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bando assegno di ricerca SECS-S/06 a Firenze
by mariaelvira.mancino＠unifi.it 01 Mar '14

01 Mar '14

Il Dipartimento di Economics and Management dell'Universita' di Firenze bandisce un assegno di ricerca della durata di un anno per il settore SECS-S/06. Il bando si trova all'indirizzo: http://bandi.miur.it/bandi.php/public/fellowship/id_fellow/72982 Mavira Mancino

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Seminario Sergio Albeverio
by Luca di persio 26 Feb '14

26 Feb '14

Buondì, inoltro, con preghiera di diffusione, l'annuncio del seminario che il prof. Sergio Albeverio (ospite dell'Università di Verona) terrà presso il prossimo 10 Marzo presso il Dipartimento di Informatica di UniVr. Buon lavoro, LuCa Prof. Sergio Albeverio, Bonn University "From integrals and asymptotics to (deterministic,stochastic,quantum) dynamical systems" Abstract del seminario We illustrate how deterministic ,stochastic and quantum aspects of the world emerge from infinite dimensional integrals and their asymptotics. Some recent applications in applied areas,from neurobiology to engineering and finance, are also briefly discussed. Keywords: Asymptotic expansions, Infinite dimensional integrals, Mathematical Finance, Neurobiology, SPDEs, Stochastic Processes Luogo ed ora del seminario: 10 Marzo 2014 ( ore 16:45: rinfresco, ore 17: seminario) presso il Dipartimento di Informatica dell'Università di Verona, Strada le Grazie 15 (Vr) Ca' Vignal 3 - Piramide, Sala Verde Referente: Luca Di Persio: http://www.di.univr.it/?ent=persona&id=8773&lang=en Grazie molte, LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Scuola Estiva a Bielefeld: 7-20 Luglio 2014
by Giorgio Ferrari 26 Feb '14

26 Feb '14

*SUMMER SCHOOL: **Model Uncertainty in Economics and Finance - Advances in Stochastic Calculus* Dal *7 al 20 Luglio 2014* si svolgerà presso l´Università di Bielefeld (Germania) la Scuola Estiva *Model Uncertainty in Economics and Finance - Advances in Stochastic Calculus.* Le iscrizioni sono aperte fino al *30 Aprile 2014*. Per ulteriori informazioni http://www.bgts.uni-bielefeld.de/daad_network/2014summer/ Buona serata, Giorgio Ferrari -- Giorgio Ferrari Center for Mathematical Economics (IMW) Bielefeld University office: W10-100 office phone: +49 521 106 5642 Postfach 100131, 33501 Bielefeld, Germany email: giorgio.ferrari(a)uni-bielefeld.de giorgio.ferrari(a)uniroma1.it web-page: https://sites.google.com/site/giorgioferrariswebsite/

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LMU Workshop on Stochastic Vol and Multi-Curves
by Juan Miguel Montes 26 Feb '14

26 Feb '14

The Ludwig Maximilian University of Munich - Workgroup Financial Mathematics' "quantLab" invites practitioners in the areas of quantitative finance, insurance, financial modeling, risk management and derivatives-structuring, to attend a two - part workshop on the topics STOCHASTIC VOLATILITY and MULTI-CURVE MODELS to be held on 2 - 4 April, 2014 at the LMU Math Institute, Munich, Germany. The guest presenter for Part 1 of the workshop will be Dr. Jörg Kienitz (Head of Quantitative Analysis at Deutsche PostBank AG). Part 2 of the workshop will be conducted by Prof. Dr. Christian Fries (Model Development and Methodology at DZ Bank and Professor at LMU Math Institute) and Dr. Alessandro Gnoatto (Researcher at LMU Math Institute). Participants may chose from three packages: Full Package (Part 1 & 2), Part 1 only or Part 2 only. The detailed workshop agenda, registration fees, venue instructions and contact information for inquiries, are all found on the following webpage: http://www.fm.math.lmu.de/stochasticvolatility The organizers are looking forward to your participation.

