. 2011 – Bando per un posto da ricercatore a tempo determinato b) senior - Dipartimento di Scienze Statistiche "Paolo Fortunati" - STAT - SECS-S/06. Universita' di Bologna. Il bando è consultabile ai seguenti indirizzi: Sito d'Ateneo: https://bandi.unibo.it/s/apos5/rif-2011-bando-per-1-posto-da-ricercatore-a-… Sito Miur: https://bandi.miur.it/jobs.php/public/job/id_job/80403 Sito Euraxess (Portale Europeo): http://ec.europa.eu/euraxess/ Cordiali saluti, Enrico Bernardi

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UiO - call for an associate professor in Stochastics and PDEs
by Giulia Di Nunno 25 Mar '21

25 Mar '21

Dear Colleagues, this is to draw your attention to the call for an Associate Professor position at the University of Oslo in Stochastics and Partial Differential Equations: https://www.jobbnorge.no/en/available-jobs/job/202219/associate-professor-i… The deadline is April 21, 2021. All interested candidates are welcome to apply, please help us to advertise this call. Thank you in advance! Best regards, Giulia --- Giulia Di Nunno Professor Department of Mathematics University of Oslo, Norway

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(Reminder) Seminar Thursday 25 - Reciprocity in a Preferential Attachment Network
by Gianmarco Bet 24 Mar '21

24 Mar '21

Dear colleagues, This is a reminder that tomorrow (Thursday 25) at 16:00, prof. Tiandong Wang (Texas A&M) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below this message. The seminar will be on Zoom, and the information to join is: Topic: Tiandong Wang - Reciprocity in a Preferential Attachment Network Time: Mar 25, 2021 04:00 PM Rome https://us02web.zoom.us/j/82762436142?pwd=MW45SWN6NTBqV0VWbVJWREhESmtaZz09 <https://us02web.zoom.us/j/82762436142?pwd=MW45SWN6NTBqV0VWbVJWREhESmtaZz09> Meeting ID: 827 6243 6142 Passcode: 897951 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco Title: Reciprocity in a Preferential Attachment Network Abstract: Empirical studies show that online social networks have not only in- and out-degree distributions with Pareto-like tails, but also a high proportion of reciprocal edges. A classical directed preferential attachment (PA) model generates in- and out-degree distribution with power-law tails, but theoretical properties of the reciprocity feature in this model have not yet been studied. We derive the asymptotic results on the number of reciprocal edges between two fixed nodes, as well as the proportion of reciprocal edges in the entire PA network. We see that with certain choices of parameters, the proportion of reciprocal edges in a directed PA network is close to 0, which differs from the empirical observation. This points out one potential problem of fitting a classical PA model to a given network dataset with high reciprocity, and indicates alternative models need to be considered. ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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Fwd: [owps] One World Probability Seminar Thursday March 25, 2021
by Faggionato, Alessandra 24 Mar '21

24 Mar '21

Buongiorno, vi inoltro l'annuncio del OWPS di domani, che riguarderà il modello $\phi^4_3$. Quello di domani sarà l'ultimo OWPS prima della pausa di Pasqua. Il OWPS riprenderà dopo le vacanze (credo il 15 Aprile) con moderatori Nina Gantert and Julien Berestycki. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 24 mar 2021 alle ore 09:09 Subject: [owps] One World Probability Seminar Thursday March 25, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are3(Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Hendrik Weber (University of Bath) Title: Phase transitions for $\phi^4_3$ - Part 1 Abstract: The $\phi^4$ model is a classical model in Mathematical Physics, arising e.g. as a continuous version of the Ising model, as a toy model for a Quantum field theory and it is also closely related to the invariant measures of certain Hamiltonian PDEs. The aim of this series of two talks is to discuss the infinite volume limit and the emergence of phase transitions for this model: we will show that in a certain parameter regime, the model exhibits a phase segregation behaviour, akin to the low temperature phase of the Ising model. In the first lecture I will put our result into perspective by first discussing the connection of continuous $\phi^4$ and discrete Ising models as well as the phase segregation in low temperature Ising models. I will then discuss a variational approach to estimating the $\phi^4$ partition function, which is due to Barashkov and Gubinelli and a key ingredient of our method. Based on Chandra, Gunaratnam, Weber, arXiv:2006.15933. (15:00-16:00 UTC) Speaker: Trish Gunaratnam (University of Geneva) Title: Phase transitions for $\phi^4_3$ - Part 2 Abstract: In this talk I will continue to discuss phase transitions for $\phi^4_3$. I will establish a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This immediately gives an upper bound on the decay of the spectral gap for the associated $\phi^4_3$ singular SPDE in the infinite volume limit. At the heart of this result are the development of Peierls’ contour bounds for $phi^4_3$, which requires control over the small-scale divergences and the low temperature Hamiltonian. We achieve this by incorporating a low temperature expansion, inspired by Glimm, Jaffe, and Spencer’s classical work on $\phi^4_2$, within the variational representation of the $\phi^4_3$ via coarse-graining. Based on Chandra, Gunaratnam, Weber, arXiv:2006.15933. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/82058081391?pwd=MWZTNEpZY2I3NEtYa0tFczdTenR0QT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting ID: 820 5808 1391 Passcode: 493605 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Rtd-b Genova
by Eva Riccomagno 23 Mar '21

23 Mar '21

Buonasera a Tutti è stato pubblicato l'avviso relativo all'indizione di una procedura selettiva per 1 posto da Ricercatore a tempo determinato RTD-B in SECS-S/01 presso il Dipartimento di Matematica dell’Università degli Studi di Genova. Il bando è disponibile alla pagina concorsi del sito web di Ateneo all’indirizzo https://concorsi.unige.it/home/procedure/2768 <https://concorsi.unige.it/home/procedure/2768> La scadenza per la presentazione delle domande è il 19 aprile 2021 alle ore 12:00:00. Cordiali saluti, Eva Riccomagno

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Sussex probability seminar
by Enrico Scalas 23 Mar '21

23 Mar '21

Dear Colleagues, Next Monday 29th March at 11am, we’ll have an online probability seminar with a talk given by Nicholas Simm. Title: The characteristic polynomial of a random unitary matrix: from secular coefficients to holomorphic multiplicative chaos Description: I will begin by introducing some basic questions / historical tidbits regarding eigenvalue statistics of random matrices. Then I will discuss some recent work concerning limit theorems for secular coefficients of random unitary matrices, which are the Fourier coefficients of the characteristic polynomial. This draws on ideas from Gaussian multiplicative chaos on the one hand, but also combinatorial structures such as magic squares and random permutations make an appearance. This is joint work with Joseph Najnudel (Bristol) and Elliot Paquette (McGill) , pre-print: https://arxiv.org/pdf/2011.01823.pdf. If you are interested in attending, please write to Dr Minmin Wang ( minmin.wang(a)sussex.ac.uk) for the Zoom link. Best wishes, Enrico Scalas

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10th General AMaMeF Conference - Call for Contributed Talks
by Claudio Fontana 23 Mar '21

23 Mar '21

Dear all, This is the Call for Contributed Talks at the 10th General AMaMeF Conference, held on 22-25 June 2021. The 10th edition of the meeting will be hosted by the Department of Mathematics "Tullio Levi-Civita" at the University of Padova (Italy). The program consists of 8 plenary lectures, 9 invited sessions and several contributed sessions. We welcome submissions for contributed talks in mathematical finance and its applications, including but not limited to the following topics: • Algorithmic trading • Asset pricing under market frictions • Collateralization and XVA • Credit risk and interest rate modeling • Energy and commodity markets • Equilibrium models • Financial technology • Green and sustainable finance • Insurance mathematics • Machine learning in finance • Market microstructure • Mean-field games and stochastic control • Model uncertainty and model risk • Optimal transport and robust finance • Portfolio optimization • Risk measures • Stochastic volatility modeling • Systemic risk and financial networks Each contributed talk will be allocated a 30 minutes time slot (25 min. presentation + 5 min. Q&A). Submission: you can submit title and abstract of your talk, with complete indication of names and affiliations of all authors, together with at most five key-words. It is possible (but not required) to upload the pdf file of your paper or an extended abstract. Submission webpage: https://easychair.org/conferences/?conf=amamef-2021 <https://easychair.org/conferences/?conf=amamef-2021> Deadline: Monday 3 May 2021. Acceptance notifications will be sent before 15 May 2021. Format of the conference: we plan to organize the conference in a hybrid format, with the presence of a limited number of participants in Padova. For in person participation, we will follow a first-come-first-served rule, according to the date of registration to the conference (the opening of the registration will be announced in due time). In any case, every speaker will have the possibility of presenting remotely. If the conditions do not allow a hybrid format, we will rapidly switch to a fully online format. We expect to have precise information on the format of the conference in April. Fees for a virtual conference will be significantly less than for an in-person conference. Conference website: https://events.math.unipd.it/AMAMEF2021 <https://events.math.unipd.it/AMAMEF2021> Contact: any inquiry about submissions should be emailed to amamef2021(a)math.unipd.it <mailto:amamef2021@math.unipd.it> Best regards, The organising committee, Giorgia Callegaro, Claudio Fontana, Martino Grasselli, Wolfgang J. Runggaldier, Tiziano Vargiolu

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Post-Doc position at the Weierstrass Institute
by Robert I. A. Patterson 23 Mar '21

23 Mar '21

Dear colleagues, the Weierstrass Institute in Berlin has an immediate vacancy for a post-doc in the group “Interacting Random Systems”. This is a staff position where one would have some freedom to take on responsibility and start new projects. For more details please see https://short.sg/j/9473020 <https://short.sg/j/9473020> . The deadline for applications is 02 May. Kind regards, Robert Patterson

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International Conference in Venice on COMPOUND RISK - CALL FOR PAPERS
by Monica Billio 21 Mar '21

21 Mar '21

20th INTERNATIONAL CONFERENCE CREDIT 2021 *Compound Risk: Climate, Disaster, Finance, Pandemic * Venice, Italy 23 –24 September 2021 * * *GRETA Associati* (Venice, Italy), *European Datawarehouse *(Frankfurt, Germany), *European Investment Bank* (Luxembourg), *European Investment Fund *(Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on September 23-24, 2021. The Conference CREDIT 2021 will bring together academics, practitioners and PhD students working in various areas of financial and credit risk with the aim to create a unique opportunity for participants to discuss research progress and policy and industry-relevant insights as well as directions for future research. Credit 2021 is the *twentieth *in a series of events dedicated to various aspects of credit risk and organised under the auspices of the *Department of Economics* and *VERA - Venice centre in Economic and Risk Analytics for public policies - of the Ca’ Foscari University of Venice*, *ABI - Italian Banking Association*,***AIAF - Associazione Italiana per l'Analisi Finanziaria* and the *Joint Research Center, European Commission* (Ispra, Italy). The theme of this year’s conference is the relation between financial risk on the one hand and pandemic, climate and disaster risk, on the other hand, with particular attention to the possible compounding of different sources of risk. The past year, 2020, has been marked by the still-ongoing COVID-19 pandemic crisis, which has shown how fragile our economic systems can be when confronted with shocks that threaten public health and the closeness of the connections between economic and financial risks and public policy. Climate change is now widely recognized as a new source of financial risk which is relevant both at the level of households and individual institutions and the systemic level. In particular, the many central banks and financial institutions that have joined the Network for Greening the Financial System (NGFS) have issued recommendations on how to integrate climate considerations into risk management strategies and practices. However, risks such as pandemics and climate change do not occur in isolation but can also compound, as has already been seen in several countries. The compounding of risk, which is currently poorly understood, increases the complexity of risk assessment and risk management, and it has implications for socio-economic development, as well as for public debt sustainability. In the EU, these aspects have major implications for efforts to increase the resilience of the economy to future shocks and to “build back better”, and requires the alignment of COVID-19 recovery policies, such as those supported by the NextGenerationEU, and the EU Green Deal and the Paris Agreement targets. The organizers of CREDIT 2021 encourage submissions on a range of topics of relevance to this year’s theme including: finance and COVID-19; finance and climate risks; finance and compound COVID-19 and climate risks. In particular, submissions are welcome in the following areas: • INVESTMENTS: Sustainable Finance, Disaster risk finance; Finance 4 good; public finance; blended finance. • POLICIES: Climate Policies, European Green New Deal; Next Generation EU; Recovery Plan. • INFORMATION: Data gaps; modelling challenges; risk transmission channels; uncertainty; complexity. The final program will include both submitted and invited papers. Acceptances received so far from invited speakers include *Vittoria Colizza *(INSERM, France), *Robert Engle *(Stern Business School, New York University) and *Roberto Rigobon* (MIT Sloan School of Management) who will deliver keynotes, respectively on finance and on epidemics. The Conference will also feature panel discussions on researchers', practitioners' and policy makers’ views of the major issues at stake. The SCIENTIFIC COMMITTEE for the Conference consists of: • * Stefano Battiston *(Ca’ Foscari University of Venice & University of Zurich, Programme Chair) • * Monica Billio *(Ca’ Foscari University of Venice & GRETA) • * Francesca Campolongo *(Joint Research Center, European Commission) • *Vittoria Colizza* (INSERM, France) • * Helmut Kraemer-Eis* (European Investment Fund) • * Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University, Frankfurt) • *Irene Monasterolo *(Vienna University of Economics and Business) • *Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven & CEPR) • *Roberto Rigobon* (MIT Sloan School of Management) • *Stephen Schaefer* (London Business School) CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 31, 2021 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *June 30, 2021*. The final version of accepted papers must be received by August 31, 2021. Please send papers to: GRETA Associati, San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - e-mail: credit(a)greta.it <mailto:credit@greta.it> More detailed information available on the Conference website: https://www.greta.it/index.php/it/credit-2021 <https://www.greta.it/index.php/it/credit-2021>

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Post-doc position in Luxembourg
by Giovanni Peccati 20 Mar '21

20 Mar '21

Dear Colleagues, here is the announcement for a post-doc position (2Y) in mathematics at the University of Luxembourg: http://emea3.mrted.ly/2nwqp Please, do not hesitate to forward the announcement to potentially interested candidates. 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

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bando RTD-B in SECS-S/01, Statistica, Univ. Verona, scadenza 22/3
by Cecilia Mancini 19 Mar '21

19 Mar '21

Segnalo un bando per un posto da RTD-B in SECS-S/01, Statistica, presso l'Università di Verona, Dipartimento di Scienze Economiche. Scadenza lunedì 22 ore 20. Il bando si trova all'indirizzo https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… Saluti Cecilia Mancini

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bando rtd-b in Fisica Matematica all'Aquila
by davide gabrielli 19 Mar '21

19 Mar '21

Segnalo un bando per un posto da rtd-b in Fisica Matematica presso l'Università dell'Aquila. Scadenza 15-04-2021. Il bando si trova all'indirizzo https://www.univaq.it/section.php?id=1532 Si prega di darne la massima diffusione cordiali saluti Davide Gabrielli

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Università di Verona: concorso RTDB in Statistica...
by Marco Minozzo 19 Mar '21

19 Mar '21

Carissime e carissimi, nella Gazzetta Ufficiale - IV Serie Speciale n. 14 del 19/02/2021 è stato pubblicato l'avviso relativo all'indizione di una procedura selettiva per 1 posto da Ricercatore a tempo determinato RTDB in SECS-S/01 Statistica (Cod. 2021rtdb034) presso il Dipartimento di Scienze Economiche dell'Università degli Studi di Verona. Il bando è disponibili all'Albo ufficiale e alla pagina concorsi del sito web di Ateneo all'indirizzo: https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… La scadenza per la presentazione delle domande è il 22 marzo 2021 alle ore 20.00. Un caro saluto, Marco Minozzo ------------------------------------------------------------------- Prof. Marco Minozzo, PhD Presidente Laurea in Economia e Commercio Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129 Verona (Italy) Tel: +39045 8028234 Fax: +39045 8028177 E-mail: marco.minozzo(a)univr.it<mailto:marco.minozzo@univr.it> -------------------------------------------------------------------

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LTI@Unito Webinars: March 1, Massimiliano Caporin | March 2, Roberto Renò
by Luca Regis 18 Mar '21

18 Mar '21

Dear colleagues, || |LTI@UniTO (www.carloalberto.org/lti <www.carloalberto.org/lti>) and Fondazione Collegio Carlo Alberto are pleased to invite you to the following webinars in Mathematical Finance: | | *March 1, 2021 | 17:00-18:00* *“Do jumps matter in Realized Volatility modeling and forecasting? Empirical evidence and a new model”* *Massimiliano Caporin, University of Padova* *Abstract*: Building on an extensive empirical analysis I investigate the relevance of jumps and signed variations in predicting Realized Volatility. I show that properly accounting for intra-day volatility patterns and staleness sensibly reduces the identified jumps. Realized Variance decompositions based on intra-day return size and sign improve the in-sample fit of the models commonly adopted in empirical studies. I also introduce a novel specification based on a more informative decomposition of Realized Volatility, which offers improvements over standard models. From a forecasting perspective, the empirical evidence I report shows that most models, irrespective of their flexibility, are statistically equivalent in many cases. This result is confirmed with different samples, liquidity levels, forecast horizons and possible transformations of the dependent and explanatory variables. *Zoom Link: https://us02web.zoom.us/j/82672618584?pwd=VWdNeWhEc1pyVjJCQ3pucEhtb1BxUT09 <https://us02web.zoom.us/j/82672618584?pwd=VWdNeWhEc1pyVjJCQ3pucEhtb1BxUT09>* Meeting ID: 826 7261 8584 Passcode: 599584 ------ *March 2, 2021 | 12:00-13:15 * *“V-shapes”* *Roberto Renò, University of Verona* *Abstract*: An insidious form of market inefficiency, by which prices lose their informativeness and wealth is distributed arbitrarily, translates into V-shapes, that is sudden changes of the sign of the price drift. We use this insight to develop a new tool for the detection of reverting drift, the V-statistic. We apply this tool to (i) quantify the extent of this kind of market inefficiency in the U.S. stock market during the Covid-19 pandemic; and (ii) show the harmful consequences of V-shapes on financial stability by estimating the huge loss suffered by Italian taxpayers (0.45B euros) in May 2018, when a transient crash hit the secondary bond market during a Treasury auction. /Joint with Maria Flora./ *Zoom link https://us02web.zoom.us/j/82590058916?pwd=VEowc2NUcm5rNmtFdWQ0MlMxUEVLQT09 <https://us02web.zoom.us/j/82590058916?pwd=VEowc2NUcm5rNmtFdWQ0MlMxUEVLQT09>* Meeting ID: 825 9005 8916 Passcode: 055411 We look forward to your participation! | -- 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 ||

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Ricercatore a Tempo Determinato - Università della Basilicata
by Marco Isopi 18 Mar '21

18 Mar '21

È stato pubblicato il bando per un posto da Ricercatore a Tempo Determinato (tipo B) presso l'Università della Basilicata: http://service.unibas.it/albo/files/000695488-UNPZCLE-06163f19-bc48-438e-a2…

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Concorso RTDB 13/D1 Sapienza Università di Roma
by Brunero Liseo 18 Mar '21

18 Mar '21

Con eventuali scuse per ricezioni multiple Brunero Liseo Si comunica che sul Portale Trasparenza Amministrativa, è stato pubblicato il bando relativo alla seguente procedura selettiva: N. 1 POSTO DI RICERCATORE A TEMPO DETERMINATO TIPOLOGIA B - SC 13/D1 SECS-S/01 - DIP. DI METODI E MODELLI PER L'ECONOMIA, IL TERRITORIO E LA FINANZA (MEMOTEF) - FACOLTÀ DI ECONOMIA Il bando è pubblicato al seguente link: https://web.uniroma1.it/trasparenza/bando/174720_2021rtdb002 Si evidenziano di seguito gli elementi del bando: Codice bando: 2021RTDB002 Data scadenza del bando: 15/04/2021 Pubblicazione G.U. n. 21 del 16.03.2021 -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================ -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system.

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Fwd: 6 PhD Positions in Stochastics and Algorithmics
by Francesca Romana Nardi 18 Mar '21

18 Mar '21

Carissime e carissimi, Ricevo e inoltro. Se ci fossero interessati possono contattare direttamente Vlasiou, Maria <m.vlasiou(a)tue.nl> Cari saluti Francesca Romana Nardi ---------- Forwarded message --------- Da: Vlasiou, Maria <m.vlasiou(a)tue.nl> Date: mer 17 mar 2021 alle ore 17:16 Subject: 6 PhD Positions in Stochastics and Algorithmics To: Francesca Romana Nardi (Francescaromana.nardi(a)unifi.it) < Francescaromana.nardi(a)unifi.it> Hi Francesca, Marko has an open position where he *has* to recruit a foreigner and has a deadline for applications 31 March. Can you please forward the announcement to any student you know who may be about to finish their MSc and is interested in stochastics? The student can start in Sept / Oct, after they finish, but the application deadline is *31 March.* https://www.thenetworkcenter.nl/Open-Positions/openposition/29/6-PhD-Positi… https://www.thenetworkcenter.nl/uploaded_files/inlineitem/221Spring_Network… (The first project in Appendix A) Cheers, Maria -- Prof. dr. Maria Vlasiou University of Twente Eindhoven University of Technology President EWM-NL <http://www.ewmnetherlands.nl/> office: +31 40 247 5185 www.win.tue.nl/~mvlasiou

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Padova Online Seminar by Luisa Andreis (Università di Firenze) [Friday, Mar. 26 at 14.30]
by alessandra bianchi 18 Mar '21

18 Mar '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on March 26 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Luisa Andreis (Università di Firenze) Title: Phase transitions in sparse random graphs and coagulation processes 26 MARCH (Friday) - 14:30 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: Sparse inhomogeneous random graphs are a natural generalization of the well-known Erdos Rényi random graph, where vertices are characterized by a type and edges are independent but distributed according to the type of the vertices that they are connecting. These graphs undergo a phase transition in terms of the emergence of a giant component exactly as the classical Erdos Rényi model. In this talk we will present an alternative approach, via large deviations, to prove this phase transition. This allows a comparison with the gelation phase transition that characterizes coagulation processes and the phase transition of condensation type emerging in several systems of interacting components. This is an ongoing joint work with Wolfgang Koenig (WIAS and TU Berlin), Robert Patterson (WIAS) and Heide Langhammer (TU Berlin). -- 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/

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Fwd: [owps] One World Probability Seminar Thursday March 18, 2021
by Faggionato, Alessandra 17 Mar '21

17 Mar '21

Buongiorno inoltro l'annuncio del OWPS di domani, che sarà focalizzato sul metodo di Stein (anche con applicazioni alla statistica). Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 17 mar 2021 alle ore 12:06 Subject: [owps] One World Probability Seminar Thursday March 18, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Yvik Swan (Université Libre de Bruxelles) Title: Stein’s density approach Abstract: Stein’s method is a collection of tools allowing to obtain explicit (non-asymptotic) bounds on discrepancies between probability distributions. The heart of the method is a so-called “Stein operator”, and it is the objective of this talk to present the basic theory behind these operators, and also cover some applications of the theory. After presenting the general theory (with a focus on Stein’s so-called density approach), we will give details on the 1-dimensional case, hereby connecting with classical topics such as Covariance and Poincaré inequalities. The material covered in the talk is closely related to work with Marie Ernst, Christophe Ley, Guillaume Mijoule and Gesine Reinert. (15:00-16:00 UTC) Speaker: Gesine Reinert (University of Oxford) Title: Stein’s method for multivariate continuous distributions and some statistical applications Abstract: Stein’s method can be viewed as employing an operator which action characterises a distribution uniquely, relating this operator to test functions through a Stein equation, and comparing distributions by taking expectations of this Stein equation. Using the density approach for Stein’s method, this talk will present a general framework for Stein’s method for multivariate continuous distributions. For any given nontrivial distribution this approach leads to an infinite collection of Stein characterisations which can be used to assess distributional distances. We shall apply this framework to compare posterior distributions which arise from the same model but using different priors. Using the notion of a weak Stein equation, bounds on distributional distances based on Lipschitz test functions are obtained if the distribution admits a Poincare’ constant. This result will be used to compare copulas. Finally, using the notion of a Stein kernel, we shall extend Stein’s shrinkage results and Stein’s Unbiased Risk Estimate (SURE) to non-Gaussian distributions. This talk is based on joint work with Max Fathi, Larry Goldstein, Adrien Saumard, and of course Yvik Swan. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/81951703647?pwd=QUR4M0QraDFTZG5qY0VvVmVoS0pnZz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting ID: 819 5170 3647 Passcode: 614352 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Seminario di Franco Flandoli e Umberto Pappalettera in Bicocca
by Gianmario Tessitore - UNIMIB 16 Mar '21

16 Mar '21

Ho il piacere di annunciare il seguente seminario, da remoto, di Franco Flandoli e Umberto Pappalettera (Scuola Normale Superiore): Titolo " *Stochastic model reduction and stochastic equations with transport noise*" * Lunedì 22 Marzo 2021 ore 17:30* il seminario avrà la durata di un’ora circa e i due relatori si alterneranno. Seguono il riassunto e il link Zoom. Tutti gli interessati sono invitati a partecipare. Gianmario Tessitore %%%%%%%%%%%%%%%%%%%%%%%%%%%% Abstract. The first part of the talk will illustrate the potential role of stochastic model reduction in the understanding of transport noise in fluid dynamic models. In the second part, some rigorous results will be outlined. Entra nella riunione in Zoom https://us02web.zoom.us/j/83074836346?pwd=ajZaL0JJc1VnR3BUNEdzclg1KzM2QT09 ID riunione: 830 7483 6346 Passcode: 778958 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Pisa Online Seminars - Michela Ottobre and Andrea Agazzi (Tuesday, Mar. 23 at 16:00 and 17:00)
by Giacomo Filippo Di Gesu 16 Mar '21

16 Mar '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The two talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, March 23, 16:00 Speaker: Michela Ottobre (Heriot-Watt University Edinburgh) Title: Uniform in time approximations of stochastic dynamics Abstract: Complicated models, for which a detailed analysis is too far out of reach, are routinely approximated via a variety of procedures; this is the case when we use multiscale methods, when we take many particle limits and obtained a simplified, coarse-grained dynamics, or, simply, when we use numerical methods. While approximating, we make an error which is small over small time-intervals but it typically compounds over longer time-horizons. Hence, in general, the approximation error grows in time so that the results of our ``predictions" are less reliable when we look at longer time-hormizons. However this is not necessarily the case and one may be able to find dynamics and corresponding approximation procedures for which the error remains bounded, uniformly in time. We will discuss a very general approach to understand when this is possible. I will show how the approach we take is very broad and show how it can be used for all of the approximation procedures mentioned above. This is based on a series of joint works with a number of people: L. Angeli, J. Barre', D. Crisan, P. Dobson, I. Souttar and E. Zatorska. Tuesday, March 23, 17:00 Speaker: Andrea Agazzi (Duke University) Title: Large deviations for stochastic models of chemical reaction networks Abstract: At the microscopic level, the dynamics of arbitrary networks of chemical reactions can be modeled as jump Markov processes whose sample paths converge, in the limit of large number of molecules, to the solutions of a set of algebraic ordinary differential equations. Fluctuations around these asymptotic trajectories and the corresponding phase transitions can in principle be studied through large deviations theory in path space, also called Wentzell-Freidlin (W-F) theory. However, the specific form of the jump rates for this family of processes does not satisfy the standard regularity assumptions imposed by such theory. This talk discusses how such conditions can be relaxed. In this talk, I will discuss sufficient stability and nondegeneracy conditions on the given family of Markov jump processes to obtain the desired large deviations estimates, and show how some of these conditions can be translated into structural ones, facilitating their verification for large chemical networks. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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Seminar announcement Thursday 25 - Reciprocity in a Preferential Attachment Network (prof. Tiandong Wang)
by Gianmarco Bet 16 Mar '21

16 Mar '21

Dear colleagues, On March Thursday 25 at 16:00, prof. Tiandong Wang (Texas A&M) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below. Title: Reciprocity in a Preferential Attachment Network Abstract: Empirical studies show that online social networks have not only in- and out-degree distributions with Pareto-like tails, but also a high proportion of reciprocal edges. A classical directed preferential attachment (PA) model generates in- and out-degree distribution with power-law tails, but theoretical properties of the reciprocity feature in this model have not yet been studied. We derive the asymptotic results on the number of reciprocal edges between two fixed nodes, as well as the proportion of reciprocal edges in the entire PA network. We see that with certain choices of parameters, the proportion of reciprocal edges in a directed PA network is close to 0, which differs from the empirical observation. This points out one potential problem of fitting a classical PA model to a given network dataset with high reciprocity, and indicates alternative models need to be considered. The seminar will be on Zoom. You can find the information to join below. Topic: Tiandong Wang - Reciprocity in a Preferential Attachment Network Time: Mar 25, 2021 04:00 PM Rome https://us02web.zoom.us/j/82762436142?pwd=MW45SWN6NTBqV0VWbVJWREhESmtaZz09 Meeting ID: 827 6243 6142 Passcode: 897951 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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2 posizioni PhD aperte nell'ambito del progetto europeo ITN ETN TraDE-OPT
by villa silvia 15 Mar '21