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seminario claudio landim
by Faggionato, Alessandra 26 Feb '14

26 Feb '14

Buongiorno, Martedi' 4 marzo Claudio Landim terra' un seminario al Dipartimento di Matematica (Sapienza, Roma). sotto trovate i dettagli. cordiali saluti alessandra faggionato Martedi' 4 Marzo, Aula C (Dip. Matematica, Univ. Sapienza), ore 14:30 Speaker: C. Landim (IMPA Rio De Janeiro, CNRS Rouen) Title: Zero-temperature limit of the Kawasaki dynamics for the Ising lattice gas in a large two-dimensional torus Abstract: We consider the Kawasaki dynamics at inverse temperature $\beta$ for the Ising lattice gas on a two-dimensional square of length $2L+1$ with periodic boundary conditions. We assume that initially the particles form a square of length $n$, which may increase, as well as $L$, with $\beta$. We show that in a proper time scale $L^2\, \theta_\beta$ particles form almost always a square and that this square evolves as a Brownian motion when the temperature vanishes. -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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FW: QP circulation, and any others you know of ...
by Franco Fagnola 25 Feb '14

25 Feb '14

Buongiorno, prego far circolare i seguenti bandi dell'Universit? di Lancaster (UK). Grazie e cordiali saluti, Franco Fagnola ================== We have a Chair and Lectureship position in Probability in Lancaster. http://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A905 http://hr-jobs.lancs.ac.uk/Vacancy.aspx?ref=A906 The deadline for both is 23rd March.

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Colloquium Fabio Lucio Toninelli a Roma Tre
by pietro caputo 21 Feb '14

21 Feb '14

Mercoledi' 26 febbraio 2014 Ore 16:00, Aula F Dip. Matematica e Fisica Roma Tre EDIFICIO AULE LARGO SAN L. MURIALDO,1 Colloquium di Matematica Fabio Toninelli (Universita' di Lione) Random tilings, Glauber dynamics and macroscopic shapes I "piastrellamenti" (tiling) del piano sono un oggetto classico in meccanica statistica e combinatoria. Se le "piastrelle" sono a forma di losanga, si ha una corrispondenza esatta con le interfacce del modello di Ising 3-dimensionale a temperatura nulla. A ogni piastrellamento e' possibile associare una funzione di altezza (superficie discreta). E' ben noto [Cohn-Kenyon-Propp] che, se la taglia della regione U da piastrellare tende all'infinito, la funzione altezza associata a un piastrellamento scelto uniformemente tende verso una certa forma limite macroscopica che risolve una PDE ellittica non-lineare. Sull'insieme dei piastrellamenti si puo' definire una dinamica stocastica che corrisponde alla dinamica di Glauber a temperatura zero per il modello di Ising. Un problema classico e' quello di stimare il tempo (mixing time) che la dinamica richiede per raggiungere l'equilibrio (la misura uniforme). La congettura, basata sull'idea euristica che l'interfaccia evolve seguendo un'equazione di tipo "movimento per curvatura media", e' che il mixing time cresca essenzialmente come il quadrato del diametro della regione U. Il nostro risultato principale e' una prova di questa congettura, sotto l'ipotesi che la forma macroscopica non presenti singolarita'. Basato su lavori in collaborazione con P. Caputo, B. Laslier e F. Martinelli.

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Mercati Energetici e Metodi Quantitativi - edizione 2014
by Tiziano Vargiolu 21 Feb '14

21 Feb '14

Buongiorno, volevamo informarti che anche quest'anno si ripeter? il workshop "Mercati Energetici e Metodi Quantitativi: un Ponte tra Universit? e Aziende". Trovi tutte le informazioni sul sito web http://www.unponte2014.stat.unipd.it/ Sono aperte le submission per gli speaker (accademici e professionisti provenienti da aziende) che desiderino presentare un talk. Inoltre, quest'anno abbiamo deciso di estendere l'iniziativa organizzando, nei due giorni precedenti la conferenza, quattro tutorial sui seguenti argomenti: - Introduzione ai mercati dell'energia e del gas - Rischio di credito e di controparte nei mercati energetici - Strumenti di analisi e di previsione per i mercati energetici. - Tecniche di gestione di portafoglio e di ottimizzazione: i contratti strutturati nei mercati dell'energia. Tutte le informazioni sui tutorial si trovano alla pagina http://events.math.unipd.it/memq2014/ In attesa di rincontrarci a Padova, porgiamo i nostri pi? Cordiali Saluti, gli Organizzatori Giorgia Callegaro Enrico Edoli Francesco Lisi Tiziano Vargiolu

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ABS14- APPLIED BAYESIAN NONPARAMETRICS
by raffaele argiento 20 Feb '14

20 Feb '14

Registration is now open for *ABS14*, the 2014 edition of the Applied Bayesian Statistics School, which has been running since 2004. The topic of this year is *APPLIED BAYESIAN NONPARAMETRICS*. The lecturers will be Michael JORDAN (Berkeley) and Francois CARON (Oxford). The school will be held at Villa del Grumello, Como, Italy, from June 16 till 20, 2014. The school webpage is www.mi.imati.cnr.it/conferences/abs14.html Please note that a very limited number of participants (35) will be admitted. There is a late registration fee after April, 1st. For information please contact abs14(a)mi.imati.cnr.it Best regards, Raffaele Argiento Executive director of ABS14 -- Dr Raffaele Argiento CNR IMATI -- Milano Tel. +39 02 23699.529 Web www.mi.imati.cnr.it/raffaele

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University of Kent-PhD Scholarship
by Fabrizio Leisen 20 Feb '14

20 Feb '14

Con preghiera di diffusione. Aggiungo che la borsa partirebbe da Settembre 2014. Cordiali Saluti, Fabrizio Leisen Postgraduate Scholarship Non-parametric priors for Bayesian inference *University* *of* *Kent* School of Mathematics, Statistics and Actuarial Science *Project:** Non-parametric priors for Bayesian Inference* *Supervisor:** Fabrizio Leisen* The use of Bayesian non-parametric (BNP) priors in applied statistical modelling has become increasingly popular in the last few years. From the seminal paper of Ferguson (1973, Annals of Statistics), the Dirichlet Process and its extensions have been increasingly used to address inferential problems in many fields. Examples range from variable selection in genetics to linguistics, psychology, human learning, image segmentation and applications to the neurosciences. The project aims to introduce and/or investigate new Bayesian non-parametric priors that can be used to describe a wide spectrum of phenomena. Keywords include: - Dirichlet and Pitman Yor Processes - Vectors of Dependent random probability measures - Non-exchangeable species sampling sequences *The* *School* *of* *Mathematics,* *Statistics* *and* *Actuarial* *Science* The School offers a lively research culture with a thriving group of around 250 taught postgraduates students and almost 100 postgraduate students, postdoctoral researchers and academic staff. Kent is among the best research-intensive universities in the UK. In the 2008 Research Assessment Exercise (RAE), the university was ranked 24th out of 159 institutions for its world-leading research, with six of our subject areas (including statistics) in the top tennationwide. Details of the research undertaken by the School can be found at: http://www.kent.ac.uk/smsas/postgraduate/phd-applications.html *The* *funding* This scholarship is partially funded by the FP7 Marie Curie Career Integration Grant "Flexible Bayesian non-parametric priors" held by Fabrizio Leisen. The scholarship is offered at the standard UK Research Councils' rate (currently£13,863) and will cover the tuition fees for a period of 3.5 years subject to satisfactory progress at each review period. *Entry* *Requirements* All candidates must have an excellent academic track record in Mathematics or Statistics or related disciplines and hold a good Honours degree in a relevant subject or equivalent. A Masters qualification such as an MSc or MMath orresearch experience would be advantageous. *To* *apply* To apply complete the online application form available by clicking the *'Apply'* button below or by visiting: http://www.kent.ac.uk/studying/postgrad/apply/index.html and select School research Scholarship under `How are you intendingto fund your studies?' and mention this research project in the research proposal. Closing date: 31st March 2014. -- Fabrizio Leisen Senior Lecturer in Statistics School of Mathematics, Statistics and Actuarial Sciences Cornwallis Building, University of Kent, Canterbury, CT2 7NF http://sites.google.com/site/fabrizioleisen/