15 Mar '21

Cari colleghi, vorrei pubblicizzare due posizioni di dottorato aperte presso l’Universita’ di Graz e presso l’Università di Louvain nell’ambito del progetto europeo TraDE-OPT <https://trade-opt-itn.eu/> . Di seguito la call piu’ precisa. Cari saluti Silvia Villa ________________________________________ 2 PHD positions to work broadly on large scale optimization for machine learning, supported by an ITN ETN project (https://trade-opt-itn.eu <https://trade-opt-itn.eu/>). The projects will aim at developing theoretical and algorithmic ideas that can explain the success of current systems as well as suggest the development of novel practical and efficient solutions. Candidates must have strong mathematical and computational skills. While the emphasis is on methodological and computational aspects, the candidates will have the opportunity to work in close collaborations on a number of applications, in connections with the industrial partners of the project. The research activities will be carried out at the University of Graz, under the supervision of Prof. Bredies, for one project and at the University Catholique de Louvain under the supervision of Prof. Glineur, for the other project. Applicants need to write an email to: malga(a)unige.it <mailto:malga@unige.it> specifying to which positions they are interested within the ***end of March***. Eligibility criteria • Candidates must – at the date of recruitment – have obtained the MSc degree entitling you to embark on a doctorate • Candidates must – at the date of recruitment – be within the first four years (full-time equivalent research experience) of your research career and not have a doctoral degree • Mobility rule: candidates must not have resided or carried out your main activity (work, studies, etc.) in the country of the host organisation you are applying (i.e. Italy) for more than 12 months in the 3 years immediately prior to the recruitment date. Compulsory national service and/or short stays such as holidays are not taken into account. Please make sure you comply with the eligibility criteria before applying. You need to be able to provide documentation proving your eligibility for recruitment. You can read the full description of eligibility criteria in the Information Note for ITN Fellows. ____________________________________________ See also: https://euraxess.ec.europa.eu/jobs/61117 <https://euraxess.ec.europa.eu/jobs/516136>

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avviso seminario lunedì 15 - Multiscale Approximations In Stochastic Biochemical Networks
by Enrico Bibbona 14 Mar '21

14 Mar '21

Gentilissimi, con la presente si comunica che lunedì 15 marzo, ore 16:30, la Prof.ssa Hye-Won Kang (University of Maryland Baltimore County) presenterà un seminario dal titolo: “Multiscale Approximations In Stochastic Biochemical Networks” Questo evento è parte del "Progetto di eccellenza", DISMA - Politecnico di Torino. Maggiori informazioni reperibili nella locandina allegata e sul sito: www.polito.it/disma-excellence/ Il seminario si terrà in forma telematica, tramite la piattaforma Zoom. Per collegarsi, è necessario utilizzare il seguente link https://polito-it.zoom.us/j/97383163671?pwd=T2pDZ2tpa0xTU3dOL1AyV3R3TEZuZz09 ID riunione: 973 8316 3671 Passcode: 343972 Accedendo al seminario, si prega di tenere microfono e videocamera disattivati. Per porre domande al termine del seminario, si prega di utilizzare la chat per chiedere la parola. Cordiali saluti - - - - - - - - - - - - - - - - - - - - - - - - - - - - Dear colleagues, it is our pleasure to invite you to the seminar “Multiscale Approximations In Stochastic Biochemical Networks” by prof. Hye-Won Kang (University of Maryland Baltimore County). The seminar will be held on Monday, March 15, at 16:30. This event is part of "Progetto di eccellenza", DISMA - Politecnico di Torino. Further information available on the attached flyer and www.polito.it/disma-excellence/ The seminar will be an online event on Zoom platform. To connect, please follow this link https://polito-it.zoom.us/j/97383163671?pwd=T2pDZ2tpa0xTU3dOL1AyV3R3TEZuZz09 ID riunione: 973 8316 3671 Passcode: 343972 By connecting to the seminar, please switch both microphone and webcam off. The question time will be at the end of the talk. Please, use the chat to ask for the floor. Best regards, DISMA Politecnico di Torino Dipartimento di eccellenza 2018-2022 Enrico Bibbona Associate Professor of Statistics Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Fwd: Portuguese mathematical society meeting - 12-16 july 2021
by Faggionato, Alessandra 14 Mar '21

14 Mar '21

Ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- Da: Patricia Gonçalves <pgoncalves(a)tecnico.ulisboa.pt> Date: dom 14 mar 2021 alle ore 17:32 Subject: Portuguese mathematical society meeting - 12-16 july 2021 To: Patrícia Gonçalves <patricia.goncalves(a)math.tecnico.ulisboa.pt> Dear Colleagues, the Portuguese Mathematical Society is organizing the ENSPM2021 on 12-16 July 2021 enspm2021.spmatematica.online The list of plenary speakers includes 4 Fields Medallists and several ICM invited speakers, along with recipients of many other distinctions such as the EMS Prize, Euler Medal, Fermat, Fulkerson, Henri Poincaré, Loève and Paul Doistau–Émile Blutet, Philip Leverhulme Prizes, MacArthur Fellows, CNRS Silver Medal, NSF Career, TWAS Prize, Whitehead Jr&Sr, and certainly many more awards in the future! The meeting has 9 slots for parallel sessions, two hours each, where many other outstanding mathematicians will have the opportunity to share and discuss ideas. We hope this meeting will help important ideas to flourish, inspire and spread. We would be very grateful if you could help this message reach anyone who may be interested. All are invited to join and/or to propose extra parallel sessions. On behalf of the organizers, João Araújo Mário Bessa Patrícia Gonçalves Luís Merca Patrícia Gonçalves Mathematics Department Instituto Superior Técnico University of Lisbon Portugal -- ************************************************* 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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RTD-B MAT/06 - Università della Basilicata
by Antonio DI CRESCENZO 13 Mar '21

13 Mar '21

Si rende noto che nella G.U. – IV Serie Speciale – “Concorsi ed Esami” n. 20 del 12/03/2021 (con scadenza alle ore 18.00 del 27/03/2021) sarà bandito un concorso da Ricercatore a tempo determinato *RTD-B* presso l'*Università della Basilicata* (Dipartimento di Matematica, Informatica ed Economia, sede: Potenza) nel SSD *MAT/06 (Probabilità e Statistica Matematica)*. Per informazioni è possibile contattare il coordinatore del CdS in Matematica, Alberto Cialdea (alberto.cialdea(a)unibas.it)

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Online seminar on "Machine Learning in Finance"
by Sara Svaluto-Ferro 12 Mar '21

12 Mar '21

We are pleased to announce a world online seminar on "Machine Learning in Finance" which will start on March 30th. The seminar will be held on a bi-weekly basis via Zoom at 7PM CET/10AM PST/1PM EST. Every two weeks, we will invite a speaker to cover a topic at the interface of machine learning and finance. Our opening speaker is Manuela Veloso from JP Morgan AI Research and CMU. More detailed information, in particular on the subsequent speakers can be found on our webpage https://sites.google.com/view/mlfinance/home <https://sites.google.com/view/mlfinance/home>. We also have a mailing list which can be subscribed through https://docs.google.com/forms/d/e/1FAIpQLSc--nB0dPRxLv_1qEMdjbrFdivaEHrzFSr… <https://docs.google.com/forms/d/e/1FAIpQLSc--nB0dPRxLv_1qEMdjbrFdivaEHrzFSr…>. The seminar announcements and the Zoom links will be sent via this mailing list, but you can also register for the zoom link on our webpage. Please bring the announcement to the attention of other researchers who may be interested. We are looking forward to seeing you at the seminar. Best regards, The organizers Christa Cuchiero, Ruimeng Hu, Sara Svaluto-Ferro, Renyuan Xu

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Webinar in Statistics ANDREA OTTOLINI - 19/3, ore 17
by Pierpaolo De Blasi 12 Mar '21

12 Mar '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 19 Marzo 2021, alle ore 17:00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Andrea Ottolini (*Standford University, USA) Title: *Gibbs sampling in the analysis of priors for almost exchangeable data* Zoom link: https://us02web.zoom.us/j/83130864007?pwd=Z2dGbHVsWHJMMG9iaTJFb2VMcExqQT09 Meeting ID: 831 3086 4007 Passcode: 222589 Abstract: Consider a population of N individuals divided into d subgroups (e.g., d=4 and people are divided by sex and smoking habits). A sequence of 0-1 valued experiments on the population with outcomes X_1,..., X_n is called partially exchangeable if the only relevant information in the data is the number of 1's in each category. de Finetti's representation result guarantees that the distribution of the X's (for n<<N) is in bijection with measures pi^{(n)} on [0,1]^d. Natural problems -- such as understanding which of the subdivisions are truly meaningful and what is the effect of our initial belief pi^{(0)} -- can be addressed if one knows how to sample efficiently from these measures. In the absence of further information about the experiments, de Finetti suggests starting with a class of priors pi^{(0)}_{C,A} indexed by a d-dimensional network (measuring the relative differences among categories) and a positive parameter A (measuring the belief in complete exchangeability). in this talk I will analyze the performance of Gibbs sampling in approximating these measures in the almost exchangeable regime (A>>1). It will be shown that A^2 steps are necessary and sufficient to mix in a certain Wasserstein distance, with constants depending on few spectral parameters of the network C. This is based on joint work with Gerencsér. ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats in collaborazione con il Collegio Carlo Alberto e rientra nel Complex Data Modeling Research Network midas.mat.uc.cl/network 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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Fwd: Pubblicazione bando RTDb SSD MAT/06
by Lucia Caramellino 12 Mar '21

12 Mar '21

Ricevo ed inoltro. Buona giornata, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell > Inizio messaggio inoltrato: > > Da: Filippo Bracci <fbracci(a)mat.uniroma2.it> > Oggetto: Pubblicazione bando RTDb Piano straordinario SSD MAT/06 Rif 1644 > Data: 3 marzo 2021 13:49:19 CET > A: Docenti <docenti(a)mat.uniroma2.it> > > Carissimi, > > è uscito il bando rtdB MAT/06 (con profilo per analisi dati): > > http://web.uniroma2.it/module/name/Content/newlang/italiano/action/showpage… <http://web.uniroma2.it/module/name/Content/newlang/italiano/action/showpage…> > > Scadenza: 01/04/2021 > > Vi prego di darne pubblicità > > grazie > > a presto > > Filippo > -- > ************************ > Prof. Filippo Bracci > Dipartimento di Matematica > Universita' di Roma "Tor Vergata" > Via della Ricerca Scientifica 1 > 00133 Roma - ITALIA > Tel: (+39-)06-7259 4643/4105 > Fax: (+39-)06-7259 4699 > E-mail: fbracci(a)mat.uniroma2.it <mailto:fbracci@mat.uniroma2.it> > Web-page: www.mat.uniroma2.it/~fbracci <http://www.mat.uniroma2.it/~fbracci> > >

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Seminar announcement
by Marco Scarsini 12 Mar '21

12 Mar '21

*Thursday, 18 March, 17:00 CET* *Simina Brânzei**, *Purdue University Searching, Sorting and Cake Cutting in Rounds <http://mailsender.luiss.it/lists/lt.php?id=cRpQAQMFSAUEAQZOVgFdBQs> Discussants: Alexandros Hollender and Argyrios Deligkas The paper can be found here <https://arxiv.org/abs/2012.00738>. This is the link to the Virtual Room <https://luiss.webex.com/webappng/sites/luiss/meeting/download/1e89e3ce671e4…> The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* 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 online del prof. Zegarlinski su "Coercive Inequalities"
by Federico Girotti 12 Mar '21

12 Mar '21

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Posto da Ricercatore di tipo B a Udine (fwd)
by Tiziano Vargiolu 10 Mar '21

10 Mar '21

---------- Forwarded message ---------- Date: Wed, 10 Mar 2021 16:37:26 +0100 From: Marcellino Gaudenzi <marcellino.gaudenzi(a)uniud.it> To: vargiolu(a)math.unipd.it Subject: Posto da Ricercatore di tipo B a Udine Caro Tiziano, ti chiedo gentilmente di rendere noto che l'Universit? di Udine ha bandito un posto da ricercatore di tipo B per il settore concorsuale 13/D4 Metodi matematici dell'economia e delle scienze attuariali e finanziarie, presso il Dipartimento di Scienze Economiche e Statistiche. Il bando ? reperibile all'indirizzo: https://www.uniud.it/it/ateneo-uniud/concorsi-bandi-uniud/concorsi/bandi-do… Grazie. Cari saluti Marcellino ________________________ Marcellino Gaudenzi Professore di Metodi matematici dell'economia e delle scienze attuariali e f inanziarie Universit? di Udine Dipartimento di Scienze Economiche e Statistiche Via Tomadini 30/A - 33100 Udine, Italy

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Announcement: Online conference Stochastic Processes and their Friends, the 18th and 19th of March 2021 (fwd)
by Tiziano Vargiolu 10 Mar '21

10 Mar '21

---------- Forwarded message ---------- Date: Tue, 9 Mar 2021 20:11:48 +0000 (UTC) From: Miryana Grigorova <miryana_grigorova(a)yahoo.fr> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Announcement: Online conference Stochastic Processes and their Friends, the 18th and 19th of March 2021 ---------------------------------------------------------------------------- Dear colleagues and friends, It is with the greatest of pleasure that we invite you to take part in the online conference Stochastic Processes and their Friends. This first edition of the conference celebrates the scientific career of Prof. Alexander Yu. Veretennikov. The event will take place online via Zoom in the afternoons of the 18th and 19th of March. More information can be found at https://www.miryanagrigorova.com/stochastic-processes-and-their-frie Please to register by following this link https://www.eventbrite.co.uk/e/special-online-event-stochastic-processes-an… Registration is free but required for organisational purposes. We are looking forward to seeing you next week! On behalf of the organising committee, Yours sincerely, Miryana

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Fwd: [owps] One World Probability Seminar Thursday March 11, 2021
by Faggionato, Alessandra 10 Mar '21

10 Mar '21

Buongiorno inoltro l'annuncio per il OWPS di domani, che sarà relazionato alla biologia. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 10 mar 2021 alle ore 09:32 Subject: [owps] One World Probability Seminar Thursday March 11, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Viet Chi Tran (Université Gustave Eiffel) Title: Limit Theorems for Historical Particle Systems Abstract: To describe the evolving phylogenies of a birth and death process with trait structure and ecological interactions, we build a historical process inspired by works by Dawson and Perkins (1991 and 1995): it is a càdlàg process whose value at time t is a measure on lineages stopped at this time, i.e. paths describing the trait ancestries of the individuals living at time t. The dynamics may depend on past traits and allows interactions between individuals through their lineages. We establish the convergence of the individual-based birth-death process to a nonlinear historical superprocess, under the assumptions of large populations, small individuals and allometric demographies. The limit is described here by a macroscopic martingale problem. Because of the interactions, the branching property fails and we use fine couplings between our population and independent branching particles. This is a joint work with Sylvie Méléard. (15:00-16:00 UTC) Speaker: Sylvie Méléard (École Polytechnique, Paris) Title: Historical Processes and Dynamics of Phylogenies in a Population with Climate Change Abstract: We investigate in a simple model how the phylogenies of living individuals are shaped by the adaptation to a varying environment. In this model, the individuals are characterised by one-dimensional real traits (or positions). The stochastic individual-based birth-death process depends on a time-changing growth rate that shifts the optimal trait to the right and depends on a nonlinear logistic competition term. The macroscopic behaviour is described by a PDE that admits a unique positive stationary solution. We are interested here in the ancestral lineages of the living individuals in the stationary regime. The dynamic of these lineages is modelled by a historical process, approximatively close to a similar one with non-linearity frozen to its stationary value. We then use a many-to-one identity together with Feynman-Kac's formula and fine stochastic calculus to completely describe the limiting distribution, in large populations, of the path of an individual drawn at random at a given time. This path, in reversed time, is approximated by a simple Ornstein-Uhlenbeck. It shows how the lagged bulk of the present population stems from ancestors once optimal in trait but still in the tail of the trait distribution in which they lived. This talk is based on a joint work with Vincent Calvez, Benoit Henry and Viet Chi Tran. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/86028841260?pwd=bUxyVUYzSjY5dDR4d3krb2lDTHZDQT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 860 2884 1260 Passcode: 868252 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Fwd: [umr8050] Allocations de Master Bézout : ouverture de la nouvelle campagne de recrutement
by Lucia Caramellino 09 Mar '21

09 Mar '21

Ricevo ed inoltro. Buona giornata, Lucia +++++++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Web: http://www.mat.uniroma2.it/~caramell De: "raphael danchin" <raphael.danchin(a)u-pec.fr <mailto:raphael.danchin@u-pec.fr>> À: "umr8050" <umr8050(a)listes.math.cnrs.fr <mailto:umr8050@listes.math.cnrs.fr>> Envoyé: Mardi 9 Mars 2021 08:51:51 Objet: [umr8050] Allocations de Master Bézout : ouverture de la nouvelle campagne de recrutement Dear colleague, The 2021-2022 hiring campaign for international Bézout master's scholarships is open until May 21. This year, we will be able to accept more applications than usual (about 10, compared to 7 usually). Bézout Master program is directed towards excellent students in mathematics or computer science (or both) from foreign institutions willing to pursue their studies in Université Paris-Est at the master's level. The laureates will receive about 1300 € per month over 11 months (pending approval of the University Executive Board) and will be proposed a room on the campus. Furthermore, the best students will then be invited to join the PhD program of the Doctoral School MSTIC (Mathematics, Sciences and Information and Communication Technology). A joint supervision with the student's national doctoral framework, leading to both PhD grades, is possible. The details of the program can be found here: http://bezout.univ-paris-est.fr/masters-scholarships/ <http://bezout.univ-paris-est.fr/masters-scholarships/> . From the same webpage, a link to the application form is available; the deadline will be May 21. On April 27 and 30, we plan to hold two online presentations of the Bézout master's program and scholarships, followed by a session of questions and answers; potential applicants should express their interest (without commitment to attend), so that we can send them the credentials for the meeting; see the webpage. A description of the activities of the Bézout Labex can be found in the leaflet at http://bezout.univ-paris-est.fr/wp-content/uploads/2020/11/bezout-leaflet.p…. One can also send you a few printed leaflets at your postal address. Contact: Raphaël Danchin <danchin(a)u-pec.fr <mailto:danchin@u-pec.fr>>

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Webinar Yi Yu @Bocconi
by Giacomo Zanella 09 Mar '21

09 Mar '21

We announce the following DEC Statistics webinar: Date: Thursday, March 11, h17:00 (Italy time) Speaker: Yi Yu (University of Warwick) Title: Functional Linear Regression with Mixed Predictors Abstract: We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression models in the literature as special cases. Based on the theory of reproducing kernel Hilbert spaces (RKHS), we propose a penalized least squares estimator that can accommodate functional variables observed on discrete grids. Besides the conventional smoothness penalties, a group Lasso-type penalty is further imposed to induce sparsity in the high-dimensional vector predictors. We derive finite sample theoretical guarantees and show that the excess prediction risk of our estimator is minimax optimal. Furthermore, our analysis reveals an interesting phase transition phenomenon that the optimal excess risk is determined jointly by the smoothness and the sparsity of the functional regression coefficients. A novel efficient optimization algorithm based on iterative coordinate descent is devised to handle the smoothness and sparsity penalties simultaneously. Simulation studies and real data applications illustrate the promising performance of the proposed approach compared to the state-of-the-art methods in the literature. The webinar will be on zoom at: https://zoom.us/j/95651583993?pwd=ZnZjaGxvZWVLdGFSL0dGTk43eU9Idz09 Meeting ID: 956 5158 3993 Passcode: 568279 Kind regards, Giacomo Zanella

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Seminario di Sandra Cerrai in Bicocca (circa)
by Gianmario Tessitore - UNIMIB 08 Mar '21

08 Mar '21

Ho il piacere di annunciare il seguente seminario, da remoto, di Sandra Cerrai (University of Maryland): "Sull'approssimazione di Smoluchowski-Kramers per SPDE con termine di smorzamento variabile" Lunedì 15 Marzo 2021 ore 17:30 Seguono il riassunto e il link Zoom. Tutti gli interessati sono invitati a partecipare. Gianmario Tessitore %%%%%%%%%%%%%%%%%%%%%%%%%%%% Link Zoom: https://us02web.zoom.us/j/81619958846?pwd=V1BQemR1L01aMzJHMGVFOWg1WVR3UT09 (ID: 816 1995 8846 Passcode: 133769) Abstract: Darò una panoramica su una serie di risultati sul comportamento asintotico, rispetto alla massa piccola, di sistemi stocastici infinito-dimensionali descritti da equazioni delle onde smorzate perturbate da un rumore Gaussiano. In particolare, concentrerò la mia attenzione al caso in cui lo smorzamento dipende dallo stato. %%%%%%%%%%%%%%%%%%%%%%%%%%%% -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Fwd: PhD position in Statistics at University of Amsterdam
by Marco Formentin 08 Mar '21

08 Mar '21

Ricevo e inoltro. Buona giornata, Marco Formentin ----- Forwarded message from Eni Musta <e.musta(a)uva.nl> ----- Date: Fri, 5 Mar 2021 12:20:58 +0000 From: Eni Musta <e.musta(a)uva.nl> Dear colleagues, Applications are invited for a PhD position in Statistics at the Korteweg-de Vries Institute for Mathematics, University of Amsterdam. The PhD candidate will be supervised by Eni Musta and will work on the project "Shape-constrained estimation in survival analysis". The project aims at development of statistical methodology and theory for cure models using shape-constrained techniques. We are looking for candidates with a strong background in Mathematical Statistics/Statistics or Probability and interest in statistical methodology/theory. More details about the project and the application procedure can be found at: https://www.uva.nl/shared-content/uva/en/vacancies/2021/03/21-144-phd-stude… https://www.academictransfer.com/nl/298398/phd-student-in-statistics/ Best regards, Eni Musta ----- End forwarded message -----

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Seminar announcement
by Marco Scarsini 05 Mar '21

05 Mar '21

*Thursday, 11 March, 17:00 CET* *Claire Mathieu**, *École Normale Supérieure Two-Sided Matching Markets with Correlated Random Preferences have Few Stable Pairs <http://mailsender.luiss.it/lists/lt.php?id=cRpQAQcLSAUFCQ1OVgFdBQs> Discussants: Andrés Cristi and Josué Ortega The paper can be found here <https://arxiv.org/abs/1904.03890>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUFBQBOVgFdBQs> The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/seminari-2021>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Fwd: Vacancies within NETWORKS, The Netherlands: 6 PhDs in Stochastics and Algorithms, deadline March 31, 2021
by pietro caputo 04 Mar '21

04 Mar '21

Ricevo e inoltro: ---------- Forwarded message --------- From: Avena, L. <l.avena(a)math.leidenuniv.nl> Date: Thu, Mar 4, 2021, 18:26 Subject: Vacancies within NETWORKS, The Netherlands: 6 PhDs in Stochastics and Algorithms, deadline March 31, 2021 To: Wolfgang Koenig <koenig(a)wias-berlin.de>, Francis Comets < comets(a)math.univ-paris-diderot.fr>, Cristina TONINELLI < toninelli(a)ceremade.dauphine.fr>, Fabio Toninelli < toninelli(a)math.univ-lyon1.fr>, pietro caputo <caputo(a)mat.uniroma3.it>, Fabio Martinelli <martinelli.fabio(a)gmail.com>, JProf Florian Voellering < Florian.Voellering(a)math.uni-leipzig.de>, Matteo Quattropani < matteo.quattropani(a)gmail.com>, Paolo MILANESI <paolo.MILANESI(a)univ-amu.fr>, FABIENNE CASTELL. AMU. <fabienne.castell(a)univ-amu.fr>, Clothilde Melot < clothilde.melot(a)univ-amu.fr>, A. Gaudilliere < alexandre.gaudilliere(a)math.cnrs.fr>, Augusto <augusto(a)impa.br>, Faggionato, Alessandra <faggiona(a)mat.uniroma1.it>, Conrado Costa <conradofpc(a)gmail.com>, Diego Garlaschelli <diego.garlaschelli(a)imtlucca.it>, Daniel Valesin < valesin(a)gmail.com>, Dirk Erhard <erharddirk(a)gmail.com>, Tertuliano Franco < francotertu(a)gmail.com>, F.H.J.Redig(a)tudelft.nl <F.H.J.Redig(a)tudelft.nl>, Otávio Menezes <ommenezes(a)gmail.com>, Jon Peterson <peterson(a)purdue.edu>, Vincent Tassion <vincent.tassion(a)math.ethz.ch>, 千野由喜 < y.chino.leiden(a)gmail.com>, Francesca Romana Nardi < francescaromana.nardi(a)unifi.it>, Patricia Goncalves <mophinha(a)gmail.com>, landim(a)impa.br <landim(a)impa.br>, Maria Eulalia Vares <eulaliavares(a)gmail.com>, rodrigo.bissacot(a)gmail.com <rodrigo.bissacot(a)gmail.com>, Rogerio Alves < rgalvess(a)gmail.com>, Arnaud Le Ny <arnaud.le-ny(a)u-pec.fr>, Nicolas Tremblay <nicolas.tremblay(a)gipsa-lab.grenoble-inp.fr>, Simon Barthelmé < simon.barthelme(a)gipsa-lab.fr>, Marco Romito <marco.romito(a)unipi.it>, Dario Trevisan <dario.trevisan(a)unipi.it>, Giacomo Filippo Di Gesu < giacomo.digesu(a)unipi.it>, alessandra bianchi <bianchi(a)math.unipd.it>, Alessandra Cipriani <A.Cipriani(a)tudelft.nl>, Wioletta Ruszel < w.m.ruszel(a)tudelft.nl>, Christophe Garban <garban(a)math.univ-lyon1.fr>, Christina Goldschmidt <goldschm(a)stats.ox.ac.uk>, christian.maes(a)kuleuven.be <christian.maes(a)kuleuven.be>, Renato Soares Dos Santos <rsd8(a)nyu.edu>, Alexandre Stauffer <astauffer(a)mat.uniroma3.it>, Elisabetta Scoppola < elisabetta.scoppola(a)gmail.com>, Francesco Caravenna < francesco.caravenna(a)unimib.it>, Julián Martínez <julianfm7(a)gmail.com>, Milton D. Jara V. <mjara(a)impa.br>, Hubert Lacoin <hlacoin(a)gmail.com>, quentin.berger(a)sorbonne-universite.fr <quentin.berger(a)sorbonne-universite.fr>, rf87(a)nyu.edu <rf87(a)nyu.edu>, drewitz(a)math.uni-koeln.de < drewitz(a)math.uni-koeln.de>, Ines Armendariz <ines.armendariz(a)gmail.com>, Pablo Ferrari <pagfrr(a)gmail.com>, Lorenzo Zambotti <zambotti(a)lpsm.paris>, bertini(a)mat.uniroma1.it <bertini(a)mat.uniroma1.it> Dear friends and colleagues, I would like to ask you to advertise within your network of potentially interested colleagues and students, 6 PhD positions in Stochastics and Algorithms within the Dutch research project NETWORKS (Leiden, Amsterdam and Eindhoven). More details and the application description can be found at this link: https://www.thenetworkcenter.nl/Open-Positions/openposition/29/6-PhD-Positi… Thanks for the attention and see you hopefully soon. Sincerely, Luca

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2 years postdoctoral research position in Analysis at Bocconi University, Milan
by Marco Alessandro Fuhrman 03 Mar '21

03 Mar '21

Buongiorno. Ricevo e inoltro un avviso su un assegno di ricerca. Cordiali saluti. Marco Fuhrman %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Applications are invited for a 2 years postdoctoral research position in Analysis at Bocconi University, Milan , with a flexible starting date between May and November 2021. The appointment is funded through the PRIN project "Gradient flows, Optimal Transport and Metric Measure Structures" and it will focus on the main topics of the project, with possible applications to PDEs and Machine Learning. This is a research-oriented position at the Bocconi Institute for Data Science and Analytics, with an expected net salary of €25000 per annum and without teaching duties. Additional information and details on the appointment can be found at the Jobmarket website of Bocconi . Applications (see the details in the annou n cement and the application form ) should be sent before noon of March 31, 2021 by email to the Faculty and Staff Administration office . For any further information please write to giuseppe.savare(a)unibocconi.it . Bando (Italian) Announcement Application form Link to the cvgmt website <signatureafterquotedtext></signatureafterquotedtext>

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Fwd: [owps] One World Probability Seminar Thursday March 4, 2021
by Faggionato, Alessandra 03 Mar '21

03 Mar '21

Buongiorno vi giro l'annuncio del OWPS di domani che sarà molto relazionato al trasporto ottimale. Grazie Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 3 mar 2021 alle ore 14:06 Subject: [owps] One World Probability Seminar Thursday March 4, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Matthias Erbar (Bielefeld University) Title: Optimal Transport and Gradient Flows in Discrete or Non-Local Settings Abstract: Optimal transport has become a powerful tool in the analysis of particle systems and the associated evolution equations. In particular the description as steepest descent or gradient flow in the Wasserstein distance gives insights on their long-time or limiting behavior. Yet many situations of interest fall outside the scope of the classical optimal transport theory. In the talk I will try to give an overview of some recent developments concerning the construction of different geometries on the space of probability measures tailored to capture the specific features of a given system. I will focus in particular on particles systems on discrete spaces and on the collisional dynamics in the Boltzmann equation. (15:00-16:00 UTC) Speaker: Jan Maas (IST Austria) Title: Optimal Transport: from Discrete to Continuous Abstract: Many stochastic systems can be viewed as gradient flow ('steepest descent') in the space of probability measures, where the driving functional is a relative entropy and the dissipation mechanism is described by a dynamical optimal transport problem. In this talk we focus on these optimal transport problems and describe recent work on the limit passage from discrete to continuous. Surprisingly, it turns out that discrete transport metrics may fail to converge to the expected limit, even when the associated gradient flows converge. We will illustrate this phenomenon in examples, discuss a geometric criterion for convergence, and present a recent homogenisation result. This talk is based on joint works with Matthias Erbar, Nicola Gigli, Peter Gladbach, Eva Kopfer, and Lorenzo Portinale. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/85095168711?pwd=dGx2dnNySUZQNm40ZC9aWlJTaXZTZz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 850 9516 8711 Passcode: 244220 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Statistics and Probability Seminars @University of Nottingham: Karthik Bharath (3pm Italian time)
by Fabrizio Leisen 03 Mar '21