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de Finetti Risk Seminar - febbraio 2014
by Emanuela Rosazza Gianin 20 Feb '14

20 Feb '14

On behalf of the Scientific Committee of The de Finetti Risk Seminars - on the Mathematical Theory of Economics and Finance in Milano, we are glad to invite you to participate at the "de Finetti Risk Seminar" on February 26, 2014 at 18.00 with the Lecture Evaluation of long-dated investments under uncertain growth trend, volatility, and catastrophes CHRISTIAN GOLLIER Toulouse School of Economics LOCATION: The seminar will be held on Wedsnesday, February 26, at 18.00 at room 3-E4-SR03, Bocconi University, Via Roentgen 1, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Metodi Quantitativi per le Scienze Economiche ed Aziendali Università di Milano Bicocca Edificio U7 - 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Avviso di seminario :: Mortera@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 17 Feb '14

17 Feb '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 21 Febbraio, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma JULIA MORTERA (Fac. di Economia, Università degli Studi di Roma3) terrà un seminario dal titolo ANALYSIS OF FORENSIC DNA MIXTURES tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti - Fulvio De Santis --- Summary DNA is now routinely used in criminal investigations and court cases, although DNA samples taken at crime scenes are of varying quality and therefore present challenging problems for their interpretation. We present a statistical model for the quantitative peak information obtained from an electropherogram (EPG) of a forensic DNA sample and illustrate its potential use for the analysis of criminal cases. In contrast to most previously used methods, we directly model the peak height information and incorporates important artefacts associated with the production of the EPG. Our model has a number of unknown parameters, and we show that these can be estimated by the method of maximum likelihood in the presence of multiple unknown contributors, and their approximate standard errors calculated; the computations exploit a Bayesian network representation of the model. A case example from a UK trial, as reported in the literature, is used to illustrate the efficacy and use of the model, both in finding likelihood ratios to quantify the strength of evidence, and in the deconvolution of mixtures for the purpose of finding likely profiles of one or more unknown contributors to a DNA sample. Our model is readily extended to simultaneous analysis of more than one mixture as illustrated in a case example. We show that combination of evidence from several samples may give an evidential strength close to that of a single source trace and thus modelling of peak height information provides for a potentially very efficient mixture analysis. Joint work with Robert Cowell, Therese Graversen and Steffen Lauritzen

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Research fellowship at the Insitute of Economics, Scuola Sant'Anna Pisa
by Enrico Scalas 17 Feb '14

17 Feb '14

Car* collegh*, mi hanno segnalato questa posizione post-dottorale presso Economia al Sant'Anna: http://www.sssup.it/context_elenco.jsp?ID_LINK=12550&area=6&id_context=44264 Cercano una persona che ben conosca probabilita' e teoria dei processi stocastici e, eventualmente, e' gradita una formazione in finanza. Per ulteriori infomazioni si puo' scrivere al Prof. Giulio Bottazzi: g.bottazzi(a)sssup.it Per favore, fate circolare il link alle persone interessate che conoscete. Cordiali saluti, Enrico Scalas Professor of Statistics and Probability University of Sussex http://www.sussex.ac.uk/maths/people/peoplelists/person/330303

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1 posto di Maitre de Conferences e 1 di Professore in Probabilita' all'Universite' Lyon 1
by Fabio Toninelli 17 Feb '14