03 Mar '21

Con preghiera di diffusione. *Italian time: 15:00* Cordiali Saluti, Fabrizio Dear All, the Statistics and Probability group at the University of Nottingham organize a series of internal seminars which will be available to anyone interested, even outside the University of Nottingham. Our next speaker is Karthik Bharath. Seminar date and time: *4**th* * of March at 2pm. * Below you can find the Abstract and Title. Furthermore, you can find the Teams link to join the seminar. Best Wishes, Fabrizio Leisen Professor of Statistics University of Nottingham School of Mathematical Sciences University Park, Nottingham, NG7 2RD, UK http://sites.google.com/site/fabrizioleisen/ You are cordially invited to the following seminar: Karthik Bharath <https://www.nottingham.ac.uk/mathematics/people/karthik.bharath> (Internal Seminar) ----> 4th of March *at 2pm* Title: Shape space and models for functional data Abstract: Statements such as “death rate curve needs to remain single peaked”; “we expect the second peak of infected cases to be smaller compared to the first”, are, unfortunately, all too familiar nowadays. They represent instances of informal descriptions of shapes of functions we can relate to readily, wherein the notion of shape relates exclusively to ‘y direction’ variation. To formalise this, in this talk, I will consider a group-theoretic description of the shape of a function as that which is left behind once ‘x direction’ variability is ignored: only the number and values of local extrema are relevant to describe its shape and not their timings. Accordingly, the shape of a function is shown to be uniquely encoded by a polynomial, and this connection allows us to study structural aspects of the shape space of functions. For statistical analysis of functional data (e.g., densely sampled multiple time series data) the upside to this perspective is that (i) a natural dimension reduction mechanism based on local extrema becomes available when analysing amplitudes that avoids the task of registering (or aligning) the data; and (ii) simple finite-dimensional generative shape models can be defined. On the other hand, geometry of the shape space is complicated, and this makes it difficult to compute descriptive statistics (e.g., average shape) and study models induced on the shape space from the original (simpler) function space. This is joint work with Ian Jermyn (Durham). __________________________________________________ Microsoft Teams meeting Join on your computer or mobile app Click here to join the meeting <https://teams.microsoft.com/l/meetup-join/19%3ameeting_YTYwODYyNDEtYThiZi00…> Learn more <https://aka.ms/JoinTeamsMeeting> | Meeting options <https://teams.microsoft.com/meetingOptions/?organizerId=ac48eccb-4345-40d8-…> -- Fabrizio Leisen Professor of Statistics University of Nottingham School of Mathematical Sciences University Park, Nottingham, NG7 2RD, UK http://sites.google.com/site/fabrizioleisen/

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Pisa Online Seminars - Atul Shekhar (Tuesday, March 9 at 16:00)
by Giacomo Filippo Di Gesu 02 Mar '21

02 Mar '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The talk will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, March 9, 16:00 Speaker: Atul Shekhar (Université Lyon 1) Title: On the fixed points of Branching Brownian motion Abstract: We consider a particle system on the real line in which each particle evolves into many particles via independent Branching Brownian motions. Under a very mild natural assumption, we give a full characterisation of the fixed points of this particle system. This result is motivated by an earlier work of T. Liggett on particle systems without branching. Further motivations come from the close connection between the Branching Brownian motion and the two dimensional Gaussian free field. This talk is based on a joint work with Christophe Garban and Xinxin Chen. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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AMaMeF: update on the 2021 conference in Padova
by Tiziano Vargiolu 02 Mar '21

02 Mar '21

Dear all, we hope that this message finds you well. This message is an update on the 10th general AMaMeF (Advanced Mathematical Methods for Finance) conference, scheduled on June 22-25, 2021, at the University of Padova (Italy). In agreement with the AMaMeF steering committee, we decided to keep the conference on the scheduled dates. Obviously, the current pandemic situation, travel restrictions and the uncertainty of the near future prevent us from organising a conference and the accompanying social events in the style of the good old days. For this reason, we are planning a conference in a hybrid format, with the presence of a limited number of participants and with the option of rapidly switching to a fully online conference, if the hybrid format will turn out to be unfeasible. All of the plenary speakers confirmed their willingness to participate to the conference, and most of them will be present, if possible. The Call for contributed sessions and talks will be announced and opened very soon. Please visit the conference webiste for more detailed informations and constant updates: https://events.math.unipd.it/AMAMEF2021/ Best wishes 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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Fwd: Ph.D. position information theory at IMT Lille Douai
by Michele Coghi 01 Mar '21

01 Mar '21

Ricevo ed inoltro. Con preghiera di diffusione a tutti i possibili interessati. On Mon, 1 Mar 2021 at 13:34, Giulia Cervia <giulia.cervia(a)imt-lille-douai.fr> wrote: > Dear all, > > together with Anne Savard and Laurent Clavier we are looking for a PhD > student at IMT Lille Douai. > The topic is in information theory*, *at the intersection between > information engineering and mathematics. More specifically, we are going > to look into efficient code design for finite-blocklength coordination > from both a practical and theoretical perspective. As the first objective > is more engineering-oriented, and the latter is basically large > deviations and Neyman-Pearson theory, the main focus will also depend on > the candidate’s background. More details in the proposal (attached). > > The PhD is supposed to start in September/October 2021, and the > application deadline is May 28th. > > We would be grateful if you could forward this to potentially interested > (master) students. > > Best regards > > Giulia Cervia > > > > -- Herr Dr. Michele Coghi Technische Universität Berlin, Raum 706 Straße des 17. Juni 136, 10587 Berlin, Germany E-Mail: coghi(a)math.tu-berlin.de

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assegno di ricerca in Fisica Matematica Univaq
by davide gabrielli 01 Mar '21

01 Mar '21

Segnalo il bando allegato per 1 assegno di ricerca in Fisica Matematica presso il Dipartimento di Ingegnerie e Scienze dell'informazione e Matematica dell'Università dell'Aquila su tematiche riguardanti la meccanica statistica e la modellistica stocastica. Il bando relativo alla presente procedura selettiva sarà pubblicato mediante affissione allAlbo ufficiale dellUniversità degli Studi dellAquila nonché sul sito internet: - dellAteneo (http://www.univaq.it/section.php?id=766) - del MIUR (http://bandi.miur.it) - dellUnione Europea (http://ec.europa.eu/euraxess) Scadenza 17-03-2021 saluti Davide Gabrielli

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I: Assegno di ricerca nel settore MAT/06 - Ancona
by Alberto Lanconelli 26 Feb '21

26 Feb '21

Ricevo e inoltro. Alberto ________________________________ Da: CRISTINA MARCELLI <c.marcelli(a)staff.univpm.it> Inviato: venerdì 26 febbraio 2021 18:18 A: Alberto Lanconelli <alberto.lanconelli2(a)unibo.it> Oggetto: Assegno di ricerca nel settore MAT/06 - Ancona Cari colleghi, sono docente di Analisi Matematica presso l’Università Politecnica delle Marche (Ancona). Vi scrivo per informarvi di un prossimo bando per un assegno di ricerca nel settore MAT/06 presso la Facoltà di Ingegneria del nostro Ateneo. L'assegno sarà annuale, ma rinnovabile fino a 3 anni. Se conoscete qualche giovane potenzialmente interessato (purché abbia già conseguito il titolo di dottore di ricerca) e desiderate avere maggiori informazioni, potete contattarmi scrivendomi a c.marcelli(a)univpm.it<mailto:c.marcelli@univpm.it> . Grazie per l’attenzione, Cristina Marcelli

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Seminar announcement
by Marco Scarsini 26 Feb '21

26 Feb '21

*Thursday, 4 March, 17:00 CET* *Katya Scheinberg**, *Cornell University A Theoretical and Empirical Comparison of Gradient Approximations in Derivative-Free Optimization <http://mailsender.luiss.it/lists/lt.php?id=cRpQAQUDSAUFBgdOVgFdBQs> Discussants: Pavel Dvurechensky and Giuseppe Ughi The paper can be found here <https://arxiv.org/abs/1905.01332>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUFBQBOVgFdBQs> The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/prossimi-seminari>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Concorsi per ricercatori e tempo determinato...
by Marco Minozzo 25 Feb '21

25 Feb '21

Carissime e carissimi, nella Gazzetta Ufficiale - IV Serie Speciale n. 14 del 19/02/2021 è stato pubblicato l'avviso relativo all'indizione di procedure selettive per posti di Ricercatore a tempo determinato ai sensi dell'art. 24, comma 3, lettera b) della L. 240/2010 presso l'Università degli Studi di Verona. Si segnalano in particolare i seguenti settori: Dipartimento di Scienze economiche 1 posto SECS-S/01 Statistica - Cod. 2021rtdb034 1 posto SECS-S/06 Metodi Matematici dell'Economia e delle Scienze Attuariali e Finanziarie - Cod. 2021rtdb035 I bandi sono disponibili all'Albo ufficiale e alla pagina concorsi del sito web di Ateneo all'indirizzo: https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… La scadenza per la presentazione delle domande è il 22 marzo 2021 alle ore 20.00. Un caro saluto, Marco Minozzo ------------------------------------------------------------------- Prof. Marco Minozzo, PhD Presidente Laurea in Economia e Commercio Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129 Verona (Italy) Tel: +39045 8028234 Fax: +39045 8028177 E-mail: marco.minozzo(a)univr.it<mailto:marco.minozzo@univr.it> -------------------------------------------------------------------

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Fwd: [owps] One World Probability Seminar Thursday February 25, 2021
by Faggionato, Alessandra 24 Feb '21

24 Feb '21

Buongiorno, vi inoltro l'annuncio del OWPS di domani. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 24 feb 2021 alle ore 12:25 Subject: [owps] One World Probability Seminar Thursday February 25, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Fredrik Viklund (KTH) Title: Interplay between Dirichlet and Loewner energies: cutting-welding operations and foliations by Weil-Petersson quasicircles - Part 1 Abstract: The Loewner energy is a Mobius invariant deterministic quantity attached to Jordan curves in the plane. One way in which it arises is as a large deviations rate function for the Schramm-Loewner evolution with small parameter. A curve has finite Loewner Energy if and only if it is a Weil-Petersson quasicircle, a class of curves that in the last decades has received significant attention by both physicists and mathematicians, but only very recently by probabilists. The Loewner-Kufarev energy is a dual quantity attached to certain continuous families of Jordan curves, which arises in the context of large deviations of SLEs with large parameter. We will survey recent joint works (and beyond) that describe the interplay between these energies (and the Weil-Petersson quasicircles) with the usual Dirichlet energy on the plane. The results are closely related to recent ideas and developments in Random Conformal Geometry but proofs are purely analytic. In the first talk, we begin by presenting background material and a survey of properties and characterisations of Weil-Petersson quasicircles. We then discuss interactions between Weil-Petersson quasicircles with ambient Dirichlet class functions via cutting and conformal welding operations as well as interpretations in terms of "flow-lines". At the end we will present a "dictionary" that relates these statements with ideas in Random Conformal Geometry. (15:00-16:00 UTC) Speaker: Yilin Wang (MIT) Title: Interplay between Dirichlet and Loewner energies: cutting-welding operations and foliations by Weil-Petersson quasicircles - Part 2 Abstract: The main topic of the second talk is the Loewner-Kufarev energy and corresponding families of Weil-Petersson quasicircles. We will indicate how to associate to such a foliation a (geometric) "winding function" on the plane whose Dirichlet energy equals the (analytic) Loewner-Kufarev energy. This duality entails several interesting results: for example, the Loewner-Kufarev Energy is in fact reversible and we obtain a new characterisation of Weil-Petersson quasicircles. We will end by discussing further implications and open problems. *Main references:*F. Viklund, Y. Wang: Interplay between Loewner and Dirichlet energies via conformal welding and flow-lines, Geom. Funct. Anal. (GAFA) 30 289–321 (2020) F. Viklund, Y. Wang: The Loewner-Kufarev Energy and Foliations by Weil-Petersson Quasicircles, arXiv:2012.05771 (2020) ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/89460596402?pwd=QmZ5N25waCs5NVl5QkJGdWxQTFpDdz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 894 6059 6402 Passcode: 307302 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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RTDB MAT/06 Università di Verona
by Paolo Dai Pra 23 Feb '21

23 Feb '21

Vi informo dell’uscita del bando RTDB S.C. 01/A3 Analisi matematica, Probabilità e Statistica matematica - S.S.D. MAT/06 Probabilità e Statistica matematica Presso in Dipartimento di Informatica dell’Università di Verona. https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… <https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-…> Paolo Dai Pra Dipartimento di Informatica Università degli Studi di Verona Strada Le Grazie 15, 37134 Verona, Italy Tel. +390458027093

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Seminari Gruppo PRISMA
by c.ceci＠unich.it 22 Feb '21

22 Feb '21

Buongiorno a tutti, abbiamo il piacere di annunciare il secondo appuntamento del ciclo mensile di seminari online promosso dal Gruppo UMI PRISMA. Lunedi’ 1 marzo 2021, ore 16-18 Alessandra Faggionato Titolo: Random resistor networks and Mott’s variable range hopping Abstract: Random resistor networks allow to study electron transport indisordered systems. By means of stochastic homogenization one can characterize the infinite volume effective conductivity in terms of the homogenized matrix of suitable discrete Poisson equations. We will then focus on the low temperature behavior of the random conductance model and the Miller-Abrahams random resistor network. The latter models the so-called Mott’s variable range hopping, a fundamental transport mechanism in disordered solids in the regime of strong Anderson localization. We will discuss its percolative properties and show how homogenization, percolation and scaling arguments lead to Mott’s law. (For the percolation part, the talk is based on joint works with H.A. Mimun). Elisabetta Candellero Titolo: Competition processes on hyperbolic non-amenable graphs Abstract: We consider two first-passage percolation processes, FPP_1 and FPP_\lambda, spreading with rates 1 and \lambda respectively, on a graph G with bounded degree. FPP_1 starts from a single source, while the initial configuration of FPP_\lambda consists of countably many seeds distributed according to a product of iid Bernoulli random variables of parameter \mu on the set of vertices. This model is known as "First passage percolation in a hostile environment" (FPPHE), and was introduced by Stauffer and Sidoravicius as an auxiliary model for investigating a notoriously challenging model called Multiparticle Diffusion Limited Aggregation. We consider several questions about FPPHE, focusing on the case when G is a non-amenable hyperbolic graph. This talk is based on joint works with Alexandre Stauffer. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3ameeting_YjVhZDc3MDctZTU1NC00… Tutte le informazioni le trovate anche alla pagina: http://www.umi-prisma.polito.it/webinars.html Grazie per l’attenzione, Claudia Ceci e Domenico Marinucci **************************************** Claudia Ceci Dipartimento di Economia Universita' "G. d'Annunzio" V.le Pindaro 42 65127, Pescara, ITALY c.ceci(a)unich.it ****************************************

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Three two-year postdoctoral fellowships -- Torino, Italy
by Federico Polito 21 Feb '21

21 Feb '21

The Department of Mathematics "G. Peano" (University of Torino) invites applications for *three two-year postdoctoral fellowships* in all areas of applied and pure mathematics. The winners will work with researchers of the department in all areas of mathematics, including Probability and Statistics. The call is online at https://pica.cineca.it/unito/ Look for "Bando assegni di ricerca - Cofinanziati - Tornata XXIII" and click the left blue button (Bando/call). For the application procedure choose instead the button on the right (Le tue domande/your applications -- the application is then available in English). *The closing date is March 8, 2021 (1pm CET)* The dates and location of the interviews will be published at https://www.serviziweb.unito.it/albo_ateneo/ For any enquiries in the area of probability please feel free to email me. Best regards, Federico Polito -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Web: www.federicopolito.it

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Tenure Track position in Financial Mathematics – University of Verona
by Alessandro Gnoatto 20 Feb '21

20 Feb '21

The Department of Economics at the University of Verona is looking for a tenure track researcher in the field of Financial and Insurance Mathematics (SECS-S/06 - 13/D4). The Department of Economics offers a vibrant research environment in the newly built campus of Santa Marta. According to the latest Italian Research Assessment Exercise (VQR), it ranks in the top 5% of the economics departments for the number of academics with only top publications and, according to REPEC, is in the top 10% in Italy for the proportion of cited publications. The Verona Quantitative Finance group offers a stimulating environment with researchers focusing on different areas such as: high frequency financial econometrics and asset pricing, mathematical/quantitative finance, stochastic optimal control and computational finance. The position is a fixed-term 3-year position (RTDB). If the researcher receives the National Scientific Habilitation (ASN), at the end of the 3 years then he/she becomes a tenured Associate Professor. A minimum of 3 years of postdoc experience is required together with a working knowledge of Italian. The call and the online application form can be accessed via the following link. https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-… <https://www.univr.it/it/concorsi/personale-docente/ricercatore/ricercatore-…> For questions, please contact: alessandro.gnoatto(a)univr.it <mailto:alessandro.gnoatto@univr.it>

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Bernoulli Society New Researcher Award 2022
by Antonio DI CRESCENZO 19 Feb '21

19 Feb '21

Bernoulli Society welcomes applications for the New Researcher Award 2022. The deadline for applications is 15 March 2021. Each awardee shall deliver a talk at a special invited session during the 42nd Conference on Stochastic Processes and their Applications in 2022, and will receive a funding up to 1000€ to offset travel and other expenses. Eligible candidates are active researchers in Probability Theory who obtained their PhD degree on or after March 1st, 2016, and who are regular members of the Bernoulli Society. Candidates should apply through the web form https://docs.google.com/forms/d/e/1FAIpQLSdajP4NBGSWFXHJxoVCQTmJMpv9rM2ZRNV… For more information, visit the website http://www.bernoulli-society.org/news/37-general-announcement/324-bernoulli… -- Antonio Di Crescenzo

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Two associate professor positions in Stockholm
by Martina Favero 19 Feb '21

19 Feb '21

Dear all, Two positions as associate professor in mathematics (specialization in mathematical statistics) are open at KTH, Stockholm. The two positions differ slightly in the subject description, see https://www.kth.se/en/om/work-at-kth/lediga-jobb/what:job/jobID:375477 and https://www.kth.se/en/om/work-at-kth/lediga-jobb/what:job/jobID:375478 for more details. The deadline for application is April 9, 2021. Best wishes, Martina Favero

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Seminar announcement
by Marco Scarsini 19 Feb '21

19 Feb '21

Thursday, 25 February, 17:00 CET *Daniela Saban,* Stanford University Online Assortment Optimization for Two-sided Matching Platforms <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAwDSAUFBQBOVgFdBQs> Discussants: Will Ma and Antoine Désir The paper can be found here <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3712553>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUFBQBOVgFdBQs> The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/prossimi-seminari>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Padova Online Seminar by Luca Avena (Leiden University) [Friday, Feb. 26 at 14.30]
by alessandra bianchi 19 Feb '21

19 Feb '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on February 26 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Luca Avena (Leiden University) Title: Node immunization in networks: a scalable searching algorithm based on random rooted forests 26 FEBRUARY (Friday) - 14:30 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: We are interested in the so-called multiple-node immunization for complex networks under attack of a viral agent. The latter is a hot topic in network science and it consists of identifying and removing a set of nodes of a given size in a graph to maximally impede the agent spread. Several approaches have been proposed in the literature based on numerical and theoretical insights on how classical models for virus spread (so-called compartmental models) evolve on graphs. Based on the stability analysis of these compartmental models, the maximal eigenvalue of the adjacency matrix of the graph has been proposed as a measure for how resilient the network is. Thus one of the most common approaches for immunization consists in identifying the set of nodes of a given cardinality, for which the reduced network, obtained by removing these nodes, has minimal largest eigenvalue. This optimization problem turns out to be a computationally hard problem in the well known NP class and the available exact or proxy algorithms offer good solutions and performances only for small data sets. We propose a novel randomized flexible method to efficiently identify these sets of nodes based on random walk kernels and random rooted forests. We explain the theoretical results underlying the method, and present experimental results where we test method and performances on classical synthetic and real-world benchmarks. Joint work with Michael Emmerich, Alex Gaudilliere and Irina Gurewitsch -- 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/

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Webinar in Statistics YUN WEI - 26/2, ore 17
by Pierpaolo De Blasi 19 Feb '21

19 Feb '21

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Venerdi 26 Febbraio 2021, alle ore 17:00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *Yun Wei (*Samsi and Duke University, USA) Title: *Obtaining faster convergence rates in finite mixture models by taking repeated measures* Zoom link: https://us02web.zoom.us/j/89954920036?pwd=dndsQnZqQ2crZzVlRW1pM0Q2RGo1Zz09 Meeting ID: 899 5492 0036 Passcode: 418668 Abstract: It is known that some finite mixture models suffer from slow rates for estimating the component parameters. Examples are mixtures of the weakly identifiable families in the sense of [Ho and Nguyen 2016]. To obtain faster parameter convergence rates, we propose to collect more samples from each mixture component, hence each data is a vector of samples from the same mixture component. Such a model is known in the literature as a finite mixture model of repeated measures, which has been applied in psychological study and topic modeling. This model also belongs to the mixture of product distributions, with the special structure that the product distributions in each mixture component are also identical. In this setup, each data consists of conditionally independent and identically distributed samples and thus is an exchangeable sequence. We show that by taking repeated measures (collecting more samples from each mixture component), a finite mixture model that is not originally identifiable becomes identifiable. Moreover, the posterior contraction rates for the parameter estimation are also obtained, demonstrating that repeated measures are beneficial for estimating the component parameters. Our results hold for general probability families including all regular exponential families and can also be applied to hierarchical models. The key tool to develop the results is by establishing an inverse inequality to upper bound a suitable distance between mixing measures by the total variational distance between the corresponding mixture densities. Based on joint work with Xuanlong Nguyen (University of Michigan). ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats in collaborazione con il Collegio Carlo Alberto e rientra nel Complex Data Modeling Research Network midas.mat.uc.cl/network 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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Fwd: PhD at the Scuola Normale Superiore (Pisa, Italy). Call 2021-2022
by Fabrizio Lillo 18 Feb '21

18 Feb '21

The call for applications to the 2021/2022 PhD program in *Computational Methods and Mathematical Models for Sciences and Finance* at the Scuola Normale Superiore, Pisa, see https://www.sns.it/en/computational-methods-and-mathematical-models-for-sci… ., is available here https://www.sns.it/en/admissions/phd/how-to-apply-for-the-phd-courses Please distribute this information to potentially interested candidates. Thank you very much in advance. ---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo <http://fabriziolillo.wordpress.com/> phone: +39 050509159

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Fwd: [owps] One World Probability Seminar Thursday February 18, 2021
by Faggionato, Alessandra 17 Feb '21

17 Feb '21

Buongiorno, inoltro l'annuncio del OWPS di domani. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 17 feb 2021 alle ore 10:50 Subject: [owps] One World Probability Seminar Thursday February 18, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speaker in the One World Probability Seminar is (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-16:00 UTC) Speaker: Richard Kenyon (Yale) Title: The multi-tiling model Abstract: Given a graph G and collection of connected subgraphs T (called tiles), we consider covering G with copies of tiles in T so that each vertex of G is covered with a predetermined multiplicity. The multitiling model is a natural probability measure on such configurations. In the limit of large multiplicities we compute the asymptotic growth rate of the number of multitilings: the free energy of the multitiling model. We will show that the individual tile densities tend to a Gaussian field with respect to an associated discrete Laplacian. We also find an exact discrete Coulomb gas limit when we vary the multiplicities. This is joint work with Andrei Pohoata (Yale). Please note: Richard Kenyon will be giving both talks in the session. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/83228198137?pwd=QUxhM1NXdlFTOGxvc09IUGIvenBxUT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 832 2819 8137 Passcode: 029896 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Workshop "Bayesian Inference in Stochastic Processes - Online", 27-28 May 2021
by elisa varini 17 Feb '21

17 Feb '21

On behalf of the Scientific and Organising Committees we are pleased to inform you that the Twelth Workshop on “*Bayesian Inference in Stochastic Processes (BISP12)*” will be held *online* on *27-28 May 2021* (afternoons, Central European Summer Time). Attendance is free of charge but registration is required (and limited to 150 people). As in the past, the workshop will provide an opportunity to review, discuss and explore directions of development of Bayesian Inference in Stochastic Processes. Ten presentations by young scientists have been scheduled this year, followed by an in-depth discussion by senior scholars in the field. The workshop is organised by CNR-IMATI (Milano), www.imati.cnr.it. Information on programme, website and registration will be available in early Spring. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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Pisa Online Seminars - Renaud Raquépas (Tuesday, Feb. 23 at 16:00)
by Giacomo Filippo Di Gesu 16 Feb '21

16 Feb '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The talk will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Feb. 23, 16:00 Speaker: Renaud Raquépas (McGill University Montréal and Université Grenoble Alpes) Title: Entropy production in nondegenerate diffusions: the large-time and small-noise limits Abstract: Entropy production (EP) is a key quantity originating from thermodynamics and statistical physics which quantifies the irreversibility of the time evolution of physical systems. I will start with a general introduction to the different approaches to defining EP. Then, I will focus on the context of nondegenerate diffusions and I will describe the large-deviation properties of EP as time goes to infinity. Finally, I will discuss the behaviour of the corresponding rate function as the intensity of the noise goes to zero. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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Sussex probability seminar
by Enrico Scalas 15 Feb '21

15 Feb '21

Dear Colleagues, On Monday 22nd February at 11am UK time, Minmin Wang (Department of Mathematics, University of Sussex) will present a seminar on k-cut model for the Brownian Continuum Random Tree Paper: https://arxiv.org/abs/2007.11080 If you are interested in joining the seminar, please contact Dr Wang at: minmin.wang(a)sussex.ac.uk. Best regards, Enrico Scalas

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Fwd: Funded PhD positions at University College Dublin
by Bisi, Elia 12 Feb '21

12 Feb '21

Dear colleagues, Applications are open for PhD scholarships in Maths & Stats at University College Dublin — see announcement below. Possible projects in probability will be supervised by Neil O’Connell. Cheers, Elia Bisi ————————— Elia Bisi Assistant Professor (non-TT) Vienna University of Technology (TU Wien) Research Unit Mathematical Stochastics https://eliabisi.com ---------- Forwarded message ---------- From: Neil O'Connell <neil.oconnell(a)ucd.ie> Date: 12 Feb 2021, 16:46 +0100 To: Neil O'Connell <neil.oconnell(a)ucd.ie> Subject: Funded PhD positions at University College Dublin Dear colleagues, I would be grateful if you could forward the announcement below to any suitable mailing lists or students who might be interested: Applications are invited for the UCD School of Mathematics and Statistics Research Demonstratorship scholarship scheme. These scholarships fund up to 4 years full-time PhD research, beginning on 1st September 2021. The closing date for applications is March 9th 2021 with results anticipated by early April 2021. Details on the scholarships and the application process are available at www.ucd.ie/mathstat/study/researchdegrees/rd2021<http://www.ucd.ie/mathstat/study/researchdegrees/rd2021>. Best regards, Neil O'Connell

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Gubinelli graduate course
by Stefania Ugolini 12 Feb '21

12 Feb '21

Università degli Studi di Milano: PhD program Stochastic quantization of the Euclidean quantum field theory Lecturer: Prof. Dr. Massimiliano Gubinelli The goal of Euclidean quantum field theory is to build probability measures on the space of distributions satisfying properties such as Euclidean invariance, reflection positivity and non-triviality, that allows to recover an interacting relativistic quantum field satisfying Wightman axioms. Stochastic quantization, first proposed by Parisi–Wu and Nelson, is a method of construction of such measures via stationary solutions of a stochastic partial differential equations driven by additive Gaussian white noise. In this course we will learn about the stochastic quantization of the Euclidean quantum field theory of a scalar boson with quartic interaction and its main properties. We introduce the Φ43 measure as the limit of the invariant measure of a finite dimensional system of stochastic differential equations. The proof proposed uses several analytic and probabilistic techniques, such as white noise analysis, weighted Besov spaces on lattice and paraproducts, which also find applications in other problems arising in the study of deterministic and stochastic singular differential equations. All these tools and ideas will be gradually introduced and explained during the lectures. The course is as much as possible self-contained and requires as a prerequisite only basic knowledge of stochastic and functional analysis. Scheduling: February 15, 16, 18, 22, 25 from 10:00 to 12:00 and from 14:00 to 16:00 Topic: Lectures on Stochastic Quantisation Time: This is a recurring meeting Meet anytime Join Zoom Meeting https://www.iam.uni-bonn.de/abteilung-gubinelli/sq-lectures-milan-ws2021(ht…" target="_blank">https://uni-bonn.zoom.us/j/94642762037?pwd=MG80cW92T29PMWw3dDQ3aEdsY2lsdz09 Meeting ID: 946 4276 2037 Passcode: 954150 The link is available also at the following page: Course page: <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Seminar announcement
by Marco Scarsini 12 Feb '21

12 Feb '21

Thursday, 11 February, 17:00 CET *Eva Tardos,* Cornell University Stability and Learning in Strategic Queuing Systems <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAALSAUFAA1OVgFdBQs> Discussants: Eran Shmaya and Federico Fusco The papers can be found here <https://arxiv.org/abs/2003.07009> and here <https://arxiv.org/abs/2011.10205>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUFAA1OVgFdBQs>. The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/prossimi-seminari>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Entropy - Special Issue "Measures of Information"
by francesco.buono3＠unina.it 10 Feb '21

10 Feb '21

Dear All, On behalf of the guest editor - Prof. Dr. Maria Longobardi, I would like to invite you to submit a paper to the Special Issue titled "Measures of Information" for Entropy (ISSN 1099-4300, IF 2.494). Special Issue Homepage: https://www.mdpi.com/journal/entropy/special_issues/meas_inf Submission deadline: 14 May 2021 Entropy is an open access journal which maintains a rigorous and fast peer-review system and accepted papers are immediately published online. Because it is an online and open access journal, papers published in Entropy will receive high publicity. It is fully covered by the leading indexing and abstracting services, including Google Scholar, MathSciNet, Scopus and Science Citation Index Expanded (Web of Science). The Impact Factor for Entropy is 2.494 (2019). An Article Processing Charge (APC) of CHF 1800 currently applies to all accepted papers. If the idea can retain your attention, please do not hesitate to contact Vincent Shang for further information. We are looking forward to hearing from you. -- Best regards, Francesco Buono

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Fwd: [owps] One World Probability Seminar Thursday February 11, 2021
by Faggionato, Alessandra 10 Feb '21

10 Feb '21

Buongiorno inoltro l'annuncio del OWPS di domani. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 10 feb 2021 alle ore 09:25 Subject: [owps] One World Probability Seminar Thursday February 11, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Bálint Virág (Toronto) Title: Introduction to random plane geometry Abstract: If lengths 1 and 2 are assigned randomly to each edge in Z^2, what are the fluctuations of distances between far away points? This problem is open, yet we know, in great detail, what to expect. The directed landscape, a universal random plane geometry, provides the answer to such questions. What is the directed landscape? What does it teach us about longest increasing subsequences in random permutations, about random polymers, about models for spread of infection, about tetris, about random Schrodinger operators, and about cell biology? (15:00-16:00 UTC) Speaker: Duncan Dauvergne (Princeton) Title: Building the directed landscape Abstract: The directed landscape is a random 'directed metric' on the plane that arises as the full scaling limit of last passage percolation. It was recently constructed by myself, Janosch Ortmann and Bálint Virág, and it is expected to be a universal limit for models in the KPZ universality class (e.g. random polymers, the KPZ equation, first passage percolation). In this talk I will explain some of the new ideas that underlie this construction. The key innovation is showing that a certain isometric property of the Robinson-Schensted-Knuth bijection passes to the limit. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/88066239585?pwd=djNYaHNkWUpGVkVZeWlXaHE5SkpqZz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 880 6623 9585 Passcode: 635181 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Ph.d. position (Spatio-temporal clustering and extreme-value theory)
by DI BERNARDINO Elena 09 Feb '21

09 Feb '21

Dear all, Please find attached a Ph.D. scholarship in Laboratory J.A. Dieudonné, University Cote d'Azur, Nice. This Ph.D. scholarship will start in September 2021 for 3 years and focus on the study of clustering methods taking into account the spatio-temporal dependency. A particular attention will be payed to programming the proposed methods and apply them to environmental data-sets. In addition, the selected student will be able to make proposals and test variant of the considered methods. For more information about this Ph.D. thesis please contact : Elena Di Bernardino at elenadb(a)nice.fr<mailto:elenadb@nice.fr> Gwladys Toulemonde gwladys.toulemonde(a)umontpellier.fr<mailto:gwladys.toulemonde@umontpellier.fr> Thomas Laloe laloe(a)unice.fr<mailto:laloe@unice.fr> Best regards, Elena Di Bernardino, Gwladys Toulemonde and Thomas Laloe Elena Di Bernardino Professeure des Universités Laboratoire J.A. Dieudonné Université Côte d'Azur Parc Valrose, 06108 Nice, Cedex 2, France

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LINK a SEMINARIO AGRESTI RM1 oggi 08 febbraio 2021 ore 16:00
by Nappo, Giovanna 08 Feb '21

08 Feb '21

SEMINARIO DI PROBABILITA' E STATISTICA MATEMATICA Dipartimento di Matematica "Guido Castelnuovo" Università di ROMA, la SAPIENZA Link Zoom https://uniroma1.zoom.us/j/81656265460?pwd=UmlZQzBDY2VmSUwrNitZbkNWMERIdz09 Lunedì 08 febbraio 2021 Ore 16:00 (modalità telematica con Zoom) Antonio AGRESTI (Dottorato in Matematica, Sapienza Università di Roma) Nonlinear parabolic stochastic evolution equations in critical spaces. Abstract: Critical spaces for non-linear equations are important due to scaling invariance, and in particular this plays a central role in fluid dynamics. In this talk we introduce and discuss local/global well-posedness, and blow-up criteria for stochastic parabolic evolution equations in critical spaces. Our results extend the celebrated theory of Prüss, Wilke and Simonett for deterministic PDEs. Due to the presence of noise it is unclear that a stochastic version of the theory is possible, but as we will show a suitable variation of the theory remains valid. We will also explain several features which are new in both the deterministic and stochastic framework. In particular, we discuss a new bootstrap method to prove regularization of solutions to (S)PDEs, which can also be applied in critical situations. Our theory is applicable to a large class of semilinear and quasilinear parabolic problems which includes many of the classical SPDE. During the talk we give applications to stochastic reaction-diffusion equations and stochastic Navier-Stokes equations with gradient noise. This is a joint work with Mark Veraar (TU Delft).

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Symmetry - Special Issue "Bioinformatics and Statistics"
by Antonella Iuliano 08 Feb '21

08 Feb '21

Dear Colleagues, We are pleased to inform you that the following special issue is now open to receive submissions for possible publications. The paper will be published in Symmetry (a peer-reviewed open access journal ISSN 2073-8994 https://www.mdpi.com/journal/symmetry <https://www.mdpi.com/journal/symmetry> I. F. 2.645 (2019)). Below, you can find further information. Special Issue "Bioinformatics and Statistics" Website: https://www.mdpi.com/journal/symmetry/special_issues/Bioinformatics_Statist… <https://www.mdpi.com/journal/symmetry/special_issues/Bioinformatics_Statist…> Guest Editors: Dr. Claudia Angelini, Istituto per le Applicazioni del Calcolo “M. Picone” - CNR, Dr. Italia De Feis, Istituto per le Applicazioni del Calcolo “M. Picone” – CNR, Dr Antonella Iuliano, Telethon Institute of Genetics and Medicine Deadline for manuscript submissions: 31 July 2021 If you are interested in presenting a contribution, we kindly ask you to let us know within 15 March 2021. Potential topics for manuscripts include but are not limited to: Penalized statistical methods for omics data Statistical methods for omics data integration Machine Learning and Deep learning approaches in bioinformatics Mathematical and probabilistic models in biology Multitask learning in biological applications Network analysis and omics data Computational and statistical tools in bioinformatics High dimensional data visualization Description: In the last decades, advances in high throughput technologies have allowed scientists to collect massive omics datasets. International projects and consortia made different types of omics data publicly available. Examples span from transcriptomics to epigenomics, proteomics, and metabolomics. Moreover, scientists can also collect heterogenous multi-omic information on the same samples, allowing to elucidate the interplay role of different cellular components. However, the difficulty in defining an appropriate statistical methodology to analyze the data and integrate diverse sources of information and the limited availability of efficient algorithms and software tools hinder the possibility of investigating fundamental cellular mechanisms and understanding disease onset and progression. This gap prompted us to highlight the statistical data analysis challenges and collect novel emerging statistical methods for omics data analysis and integration in a thematic issue on Bioinformatics and Statistics. Manuscripts that report novel software tools and efficient algorithms are very welcome too. As the Guest Editors, we warmly invite you to contribute to our Special Issue. Do not hesitate to forward this message to anyone who could be interested. Thank you very much for your kind consideration, and apologies for multiple copies. We look forward to hearing from you. Claudia Angelini Italia De Feis Antonella Iuliano -- Antonella Iuliano, PhD Bioinformatics Core Telethon Institute of Genetics and Medicine (TIGEM) E-mail: a.iuliano(a)tigem.it <mailto:a.iuliano@tigem.it>

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Fwd: Postdoc/PhD positions in discrete probability
by Elisabetta Candellero 07 Feb '21

07 Feb '21

Buongiorno, ricevo ed inoltro gli annunci di due bandi per postdoc e/o dottorato in Francia. Cordiali saluti, Elisabetta ---------- Forwarded message --------- From: Dieter Mitsche <dmitsche(a)gmail.com> Date: Fri, Feb 5, 2021 at 12:25 PM Subject: Postdoc/PhD positions in discrete probability To: Dear all, I hope you are doing fine in these strange times. Could you please forward the announcement below to interested candidates? thanks, dieter ============ Applications are invited for the following two positions within the project "Dynamic hyperbolic graphs" http://math.univ-lyon1.fr/~mitsche/GrHyDy/GrHyDy.htm. The two positions will be at two different places (Institut Camille Jordan and Institut Mines Télécom Lille Douai), but the successful candidates will have the chance and are encouraged to spend time at the different project locations: 1) Fully funded 2-year postdoc position OR fully funded PhD scholarship at Institut Camille Jordan (http://math.univ-lyon1.fr/) hosted by Dieter Mitsche. For more details how to apply please look at http://math.univ-lyon1.fr/~mitsche/GrHyDy/ANRposition.pdf (contact Dieter Mitsche, dmitsche(a)gmail.com, for information and for applying for this position) 2) Fully funded 1-year postdoc position at Institut Mines Télécom Lille Douai, hosted by David Coupier. For more details please look at http://math.univ-lyon1.fr/~mitsche/GrHyDy/ANRpositionDavid.pdf (contact David Coupier, david.coupier(a)imt-lille-douai.fr for information and for applying for this position) Informal inquiries welcome. Deadline for applications: May 1, 2021 ((If you are interested, please contact us as soon as possible. Depending on the applications that we will receive, we may decide to fill the position before the official deadline).

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I: Post-doc position in Rennes
by Marco Alessandro Fuhrman 05 Feb '21

05 Feb '21

Buongiorno. Inoltro volentieri un messaggio su una posizione post-doc all'estero. Cordiali saluti. Marco Fuhrman <signaturebeforequotedtext></signaturebeforequotedtext> -------- Messaggio originale -------- Da: Arnaud Debussche <arnaud.debussche(a)ens-rennes.fr> Data: 04/feb/2021 14.07.50 Oggetto: Post-doc position in Rennes A: Arnaud Debussche <arnaud.debussche(a)ens-rennes.fr> Dear all, A post-doctoral position will be available at the ENS Rennes next fall 2021. Please find the announcement attached. Best regards, Arnaud. <signatureafterquotedtext></signatureafterquotedtext>

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Call for 3 PhD positions and 2 Postdoc positions at the University of Oslo
by Giulia Di Nunno 04 Feb '21

04 Feb '21

Dear Colleagues, this is to draw your attention to the call for 3 PhD positions and 2 Postdoc (3 years) positions at the University of Oslo in stochastic analysis, stochastic (partial) differential equations, control and their applications to finance, insurance, energy and risk: PhD Research Fellow in Stochastic Analysis, Risk and Machine Learning<https://www.jobbnorge.no/ledige-stillinger/stilling/200033/phd-research-fel…> PhD Research Fellow in Stochastic analysis and insurance mathematics<https://www.jobbnorge.no/ledige-stillinger/stilling/200006/phd-research-fel…> PhD Research Fellow in Stochastics, Partial Differential Equations, Computational Mathematics, and Risk<https://www.jobbnorge.no/ledige-stillinger/stilling/200028/phd-research-fel…> Postdoctoral Research Fellow in Stochastics, Differential Equations, Computational Mathematics, and Risk<https://www.jobbnorge.no/ledige-stillinger/stilling/200030/postdoctoral-res…> Postdoctoral Research Fellow in Mathematics, Mechanics or Statistics<https://www.jobbnorge.no/ledige-stillinger/stilling/200036/postdoctoral-res…> The deadline of application is February 28th, 2021. Full description of the different positions and details for application procedure are given here: https://www.mn.uio.no/math/english/about/vacancies/index.html Please help to advertise these calls and bring them to the attention possible candidates. Thank you in advance! Best wishes Giulia --- Giulia Di Nunno Professor Department of Mathematics University of Oslo

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Statistics and Probability Seminars @University of Nottingham: Rachel Carrington
by Fabrizio Leisen 03 Feb '21

03 Feb '21

Dear All, the Statistics and Probability group at the University of Nottingham organize a series of internal seminars which will be available to anyone interested, even outside the University of Nottingham. Our next speaker is Dr *Rachel Carrington*. Seminar date and time: *11th* * of February at 2pm. * Below you can find the Abstract and Title. Furthermore, you can find the Teams link to join the seminar. Best Wishes, Fabrizio Leisen You are cordially invited to the following seminar: Rachel Carrington <https://www.researchgate.net/profile/Rachel_Carrington2> (Internal Seminar) ----> *11**th** of* *February at 2pm* *Title:* Semi-supervised word embeddings *Abstract:* Word embeddings are a popular way of modelling language, in which words are represented as low-dimensional vectors. The aim is that distances between vectors correspond to relationships between words: words with similar meanings should be closer together in the embedding space. Recently this has been a growing area of interest, with applications including sentiment analysis, machine translation, and artificial intelligence. However, a disadvantage is that large amounts of data are generally needed to train word embedding models. In this talk I will first give an overview of how word embeddings are generated, and then I will outline a novel method of generating semi-supervised word embeddings, based on multidimensional scaling, which has the potential to reduce the amount of data needed to generate accurate word embeddings. ________________________________________________________________________________ Microsoft Teams meeting Join on your computer or mobile app Click here to join the meeting <https://teams.microsoft.com/l/meetup-join/19%3ameeting_ZDE4YWYxNmEtZTFlMC00…> Learn more <https://aka.ms/JoinTeamsMeeting> | Meeting options <https://teams.microsoft.com/meetingOptions/?organizerId=ac48eccb-4345-40d8-…> -- Fabrizio Leisen Professor of Statistics University of Nottingham School of Mathematical Sciences University Park, Nottingham, NG7 2RD, UK http://sites.google.com/site/fabrizioleisen/

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Pisa Online Seminars - Lorenzo Dello Schiavo (Tuesday, Feb. 9 at 14:00)
by Giacomo Filippo Di Gesu 03 Feb '21

03 Feb '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The talk will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Feb. 9, 14:00 Speaker: Lorenzo Dello Schiavo (IST Austria) Title: The Dirichlet—Ferguson Diffusion on the space of probability measures over a closed Riemannian manifold (1811.11598) Abstract: We construct a diffusion process on the L^2-Wasserstein space P_2(M) over a closed Riemannian manifold M. The process, which may be regarded as a candidate for the Brownian motion on P_2(M), is associated with the Dirichlet form induced by the L^2-Wasserstein gradient and by the Dirichlet–Ferguson random measure with intensity the Riemannian volume measure on M. We discuss the closability of the form via an integration-by-parts formula, which allows explicit computations for the generator and a specification of the process via a measure-valued SPDE. We comment how the construction is related to previous work of von Renesse–Sturm on the Wasserstein Diffusion and of Konarovskyi–von Renesse on the Modified Massive Arratia Flow. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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Seminario on-line di G. Peccati a Milano-Bicocca (10 feb 2021)
by Francesco Caravenna 03 Feb '21

03 Feb '21

Ho il piacere di annunciare il seguente seminario di Giovanni Peccati (Luxembourg University): "Stopping sets and phase transitions on the Poisson space" Mercoledì 10 febbraio 2021 ore 14:30 Seguono il riassunto e il link Zoom. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% Link Zoom: https://us02web.zoom.us/j/81567245594?pwd=OFJwNzNMYmRxYXl6T0srU2gyamdWZz09 (ID: 815 6724 5594 Passcode: 969423) Abstract: I will discuss several refinements of the Poincaré inequality on the Poisson space, based on the use of "restricted hypercontractivity", stopping sets and continuous-time decision trees. One of the main estimates presented in my talk corresponds to an intrinsic, infinite-dimensional version of the "OSSS inequality" (O'Donnel, Saks, Schramm, Servedio, 2006), allowing one to control the fluctuations of a given functional by means of its decision tree complexity. The research discussed in my talk is strongly motivated by the analysis of sharp phase transitions in continuum percolation models. If time permits, I will also discuss an intrinsic version of the Schramm-Steif inequality on the Poisson space - which is particularly adapted to capture noise sensitivity at criticality. Based on joint works with G. Last and D. Yogeshwaran (2021), and with I. Nourdin and X. Yang (2019). %%%%%%%%%%%%%%%%%%%%%%%%%%%% -- _________________________________________ 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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Fwd: [owps] One World Probability Seminar Thursday February 4, 2021
by Faggionato, Alessandra 03 Feb '21

03 Feb '21

Buongiorno giro l'annuncio del OWPS di domani Grazie Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 3 feb 2021 alle ore 12:12 Subject: [owps] One World Probability Seminar Thursday February 4, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Davide Gabrielli (L'Aquila) Title: Soliton decomposition of the Box Ball System Abstract: The Box-Ball System (BBS) is a one-dimensional cellular automaton on the integer lattice. It is related to the Korteweg-de Vries (KdV) equation and exhibits solitonic behaviour. It was introduced by Takahashi and Satsuma who identified conserved quantities called solitons. We illustrate equivalent definitions of the system and we describe the Takahashi and Satsuma algorithm of identification of the solitons. We propose a different soliton decomposition which is equivalent to a branch decomposition of the tree associated to the excursions of the walk constructed starting from the ball configuration. Ferrari, Nguyen, Rolla and Wang (FNRW) map a ball configuration to a family of "soliton components" indexed by the soliton sizes. Building over this decomposition, we give an explicit construction of a large family of invariant measures for the BBS that are also shift invariant, including Markov and Bernoulli product measures. The construction is based on the concatenation of iid excursions in the associated walk trajectory. (15:00-16:00 UTC) Speaker: Pablo A. Ferrari (Universidad de Buenos Aires) Title: Soliton dynamics in the Box-Ball system Abstract: A soliton is a solitary wave that in absence of other solitons moves at speed proportional to its size and conserves shape and speed even after colliding with other solitons. The FNRW soliton decomposition of a ball configuration is based on the k-slots, boxes determined by the configuration where size k solitons can be inserted. The components of a configuration η are denoted ζk∈N^Z, where ζk(i)=n means that there are n size k solitons in slot i of the kth component. The dynamics of the components reduce to a hierarchic translation; the shift of a component depending on the larger size components. Shift invariant ball distributions with independent components are time invariant for the dynamics. For space-ergodic initial distributions, the asymptotic speeds of solitons are shown to satisfy an universal system of linear equations related to the Generalized Gibbs Ensemble hydrodynamics. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/89695339114?pwd=QTdVVC9ybjNoaVlTKy9CbGJBUEVsQT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 896 9533 9114 Passcode: 246188 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Tomas Bjork
by Tiziano Vargiolu 01 Feb '21

01 Feb '21

Carissimi, e' con gran dolore che vi dobbiamo informare del fatto che Tomas Bjork e' mancato ieri 31 gennaio. Ecco le parole di Catriona Byrne, Editorial Director a Springer: We mourn the passing, on January 31, 2021, as a result of serious illness, of Tomas Bjork, emeritus professor of Mathematical Finance of the Stockholm School of Economics, and with it the loss of an esteemed scientist, adviser, colleague, friend. Cordiali saluti a tutti Wolfgang Runggaldier Tiziano Vargiolu -------------------------------------------------------------------------- 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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Graduate course in February
by Stefania Ugolini 30 Jan '21

30 Jan '21

Università degli Studi di Milano: PhD program Stochastic quantization of the Euclidean quantum field theory Lecturer: Prof. Dr. Massimiliano Gubinelli The goal of Euclidean quantum field theory is to build probability measures on the space of distributions satisfying properties such as Euclidean invariance, reflection positivity and non-triviality, that allows to recover an interacting relativistic quantum field satisfying Wightman axioms. Stochastic quantization, first proposed by Parisi–Wu and Nelson, is a method of construction of such measures via stationary solutions of a stochastic partial differential equations driven by additive Gaussian white noise. In this course we will learn about the stochastic quantization of the Euclidean quantum field theory of a scalar boson with quartic interaction and its main properties. We introduce the Φ43 measure as the limit of the invariant measure of a finite dimensional system of stochastic differential equations. The proof proposed uses several analytic and probabilistic techniques, such as white noise analysis, weighted Besov spaces on lattice and paraproducts, which also find applications in other problems arising in the study of deterministic and stochastic singular differential equations. All these tools and ideas will be gradually introduced and explained during the lectures. The course is as much as possible self-contained and requires as a prerequisite only basic knowledge of stochastic and functional analysis. Scheduling: February 15, 16, 18, 22, 25 from 10:00 to 12:00 and from 14:00 to 16:00 Online via Zoom (see the following link) Course page: https://www.iam.uni-bonn.de/abteilung-gubinelli/sq-lectures-milan-ws2021 <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Seminario Antonio Agresti RM1
by Nappo, Giovanna 29 Jan '21

29 Jan '21

SEMINARIO DI PROBABILITA' E STATISTICA MATEMATICA Dipartimento di Matematica "Guido Castelnuovo" Lunedì 08 febbraio 2021 Ore 16:00 (modalità telematica con Zoom) Antonio AGRESTI (Dottorato in Matematica, Sapienza Università di Roma) Nonlinear parabolic stochastic evolution equations in critical spaces. Abstract: Critical spaces for non-linear equations are important due to scaling invariance, and in particular this plays a central role in fluid dynamics. In this talk we introduce and discuss local/global well-posedness, and blow-up criteria for stochastic parabolic evolution equations in critical spaces. Our results extend the celebrated theory of Prüss, Wilke and Simonett for deterministic PDEs. Due to the presence of noise it is unclear that a stochastic version of the theory is possible, but as we will show a suitable variation of the theory remains valid. We will also explain several features which are new in both the deterministic and stochastic framework. In particular, we discuss a new bootstrap method to prove regularization of solutions to (S)PDEs, which can also be applied in critical situations. Our theory is applicable to a large class of semilinear and quasilinear parabolic problems which includes many of the classical SPDE. During the talk we give applications to stochastic reaction-diffusion equations and stochastic Navier-Stokes equations with gradient noise. This is a joint work with Mark Veraar (TU Delft). Link Zoom https://uniroma1.zoom.us/j/81656265460?pwd=UmlZQzBDY2VmSUwrNitZbkNWMERIdz09

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MSP 2021
by Pietro Rigo 29 Jan '21

29 Jan '21

We are pleased to announce the second edition of the Workshop on The Mathematics of Subjective Probability (MSP 2021) that will take place at the University of Milano-Bicocca on September 1-3, 2021. As in the preceding edition, this workshop is intended as a forum for scholars of different fields who are interested in modeling probability as part of the behaviour of individuals rather than on a purely axiomatic basis. Papers on Probability Theory are obviously welcome as well as papers from Economic Theory, Game Theory, Statistics and Mathematics. We intend to hold the conference in the classical form, with speakers attending physically although, as of now, we cannot exclude that at least in part it will have to take place remotely The following speakers have accepted our invitation to deliver a talk: * Nabil Al-Najjar, Northwestern University; * Pierpaolo Battigalli, Università Bocconi; * K.P.S. Bhaskara-Rao, Indiana University Northwest; * Giulianella Coletti, Università di Perugia; * Massimo Marinacci, Università Bocconi; * Frank Riedel, University of Bielefeld. We invite all interested researchers to submit their papers for presentation. Papers should be submitted electronically via e-mail at the address MSP2021(a)unimib.it<mailto:MSP2021@unimib.it> . Submission will be possible until July 1st; notification of acceptance will be received by july 15th. For all details concerning the conference, please refer to the website msp2021.campus.unimib.it<https://www.msp2021.campus.unimib.it/>. Gianluca Cassese, Pietro Rigo, Barbara Vantaggi

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Seminar announcement
by Marco Scarsini 29 Jan '21

29 Jan '21

*Thursday, 4 February, 17:00 CET* *Annie Liang**, *Northwestern University Dynamically Aggregating Diverse Information <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYCSAUGBgBOVgFdBQs> Discussants: Jacopo Perego and Weijie Zhong The paper can be found here <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3385451>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUGBgBOVgFdBQs>. The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/prossimi-seminari>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Fwd: [owps] One World Probability Seminar Thursday January 28, 2021
by Faggionato, Alessandra 28 Jan '21

28 Jan '21

inoltro per problemi tecnici grazie alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: gio 28 gen 2021 alle ore 15:03 Subject: Re: [owps] One World Probability Seminar Thursday January 28, 2021 To: <owps(a)lists.bath.ac.uk> Dear All, If you have trouble joining the meeting using the zoom link below, please try using the link on the website. We apologise for any problems. Amanda and Alessandra On Wed, Jan 27, 2021 at 8:26 AM One World Probability < ow.probability(a)gmail.com> wrote: > Tomorrow's speakers in the One World Probability Seminar are > (Note: all times are in UTC. *Due to time changes, you should check what > that translates to in your location*) > ------------------------------------------------ > > (14:00-15:00 UTC) Speaker: Cristina Toninelli (Université Paris Dauphine) > Title: Universality results for interacting particle systems with > dynamical constraints > Abstract: We introduce the kinetically constrained models (KCM), a class > of interacting particle systems with a simple spin flip dynamics subject to > local dynamical constraints. Each vertex is resampled (independently) at > rate one by tossing a (1-q)-coin iff a certain neighbourhood of the vertex > contains no particles. In other words, the holes (empty vertices) act as > facilitating sites. When q shrinks to 0, the presence of the constraints > gives rise to glassy dynamics, in particular to an anomalous divergence of > the characteristic time scales. Thus, KCM are extensively used in physics > literature to model the liquid-glass transition, a longstanding open > problem in condensed matter physics. > > We focus on the behavior of E(T_0), the mean over the stationary process > of the first time at which the origin becomes empty. Our results establish > the universality classes of KCM in two dimensions: we group all possible > constraints into distinct classes with all models in a class featuring the > same divergence for E(T_0) as q->0. Within each class, we present an > efficient relaxation mechanism that involves the cooperative motion of > large rare patches of empty sites and we use it to determine matching upper > and lower bounds for E(T_0). > > Joint work with L.Marêché, I.Hartarsky, F.Martinelli and R.Morris > > (15:00-16:00 UTC) Fabio Martinelli (Università Roma Tre) > Title: Sharp threshold for the FA-2f kinetically constrained model > Abstract: > The Fredrickson-Andersen 2-spin facilitated model (FA-2f) on the > d-dimensional lattice, d ≥ 2, is a paradigmatic interacting particle system > with kinetic constraints (KCM) featuring "dynamical facilitation", an > important mechanism in condensed matter physics. In FA-2f a site may change > its state only if at least two of its nearest neighbors are empty. The > process, while reversible w.r.t. a product Bernoulli measure, has > degenerate jumps rates and it is non-attractive, with an anomalous > divergence of characteristic time scales as the density q of the empty > sites tends to zero. A natural random variable encoding the above features > is the first time T at which the origin becomes empty for the stationary > process. Our main result is the sharp threshold T ≍ Exp[ d > λ(d,2)/q^(1/(d-1)) ] w.h.p. as q → 0, with λ(d,2) the threshold constant > for the 2-neighbor bootstrap percolation, the monotone deterministic > cellular automaton counterpart of FA-2f. This is the first sharp result for > a critical KCM. Besides settling various controversies accumulated in the > physics literature over the last four decades, our novel techniques enable > completing the recent ambitious program on the universality phenomenon for > critical KCM and establishing sharp thresholds for other two-dimensional > KCM. > > Joint work with I. Hartarski and C. Toninelli > > ------------------------------------------------ > > The zoom link will appear the day before on the OWPS website: > https://www.owprobability.org/one-world-probability-seminar > <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> > > It can also be directly accessed through the link below: > https://uniroma1.zoom.us/j/83154591101?pwd=dkZyekxwa1Z1b2w2bW5SOWY3L21Xdz09 > <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> > > Please feel free to circulate this email. > > We hope to see you all tomorrow! > One World Probability Team > -- ************************************************* 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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ABC in Svalbard, 12-13 April, 2021 - Mirror in Grenoble
by Julyan Arbel 27 Jan '21

27 Jan '21

Dear all, The approximate Bayesian computation (ABC) conference is planned to be held in Svalbard on 12-13 April, 2021, in a hybrid way: on top to the on-site meeting, there will be two physical mirrors (one in Brisbane and one in Grenoble), and all talks will be live-streamed. If you wish to participate to the virtual event, stay tuned for further information on: https://sites.google.com/view/abcinsvalbard/home If you consider participating to Grenoble mirror (free of charge), please fill the form here: https://sites.google.com/view/abcinsvalbard-grenoble-mirror/ in order to receive further notice about the organisation. Best, Julyan Arbel and Christian Robert

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Padova Online Seminar by Michele Salvi (Università di Roma Tor Vergata) [Friday, Feb. 05 at 14.30]
by alessandra bianchi 27 Jan '21

27 Jan '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on February 05 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Michele Salvi (Università di Roma Tor Vergata) Title: Scale-free percolation in continuous space 05 FEBRUARY (Friday) - 14:30 zoom link: TBA (available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: The scale-free percolation random graph features three fundamental properties that are often present in large real-world structures (social networks, communication networks, inter-banking systems and so on), but which are never present at once in classical models: (1) Scale-free: the degree of the nodes follows a power law; (2) Small-world: two nodes are typically at a very small graph distance; (3) Positive clustering coefficient: two nodes with a common neighbour have a good chance to be linked. We study a continuous version of scale-free percolation and its possible application to the statistical analysis of a dataset provided by the French Ministry of Agriculture. We discuss some stochastic processes (random walks and particle systems) on these kinds of structures with the final goal of understanding how an epidemic would spread. -- 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/

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Fwd: [owps] One World Probability Seminar Thursday January 28, 2021
by Faggionato, Alessandra 27 Jan '21

27 Jan '21

Buongiorno, vi inoltro l'annuncio del OWPS di domani. Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 27 gen 2021 alle ore 09:28 Subject: [owps] One World Probability Seminar Thursday January 28, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Cristina Toninelli (Université Paris Dauphine) Title: Universality results for interacting particle systems with dynamical constraints Abstract: We introduce the kinetically constrained models (KCM), a class of interacting particle systems with a simple spin flip dynamics subject to local dynamical constraints. Each vertex is resampled (independently) at rate one by tossing a (1-q)-coin iff a certain neighbourhood of the vertex contains no particles. In other words, the holes (empty vertices) act as facilitating sites. When q shrinks to 0, the presence of the constraints gives rise to glassy dynamics, in particular to an anomalous divergence of the characteristic time scales. Thus, KCM are extensively used in physics literature to model the liquid-glass transition, a longstanding open problem in condensed matter physics. We focus on the behavior of E(T_0), the mean over the stationary process of the first time at which the origin becomes empty. Our results establish the universality classes of KCM in two dimensions: we group all possible constraints into distinct classes with all models in a class featuring the same divergence for E(T_0) as q->0. Within each class, we present an efficient relaxation mechanism that involves the cooperative motion of large rare patches of empty sites and we use it to determine matching upper and lower bounds for E(T_0). Joint work with L.Marêché, I.Hartarsky, F.Martinelli and R.Morris (15:00-16:00 UTC) Fabio Martinelli (Università Roma Tre) Title: Sharp threshold for the FA-2f kinetically constrained model Abstract: The Fredrickson-Andersen 2-spin facilitated model (FA-2f) on the d-dimensional lattice, d ≥ 2, is a paradigmatic interacting particle system with kinetic constraints (KCM) featuring "dynamical facilitation", an important mechanism in condensed matter physics. In FA-2f a site may change its state only if at least two of its nearest neighbors are empty. The process, while reversible w.r.t. a product Bernoulli measure, has degenerate jumps rates and it is non-attractive, with an anomalous divergence of characteristic time scales as the density q of the empty sites tends to zero. A natural random variable encoding the above features is the first time T at which the origin becomes empty for the stationary process. Our main result is the sharp threshold T ≍ Exp[ d λ(d,2)/q^(1/(d-1)) ] w.h.p. as q → 0, with λ(d,2) the threshold constant for the 2-neighbor bootstrap percolation, the monotone deterministic cellular automaton counterpart of FA-2f. This is the first sharp result for a critical KCM. Besides settling various controversies accumulated in the physics literature over the last four decades, our novel techniques enable completing the recent ambitious program on the universality phenomenon for critical KCM and establishing sharp thresholds for other two-dimensional KCM. Joint work with I. Hartarski and C. Toninelli ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/83154591101?pwd=dkZyekxwa1Z1b2w2bW5SOWY3L21Xdz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Seminario Prisma
by Domenico Marinucci 26 Jan '21

26 Jan '21

Cari colleghi Lunedì prossimo avrà inizio il ciclo mensile di seminari online promosso dal Gruppo UMI PRISMA: 1 Febbraio 2021, ore 16:00-18:00: Franco Flandoli, Mario Maurelli TITLE: Regularization by noise ABSTRACT: The presence of the irregular fluctuations of a noise sometimes improves the theory of differential equations, ordinary or partial, a phenomenon today called "regularization by noise". This joint talk will introduce the problem in finite dimensions, by some classical and some more recent examples and results. Then it moves to SPDEs, where the results are mostly recent and under investigation. The different roles of additive noise and multiplicative transport type noise, the latter with its fluid mechanic flavour, will be described. Collegamento Teams: https://teams.microsoft.com/l/meetup-join/19%3a667d2414be564c5d8fba30acffeb… Grazie per l'attenzione e scusate le ripetizioni, Domenico Marinucci e Claudia Ceci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Annuncio seminario - 28 gennaio ore 14:00 - Alessio Farcomeni
by Anna Paganoni 25 Jan '21

25 Jan '21

Buongiorno, ricordo il seguente Seminario MOX on-line di giovedì organizzato dal gruppo Stat@MOX. 28.1, ore 14:00 Link: https://mox.polimi.it/elenco-seminari/?id_evento=2001&t=763721 Speaker: Alessio Farcomeni, Università Roma Tor Vergata Titolo: Nowcasting the Italian epidemic outbreak of SARS-CoV-2 Abstract: In the talk, we briefly discuss the main epidemiological features of SARS-CoV-2 one year into the pandemic, giving also a short account of the public data available for Italy and of the main limits of lay analyses. We then discuss an accurate method for short-term forecasting ICU occupancy at local level. Our approach is based on an optimal ensemble of two simple methods: a generalized linear mixed regression model which pools information over different areas, and an area-specific non-stationary integer autoregressive methodology. Optimal weights are estimated using a leave-last-out rationale. Daily predictions between February 24th and November, 27th 2020 have a median error of 3 beds (third quartile: 8) at regional level, with coverage of 99% prediction intervals that exceeds the nominal one. Finally we present a different method based on a modified non-linear GLM for each indicator, including the potential effect of exogenous variables, based on appropriate distributional assumptions and a logistic-type growth curve. This allows us to accurately predict important characteristics of the epidemic (e.g., peak time and height). Based on joint works with Pierfrancesco Alaimo di Loro, Fabio Divino, Giovanna Jona Lasinio, Gianfranco Lovison, Antonello Maruotti, Marco Mingione Contatto: francesca.ieva(a)polimi.it Buona giornata Anna Maria Paganoni -- Anna Maria Paganoni MOX - Modeling and Scientific Computing Dipartimento di Matematica "F. Brioschi" Politecnico di Milano Piazza Leonardo da Vinci, 32 I-20133 Milano - Italy tel. +39 02 2399 4574 fax. +39 02 2399 4568 e.mail: anna.paganoni(a)polimi.it

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Announcement: STAR Online seminar - Speaker: Rama Cont
by michele giordano 25 Jan '21

25 Jan '21

Dear all, This is a reminder for the: STAR Online Seminars. The seminar will be held Friday 13. November from 11:00-12:00 . You will recieve the link for the Zoom room by registering for the seminar with the link provided at the end of this mail. The lecture will last for 45 minutes + questions. This week's speaker is Rama Cont - University of Oxford, with the seminar: Excursion risk Abstract: A broad class of dynamic trading strategies may be characterized in terms of excursions of the market price of a portfolio away from a reference level. We propose a mathematical framework for the risk analysis of such strategies, based on a description in terms of price excursions, first in a pathwise setting, without probabilistic assumptions, then in a probabilistic setting, when the price is modelled as a Markov process. We introduce the notion of δ-excursion, defined as a path which deviates by δ from a reference level before returning to this level. We show that every continuous path has a unique decomposition into such δ-excursions, which turn out to be useful for the scenario analysis of dynamic trading strategies, leading to simple expressions for the number of trades, realized profit, maximum loss and drawdown. When the underlying asset follows a Markov process, we combine these results with Ito's excursion theory to obtain a tractable decomposition of the process as a concatenation of independent δ-excursions, whose distribution is described in terms of Ito's excursion measure. We provide analytical results for linear diffusions and give new examples of stochastic processes for flexible and tractable modeling of excursions. Finally, we describe a non-parametric scenario simulation method for generating paths whose excursions match those observed in a data set. This is joint work with: Anna Ananova and RenYuan Xu. After the end of the seminar, you are invited to bring a cup of coffee/tea and have a chat in our Coffee in the Stars here you will have the chance to talk and interact with the other persons that attended the seminar, and have a digital "coffee break". We are looking forward to see you, online! Best regards, We are looking forward to see you, online! Best regards, Michele Giordano Doctoral research fellow Department of Mathematics University of Oslo, Norway ------------------------------------------------------------------------- Register for the seminar: https://nettskjema.no/a/159180 Link for the seminar webpage: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…

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PhD Statistics & Computer Science @Bocconi - prossima scadenza
by Antonio Lijoi 24 Jan '21

24 Jan '21

Cari tutti, ricordo la scadenza dell'1 febbraio per la presentazione delle domande di ammissione al dottorato di ricerca in Statistics and Computer Science presso l'Università Bocconi (a.a. 2021-2022). Vi sarei grato se voleste portare all'attenzione dei vostri studenti interessati la "call for applications", riportata di seguito. Saluti, AL ******************* PhD in Statistics and Computer Science - a.y. 2021-2022 Call for applications for PhD student positions ******************* The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20.280 euro per annum in the 1st and 2nd year 15.343 euro per annum in the 3rd and 4th year Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2021 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. The Faculty includes internationally acknowledged top researchers in Statistics, Computer Science, Decision Theory, Statistical Physics and Machine Learning. The program also benefits from contributions of authoritative visiting professors who deliver short monographic courses. Highly qualified and motivated students with M.Sc. degrees in in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it)

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Rivista Nuova Lettera Matematica
by Lorenzo Zambotti 24 Jan '21

24 Jan '21

Gentili colleghi e colleghe vi segnalo l’uscita del secondo numero della Nuova Lettera Matematica https://www.unipapress.it/it/book/nuova-lettera-matematica-2_280/ <https://www.unipapress.it/it/book/nuova-lettera-matematica-2_280/> cordiali saluti Lorenzo -- Lorenzo Zambotti Postal Address: Sorbonne Universite', LPSM - Boite courrier 158 4, place Jussieu - 75252 Paris cedex 05, France Bureau n. 22, 2eme etage, tours 16/26, Jussieu E-mail: lorenzo.zambotti(a)upmc.fr https://www.lpsm.paris/pageperso/zambotti

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ricercatore RTD-B a Pisa
by Marco Romito 22 Jan '21

22 Jan '21

Scrivo per annunciare il bando per una posizione RTDb nel settore MAT/06 presso il Dipartimento di Matematica dell'Università di Pisa, con scadenza il 22 Febbraio 2021, ore 13:000 (CET). Il bando è disponibile alla pagina https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Procedura-1/index.htm Indicazioni per coloro che hanno conseguito il dottorato all'estero sono disponibili alla pagina https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Ricercator/index.htm ------------------------------------------ dear all I would like to announce a tenure track reearcher position (RTDb) in Probability at the University of Pisa. The deadline is on February 22, 2021, 13:00 (CET). The official call is available at the URL https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Procedura-1/index.htm The call is available in english at the URL https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Procedura-1/bando-in… The university has made guidelines available for those that have not got their Ph.D. in Italy (in italian, unfortunately), https://www.unipi.it/ateneo/bandi/ricercat/ricercator1/Ricercator/index.htm m.

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Post-doc position at Tor Vergata
by Davide Pirino 22 Jan '21

22 Jan '21

Dear all the Centre for Economic and International Studies <http://www.ceistorvergata.it/> of the University of Rome Tor Vergata <https://web.uniroma2.it/home/newlang/english> is promoting a one-year post-doc position (renewable up to two years) within the project HIDEA (Advanced econometric methods for high-frequency data) <http://dse.univr.it/hidea/index.html>financed by the PRIN 2017 program. You can apply on-line via the pica system using the link https://pica.cineca.it/uniroma2/f2-2021-0002/ Please find attached a copy of the call and a guide on how to apply (both in english). The deadline is February, 21, 2021. Should you have any questions concerning how to apply (or for further details on the position), please do not hesitate to contact me. Kind regards Davide Pirino

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Fwd: Postdocposition in Luxembourg for June 2021
by Giovanni Peccati 22 Jan '21

22 Jan '21

Ricevo ed inoltro. GP ---------- Forwarded message --------- From: ivan nourdin <inourdin(a)gmail.com> Date: Fri, 22 Jan 2021 at 09:31 Subject: Postdoc position in Luxembourg for June 2021 To: Dear colleagues, I am currently advertising a postdoc position in Luxembourg. I would be grateful if you could forward the announcement below to potential candidates. Thanks a lot in advance! Best wishes, Ivan ============ *Postdoc position in Luxembourg for June 2021 (deadline for submission of application: March 1st)* University of Luxembourg, campus Belval Applications are invited for a postdoctoral fellowship in the field of stochastic analysis at the University of Luxembourg. The project is about Malliavin calculus, Stein's method, and related topics, in a broad sense. Areas of interest include stochastic analysis and its interplay with other fields of mathematics (in particular, but not exclusively, functional analysis and geometry). The position is for 3 years (36 months). The starting date is June 1st, 2021. Applications, including a CV, a list of publications and a research statement must be sent to Ivan Nourdin (ivan.nourdin(a)uni.lu) Applicants should also arrange for two letters of recommendation to be sent to the same address. Applications will be evaluated first after *March1st*, and then on a rolling basis until the position is filled. Requests for further information about the position should be also sent to the same address. -- 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

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15 PhD Stipends with EPOC
by Massimiliano ... 21 Jan '21

21 Jan '21

Ricevo e inoltro. Saluti, Massimiliano ------ Dr. Massimiliano Tamborrino Assistant Professor Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino -------------- PhD Stipends with EPOC Three of the PhD stipends below are in statistics, with double degrees between Department of Mathematical Sciences, University of Copenhagen and Bielefeld University. For more information about EPOC and the application procedure see www.epoc-itn.eu<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdsts.us5.…> Job Opening: 15 doctoral fellowships in Marie Skłodowska-Curie Innovative Training Network: Economic Policy in Complex Environments (EPOC) EPOC is looking for 15 highly motivated doctoral fellows to engage in cutting edge interdisciplinary research combined with a structured curriculum of training activities. It aims at advancing the state-of-the-art and the applicability of computationally intensive methods for decision and policy analysis in economics. The focus is on challenges characterized by their dynamic and complex nature, in particular in the domains of climate change and innovation. Doctoral fellows will gain expertise and skills in data science, network theory, agent-based simulation, and economic modelling, and will apply these skills in their individual research projects. Selected candidates will enter a 36 months work contract with the recruiting university of their project. Doctoral fellows will spend at least one year at two EPOC partner universities and pursue a double degree. Research and training is carried out by the EPOC consortium consisting of seven leading European universities and ten partner organisations. For more information about EPOC and the application procedure see www.epoc-itn.eu<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fdsts.us5.…> All applications have to be submitted through the webpage. Planned start of the employment contract: Sep. 1, 2021 ----------------- Susanne Ditlevsen Professor Department of Mathematical Sciences University of Copenhagen Phone: +45 35 32 07 85 email: susanne(a)math.ku.dk<mailto:susanne@math.ku.dk> URL: http://www.math.ku.dk/~susanne/ Universitetsparken 5 DK-2100 Copenhagen Ø, Denmark -----------------------------

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Fwd: [owps] One World Probability Seminar Thursday January 21, 2021
by Faggionato, Alessandra 20 Jan '21

20 Jan '21

Buongiorno, inoltro l'annuncio per Il OWPS di domani. Grazie per l'attenzione Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 20 gen 2021 alle ore 09:15 Subject: [owps] One World Probability Seminar Thursday January 21, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Lorenzo Zambotti (Sorbonne Université) Title: Some stochastic PDEs for the future Abstract: We want to discuss some stochastic PDEs with distributional non-linearities, driven by space-time white noise. These equations are motivated for example by the scaling limits of critical pinning models. The well-posedness of such stochastic PDEs is still an open problem, despite the recent spectacular progresses in the field obtained by means of regularity structures and paracontrolled calculus, the lack of a viable stochastic calculus for SPDEs being a persistent major obstacle. A recent result by Athreya-Butkovsky-Le-Mytnik gives new hope to solve this long-standing problem. (15:00-16:00 UTC) Francesco Caravenna (University of Milano-Bicocca) Title: Hairer's Reconstruction Theorem without Regularity Structures Abstract: We give a new self-contained and elementary proof of Martin Hairer's Reconstruction Theorem, which is one of the cornerstones of his theory of Regularity Structures. We present it as a general result in the theory of distributions that can be understood without any knowledge of Regularity Structures themselves, which we do not even need to define. We will also discuss some applications of independent interest. (Based on joint work https://arxiv.org/abs/2005.09287 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Farxiv.org…> with Lorenzo Zambotti). ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: <http://goog_1741272511> https://uniroma1.zoom.us/j/86530184507?pwd=N0cyVGw4MmIzR2dyV3JZeHhzZ2w5QT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Pisa Online Seminars - Martin Saal (Tuesday, Jan. 26 at 14:00)
by Giacomo Filippo Di Gesu 19 Jan '21

19 Jan '21

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talk will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Jan. 26, 14:00 Speaker: Martin Saal (SNS Pisa) Title: Dissipative SQG equations driven by space-time white noise Abstract: see attachement. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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Fwd: postdoctoral position at University of Vienna
by Silvestri, Vittoria 19 Jan '21

19 Jan '21

Ricevo e inoltro con piacere. Cari saluti, Vittoria ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ******************************** ---------- Forwarded message --------- Da: Nathanael Berestycki <nberestycki(a)gmail.com> Date: mar 19 gen 2021 alle ore 16:34 Subject: postdoctoral position at University of Vienna To: GLAZMAN Alexander <alexander.glazman(a)univie.ac.at>, Marcin Lis < marcin.lis(a)univie.ac.at> Dear colleagues, A 3-year postdoctoral position in probability has just been advertised at the University of Vienna. You can see the ad for instance here <https://www.mathjobs.org/jobs/list/17173>. The closing date for applications is on 14 February. We would be grateful if you could forward this to any suitable candidate. Meanwhile we send you our best wishes, and hope you stay well during what are undoubtedly challenging times for all of us. Nathanael Berestycki, Sasha Glazman, Marcin Lis

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Fwd: [owps] One World Probability Seminar
by Faggionato, Alessandra 19 Jan '21

19 Jan '21

Buongiorno, vi giro il messaggio mandato alla mailing list del OWPS. Grazie per l'attenzione Alessandra ---------- Forwarded message --------- Da: Andreas Kyprianou <ak257(a)bath.ac.uk> Date: lun 18 gen 2021 alle ore 19:28 Subject: [owps] One World Probability Seminar To: <owps(a)lists.bath.ac.uk> Dear All, (Apologies if you get this message more than once). Thank you for your ongoing support for the One World Probability Seminar. We would be grateful if you could please circulate the message below around your research networks, to help us reach probabilists who are not subscribers to the OWPS mailing list. Started last spring in response to the Covid-19 epidemic, the OWP seminar seeks to present top level speakers from around the world to a broad international audience of probabilists. It takes place each Thursday on Zoom and is simultaneously live streamed on YouTube (check the website to see the time in your local time zone). The weekly format is typically two talks on the same or related subjects, aimed at a broad audience. The first talk is usually a background talk, while the second highlights more contemporary research developments. You can find the details of the upcoming seminars, videos and slides of past- seminars, and instructions on how to subscribe to the OWPS mailing list on the OWPS website https://www.owprobability.org/one-world-probability-seminar The weekly seminars are announced to the mailing list the day before. We look forward to your participation in the seminar series this spring. Alessandra Faggionato and Amanda Turner (OWPS chairs, spring 2021)

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Elizabeth Meckes
by Giovanni Peccati 16 Jan '21

16 Jan '21

Dear Colleagues, this is a slightly unusual message. As you probably know, Elizabeth Meckes - an expert in random matrix theory and Stein's method - died unexpectedly in December 2020 after a short illness, while on sabbatical in Oxford. She was 40 years old: https://thedaily.case.edu/remembering-professor-of-mathematics-elizabeth-me… Yesterday, during a conference in Bonn, Persi Diaconis (her former PhD advisor) gave a talk about Elizabeth, her research and her personality. It is a beautiful and very touching speech, yet able to convey the universal joy of doing research and mentoring young colleagues. You can find it here: https://www.youtube.com/watch?v=xldMG911NN0&feature=emb_logo All my best, Giovanni -- 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

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Fwd: [owps] One World Probability Seminar Thursday January 14, 2021
by Faggionato, Alessandra 13 Jan '21

13 Jan '21

Forwardo il messaggio sotto per chi non fosse iscritto alla OWPS mailing list. Buona serata Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 13 gen 2021 alle ore 18:27 Subject: [owps] One World Probability Seminar Thursday January 14, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Thomas Leblé (CNRS - Université de Paris (MAP5)) Title: Coulomb gases: a short introduction Abstract: Coulomb potentials are natural examples of systems with long-range interactions. They appear in statistical physics, random matrix theory, vortex systems, constructive approximation… and can be seen as a (possibly infinite) random collection of points that exhibit interesting stochastic features depending on the length scale and the temperature T. For example, their global arrangement is predicted by a mean field model and is found to be independent of T, whereas their local arrangement varies wildly with T while conserving strong, surprising rigidity properties all along. I will present some basic facts about the analysis of Coulomb gases and mention a few long-standing questions around which recent developments have taken place. (15:00-16:00 UTC) Sylvia Serfaty (NYU Courant) Title: Local laws and fluctuations for Coulomb gases Abstract: We are interested in the statistical mechanics of systems of N points with Coulomb interactions in general dimension for a broad temperature range. We discuss local laws characterizing the rigidity of the system at the microscopic level, as well as free energy expansion and Central Limit Theorems for fluctuations. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/84008096626?pwd=N3MyYUFaMElvazIrS3hzNE1aSnRRZz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Talk by Arturo Jaramillo [Jan 19, 4:30pm - Zoom]
by Maurizia Rossi 13 Jan '21

13 Jan '21

Dear all, I would like to announce the following online seminar that will take place next week via the Zoom platform. Best regards, Maurizia Rossi *Tuesday, Jan 19 - 4:30pm *(Rome time zone) Speaker: *Arturo Jaramillo Gil* (*CIMAT -* Centro de Investigación en matemáticas, Mexico) Title: *Quantitative Erdös-Kac theorem for additive functions* Summary: The talk will take as a starting point the celebrated Erdös-Kac theorem; a result of great importance in probabilistic number theory, which establishes that the fluctuations of the number of prime factors in a uniform sample over {1,..., n} are asymptotically Gaussian. Naturally, after the publication of this result, many quantitative versions of it have been studied. LeVeque conjectured that the optimal rate was asymptotically equivalent to loglog(n)^(-1/2). This was later proved by Turan and Rényi by means of an ingenious manipulation of the underlying characteristic function. Unfortunately, up to this day, all the perspectives for solving LeVeque's conjecture are based on the use of non-trivial complex analysis tools, while the probabilistic perspective has been only successfully applied to obtain suboptimal rates of convergence. In this talk, we will give a purely probabilistic proof of LeVeque's conjecture which will allow us to address the problem in a general fashion by means of Stein's method techniques. *Link Zoom* https://us02web.zoom.us/j/88100676046?pwd=NTFjdlAyVjdSTE8rVnBmUGVWelFPdz09 *Meeting ID*: 881 0067 6046 *Passcode*: 680246 - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca

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XXII Workshop on Quantitative Finance - program available
by Cecilia Mancini 12 Jan '21

12 Jan '21

Dear All, we are glad to announce the program of the XXII Workshop on Quantitative Finance. This is available at the website: http://dse.univr.it/qfw2021/ where you can also (freely) register for the event (registration is necessary to get the zoom links). Looking forward to welcoming you virtually in Verona! The Organizing Committee (Letizia Pellegrini, Roberto Renò, Cecilia Mancini, Alessandro Gnoatto, Athena Picarelli, Marco Patacca, Maria Flora)

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6th workshop Energy Finance Italia - deadline approaching
by Tiziano Vargiolu 12 Jan '21

12 Jan '21

---------- Forwarded message ---------- Date: Tue, 24 Nov 2020 21:39:58 +0100 From: Paolo Falbo <paolo.falbo(a)unibs.it> Dear All, we are glad to announce the sixth edition of Energy Finance Italia. The conference will be organized by the Department of Economics and Management of the University of Brescia and will take place on February 22-23, 2021. Due to the COVID-19 pandemic, at the moment we still cannot decide the format of the conference, whether fully online or hybrid. In any case, we will ta ke that decision in due time, and we will communicate it by means of our web site and our newsletter. Keynote speakers: - Nicola Secomandi, Carnegie Mellon Tepper School of Business "Quadratic hedging and applications to energy" - Carlos Ruiz Mora, Univ. Carlos III of Madrid "Strategic sales-mix management in power generation - Eleonora Bettinzoli, ARERA "Covid-19 and Finacial risk in the Italian electricity market" The deadline for the submission of a long abstract (max two pages) is *January 18, 2021* Notification of acceptance: January 28, 2021. Registration and payment of fees: February 8, 2021. All the information at the link http://energyfinanceitalia.unicam.it/index.php/energy-finance-italia-6-work… Best regards, Paolo Falbo on behalf of the Organizing Committee

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borse PhD - Paris
by Cristina TONINELLI 12 Jan '21

12 Jan '21

Buongiorno a tutti, scrivo per diffondere l'annuncio di un'offerta di 40 borse di PhD in matematica a Parigi riservate a candidati stranieri (20 borse con inizio settembre 2021 e 20 borse con inizio settembre 2022). Le borse sono riservate a studenti che non hanno trascorso piu' di 1 anno in Francia negli ultimi 3 anni che intendano svolgere il PhD in uno dei numerosi laboratori della Fondation Sciences Mathematiques de Paris. La data di scadenza per quest'anno e' il 13 febbraio 2021. Il sito del bando https://www.sciencesmaths-paris.fr/fr/cofund-mathinparis-842.htm Per ulteriori informazioni, i candidati interessati possono contattarmi direttamente via mail. buon anno a tutti Cristina Toninelli MathInParis2020 - sciencesmaths-paris.fr<https://www.sciencesmaths-paris.fr/fr/cofund-mathinparis-842.htm> Eligibility criteria. Mobility rule: Applicants may not have resided or carried out their main activity (work, studies, etc.) in France for more than 12 months in the three years immediately before the deadline of the co-funded program's call, i.e. from the 13 th of February 2018 to the 13 th of February 2021. Early-stage researchers: Candidates must have a master’s degree or an equivalent ... www.sciencesmaths-paris.fr --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: B617 --------------------------------------------------------------------------------------------

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Fwd: [owps] One World Probability Seminar - Spring Series
by Faggionato, Alessandra 11 Jan '21

11 Jan '21

Forwardo messaggio in merito al OWPS Saluti Alessandra ---------- Forwarded message --------- Da: Amanda Turner <turneramanda(a)gmail.com> Date: gio 7 gen 2021 alle ore 11:58 Subject: [owps] One World Probability Seminar - Spring Series To: <owps(a)lists.bath.ac.uk> Dear all, This email is to inform you that the spring series of the OWPS will start on January 14, beginning with talks by Thomas Leblé (Paris) and Sylvia Serfaty (NYU Courant). The seminars will take place each Thursday at 14:00-16:00 UTC on Zoom. A detailed announcement will be sent to the mailing list on Wednesday. The website https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> will shortly be updated with information on the seminars. Finally, it is our pleasure to thank Ivan Corwin and Milton Jara for organizing the previous OWPS series. Wishing you a happy new year, Amanda and Alessandra -- ************************************************* 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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Minicourse on Reinforcement Learning - Università di Trento
by Luigi Amedeo Bianchi 08 Jan '21

08 Jan '21

[English version below] Il Dipartimento di Matematica dell'Università di Trento organizza all'interno del corso di laurea magistrale in Matematica, percorso Matematica per la Data Science, il crash course Reinforcement Learning: the way machines learn tenuto dal Prof. Maurizio Parton (Università di Chieti-Pescara), nei giorni 27, 29 gennaio e 3, 5 febbraio 2021. Il corso sarà in remoto e in lingua inglese. La partecipazione è gratuita, ma è necessaria la registrazione, mandando un'email a luigiamedeo.bianchi(a)unitn.it Il numero di posti disponibili per partecipanti esterni è limitato. Ulteriori informazioni alla pagina http://datascience.maths.unitn.it/events/rl2021/ The Department of Mathematics at the University of Trento organises within the Master's program in Mathematics, track Mathematics for Data Science, the crash course Reinforcement Learning: the way machines learn held by Prof. Maurizio Parton (University of Chieti-Pescara), on Jan. 27 and 29, and Feb. 3 and 5, 2021. The course will take place online and will be given in English. Participation is free of charge, but registration is required. To register, send an email to luigiamedeo.bianchi(a)unitn.it The number of places available for external participants is limited. Abstract: Reinforcement Learning (RL) is a machine learning technique where an agent learns to solve a decision problem by performing actions and assessing their results. RL has been acknowledged as a breakthrough technology by MIT in 2017. We will study the fundamentals of RL and will sketch the latest methods used to solve a variety of complex tasks, from gaming to computer science, finance, and robotics. This is a 12h crash course intended for students with a background in probability. The course is comprised of theory, applications and assignments. Some experience with Python may prove useful to fully profit from the exercises and assignments. Further information available on the following webpage: http://datascience.maths.unitn.it/events/rl2021/

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Reinforcement Learning challenge (Turing Institute, Jan 18-25)
by Alessandro Zocca 07 Jan '21

07 Jan '21

Ricevo e inoltro, si noti che la scadenza è domani. ------------------------------------------- Would you like to gain hands-on experience of Reinforcement Learning? Take part in testing RangL, a brand new open-source competition platform to accelerate progress in data-driven control problems, especially in the context of energy and transportation systems. Reinforcement Learning challenge 18-25 Jan 2021 The Alan Turing Institute • Free entry • Individuals and teams (two or more people) can apply • Three levels of difficulty available • All successful invitees supported with ‘Ask away!’ channel on Slack • Certificate of participation included Contact: rangl(a)turing.ac.uk before 8 January 2021. Participation is by invitation only so early application is advised. Check out the project web page at https://www.turing.ac.uk/research/research-projects/ai-control-problems ================================= Alessandro Zocca (he/his) Assistant Professor Vrije Universiteit Amsterdam Department of Mathematics https://sites.google.com/site/zoccaale/

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CANSSI Distinguished Postdoctoral Fellowship (CDPF) Call for Candidates
by Giovanni Puccetti 07 Jan '21

07 Jan '21

Two CDPF scholarships are available for candidates interested in copula modeling. Mixed High-Dimensional Copulas for Multivariate Time Series in Public Health Supervisor: Bruno Rémillard, HEC Montréal Co-Supervisor: Bouchra Nasri, Université de Montréal Applications of Long-Memory Models and Copulas to the Reconstruction of Millennial Streamflow Levels Supervisor: Rafal Kulik, University of Ottawa Co-Supervisor: Bruno Rémillard, HEC Montréal The details are given in the following website: http://www.canssi.ca/research-and-training-opportunities/canssi-postdoctora… <http://www.canssi.ca/research-and-training-opportunities/canssi-postdoctora…> where other different projects can be found. Applications are due by January 19, 2021.

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Padova Online Seminar by Giacomo Di Gesù (Università di Pisa) [Friday, Jan. 15 at 14.30]
by alessandra bianchi 07 Jan '21

07 Jan '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on January 15 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Giacomo Di Gesù (Università di Pisa) Title: Metastability for an SPDE via functional inequalities 15 JANUARY (Friday) - 14:30 zoom link: TBA (available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: We consider a small perturbation by space-time Gaussian white noise of the Allen-Cahn equation. The latter is a nonlinear PDE, which can be seen as a gradient flow with respect to a double-well potential. The perturbed stochastic evolution is then a paradigmatic model exhibiting metastable dynamics: before exploring the full state space and reaching equilibrium, the system remains localized at the bottom of one well for a very long time. In the talk I will present a general approach to get metastability estimates in this infinite-dimensional setting. The focus is on sharp estimates that go beyond rough large deviation asymptotics and that are crucial for deriving coarse-grained effective dynamics. A key ingredient of the method is the systematic use of log-Sobolev inequalities in order to lift tunnelling calculations to infinite dimensions. As a main application we show how to compute the leading asymptotic behavior of the exponentially small spectral gap. We obtain an explicit formula expressed in terms of a certain Fredhom determinant as prefactor. This result shows that the gap behaves like the inverse of the average tunnelling time between wells and provides an alternative, spectral-theoretic way to prove the Eyring-Kramers formula. Based on joint work with Morris Brooks (IST Austria). -- 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/

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Fwd: Vacancies in Leiden: 15 PhDs and postdocs in Mathematics, deadline January 31, 2021
by Faggionato, Alessandra 05 Jan '21

05 Jan '21

Ricevo da Luca Avena (Leiden) e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- Da: Avena, L. <l.avena(a)math.leidenuniv.nl> Date: mar 5 gen 2021 alle ore 14:00 Subject: Vacancies in Leiden: 15 PhDs and postdocs in Mathematics, deadline January 31, 2021 Dear friends and colleagues, The very best wishes for a better 2021 to all of you! I would like to ask you to advertise within your network of potentially interested colleagues and students, 15 open vacancies for PhDs and Postdocs at our Math department in Leiden with deadline end of January. The application description can be found at this link: https://www.universiteitleiden.nl/en/vacancies/2020/q4/20-572-phd-candidate… Thanks for the attention and see you hopefully soon. Sincerely, Luca -- ************************************************* 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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Assegno biennale presso il Dipartimento di Matematica, La Sapienza, Roma
by Faggionato, Alessandra 05 Jan '21

05 Jan '21

Buongiorno, in merito all'assegno di ricerca biennale con bando https://web.uniroma1.it/trasparenza/sites/default/files/bando2020-8.pdf <https://web.uniroma1.it/trasparenza/sites/default/files/bando2020-8.pdf> presso il Dipartimento di Matematica - La Sapienza (già pubblicizzato in questa mailing list), vi mando dei dati aggiuntivi in Inglese a supporto di potenziali candidati stranieri. Saluti Alessandra - Position: Assegno di Ricerca, *which is the equivalent of a post-doc position*. - Degree required at the moment of application: PhD. - Institution: Dipartimento di Matematica “Guido Castelnuovo”, SAPIENZA Università di Roma (https://www.mat.uniroma1.it/) - Field: Mathematics and its applications. - Duration: 2 years. - Estimated gross salary: 22.600 EUR per year (which corresponds to a net wage of about 1650 EUR per month). - Teaching load: no teaching duties. - Expected starting: Summer/Autumn 2021. Here is the link for the official call (unfortunately in Italian only): https://web.uniroma1.it/trasparenza/sites/default/files/bando2020-8.pdf Applications shall be sent by registered letter, attested by an acknowledgment of receipt, or *by PEC*, the *deadline being January 20th, 2021* (the postmark serving as proof). For those of you who cannot speak/understand Italian, further information and/or assistance with the application process can be found at the URL https://sites.google.com/uniroma1.it/istruzioni-inglese-bando8-2020/guideto… The above link will also appear soon on the webpage of the Department of Mathematics. -- ************************************************* 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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Tenure Track position in Statistics at the Mathematical Institutes, Leiden University
by Anna Maria Paganoni 04 Jan '21

04 Jan '21

Dear colleagues, applications are invited for assistant professor (Tenure Track) position in Statistics at the Mathematical Institutes, Leiden University. We are looking for candidates with a strong background in Mathematical Statistics/Statistics or Probability and interest in statistical methodology and/or applications. More details about the application procedure can be found at https://www.universiteitleiden.nl/en/vacancies/2020/q4/20-573-assistant-pro… Closing date 15-th January For information please contact Marta Fiocco m.fiocco(a)math.leidenuniv.nl Anna Maria Paganoni MOX - Modeling and Scientific Computing Dipartimento di Matematica "F. Brioschi" Politecnico di Milano Piazza Leonardo da Vinci, 32 I-20133 Milano - Italy tel. +39 02 2399 4574 fax. +39 02 2399 4568 e.mail: anna.paganoni(a)polimi.it

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Fwd: Borse di studio per Master Data Science and Statistical Learning (MD2SL)
by Giacomo Scandolo 28 Dec '20

28 Dec '20

(aggiungo che il sito del master è https://md2sl.imtlucca.it/) -------- Messaggio Inoltrato -------- Oggetto: Borse di studio per Master Data Science and Statistical Learning (MD2SL) Data: Thu, 24 Dec 2020 10:03:30 +0100 Mittente: datascience(a)unifi.it Organizzazione: Universita' degli Studi di Firenze A: datascience(a)unifi.it Cari tutti, vi segnaliamo che è stato pubblicato il bando di selezione per il conferimento di *due Borse di Studio* finalizzate all'iscrizione al *Master di II livello in Data Science and Statistical Learning (MD2SL)*, promosso dal Florence Center for Data Science, attraverso il Dipartimento di Statistica, Informatica, Applicazioni (DISIA) "G. Parenti" dell'Università degli Studi di Firenze, e dalla Scuola IMT Alti Studi Lucca. Il bando e ulteriori dettagli sono disponibili al seguente link: https://www.disia.unifi.it/upload/sub/didattica/master/disia_Bando_Borse_Ma… <https://www.disia.unifi.it/upload/sub/didattica/master/disia_Bando_Borse_Ma…>, e sul sito del Florence Center for Data Science, tra le News: https://datascience.unifi.it/index.php/news/ <https://datascience.unifi.it/index.php/news/>. Scadenza per la presentazione delle domande: 14/01/2021 ore 13.00. Vi chiediamo gentilmente di diffondere l'annuncio tra i potenziali interessati. Grazie, Cordiali Saluti, Florence Center for Data Science

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assegno di ricerca
by benedetta.ferrario 28 Dec '20

28 Dec '20

Buongiorno. Segnalo un bando per assegno di ricerca (annuale ma rinnovabile un secondo anno) presso il DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI dell'Università di Pavia sul tema MATHEMATICAL METHODS FOR THE ANALYSIS OF FINANCIAL MARKETS Trovate qui il bando in inglese http://www-assegni.unipv.it/wp-content/uploads/2020/12/BANDO-PICA-A-FRG2020… e qui in italiano http://www-assegni.unipv.it/wp-content/uploads/2020/12/BANDO-PICA-A-FRG2020… Grazie. Auguri di buone feste Benedetta

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assegno di ricerca
by benedetta.ferrario 28 Dec '20

28 Dec '20

Buongiorno. Segnalo un bando per assegno di ricerca (annuale ma rinnovabile un secondo anno) presso il DIPARTIMENTO DI SCIENZE ECONOMICHE E AZIENDALI dell'Università di Pavia sul tema MATHEMATICAL METHODS FOR THE ANALYSIS OF FINANCIAL MARKETS Trovate qui il bando in inglese http://www-assegni.unipv.it/wp-content/uploads/2020/12/BANDO-PICA-A-FRG2020… e qui in italiano http://www-assegni.unipv.it/wp-content/uploads/2020/12/BANDO-PICA-A-FRG2020… Grazie. Auguri di buone feste Benedetta

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Assegni di ricerca biennali e annuali
by Faggionato, Alessandra 22 Dec '20

22 Dec '20

Buongiorno segnalo i seguenti bandi per assegni di ricerca annuali e biennali al Dipartimento di Matematica della Sapienza: https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/168015 https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/168016 Grazie Saluti Alessandra -- ************************************************* 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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TU Graz, open position in Discrete Mathematics and Probability
by Daniela Bertacchi 22 Dec '20

22 Dec '20

Inoltro a tutti gli interessati il seguente annuncio (la posizione è quella attualmente occupata da Wolfgang Woess). ******************************************************************************** Full professor "Discrete Mathematics and Probability", TU Graz TU Graz is looking to appoint a tenured full professor of Discrete Mathematics and Probability, starting October 2022. We are looking for a highly qualified individual of international standing who has an excellent research profile and is committed to represent the intersection of Discrete Mathematics and Probability in both teaching and research. For more information please see the web apge https://www.tugraz.at/go/professorships-vacancies. Applications must be sent to the email address bewerbungen.mpug(a)tugraz.at no later than March 31, 2021. --------------------------------------------------------------------- Johannes Wallner Tel (+43) 316 873 8440 Institut fuer Geometrie der TU Graz, Kopernikusgasse 24, 8010 Graz. j.wallner(a)tugraz.at http://www.geometrie.tugraz.at/wallner --------------------------------- ------------------------------------

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Webinar DAVID ROSSELL
by Pierpaolo De Blasi 17 Dec '20

17 Dec '20

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Joint initiative with MIDAS COMPLEX MODELING RESEARCH NETWORK <http://midas.mat.uc.cl/network> Giovedi 17 Dicembre 2020, alle ore 17:00, si terrà il seguente webinar: ------------------------------------------------ Speaker: *David Rossell *(Universitat Pompeu Fabra, Barcelona, Spain) Title: *Approximate Laplace approximation* Zoom link: https://us02web.zoom.us/j/84312531120?pwd=VVJraStLVkR2M0w0ZXZnU3M0MFp2UT09 <https://us02web.zoom.us/j/88252069649?pwd=V2Z3b1UrZVVWNWZ4OXhydUtIakxpUT09> Meeting ID: 843 1253 1120 Passcode: 105560 Abstract: Bayesian model selection requires an integration exercise in order to assign posterior model probabilities to each candidate model. The computation becomes cumbersome when the integral has no closed-form, particularly when the sample size is large, or the number of models is large. We present a simple yet powerful idea based on the Laplace approximation (LA) to an integral. LA uses a quadratic Taylor expansion at the mode of the integrand and is typically quite accurate, but requires cumbersome likelihood evaluations (for large n) an optimization (for large p). We propose the approximate Laplace approximation (ALA), which uses an Taylor expansion at the null parameter value. ALA brings very significant speed-ups by avoiding optimizations altogether, and evaluating likelihoods via sufficient statistics. ALA is an approximate inference method equipped with strong model selection properties in the family of non-linear GLMs, attaining comparable rates to exact computation. When (inevitably) the model is misspecified the ALA rates can actually be faster than for exact computation, depending on the type of misspecification. We show examples in non-linear Gaussian regression with non-local priors, for which no closed-form integral exists, as well as non-linear logistic, Poisson and survival regression. ------------------------------------------------ Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats in collaborazione con il Collegio Carlo Alberto e rientra nel Complex Data Modeling Research Network midas.mat.uc.cl/network 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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Conferenza online "Giovani probabilisti" a S. Pietroburgo 21-23 dicembre
by Massimo Campanino 17 Dec '20

17 Dec '20

Conferenza online "Giovani probabilisti" a S. Pietroburgo 21-23 dicembre https://site.unibo.it/current-trends-in-mathematics/en/events/st-petersburg…

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Post-Doc and PhD positions at WIAS, Berlin
by Luisa Andreis 17 Dec '20

17 Dec '20

Dear colleagues, I’d like to draw your attention to the following open positions (one PhD and one Post-Doc) in Berlin. Please, feel free to forward this announcement to anyone who might be interested. "The Weierstrass Institute in Berlin (WIAS) invites applications for a two positions, one at post-doctoral level and one for a PhD student. Both positions are in the newly founded Leibniz Junior Research Group “Probabilistic Methods for Dynamic Communication Networks” (Head: Dr. B. Jahnel); the positions are available immediately. The successful candidates will perform rigorous probabilistic and analytic mathematical work on dynamical spatial random geometric systems as models for future telecommunication networks, in collaboration with other group members and partners at WIAS, in industry and in academia. The research results shall be published in scientific journals and technical reports, and presented at conferences. The applicants must at a minimum hold a master’s degree in mathematics or related fields with high emphasis on probability. For the post-doctoral position a PhD in mathematics should be completed or very close to completion. Knowledge in statistical physics, interacting particle systems, or stochastic geometry will be important. Please direct scientific queries to Dr. B. Jahnel (Jahnel(a)wias-berlin.de <mailto:Jahnel@wias-berlin.de>). The appointment is initially limited for 24 months. The work schedule is 39 hours per week, and the salary is according to the German TVoeD scale. Please see the following links for more information and in order to apply: https://short.sg/j/8332092 <https://short.sg/j/8332092> (post-doc) and https://short.sg/j/8331747 <https://short.sg/j/8331747> (PhD). Please note that the deadline for applications is 31 December.” Best wishes, Luisa Andreis Post-Doc researcher WIAS-Weierstrass Institute Mohrenstrasse 39, 10117 Berlin, Germany Personal webpage: https://sites.google.com/view/luisaandreis/home <https://sites.google.com/view/luisaandreis/home> Email: andreis(a)wias-berlin.de

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Assistant Professor positions in the Department of Statistics, Universidad Carlos III de Madrid
by Antonio DI CRESCENZO 16 Dec '20

16 Dec '20

Diffondo su richiesta del collega Bernardo D'Auria un annuncio di posti per: Assistant Professor positions (tenure-track) in the Department of Statistics, Universidad Carlos III de Madrid scadenza: 28 febbraio 2021 per dettagli: http://halweb.uc3m.es/seminarios/conv-tenure-track.pdf Cordiali saluti ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index Skype: antoniodicrescenzo =============================================

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Assistant Professor (3-year contract) position at DCU
by Paolo Guasoni 16 Dec '20

16 Dec '20

Dear Colleague, Dublin City University has a Assistant Professor (3-year contract) position in Mathematics: https://www.dcu.ie/sites/default/files/inline-files/bc0610-fsh-hci-assistan… The closing date for the application is January 6, 2021. With best regards, Paolo Guasoni -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DublinCityUni> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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Fwd: Postdoctoral position in Probability at the University of Bath
by Silvestri, Vittoria 15 Dec '20

15 Dec '20

Segnalo con piacere questa opportunità di postdoc a Bath. Vittoria ---------- Forwarded message --------- Da: Daniel Kious <dk746(a)bath.ac.uk> Date: lun 14 dic 2020 alle ore 23:11 Subject: Postdoctoral position in Probability at the University of Bath To: d.kious(a)bath.ac.uk < IMCEAEMAIL-+20d+2Ekious+40bath+2Eac+2Euk(a)gbrp265.prod.outlook.com> Dear Colleagues and Friends, I would greatly appreciate if you could bring the following announcement to the attention of the relevant applicants. A postdoctoral position in Probability is open at the University of Bath. The position is for two years, starting 1 July 2021, and the successful applicant will work with Dr Daniel Kious, on topics related to random walks and random environments. Please, find the full announcement at the end of this email. Applications are open and the deadline is 11 January 2021, see: https://www.bath.ac.uk/jobs/CC8004 In order to have the best chances, the applicants should provide the following: -an updated CV; -a list of publications; -a short research statement; -the names of two referees who agreed to write a letter of support, and one of them must be the current employer or a past employer. Best wishes, Daniel Kious. -_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ -_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ - A postdoctoral research position is available in the area of probability to start 1 July 2021. The position is available for 2 years and is funded by the EPSRC grant "Random walks in dynamic random environment" of Daniel Kious. You will be associated with the probability laboratory (Prob-L@B <https://www.bath.ac.uk/research-centres/probability-laboratory-at-bath/>) of the Department of Mathematical Sciences <https://www.bath.ac.uk/departments/department-of-mathematical-sciences/> at the University of Bath. Prob-L@B is one of the largest probability group in the UK and benefits from a very active and collaborative team, with expertise covering many areas of Probability, cultivating a high-level and friendly atmosphere. The successful applicant will be expected not only to work on the project, but also to interact with the other members of Prob-L@B. The area of research will be centred on the mathematical analysis of random walks in random environment or dynamic random environment, reinforced random walks or other processes with reinforcement, percolation, spin systems. The ideal candidate is expected to have a strong background in discrete probability theory, and have (or expect to obtain shortly) a PhD in Probability, or related areas. Our campus is surrounded by beautiful countryside, and the City of Bath with its historic charm and social activity only a short distance away creates an excellent environment in which to work. We encourage all staff to learn, develop new skills and progress their careers throughout their employment with us and believe our staff <https://www.bath.ac.uk/jobs/display.aspx?id=1091&pid=221#section3> are vital in creating the University’s inclusive and innovative community. We are committed to providing a family friendly workplace <https://www.bath.ac.uk/campaigns/family-friendly-workplace/> and our staff have access to a number of services that promote wellbeing <https://www.bath.ac.uk/topics/wellbeing/> and improve work-life balance. We recognise the commitment, achievements and talents of our workforce through our offering of initiatives and benefits <https://www.bath.ac.uk/professional-services/pay-and-reward>, including (but not limited to): - Generous employer pension contributions - 39 days holiday (annual leave, discretionary days and bank holidays) - A flexible working environment - A commitment to personal and professional development - Ofsted outstanding rated onsite nursery - Salary exchange scheme (cycle to work) - Onsite private and NHS dentist, onsite medical centre - Employee discount scheme We aim to be an inclusive university, where *difference is celebrated*, respected and encouraged. We truly believe that diversity of experience, perspectives, and backgrounds leads to a better environment for our employees and students, creating a learning environment and organisational *culture that enhances **health and wellbeing* <https://www.bath.ac.uk/topics/wellbeing/> across our community. We are very proud to have recently received Ambassadors for Autism certification <https://www.bath.ac.uk/announcements/university-receives-ambassadors-for-au…> and are an accredited Disability Confident Leader; committed to building disability confidence and supporting disabled staff <http://www.bath.ac.uk/hr/working/disability-support/index.html>. -_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ -_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ - Dr Daniel Kious University of Bath - Prob-L@b email: d.kious(a)bath.ac.uk Office: 6 West 1.23 Phone: 01225 38 6186 ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Webinar of Prof. Hinz at UNIBS, Department of Economics and Management (fwd)
by Tiziano Vargiolu 14 Dec '20

14 Dec '20

---------- Forwarded message ---------- Date: Mon, 14 Dec 2020 00:41:25 +0100 From: Pelizzari Cristian <cristian.pelizzari(a)unibs.it> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Webinar of Prof. Hinz at UNIBS, Department of Economics and Management Ciao Tiziano, ti chiedo la cortesia di diffondere questo avviso di seminario ai tuoi canali. Ho gi? spedito questa e-mail al Segretario Generale dell'A.M.A.S.E.S.. Mi scuso per la scadenza ravvicinata. Grazie e a presto, Cristian *** Dear Colleagues, on December 17th, 2020 - 11:30 (CET), as part of the Research Seminars at the Department of Economics and Management, University of Brescia, the following webinar will take place: On Optimal Planning of Double-Spending Attacks presented by Prof. Juri Hinz, University of Technology Sydney, and organized by Prof. Paolo Falbo and Prof. Cristian Pelizzari Abstract Diverse concepts originating from the blockchain idea have gained popularity. However, there is concern about stability of such systems. In this setting, an attempt to spend the digital funds more than once (the so-called double-spending attack) has been analyzed by several authors. The present contribution addresses a refinement to this problem under realistic assumptions. Live presentation on: Google Meet. To participate, registration is required by filling out the following form: https://docs.google.com/forms/d/e/1FAIpQLSd3_vL6Rzi7rNf7FiburuLBjC1cc32oA4U SHdQDaivS9_cB5w/viewform Subscribers will be e-mailed the link to the webinar meeting. *** -- Associate Professor of Mathematical Methods of Economics, Finance and Actuarial Sciences Department of Economics and Management University of Brescia Contrada S. Chiara, 50 25122 BRESCIA BS ITALY E-mail cristian.pelizzari(a)unibs.it Tel. 0039-030-2988516 Microsoft Teams contact Informativa sulla Privacy: http://www.unibs.it/node/8155

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Fwd: Two-year Postdoc in Statistics for COVID-19 modelling, Oslo, Norway
by DipIMAP 14 Dec '20

14 Dec '20

Forwardo anche questo con piacere... GPST > Begin forwarded message: > > From: Arnoldo Frigessi <arnoldo.frigessi(a)medisin.uio.no> > Subject: Two-year Postdoc in Statistics for COVID-19 modelling, Oslo, Norway > Date: 13 December 2020 at 22.15 GMT+1 > To: DipIMAP <scaliato(a)axp.mat.uniroma2.it> > > Two-year Postdoctoral Position in Statistics for COVID-19 modelling, Oslo, Norway > > The postdoc will develop new statistical methodology and models to describe and predict the dynamics of the COVID-19 pandemics in Norway and across the Nordic countries. This is part of a new exciting Nordic collaboration project financed by NordForsk with Tom Britton, Stockholm University, Arnoldo Frigessi, Oslo University and Lasse Leskelä, Alto University as co-PIs. If you are selected as postdoc, you will work in close collaboration with the three Nordic teams. We will work on the covid-19 dynamics in space and type, also across the Nordic borders; we will exploit human mobility data in real time described by telecom mobility data; develop methods for probabilistic short term prediction; evaluate and compare alternative interventions. The project has unique access to COVID-19 data streams. There is a possibility to extend the period for an additional year. You can find some more information here: https://nordicmathcovid.cs.aalto.fi > > The postdoc will be employed at the Oslo Centre for Biostatistics and Epidemiology, University of Oslo. You have a strong competence in statistical modelling and inference and have excellent skills in coding. > > This is a unique project, with multiple opportunities also to develop your own research themes, building your curriculum towards a tenure track/permanent position in a leading university. > > To apply, and for more details on the positions, see here: https://www.jobbnorge.no/en/available-jobs/job/196535/2-year-postdoctoral-p… > > Deadline: 11th January 2021 > > We offer > * Salary up to 55.000 Euro per annum depending on qualifications. > * A career development programme designed for researchers at the beginning of their career. > * Health insurance and very attractive "Scandinavian" welfare benefits. > * A generous pension agreement. > * Oslo's family-friendly environment with its rich opportunities for culture and outdoor activities. > > Arnoldo Frigessi

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Announcement: STAR Online Seminar
by michele giordano 14 Dec '20

14 Dec '20

Dear all, This is a reminder for the: STAR Online Seminars. - The seminar will be held Friday 18. December from 11:00-12:00 . You will recieve the link for the Zoom room by registering for the seminar with the link provided at the end of this mail. The lecture will last for 45 minutes + questions. This week's speaker is Federica Masiero - Università degli Studi di Milano-Bicocca, with the seminar: Regularizing properties and HJB equations for stochastic problems with delay Abstract: In this talk we consider stochastic differential equations with delay. It is well known that the Ornstein-Uhlenbeck transition semigroup doesn’t have regularizing properties, such as the strong Feller property. So in general, the associated Hamilton-Jacobi-Bellman (HJB) equation cannot be solved in mild sense by a classical fixed point argument. We present a result of existence of regular solutions for the HJB equations related to a stochastic controlled equation with delay in the control and in the case when, as it often occurs in applications, the objective function depends only on the “present” of the state and control variable. The result is based on partial regularization results for the associated Ornstein-Uhlenbeck semigroup. In analogy, we investigate partial reularizing properties in the case of delay in the state and with a special dependence on the past trajectory, and we solve in mild sense the associated HJB equation and the stochastic controlled problem related. The talk is mainly based on joint works with F. Gozzi and G. Tessitore. After the end of the seminar, you are invited to bring a cup of coffee/tea and have a chat in our Coffee in the Stars here you will have the chance to talk and interact with the other persons that attended the seminar, and have a digital "coffee break". We are looking forward to see you, online! Best regards, Michele Giordano Doctoral research fellow Department of Mathematics University of Oslo, Norway ------------------------------------------------------------------------- Register for the seminar: https://nettskjema.no/a/159180 Link for the seminar webpage: https://www.mn.uio.no/math/english/research/projects/storm/events/seminars/…

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Fwd: PhD Position in Statistics at the University of Amsterdam
by fcollet＠math.unipd.it 12 Dec '20

12 Dec '20

Ricevo ed inoltro. Buon weekend, Francesca ----- Forwarded message from Eni Musta <e.musta(a)uva.nl> ----- Dear colleagues, Applications are invited for a PhD position in Statistics at the Korteweg-de Vries Institute for Mathematics, University of Amsterdam. The PhD candidate will be supervised by Eni Musta and will work on the project "Shape-constrained estimation in survival analysis". The project aims at development of statistical methodology and theory for cure models using shape-constrained techniques. We are looking for candidates with a strong background in Mathematical Statistics/Statistics or Probability and interest in statistical methodology/theory. More details about the project and the application procedure can be found at: <https://www.uva.nl/en/content/vacancies/2020/12/20-753-phd-position-in-stat…>https://www.uva.nl/en/content/vacancies/2020/12/20-753-phd-position-in-stat…<https://www.uva.nl/en/content/vacancies/2020/12/20-753-phd-position-in-stat…><https://www.uva.nl/en/content/vacancies/2020/12/20-753-phd-position-in-stat…> Best regards, Eni Musta ----- End forwarded message -----

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Fwd: Two 3-year postdocs in statistics and mathematics for personalised breast cancer therapy, University of Oslo, Norway
by DipIMAP 11 Dec '20

11 Dec '20

Forwardo volentieri... Gianpaolo Scalia Tomba Begin forwarded message: From: Arnoldo Frigessi <arnoldo.frigessi(a)medisin.uio.no> Subject: Two 3-year postdocs in statistics and mathematics for personalised breast cancer therapy, University of Oslo, Norway Date: 4 December 2020 at 11.41 GMT+1 To: DipIMAP <scaliato(a)axp.mat.uniroma2.it> -----Original Message----- Are you interested in developing new mathematical, statistical or computational models and methods to determine the best personalised treatment for each breast cancer patient? Applications are invited for two postdoc positions of 3 years each at the Oslo Centre for Biostatistics and Epidemiology, University of Oslo. Ideally we wish to hire one postdoc with a strong competence in mathematical modelling and numerical analysis and one postdoc with a strong competence in statistical modelling, inference and computational statistics. The two postdocs will play a key scientific role in our two cross-disciplinary international projects funded by the European Union Horizon 2020 and EraCoSysMed. The project team includes experts in statistical and mathematical modelling of cancer, in molecular biology, genomics and clinical oncology. The project has access to unique data, including clinical, imaging and high-throughput genomic data from breast cancer patients recruited in concluded clinical trials. You find more information on the project here: www.rescuer.uio.no To apply, and for more details on the positions, see here: https://www.jobbnorge.no/en/available-jobs/job/196515/two-3-year-postdoctor… Deadline: 11th January 2021 We offer * Salary up to 55.000 Euro per annum depending on qualifications. * A career development programme designed for researchers at the beginning of their career. * Possibility to make teaching and consulting experiences, if wished so * Health insurance and very attractive "Scandinavian" welfare benefits. * A generous pension agreement. * Oslo's family-friendly environment with its rich opportunities for culture and outdoor activities. ---------- Arnoldo Frigessi professor University of Oslo Oslo University Hospital Norway Oslo Centre for Biostatistics and Epidemiology University of Oslo and Oslo University Hospital Director http://www.med.uio.no/imb/english/research/centres/ocbe/ BigInsight Centre for research based Innovation Director http://www.biginsight.no contact: +4795735574 http://www.med.uio.no/imb/english/people/aca/frigessi/ <http://www.med.uio.no/imb/english/people/aca/frigessi/>

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Webinar at Unibo: A Kolmogorov PDE with non-linear drift: analysis and applications to stochastic filtering
by Andrea Pascucci 10 Dec '20

10 Dec '20

Giovedì 10 Dicembre, ore 17:00 on-line Antonello Pesce terrà un seminario dal titolo A Kolmogorov PDE with non-linear drift: analysis and applications to stochastic filtering Le istruzioni per partecipare al link https://www.dm.unibo.it/seminari/ -- --------------------------------------------------------------- Andrea Pascucci andrea.pascucci(a)unibo.it Dipartimento di Matematica P.zza di Porta S. Donato, 5 40126 Bologna - Italy Office Tel. +39-0512094428 Fax +39 0510821834 https://sites.google.com/view/andrea-pascucci/ Skype: andrea.pascucci https://www.mendeley.com/profiles/andrea-pascucci3/ Get DropBox here: http://db.tt/Y2GN2TCx ---------------------------------------------------------------

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Pisa Online Seminars - Jie-Xiang Zhu (Tuesday, Dec. 15 at 14:00)
by Giacomo Filippo Di Gesu 09 Dec '20

09 Dec '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talk will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Dec. 15, 14:00 Speaker: Jie-Xiang Zhu (Fudan University / Université de Toulouse) Title: On optimal matching problem for Gaussian samples with dimension d ≥ 3 Abstract: Optimal matching problems are very classical in computer science, physics and mathematics. In this talk, we will discuss the related rates of convergence of empirical measures associated with n independent random points, whose common distribution is the normal Gaussian distribution in Euclidean space with dimension d ≥ 3. Our method is based on the PDE and mass transportation approach developed by L. Ambrosio, F. Stra and D. Trevisan. _____________________ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it

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LTI@UniTO seminar Wednesday November 25, 3pm, Albert Menkveld (VU Amsterdam)
by Luca Regis 09 Dec '20

09 Dec '20

|| || |Dear colleagues, | ||||||| LTI@UniTO (www.carloalberto.org/lti <www.carloalberto.org/lti>) and Collegio Carlo Alberto are pleased to invite you to the following webinar in Finance: | | “Equilibrium Bid-Price Dispersion” Speaker: Albert Menkveld (VU Amsterdam), _https://albertjmenkveld.com/about/ <https://albertjmenkveld.com/about/> _ Abstract: If bidding in a common-value auction is costly and if bidders do not know how many others are also bidding, all equilibria are in mixed strategies. Participation is probabilistic and bid prices are dispersed. The symmetric equilibrium is unique and yields simple analytic expressions. We use them to, for example, show that bid prices exhibit negative skewness. The expressions are further used to estimate the model based on bidding on an S&P500 security. We find that the number of bidders declined over time, making liquidity supply fragile. You can join the webinar via zoom at the following link: | https://us02web.zoom.us/j/81439851376?pwd=YUFsWXFvNldTaEMrTW55VE5kaXJiQT09 <https://us02web.zoom.us/j/81439851376?pwd=YUFsWXFvNldTaEMrTW55VE5kaXJiQT09> Meeting ID: 814 3985 1376 Passcode: 753282 Best regards, Luca Regis -- 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 ||

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Post-doc position at University of Milano on "Extension of Martingale Optimal Transport"
by Luciano Campi 09 Dec '20

09 Dec '20

Dear colleagues, I would be grateful if you could bring to the attention of your best graduate students and PhD holders that a two-year long post-doc research positions is available at the Department of Mathematics at the University of Milano. The research line of the post doc position concerns "Extension of Martingale Optimal Transport Theory" and will be coordinated by Prof. Luciano Campi and Prof. Marco Frittelli. All interested candidates are encouraged to participate to the selection procedure. All information (in Italian and in English) about the position, the application and the deadlines can be found at: https://www.unimi.it/it/ricerca/fare-ricerca-da-noi/assegni-di-ricerca <https://www.unimi.it/it/ricerca/fare-ricerca-da-noi/assegni-di-ricerca> https://www.unimi.it/sites/default/files/2020-11/bando%20assegni%20A%202020… <https://www.unimi.it/sites/default/files/2020-11/bando%20assegni%20A%202020…> Thanks very much Luciano Campi -------------------------------------------------------- Luciano Campi Full Professor University of Milan Department of Mathematics Email: luciano.campi(a)unimi.it Web: sites.google.com/site/lucianocampi1

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Avviso di Seminario
by Domenico Marinucci 09 Dec '20

09 Dec '20

Avviso di Seminario Speaker: Michele Salvi (Università di Roma Tor Vergata) Orario: Lunedì 14 dicembre, ore 13 Titolo: Scale-free percolation in continuous space Link al collegamento su Teams: https://teams.microsoft.com/l/meetup-join/19%3ameeting_MWI2ZWY1N2QtMTQ3Zi00… Abstract: The scale-free percolation random graph features three fundamental properties that are often present in large real-world structures (social networks, communication networks, inter-banking systems and so on), but which are never present at once in classical models: (1) Scale-free: the degree of the nodes follows a power law; (2) Small-world: two nodes are typically at a very small graph distance; (3) Positive clustering coefficient: two nodes with a common neighbour have a good chance to be linked. We study a continuous version of scale-free percolation and its possible application to the statistical analysis of a dataset provided by the French Ministry of Agriculture. We discuss some stochastic processes (random walks and particle systems) on this kind of structures with the final goal of understanding how an epidemic would spread. Il seminario rientra tra le attività del Progetto di eccellenza MIUR 2018-2022 Math@Tov. Grazie per l'attenzione, Domenico Marinucci -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Padova Online Seminar by Gianmarco Bet (Università di Firenze) [Friday, Dec. 18 at 11.30]
by alessandra bianchi 09 Dec '20

09 Dec '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on December 18 at 11.30 by the zoom platform. ________________________________________________________ Speaker: Gianmarco Bet (Università di Firenze) Title: Detecting anomalies in complex networks 18 DECEMBER (Friday) - 11:30 zoom link: TBA (available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: Recently there has been an increasing interest in the development of statistical techniques and algorithms that exploit the structure of large complex-network data to analyze networks more efficiently. For this talk, I will focus on detection problems. In this context, the goal is to detect the presence of some sort of anomaly in the network, and possibly even identify the nodes/edges responsible. Our work is inspired by the problem of detecting so-called botnets. Examples are fake user profiles in a social network or servers infected by a computer virus on the internet. Typically a botnet represents a potentially malicious anomaly in the network, and thus it is of great practical interest to detect its presence and, when detected, to identify the corresponding vertices. Accordingly, numerous empirical studies have analyzed botnet detection problems and techniques. However, theoretical models and algorithmic guarantees are missing so far. We introduce a simplified model for a botnet, and approach the detection problem from a statistical perspective. More precisely, under the null hypothesis we model the network as a sample from a geometric random graph, whereas under the alternative hypothesis there are a few botnet vertices that ignore the underlying geometry and simply connect to other vertices in an independent fashion. We present two statistical tests to detect the presence of these botnets, and we show that they are asymptotically powerful, i.e., they correctly distinguish the null and the alternative with probability tending to one as the number of vertices increases. We also propose a method to identify the botnet vertices. We will argue, using numerical simulations, that our tests perform well for finite networks, even when the underlying graph model is slightly perturbed. Our work is not limited in scope to botnet detection, and in fact is relevant whenever the nature of the anomaly to be detected is a change in the underlying connection criteria. Based on joint work with Kay Bogerd (TU/e), Rui Pires da Silva Castro (TU/e) and Remco van der Hofstad (TU/e). -- 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/

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seminar series on Mathematics of Reaction Networks
by Daniele Cappelletti 07 Dec '20

07 Dec '20

Dear colleagues, This mail is to announce a new online seminar series on the “Mathematics of Reaction Networks” (MoRN). Reaction networks are mathematical models mainly used in biochemistry, with the scope of describing the dynamics of particles of different kinds that interact in a homogeneous environment. The mathematics used to study these models sits at the interface of stochastic process theory, algebra, graph theory, analysis. The seminar will take place twice a month over zoom (Thursday on the 2nd and 4th week of the month, 17.00 Rome time), and consist of two 25-minute long talks followed by longer discussions. The exciting program for the first three sessions is available on the seminar page: https://researchseminars.org/seminar/MoRN The first two talks will be given on Thursday November 12 by David Anderson from the University of Wisconsin-Madison (he will talk about connections between neural networks and the modeling regime of reaction networks) and Lea Popovic from Concordia University (she will introduce a multiscale stochastic model for interacting particles in a heterogeneous environment, and study its fluid limit). More details are given in the seminar webpage. New talks will appear on the seminar webpage, as well as the zoom link. If the speaker agrees, talks will be recorded and added to youtube with a private link, and the link will be shared on the seminar webpage. On the webpage you can subscribe to a mailing list, and you can add the seminar into your calendar. We will send a reminder two days before each talk to subscribed people. Best wishes, Daniele Cappelletti (co-organizing the seminar series with Elisenda Feliu and Stefan Mueller)

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Webinar Ferrari G. - at UNIBS, Department of Economics and Management (fwd)
by Tiziano Vargiolu 05 Dec '20

05 Dec '20

---------- Forwarded message ---------- Date: Fri, 4 Dec 2020 20:59:24 +0100 From: Paolo Falbo <paolo.falbo(a)unibs.it> To: "Vargiolu, Tiziano" <vargiolu(a)math.unipd.it> Subject: Webinar Ferrari G. - at UNIBS, Department of Economics and Management Ciao Tiziano, con preghiera di diffusione. Un caro saluto, Paolo ***** Dear friends, on December 15th, 2020 - 14:30 (cet) within the Research Seminars of DEM, it will take place the following webinar: Taming the spread of an epidemics by lockdown policies presented by Prof. Ferrari Giorgio, Bielefeld University and organized by Prof. Paolo Falbo Abstract In this talk we consider the problem of a policymaker who aims at taming the spread of an epidemic while minimizing its associated social costs. The main feature of our model lies in the fact that the disease's transmission rate is a diffusive stochastic process whose trend can be adjusted via costly confinement policies. We provide a complete theoretical analysis, as well as numerical experiments illustrating the structure of the optimal lockdown policy. In all our experiments the latter is characterized by three distinct periods: the epidemic is first let freely evolve, then vigorously tamed, and finally a less stringent containment should be adopted. Moreover, the optimal containment policy is such that the product "reproduction number x percentage of susceptible" is kept after a certain date strictly below the critical level of one, although the reproduction number is let oscillate above one in the last more relaxed phase of lockdown. Finally, an increase in the fluctuations of the transmission rate is shown to give rise to an earlier beginning of the optimal lockdown policy, which is also diluted over a longer period of time. The seminar is based on a joint work with Salvatore Federico (University of Genova). Live presentation on: Google Meet. To participate, registration is required by 14 December 2020 at 12:00, by filling out the following form: https://forms.gle/VLejKcTxPHYdRXZ99 Subscribers will be emailed the link to the webinar meeting. The poster of the event is attached. Informativa sulla Privacy: http://www.unibs.it/node/8155

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Fwd: CENTRO DE GIORGI -- JUNIOR VISITING POSITIONS -- 5 two-year long post-doc research positions 2021 - 2023
by Marco Romito 03 Dec '20

03 Dec '20

-------- Forwarded Message -------- Subject: CENTRO DE GIORGI -- JUNIOR VISITING POSITIONS -- 5 two-year long post-doc research positions 2021 - 2023 Date: Wed, 2 Dec 2020 20:00:57 +0100 From: CRM <crm(a)sns.it> To: CRM <crm(a)sns.it> Dear Colleague, I would be grateful if you could bring to the attention of your best postgraduate students and PhD holders that *five **two-year long post-doc research positions* named *Junior Visiting Positions* are available at the *Centro De Giorgi - Scuola Normale Superiore, Pisa* covering the following subjects: Position n. 1: Algebraic Geometry and//or Number Theory Position n. 2: Topology, Differential Geometry and//or Geometric Analysis Position n. 3: Partial Differential Equations and//or Probability Position n. 4: Numerical Analysis and//or Financial Mathematics Position n. 5: Dynamical Systems PhD students can also apply, provided that they obtain their PhD no later than October 1st 2021. Deadline for application: *12th January 2021 (11.59 PM Italian time)*. The total two-year gross remuneration, inclusive of all taxes, is € 66,590.00 for each contract, corresponding to a monthly salary of approximately 2,000 Euros. An additional yearly research allowance of 1,000 Euros for exchange visits is also provided. *Starting date: October 2021* The Mathjobs announcement is available here: *https://www.mathjobs.org/jobs/1548* To submit applications please link to the *ANNOUNCEMENT* at *https://amministrazionetrasparente.sns.it/bando/assegni-di-ricerca-denominati-%E2%80%9Cjunior-visiting-position%E2%80%9D-research-positions-named-%E2%80%9Cjunior-visiting-positions%E2%80%9D-0* and read the *OFFICIAL CALL* *https://amministrazionetrasparente.sns.it/sites/default/files/bandi/assegniricerca/anno2020/586call.pdf* Applicants must submit their applications *SOLELY* by using the on-line procedure "SerSe" (https://serse.sns.it/en/) <https://serse.sns.it/en/> available on the Scuola Normale Superiore website and fulfill ALL the tender's requirements. *No other submission method will be accepted.* For any question related to the on-line procedure or any additional information e-mail *job.opportunities(a)sns.it <mailto:job.opportunities@sns.it>*. Best regards, Stefano Marmi ________________________ Scuola Normale Superiore and Centro di Ricerca Matematica Ennio De Giorgi Palazzo Puteano Piazza dei Cavalieri 3 56100 PISA _________________________ /Hosting thousands visitors every year, since its foundation in 2001 the Centro di Ricerca Matematica Ennio De Giorgi provides a thriving international and interdisciplinary research environment and Junior Visitors can take part in a great variety of scientific activities including intensive research periods, workshops and seminars, and have a unique opportunity to interact with top-class scientists./ /(http://crm.sns.it)/ /. /

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Remote 2nd One-Day Workshop on Machine Learning for Finance
by Marco Corazza 01 Dec '20

01 Dec '20

Dear All, I inform that on December 18, 2020, the *Remote 2nd One-Day Workshop on Machine Learning for Finance* will be streamed via the Zoom platform offered by the Department of Economics of the Ca' Foscari University. For receiving the meeting’s address, ID and passcode, it is necessary to communicate the email address of the attendee to the email address corazza(a)unive.it. Below, a tentative program of the workshop. *MORNING* - 09:50-10:00: Openings - 10:00-10:30: E. Vittori, M. Trapletti, M. Restelli: "Option hedging with risk averse Reinforcement Learning" - 10:30-11:00: G. Anese, M. Corazza, M. Costola, L. Pelizzon: "Impact of market sentiment on stock return and volatility" - 11:00-11:30: E. Barucci, M. Bonollo, F. Poli, E. Rroji: "A machine learning algorithm for stock picking built on information based outliers" - 11:30-11:45: Break - 11:45-12:15: I. Kyriakou, P. Mousavi, J.P. Nielsen, M. Scholz: "Short-term exuberance and long-term stability: A simultaneous optimisation of stock return predictions for short and long horizons" - 12:15-12:45: A. Flori, D. Regoli: "Revealing pairs-trading opportunities with Long Short-Term Memory Networks" - 12:45-14:15: Break *AFTERNOON* - 14:15-14:45: M. Azzone, E. Barucci, G. Giuffra, D. Marazzina: "A Machine Learning model for lapse prediction in life insurance contracts" - 14:45-15:15: Oleksandr Castello, M. Resta: "Parsimonious yield curve models on the trial: An application to BRICs countries" - 15:15-15:45: G. Amici, M. Bianchetti, F. Brina, B. Lari, M. Mezzetti, A. Peroni, P. Rossi: "Deep Learning from market data" - 15:45-16:00: Break - 16:00-16:30: L. W. Cong, K. Tang: "AlphaPortfolio: Single-step portfolio construction through Reinforcement Learning and economically interpretable AI" - 16:30-17:00: E. Vittori, M. Bernasconi, F. Trovò, M. Restelli: "Dealing with transaction costs in portfolio optimization: Online gradient descent with momentum" - 17:00-17:30: G. di Tollo, J. Andria, S. Ghilardi: "Gender analysis and attention to gender: An experimental framework" - 17:30-17:40: Closings Best regards, Marco Corazza -- Marco Corazza, Ph.D. Department of Economics - Ca' Foscari University of Venice San Giobbe, Cannaregio 873 - 30121 Venezia, Italy Mobile: (+39) 366 602-9134 Phone: (+39) 041 234-6921 Fax: (+39) 041 234-7444 E-mail: corazza(a)unive.it Editor-in-Chief: Mathematical Methods in Economics and Finance - www.unive.it/m2ef

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Fwd: Annuncio seminario presso la Universitá Carlos III di Madrid
by Antonio DI CRESCENZO 30 Nov '20

30 Nov '20

---------- Forwarded message --------- Da: BERNARDO D AURIA . <bdauria(a)est-econ.uc3m.es> Date: lun 30 nov 2020 alle ore 09:24 Subject: Annuncio seminario presso la Universitá Carlos III di Madrid Good morning to everybody, I would like to inform you of an online Research Seminar scheduled for this Friday at the Department of Statistics of the Madrid University Carlos III: *Date*: Friday, December 4 *Time*: 1:00 p.m. *Speaker*: Tiziano de Angelis (Università di Torino) *Title*: *An analytical study of participating policies with minimum guaranteed and surrender option* The link to attend through the BB Collaborate platform is: https://eu.bbcollab.com/guest/b1b6ef4d6f734be7bc233c49ceefe5f8 For more information on this and other Department seminars please look at: http://www.est.uc3m.es/seminarios/ Regards Bernardo D'Auria Associate Professor Madrid University Carlos III de Madrid http://www.est.uc3m.es/bdauria 📞 +34 91 624 8804 📠 +34 91 624 8749

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new deadline- Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance"
by c.ceci＠unich.it 27 Nov '20

27 Nov '20

Dear all, we are glad to inform you that submissions for the Special Issue "Stochastic Optimization Methods in Economics, Finance and Insurance" on Mathematics (https://www.mdpi.com/journal/mathematics) are open. The following is the official website: https://www.mdpi.com/journal/mathematics/sections/financial_mathematics Research articles, reviews, communications and concept papers will be considered. The deadline is now postponed to 30 April 2021. Since Mathematics is an open access journal, there is a fee (1200 CHF) to be paid at acceptance. Short description of the Special Issue: Stochastic optimization finds numerous and various applications in economics, finance and insurance. Among these, we may cite optimal portfolio selection, optimal reinsurance and investment problems, utility maximization and application to valuation of financial and insurance derivatives, optimal management of pension fund and public debt, risk measures. This Special Issue aims at collecting original research papers or comprehensive reviews on the theory and applications of dynamic stochastic optimization in economics, finance and insurance. Advanced mathematical tools have been employed to handle with these problems including viscosity solutions approach, martingale methods, backward stochastic differential equations (BSDEs), partial differential equations (PDEs), convex duality, filtering techniques and various numerical methods. Applications different from stochastic optimization will be possibly considered. If you have any questions, please do not hesitate to contact us. Please apologize for cross-posting. Guest Editor: Prof. Claudia Ceci Co-Guest Editor: Dr. Matteo Brachetta

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Tenure-track position at the Assistant Professor level in Stochastics at Berkeley
by Ferrari, Giorgio 26 Nov '20

26 Nov '20

Dear All, please find below an advertisement for a tenure-track position at the Assistant Professor level in Stochastics at The DEPARTMENT OF INDUSTRIAL ENGINEERING & OPERATIONS RESEARCH (IEOR) at the University of California, Berkeley. All the best wishes, Giorgio Ferrari %%%%%%%%%%%%%%%%%%%%%%% *Advertisement 8/31/20* The DEPARTMENT OF INDUSTRIAL ENGINEERING & OPERATIONS RESEARCH (IEOR) at the University of California, Berkeley, welcomes applications from qualified researchers for a position in the broad area of stochastics, with research interests in topics such as probability, machine learning, stochastics modeling, financial engineering and technology, and data science, for a *tenure-track faculty position at the Assistant Professor level* with an expected start date of July 1, 2021. Applicants are encouraged to apply by October 15, 2020, as the department intends to invite some applicants for initial remote/videoconference interviews on a rolling basis before the final deadline of December 1, 2020. *All applications received by December 1 will receive full consideration.* The UC Berkeley Industrial Engineering and Operations Research Department is at the forefront of research and teaching of stochastics, optimization, production, and applying these fundamentals to industrial applications in areas such as healthcare, logistics, energy, security, finance, and e- commerce. The IEOR Department has strong ties with other departments in the UC Berkeley College of Engineering and enjoys close relationships with the faculties of Statistics, Mathematics, and Economics, as well as with the Haas School of Business. Our interdisciplinary program also offers outstanding opportunities for collaboration with technologists and companies in the greater Bay Area. The IEOR department offers BA, BS, MS, MEng, and PhD degrees. To learn more about our department please visit https://ieor.berkeley.edu. This exceptional environment for teaching and research will provide the successful candidate with unique opportunities for intellectual and technological leadership. Diversity, equity, and inclusion are core values at UC Berkeley and IEOR. Our excellence can only be fully realized by faculty, students, and staff who share our commitment to these values. Successful candidates for our faculty positions will demonstrate evidence of a commitment to advancing equity and inclusion. Financial and in-kind resources are available to pursue activities that help accelerate our efforts to achieve our equity and inclusion goals, with the full backing of the College. Examples of ongoing programming at the College are available at https://engineering.berkeley.edu/diversity. _Candidates with the following qualifications are encouraged to apply_: - Excellent original research in relevant topics - Clear vision for future original research in relevant topics - Ability and enthusiasm for teaching relevant courses - Excellent communication skills and enthusiasm for advancing diversity and collaboration. At the time application, applicants must have completed or, be in the process of completing a PhD or an equivalent international degree. The ideal candidate will have a record of excellent original research in relevant areas and experience with state-of-the-art methods, tools, and software. The ideal candidate will also be able to make a convincing case for his or her vision for future innovations in research and teaching, as well as have the enthusiasm and ability to work with industry and colleagues to raise funds to support such research. *Qualified candidates may apply using the following link:* https://aprecruit.berkeley.edu/JPF02652. All recommendation letters will be treated as confidential per University of California policy and California state law. Please refer potential referees, including when letters are provided via a third party (i.e., dossier service or career center), to the UC statement on confidentiality (http://apo.berkeley.edu/evalltr.html) prior to submitting their letters. *The deadline for applications is December 1, 2020. * Candidates will be reviewed on an ongoing basis, and early application is recommended. _For questions regarding this position, please contact IEOR manager:_ Rebecca Pauling, rpauling(a)berkeley.edu The University is committed to addressing the family needs of faculty members, including dual career couples and single parents. For information about potential relocation to Berkeley, or career needs of accompanying partners and spouses, please visit: http://ofew.berkeley.edu/new-faculty. The University of California is an Equal Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, age or protected veteran status. For the complete University of California nondiscrimination and affirmative action policy see: http://policy.ucop.edu/doc/4000376/NondiscrimAffirmAct (link is external).

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1-year postdoc positions at Leeds
by Antonio DI CRESCENZO 25 Nov '20

25 Nov '20

---------- Forwarded message --------- Da: Martin Lopez Garcia <M.LopezGarcia(a)leeds.ac.uk> Subject: 1-year postdoc positions at Leeds Dear colleagues, Hope you are all well. We are looking for two postdoctoral fellows at Leeds to do some modelling of COVID-19 infection transmission, using Quantitative Microbial Risk Assessment approaches. More information about these projects/positions can be found at https://jobs.leeds.ac.uk/vacancy.aspx?ref=EPSCV1024 I would appreciate if you could circulate this around, or share with potential candidates you may think of. Thanks very much, Best wishes, Martin ----------------------------------------------------------------------------------------------------- Dr Martin Lopez-Garcia Lecturer & School Academic Lead for Inclusive Practice Department of Applied Mathematics (Office 10.18d), School of Mathematics, University of Leeds Leeds LS2 9JT, U.K. Phone: +44 (0)113-343-8951 Email: M.LopezGarcia(a)leeds.ac.uk Web: https://matml.github.io/ Google Scholar: https://scholar.google.com/citations?user=U4VkcxYAAAAJ&hl=es Research Gate: https://www.researchgate.net/profile/Martin_Lopez-Garcia2 Have a look at the video games "Hospital Infections" https://matml.github.io/#videogames

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Invitation letter EFI6 (fwd)
by Tiziano Vargiolu 25 Nov '20

25 Nov '20

---------- Forwarded message ---------- Date: Tue, 24 Nov 2020 21:39:58 +0100 From: Paolo Falbo <paolo.falbo(a)unibs.it> Dear All, we are glad to announce the sixth edition of Energy Finance Italia. The conference will be organized by the Department of Economics and Management of the University of Brescia and will take place on February 22-23, 2021. Due to the COVID-19 pandemic, at the moment we still cannot decide the format of the conference, whether fully online or hybrid. In any case, we will ta ke that decision in due time, and we will communicate it by means of our web site and our newsletter. The deadline for the submission of a long abstract (max two pages) is January 18, 2021. Notification of acceptance: January 28, 2021. Registration and payment of fees: February 8, 2021. All the information at the link http://energyfinanceitalia.unicam.it/index.php/energy-finance-italia-6-work… Best regards, Paolo Falbo on behalf of the Organizing Committee

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call for papers - special issue
by Roy Cerqueti 23 Nov '20

23 Nov '20

Dear all, please, circulate this call for papers, that can be of interest for some colleagues. Sorry for cross-posting. Thanks, yours sincerely Roy %%% Dear Colleagues, We are glad to announce a “Stats” Special Issue on “Benford's Law(s) and Applications”. We are inviting manuscripts on Benford's Law(s) theory, testing, and applications in widely different scientific contexts. Suitable manuscripts may include but are not limited to the Benford's Law(s) for fraud detection and assessment of data quality and reliability; conformance tests; applications in and outside accounting; theoretical foundations. The purpose of this Special Issue is to collect in a single source, for better visibility, recent theoretical and applied advancements in a still progressing field. Keywords • Benford's Law(s) • Theoretical foundations of Benford's Law(s) • Fraud detection • Data quality and reliability • Conformance tests • Forensic accounting The deadline is October 30th, 2021. For details, see https://www.mdpi.com/journal/stats/special_issues/benford_law We look forward to receiving your submissions. Prof. Dr. Claudio Lupi Prof. Dr. Roy Cerqueti Prof. Dr. Marcel Ausloos Guest Editors -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system. --

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Online seminar Francesca Parise
by Marco Scarsini 20 Nov '20

20 Nov '20

Thursday 26 November, h 17:00 *Francesca Parise,* Cornell University Analysis and Interventions in Large Network Games: Graphon Games and Graphon Contagion Discussants: Giacomo Como, Daniel Cooney, Mathieu Lauriere. Click here to access the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpRCgYHSAUHAAFOVgFdBQs> The papers can be found here: https://arxiv.org/abs/1802.00080 https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3674691 Information about future seminars can be found here: https://economiaefinanza.luiss.it/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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(Corrected) Pisa Online Seminars - Alessandra Cipriani and Trishen Gunaratnam (Tuesday, Nov. 24 at 14:00 and 15:00)
by Giacomo Filippo Di Gesu 19 Nov '20

19 Nov '20

I mistakenly sent you twice the same abstract yesterday. Please find below the correct version. Best, Giacomo **************** Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…> Tuesday, Nov. 24, 14:00 Speaker: Alessandra Cipriani (TU Delft) Title: Some properties of the discrete membrane model Abstract: The discrete membrane model (MM) is a random interface model for separating surfaces that tend to preserve curvature. It is a very close relative of the discrete Gaussian free field (DGFF), for which instead the most likely interfaces are those preserving the mean height. However working with the two models presents some key differences, in that in the MM the shape is driven by the biharmonic operator, while the DGFF is essentially a Gaussian perturbation of harmonic functions. In particular, a lot of tools (electrical networks, random walk representation of the covariance) are available for the DGFF and lack in the MM. In this talk we will review some basic properties of the MM, and we will investigate a random walk representation for the covariances of the MM and what it can bring forth in terms of scaling limits of its extremes. This talk is based on joint works, partly ongoing, with Biltu Dan, Rajat Subhra Hazra (ISI Kolkata) and Rounak Ray (TU/e). Tuesday, Nov. 24, 15:00 Speaker: Trishen Gunaratnam (Université de Genève) Title: Phase transitions for $\phi^4_3$ Abstract: In this talk I will discuss recent results obtained in joint work with Ajay Chandra (Imperial) and Hendrik Weber (Bath) about the large-scale behaviour of the $\phi^4_3$ Euclidean field theory. In particular, I will discuss a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This is a manifestation of phase transition, which is well-known for this model. As a byproduct of this, one can quantify a breakdown of ergodicity for the Glauber dynamics of this model - given by the dynamical $\phi^4_3$ singular SPDE - for sufficiently low temperatures in the infinite volume limit.

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Pisa Online Seminars - Alessandra Cipriani and Trishen Gunaratnam (Tuesday, Nov. 24 at 14:00 and 15:00)
by Giacomo Filippo Di Gesu 18 Nov '20

18 Nov '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Nov. 24, 14:00 Speaker: Alessandra Cipriani (TU Delft) Title: Some properties of the discrete membrane model Abstract: In this talk I will discuss recent results obtained in joint work with Ajay Chandra (Imperial) and Hendrik Weber (Bath) about the large-scale behaviour of the $\phi^4_3$ Euclidean field theory. In particular, I will discuss a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This is a manifestation of phase transition, which is well-known for this model. As a byproduct of this, one can quantify a breakdown of ergodicity for the Glauber dynamics of this model - given by the dynamical $\phi^4_3$ singular SPDE - for sufficiently low temperatures in the infinite volume limit. Tuesday, Nov. 24, 15:00 Speaker: Trishen Gunaratnam (Université de Genève) Title: Phase transitions for $\phi^4_3$ Abstract: In this talk I will discuss recent results obtained in joint work with Ajay Chandra (Imperial) and Hendrik Weber (Bath) about the large-scale behaviour of the $\phi^4_3$ Euclidean field theory. In particular, I will discuss a surface order large deviations estimate for the average magnetisation at sufficiently low temperatures in large but finite volumes. This is a manifestation of phase transition, which is well-known for this model. As a byproduct of this, one can quantify a breakdown of ergodicity for the Glauber dynamics of this model - given by the dynamical $\phi^4_3$ singular SPDE - for sufficiently low temperatures in the infinite volume limit.

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1.12.2020: Workshop dedicated to the memory of Professor Yuriy Kozachenko
by Luisa Beghin 18 Nov '20

18 Nov '20

Ricevo e inoltro Cordiali saluti. Luisa Beghin We would like to announce the International Workshop "Modern Trends in Probability Theory and Mathematical Statistics III" dedicated to the memory of Professor Yuriy Kozachenko (1.12.1940–5.05.2020). The Workshop will be held on 1 December 2020 from 14:00 to 19:00 Kyiv time (UTC/GMT + 2). The Workshop is organized by the Department of Probability, Statistics and Actuarial Mathematics of Taras Shevchenko National University of Kyiv. Invited Speakers: Giulia Di Nunno (Norway), Rita Giuliano-Antonini (Italy), Alexander Ivanov (Ukraine), Nikolai Leonenko (UK), Andriy Olenko (Australia), Enzo Orsingher (Italy), Vladimir Piterbarg (Russian Federation), Lyudmyla Sakhno (Ukraine), Tommi Sottinen (Finland), Andrei Volodin (Canada). The Workshop will be conducted virtually via Zoom meeting. We invite you to join the Workshop. Please find the program and connection details on the website http://probability.univ.kiev.ua/moderntrends3/ We kindly ask you to share this information among your colleagues, if you find this appropriate. Thank you. Best regards, organizers of the Workshop Prof. Yuliya Mishura Dr. Lyudmyla Sakhno -- Taras Shevchenko National University of Kyiv Department of Probability Theory, Statistics and Actuarial Mathematics 64/13, Volodymyrska St., 01601 Kyiv, Ukraine Tel/fax: (+380-44) 259-03-92 *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ ***************************************************************** -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system. --

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Tenure-Track Assistant Professor in Probability - TU Eindhoven
by Pietro Caputo 18 Nov '20

18 Nov '20

Ricevo e inoltro: ------------------- *Tenure-Track Assistant Professor in Probability* The Statistics, Probability and Operations Research (SPOR) cluster of the Department of Mathematics and Computer Science at Eindhoven University of Technology (TU/e) invites applications for a full-time tenure-track position in the area of Probability. For details, see https://jobs.tue.nl/en/vacancy/tenuretrack-assistant-professor-in-probabili…

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Padova Online Seminar by Alessandro Zocca (Vrije Universiteit Amsterdam) [Friday, Nov. 27 at 11.30]
by alessandra bianchi 17 Nov '20

17 Nov '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on November 27 at 11.30 by the zoom platform. ________________________________________________________ Speaker: Alessandro Zocca (Vrije Universiteit Amsterdam) Title: Power grids as stochastic networks: emergent failures and mitigation strategies 27 NOVEMBER (Friday) - 11:30 zoom link: TBA (available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: Power grids are one of the most complex and critical networks in modern-day society, which we expect to function reliably at all times. The increasing adoption of renewable energy sources such as solar panels and wind turbines, introduces a massive amount of uncertainty into power grids, due to their intrinsically intermittent and highly variable nature. In this talk I will give an overview of my current research, which aims to develop new mathematical tools to analyze power grids and their performance in the presence of uncertainty. Stochastic fluctuations of the power injections affect line flows and phase angle frequencies, and, when amplified by correlations and network effects, they can cause failures and possibly blackouts. Large deviations techniques and ad-hoc MCMC methods allow us to better understand how these emergent failures occur and to estimate their likelihood. A peculiar feature of cascading failures in power grids is that they propagate nonlocally, making the control and mitigation of these failures extremely hard. I will illustrate a novel strategy we devise using tools from graph theory, spectral clustering, and optimization to mitigate the impact of line failures and their non-local propagation. -- 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/

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Six-year PhD position at TU Delft
by Elena Pulvirenti 16 Nov '20

16 Nov '20

Dear all, the Institute of Applied Mathematics at *TU Delft* invites applications for a *Six-year PhD position in Applied Probability and Mathematical Physics*. We are looking for a highly motivated candidate to work on the project *“Statistical mechanics problems on random graphs”* in a joint collaboration under the supervision of Dr. J.L.A. Dubbeldam, Associate professor in the *Mathematical Physics* group and Dr. E. Pulvirenti, Assistant professor in the *Applied Probability* group of Delft Institute of Applied Mathematics (DIAM). The research work for the future PhD candidate focuses on metastability for spins models on random graphs, both from the perspective of theoretical probability and numerical simulations. In addition to the research work, the student is expected to teach (40% of the work load). This position is meant for a candidate who also wants to acquire teaching skills and contribute to the educational program of TU Delft. Therefore the position is for 6 years. See https://www.tudelft.nl/over-tu-delft/werken-bij-tu-delft/vacatures/details/… for more details. For information about this vacancy, you can contact both J.L.A. Dubbeldam, email: JLADubbeldam(a)tudelft.nl, and E. Pulvirenti, email: E.Pulvirenti(a)tudelft.nl. To apply for this vacancy, please provide *before 12/12/2020*: - a detailed CV (optional: including papers you have submitted / published) - a list of courses taken and grades obtained - a copy of your Master's thesis (or a draft if not yet submitted) - contact information for 2-3 references - motivation letter (explaining why you would make an excellent candidate for this position) Best regards, Elena Pulvirenti

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I: Assegni di ricerca SNS
by Massimo Campanino 16 Nov '20

16 Nov '20

________________________________ Da: Giovanni Dore <giovanni.dore(a)unibo.it> Inviato: lunedì 16 novembre 2020 12:54 A: Dipartimento di Matematica — docenti di struttura e sottostrutture <mat.docenti.all(a)unibo.it> Oggetto: Assegni di ricerca SNS Cari colleghi, comunico che la Scuola Normale Superiore ha bandito 5 assegni di ricerca in ambito matematico. Il bando è disponibile all’indirizzo https://amministrazionetrasparente.sns.it/bando/assegni-di-ricerca-denomina… Cordiali saluti Giovanni Dore

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PhD in Statistics & Computer Science @Bocconi - call for applications
by Antonio Lijoi 16 Nov '20

16 Nov '20

******************* PhD in Statistics and Computer Science - a.y. 2021-2022 Call for applications for PhD student positions ******************* The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20.280 euro per annum in the 1st and 2nd year 15.343 euro per annum in the 3rd and 4th year Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd for detailed information. ** Applications are due by February 1, 2021 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. The Faculty includes internationally acknowledged top researchers in Statistics, Computer Science, Decision Theory, Statistical Physics and Machine Learning. The program also benefits from contributions of authoritative visiting professors who deliver short monographic courses. Highly qualified and motivated students with M.Sc. degrees in in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold, or be on their way to hold, a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it) ------ Antonio Lijoi Bocconi University http://mypage.unibocconi.eu/antoniolijoi/

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Fwd: 3 postdoctoral positions in Mathematics, Computer Science and interactions in Lyon & Saint-Étienne: 2021 campaign Labex Milyon
by Pietro Caputo 14 Nov '20

14 Nov '20

Ricevo e inoltro: ---------- Forwarded message --------- From: sabot(a)math.univ-lyon1.fr <sabot(a)math.univ-lyon1.fr> Date: Fri, Nov 13, 2020, 20:02 Subject: 3 postdoctoral positions in Mathematics, Computer Science and interactions in Lyon & Saint-Étienne: 2021 campaign Labex Milyon Dear Colleagues, Could you please forward this message to interested colleagues and potential candidates (sorry for the inconvenience if you already received it) Best regards, Christophe Sabot Responsible of the Labex Milyon ----------------------------------------------------------------------------------------------------------------------------- The Excellence Laboratory Milyon <https://milyon.universite-lyon.fr/labex-milyon-mathematics-and-theoretical-…> (Labex Milyon) opens the 2021 campaign of postdoctoral researchers in Lyon--Saint-Etienne in Mathematics, Computer Science and their interactions (including some aspects of theoretical physics). *Milyon offers three postdoctoral positions of two years* with no teaching load for the period 2021–2023. The application is open to all research areas of the labex Milyon (see here <https://milyon.universite-lyon.fr/about-research-126697.kjsp?RH=EN-MILYON-9…> ). More information on the link below: https://milyon.universite-lyon.fr/postdoctoral-positions-2021-2023--130160.… Deadline for applications: January 6th 2021

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Webinar of François Caron @ Unimib
by Federico Camerlenghi 13 Nov '20

13 Nov '20

Dear all, We are glad to announce the next DEMS webinar: Wednesday, 18th November 2020, time 13.00 (CET). link to attend: https://unimib.webex.com/unimib/onstage/g.php?MTID=eadc0aefcf2b20a4d5b65dfc… The speaker is *François Caron*, Department of Statistics, University of Oxford (UK). ******************************************************* *TITLE*. *A unified construction for series representations and finite approximations of completely random measures* *ABSTRACT*. Infinite-activity completely random measures (CRMs) have become important building blocks of complex Bayesian nonparametric models. They have been successfully used in various applications such as clustering, density estimation, latent feature models, survival analysis or network science. Popular infinite-activity CRMs include the (generalized) gamma process and the (stable) beta process. However, except in some specific cases, exact simulation or scalable inference with these models is challenging and finite-dimensional approximations are often considered. In this work, we propose a general and unified framework to derive both series representations and finite-dimensional approximations of CRMs. Our framework can be seen as a generalization of constructions based on size-biased sampling of Poisson point process [Perman et al., 1992]. It includes as special cases several known series representations and finite approximations as well as novel ones. In particular, we show that one can get novel series representations for the generalized gamma process and the stable beta process. We show how these constructions can be used to derive novel algorithms for posterior inference, including a generalization of the slice sampler for normalized CRMs mixture models introduced by Griffin and Walker [2011]. We also provide some analysis of the truncation error. Joint work with Juho Lee and Xenia Miscouridou https://arxiv.org/abs/1905.10733 *Details to attend the webinar.* Event number (access code): 174 366 0917 Event password: 18112020 Wednesday, November 18, 2020 1:00 pm, Europe Time (Rome, GMT+01:00) Event address for attendees: https://unimib.webex.com/unimib/onstage/g.php?MTID=eadc0aefcf2b20a4d5b65dfc… ******************************************************* The webinar is organized by the Department of Economics, Management and Statistics (DEMS) of the University of Milano - Bicocca. -- Federico Camerlenghi Assistant Professor RTDb Department of Economics, Management and Statistics University of Milano Bicocca, Milano, Italy. web-page: https://www.unimib.it/federico-camerlenghi

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BANDO RTDA Mat/06 - Dipartimento Scienze Statistiche - Sapienza Università di Roma
by Luisa Beghin 13 Nov '20

13 Nov '20

Cari tutti, è stato pubblicato il bando relativo ad una posizione di ricercatore a tempo determinato di tipo A, presso il Dipartimento di Scienze Statistiche della Sapienza di Roma (con scadenza 3-12-2020). Bando RTDA/03/2020 Prot. n. 1240/2020 del 3.11.2020 - G.U. n. 86 del 3.11.2020 al seguente link: https://web.uniroma1.it/trasparenza/dettaglio_bando/165882 Cordiali saluti. Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ ***************************************************************** -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system. --

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Webinar DIDONG LI
by Matteo Ruggiero 13 Nov '20

13 Nov '20

WEBINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Joint initiative with MIDAS COMPLEX MODELING RESEARCH NETWORK <http://midas.mat.uc.cl/network> Venerdi 20 Novembre 2020, alle ore 17:00, si terrà il seguente webinar: ------------------------------------------------ Speaker: Didong Li (Princeton and UCLA) Title: Learning & Exploiting Low-Dimensional Structure in High-Dimensional Data Abstract: Data lying in a high-dimensional ambient space are commonly thought to have a much lower intrinsic dimension. In particular, the data may be concentrated near a lower dimensional subspace or manifold. There is an immense literature focused on approximating the unknown subspace and the unknown density, and exploiting such approximations in clustering, data compression, and building of predictive models. Most of the literature relies on approximating subspaces and densities using a locally linear, and potentially multi-scale, dictionary with Gaussian kernels. In this talk, we propose a simple and general alternative, which instead uses pieces of spheres, or spherelets, to locally approximate the unknown subspace. I will also introduce a curved kernel called the the Fisher–Gaussian (FG) kernel which outperforms multivariate Gaussians in many cases. Theory is developed showing that spherelets can produce lower covering numbers and mean square errors for many manifolds, as well as the posterior consistency of the Dirichlet process mixture of FG kernels. Results relative to state-of-the-art competitors show gains in ability to accurately approximate the subspace and the density with fewer components and parameters. Time permitting, I will also present some applications of spherelets, including classification, geodesic distance estimation and clustering. ------------------------------------------------ Join Zoom Meeting https://us02web.zoom.us/j/81832398725?pwd=QUl5eXNIM0xFSXNjTG9IaFZkL0lCQT09 <https://www.google.com/url?q=https%3A%2F%2Fus02web.zoom.us%2Fj%2F8183239872…> Meeting ID: 818 3239 8725 Passcode: 768768 Il webinar è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats <http://www.carloalberto.org/stats> nell’ambito del Complex Data Modeling Research Network midas.mat.uc.cl/network <http://midas.mat.uc.cl/network> in collaborazione con il Collegio Carlo Alberto. Cordiali saluti Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Royal Satistical Society's meeting: "Data analysis and stochastic control: where do statistics and applied probability come together?"
by Tiziano De Angelis 12 Nov '20

12 Nov '20

Dear All, As part of the activities of the Applied Probability Section of the Royal Statistical Society, we are pleased to announce an (online) afternoon on the topic: "Data analysis and stochastic control: where do statistics and applied probability come together?" on Wednesday 9 December from 1.30pm to 4.30pm (GMT, London time). Registration via the website https://rss.org.uk/training-events/events/events-2020/sections/data-analysi… is mandatory and it is free for those (non-RSS-members) registering *before 30 November*. After that a £10 registration fee will be charged to non-members for participation. The meeting will include four talks and a panel discussion. Our speakers and panellists are: Beatrice Acciaio (ETH Zurich) Sam Cohen (University of Oxford) Blanka Horvath (King's College, London) John Moriarty (Queen Mary University, London) who will present their recent work in the field of data-driven stochastic control and will share their views on what applied probability can bring to the analysis of data. We encourage the participation of a heterogeneous audience of mathematicians and statisticians to contribute to a lively interdisciplinary discussion. Schedule: Meeting starts 1.30pm, first session: talks by Sam Cohen and Beatrice Acciaio Second session starts 2.45: talks by Blanka Horvath and John Moriarty Panel discussion starts 3.30pm For further information please check the dedicated webpage: https://rss.org.uk/training-events/events/events-2020/sections/data-analysi… Best wishes Alexander Cox (University of Bath) Tiziano De Angelis (University of Turin) Kathrin Glau (Queen Mary University, London) Nic Freeman (University of Sheffield)

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Seminario di Isaia Nisoli lun 16 nov 2020 (DinAmici & Milano Bicocca)
by Francesco Caravenna 11 Nov '20

11 Nov '20

Nell’ambito del ciclo "DinAmicI: Another Internet Seminar" (https://www.dinamici.org/dai-seminar/) Isaia Nisoli (Institute of Mathematics-Rio de Janeiro) terrà un seminario online la settimana prossima. Seguono i dettagli: ******************************************** Data: Lunedì 16 novembre 2020, h 14:00 Titolo: A simple system presenting Noise Induced Order Abstract: In this talk I will present a family of one dimensional systems with random additive noise such that, as the noise size increases, the Lyapunov exponent of the stationary measure transitions from positive to negative. This phenomena is known in literature as Noise Induced Order, and was first observed in a model of the Belosouv-Zhabotinsky reaction and its existence was proven only recently by Galatolo-Monge-Nisoli. In the talk I will show how this phenomena is strictly connected with non-uniform hyperbolicity and the coexistence of regions of expansion and contraction in phase space; the result is attained through a result on the continuity of the Lyapunov exponent of the stationary measure with respect to the size of the noise. Link: https://www.dinamici.org/event/isaia-nisoli-universidade-federal-de-rio-de-… ******************************************** Buona serata, Francesco Caravenna e Giampaolo Cristadoro

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Fwd: [owps] One World Probability Seminar Thursday November 12
by Faggionato, Alessandra 11 Nov '20

11 Nov '20

buongiorno giro il messaggio pensando che a qualcuno possa interessare (e sperando che non ci siano ripetizioni dato che a volte io non vedo - nemmeno nella spam - alcuni messaggi della mailing list). saluti alessandra ---------- Forwarded message --------- Da: Ivan Corwin <ivan.corwin(a)gmail.com> Date: mer 11 nov 2020 alle ore 15:58 Subject: [owps] One World Probability Seminar Thursday November 12 To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday November 12, 2020: Tomorrow's speaker in the One World Probability Seminar is (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Claudio Landim (IMPA) Title: Metastability as Markov chains model reduction Abstract: In this lecture, we review recent developments in the theory of the metastable behavior of continuous-time Markov chains. To illustrate it, we consider the evolution of the magnetization in the Ising model and the dynamics of the condensate in critical zero-range processes. (15:00-16:00 UTC) Insuk Seo (Seoul National University Title: Metastability of stochastic interacting systems Abstract: In this second presentation regarding the metastability of random dynamical systems, we focus on two specific models to understand how the general methodologies introduced in the first presentation can be applied. The first model is the Ising model on a finite, fixed, and large lattice without an external field at very low temperatures. We explain how the potential theory can be effectively employed for analyzing the said model, whose saddle between ground states comprises a large set of configurations with complicated structure. The second model is the zero-range process with sticky interaction. We elucidate how various approaches can be applied for handling the non-reversibility or the criticality associated with the stickiness of particles. The study on the Ising model is a collaboration with S. Kim, and the study on the zero-range process is a collaboration with C. Landim and D. Marcondes. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://impa-br.zoom.us/j/93849865809?pwd=Nzg5TTJOai9KQkRXS0ROcHNjL2JVZz09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fimpa-br.z…> Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Pisa Online Seminars - Giovanni Conforti and Ruojun Huang (Tuesday, Nov. 10 at 14:00 and 15:00)
by Giacomo Filippo Di Gesu 09 Nov '20

09 Nov '20

Dear colleagues, I would like to announce the following online seminar organized by the Probability group of the University of Pisa. The talks will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3a17115d7f6ef44c5e91974362906c…> Best regards, Giacomo *********** Tuesday, Nov. 10, 14:00 Speaker: Giovanni Conforti (École Polytechnique) Title: A probabilistic approach to convex entropy decay for Markov chain Abstract: A powerful technique to quantify the trend to equilibrium and the best constants in the associated functional inequalities for diffusions on Riemannian manifolds consists in establishing convexity estimates for the relative entropy via the so called Gamma calculus. In order to adapt these ideas to the context of discrete Markov chains several notions of discrete curvature have been recently introduced and used to obtain concrete lower bounds for the logarithmic Sobolev constant in a number of situations. However, the picture is not fully clear yet and several natural questions remain unanswered. In this talk, I will present a more probabilistic approach to convex entropy decay which relies on the notion of coupling rates to bypass or replace discrete Böchner identities. If time allows, I will show how this approach produces explicit lower bounds in non perturbative setting, thus going beyond the weak-interaction/low high temperature regime. Tuesday, Nov. 10, 15:00 Speaker: Ruojun Huang (Scuola Normale Superiore) Title: Averaging principle and random growth Abstract: Motivated by questions in reinforced random walks and the asymptotic shape of their range, we study a simplified model of random growth in the continuum. In this model, random sets grow by increment of small bumps at the boundary, driven by a particle that is confined to move in its interior, reinforced by the last location of domain's increment. We prove scaling limit of the growing domain to an infinite dimensional ODE, when the bump size is sent to zero. We deduce a macroscopic shape theorem for the growing domain with fixed bump size, as time tends to infinity. Joint work with Amir Dembo, Pablo Groisman, and Vladas Sidoravicius.

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LTI@UniTO Webinars in Finance - Ugo Panizza (GIIDS Geneva), Nov 9 h. 12.45 & Sergei Glebkin (INSEAD), Nov. 11 h.15
by Luca Regis 05 Nov '20

05 Nov '20

| Dear colleagues, |||| LTI@UniTO (www.carloalberto.org/lti) is pleased to invite you to the following Webinars in Finance: *9 NOVEMBER 2020 | h. 12:45-13:45* || | *“Corporate foreign bond issuance and interfirm loans in China”* |** || *Ugo Panizza (Graduate Institute of International and Development Studies, Geneva)* Abstract: We use firm-level data to analyze international bond issuance by Chinese non-financial corporations. The interest rate differential between domestic and foreign interest rates increases the likelihood of dollar bond issuance by risky firms. Most strikingly, risky firms do more interfirm lending than non-risky firms. This lending rose significantly after the authorities sought to restrict the financial activities of risky firms in 2008-09. Risky firms try to boost profitability by engaging in speculative activities that mimic the behavior of financial institutions while escaping prudential regulation that limits risk-taking by financial firms. /Joint with Yi Huang and Richard Portes/ *Zoom Link https://us02web.zoom.us/j/86538325685?pwd=SlFtZTlxQVI2cktZanhPOUlFWGVjQT09 <https://us02web.zoom.us/j/86538325685?pwd=SlFtZTlxQVI2cktZanhPOUlFWGVjQT09> * Meeting ID: 865 3832 5685 Passcode: 460794 |(Attendance is limited to maximum 100 participants)| For more information https://www.carloalberto.org/event/ugo-panizza/ ------------ *11 NOVEMBER 2020 | h. 15:00 - 16:15* || *Sergei Glebkin (INSEAD)* || |*“Simultaneous Multilateral Search”*| || Abstract: This paper studies simultaneous multilateral search (SMS) in over-the-counter (OTC) markets: when searching, an investor contacts several potential counterparties and then trades with the one offering the best quote. Search intensity (how frequently one can search) and search capacity (how many potential counterparties one can contact) affect market qualities differently. Contrasting SMS to bilateral bargaining (BB), the model shows that investors might favor BB over SMS if search intensity is high or in distress. Such preference for BB hurts allocative efficiency and suggests an intrinsic hindrance in the adoption of all-to-all and request-for-quote type of electronic trading in OTC markets. /Joint with Bart Yueshen (INSEAD)./ *Zoom Link https://us02web.zoom.us/j/81064877787?pwd=Z2grNzZwbGtXd25yakR3NkU4cFNFZz09 <https://us02web.zoom.us/j/81064877787?pwd=Z2grNzZwbGtXd25yakR3NkU4cFNFZz09>* Meeting ID: 810 6487 7787 Passcode: 733237 ||(Attendance is limited to maximum 100 participants)|| For more information https://www.carloalberto.org/event/sergei-glebkin/ Best regards, Luca Regis | -- 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 || ||

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Fwd: [owps] One World Probability Seminar Thursday November 5, 2020 (note time changes!!!)
by Faggionato, Alessandra 05 Nov '20

05 Nov '20

Buongiorno giro l'annuncio se qualcuno fosse interessato (nota: la mail di Corwin e' di ieri e il seminario e' oggi 5.11) Saluti Alessandra ---------- Forwarded message --------- Da: Ivan Corwin <ivan.corwin(a)gmail.com> Date: mer 4 nov 2020 alle ore 15:52 Subject: [owps] One World Probability Seminar Thursday November 5, 2020 (note time changes!!!) To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday November 5, 2020: Tomorrow's speaker in the One World Probability Seminar is (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-16:00 UTC) Alessandra Faggionato (University La Sapienza) Title: 2-scale convergence for random walks in random environment and applications to homogenization, hydrodynamics and resistor networks Abstract: The 2-scale convergence method was introduced by Nguetseng and Allaire in homogenization theory of partial differential equations and afterwards successfully adapted to stochastic homogenization, allowing to deal also with singular structures (see [Jikov&Piatnitski]). We focus here on 2-scale convergence for random walks. In the first talk we aim to provide a gentle introduction to 2-scale convergence for random walks in a random environment with symmetric rates. Using the Palm theory of random measures we discuss ergodicity issues at a 2-scale level. We then introduce a basic difference calculus and define 2-scale convergence of functions and gradients, corresponding to an enforced averaging property. Finally we discuss the fundamental compactness and structure theorem for bounded families of H^1-functions, where geometrical issues of square integrable forms and the homogenized matrix emerge. In the second talk we discuss some applications of the above 2-scale convergence for random walks in a random environment. A first one is given by the invariance principle of random walks on the supercritical percolation cluster of P. Mathieu and A. Piatnitski. We then discuss more in detail applications to the homogenization of the massive Poisson equation associated with the random walk, which also enters in the derivation of the hydrodynamic limit of exclusion and zero range processes. Finally, we discuss applications to random resistor networks, in particular to the conductance model and the Miller-Abrahams one associated to Mott variable range hopping in amorphous solids. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://impa-br.zoom.us/j/94248802467?pwd=VlVQQzlsbjdKTHplRlRGbGlJRG5YUT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fimpa-br.z…> Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Fwd: [owps] One World Probability Seminar Thursday November 5, 2020 (note time changes!!!)
by Silvestri, Vittoria 04 Nov '20

04 Nov '20

---------- Forwarded message --------- Da: Ivan Corwin <ivan.corwin(a)gmail.com> Date: mer 4 nov 2020 alle ore 15:52 Subject: [owps] One World Probability Seminar Thursday November 5, 2020 (note time changes!!!) To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday November 5, 2020: Tomorrow's speaker in the One World Probability Seminar is (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-16:00 UTC) Alessandra Faggionato (University La Sapienza) Title: 2-scale convergence for random walks in random environment and applications to homogenization, hydrodynamics and resistor networks Abstract: The 2-scale convergence method was introduced by Nguetseng and Allaire in homogenization theory of partial differential equations and afterwards successfully adapted to stochastic homogenization, allowing to deal also with singular structures (see [Jikov&Piatnitski]). We focus here on 2-scale convergence for random walks. In the first talk we aim to provide a gentle introduction to 2-scale convergence for random walks in a random environment with symmetric rates. Using the Palm theory of random measures we discuss ergodicity issues at a 2-scale level. We then introduce a basic difference calculus and define 2-scale convergence of functions and gradients, corresponding to an enforced averaging property. Finally we discuss the fundamental compactness and structure theorem for bounded families of H^1-functions, where geometrical issues of square integrable forms and the homogenized matrix emerge. In the second talk we discuss some applications of the above 2-scale convergence for random walks in a random environment. A first one is given by the invariance principle of random walks on the supercritical percolation cluster of P. Mathieu and A. Piatnitski. We then discuss more in detail applications to the homogenization of the massive Poisson equation associated with the random walk, which also enters in the derivation of the hydrodynamic limit of exclusion and zero range processes. Finally, we discuss applications to random resistor networks, in particular to the conductance model and the Miller-Abrahams one associated to Mott variable range hopping in amorphous solids. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://impa-br.zoom.us/j/94248802467?pwd=VlVQQzlsbjdKTHplRlRGbGlJRG5YUT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fimpa-br.z…> Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Assistant Professor position in Stochastic Operations Research (The Netherlands)
by Kapodistria, S. 04 Nov '20

04 Nov '20

Assistant Professor in Stochastic Operations Research The Statistics, Probability and Operations Research (SPOR) cluster of the Department of Mathematics and Computer Science at the Eindhoven University of Technology, The Netherlands, invites applications for a full-time tenure-track position in the area of Stochastics Operations Research (SOR). Position: Assistant Professor Department: Mathematics and Computer Science Application deadline: 11/12/2020 Reference number: V32.4689 For more information, please consult https://jobs.tue.nl/en/vacancy/assistant-professor-in-stochastic-operations…. On this website you can find extensive information about the position, including further details about the application procedure. Questions regarding the scientific aspects can be directed to prof.dr.ir<http://prof.dr.ir>. Sem Borst, s.c.borst[at]tue.nl<http://tue.nl> or prof.dr. Maria Vlasiou, m.vlasiou[at]tue.nl<http://tue.nl> For information about terms of employment, please contact the recruiter, Ms. Elly van den Eertwegh, e.a.m.v.d.eertwegh[at]tue.nl<http://tue.nl> or + 31 (0)6 39186476.

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10 PhD Positions in Stochastics and Algorithmics in NETWORKS (The Netherlands)
by Kapodistria, S. 04 Nov '20

04 Nov '20

10 PhD Positions in Stochastics and Algorithmics in NETWORKS (the Netherlands) The NETWORKS project is a collaboration of world-leading researchers from four institutions in The Netherlands: TU Eindhoven<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…>, University of Amsterdam<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fyoutu.be%…>, Leiden University<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…> and the Centrum Wiskunde & Informatica (CWI)<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.youtu…>. Research in NETWORKS focuses on stochastics and algorithmics for network problems. NETWORKS offers a highly stimulating research environment and an extensive training program for PhD students. Recently NETWORKS was awarded a COFUND grant the Marie Skłodowska-Curie Actions, funded by the European Commission. The grant allows NETWORKS to expand its activities by opening positions for an additional 14 PhD students. As a NETWORKS-COFUND PhD student you can define your own PhD project in one of the research areas mentioned above, in collaboration with your NETWORKS supervisors. Application deadline 30 November 2020 Contract full time employment contract for 4 years Salary indication from €2.325 to €2.972 in 4 years Location The Netherlands (Amsterdam, Eindhoven, Leiden) Are you interested in the stochastics and algorithmics behind network problems? And would you like to be part of this project with its many activities? Then go to https://www.thenetworkcenter.nl/Open-Positions/openposition/29/14-PhD-Posit…<https://eur02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.thene…> On this website you can find an extensive information package about these positions, including further details about the application procedure.

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