17 Feb '14

Gentili colleghi all'Universita' Lyon 1 e' aperto un concorso per un posto di Maitre de Conferences in probabilità e per un posto di Professore in Probabilita' (inizio: 1 settembre 2014). Entrambe le posizioni sono permanenti. Il profilo scientifico e' largo, http://math.univ-lyon1.fr/recrutements/profils_14/MCF_P_en.pdf e http://math.univ-lyon1.fr/recrutements/profils_14/PR_en.pdf. I temi di ricerca del gruppo di probabilità' di Lyon 1 sono descritti qui: http://math.univ-lyon1.fr/icj/?option=theme&th=5 I candidati interessati devono spedire elettronicamente il loro dossier ENTRO IL 12 MARZO 2014, tramite il sito https://galaxie.enseignementsup-recherche.gouv.fr/antares/can/index.jsp Qualche consiglio su come comporre il dossier di candidatura si trova qui: http://postes.smai.emath.fr/2014/OUTILS/conseils/index.php#it2 Attenzione: Il concorso e' aperto ai i candidati che hanno gia' passato la procedura di "Qualification" nazionale francese, oppure che hanno attualmente all'estero una posizione di livello equivalente a quelle di Maitre de Conferences o di Professore. Per ulteriori informazioni sullo svolgimento del concorso, i candidati interessati possono contattare o me (toninelli(a)math.univ-lyon1.fr) o Christophe Sabot (sabot(a)math.univ-lyon1.fr) Cordiali saluti Fabio Toninelli Institut Camille Jordan, Universite' Lyon 1 43 bd du 11 novembre 1918 69622 Villeurbanne Cedex, France Office 105, tel: +33 (0) 4 26 23 44 41

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Fwd: Saint-Flour 2014
by Marco Romito 16 Feb '14

16 Feb '14

SAINT-FLOUR 2014 - SECOND ANNOUNCEMENT Dear colleagues, Online registration is now open for the 44th Saint-Flour Probability summer school, which will be held on July 15-25. Please note the DEADLINE FOR REGISTRATION: APRIL 18 This year, the courses are: Martin HAIRER : Regularity structures Gregory MIERMONT : Aspects of random maps SPECIAL NOTICE The previously announced lecture by Sourav Chatterjee is postponed to 2015. Consequently, this year's school will feature only two courses, and its length is slightly reduced. The registration form as well as some useful information about the school can be found on the web pages: http://math.univ-bpclermont.fr/stflour/index.php (in French) http://math.univ-bpclermont.fr/stflour/stflour-en.php (in English) For registration, you will have to accept the security certificate in your browser. These pages also contain the advertisement poster of the school (in French or in English). It would be helpful for us if you could print it and post it in your department. Thank you. Please forward the above information to anyone who might be interested. Best regards, The organizing committee Christophe Bahadoran, Arnaud Guillin, Laurent Serlet stflour(a)math.univ-bpclermont.fr Laboratoire de Mathématiques CNRS UMR 6620 Université Blaise Pascal (Clermont-Ferrand 2) Complexe Universitaire des Cézeaux BP80026 F-63177 Aubière tel (+33) 4 73 40 70 50 fax (+33)4 73 40 54 50

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Seminario CHOPIN
by Matteo Ruggiero 14 Feb '14

14 Feb '14

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 21 Febbraio 2014 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Nicolas CHOPIN (ENSAE, France) SEQUENTIAL QUASI MONTE CARLO Abstract: We develop a new class of algorithms, SQMC (Sequential Quasi Monte Carlo), as a variant of SMC (Sequential Monte Carlo) based on low-discrepancy points. The complexity of SQMC is O(N log N) where N is the number of simulations at each iteration, and its error rate is smaller than the Monte Carlo rate O(N^{-1/2}). The only requirement to implement SQMC is the ability to write the simulation of particle x_t^n given x_{t-1}^n as a deterministic function of x_{t-1}^n and uniform variates. We show that SQMC is amenable to the same extensions as standard SMC, such as forward smoothing, backward smoothing, unbiased likelihood evaluation, and so on. In particular, SQMC may replace SMC within a PMCMC (particle Markov chain Monte Carlo) algorithm. We establish several convergence results. We provide numerical evidence in several difficult scenarios than SQMC significantly outperforms SMC in terms of approximation error. Joint work with Mathieu Gerber. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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[Announce] "Unlocking the value of big data", Special Issue on EJASA-DSS
by stefano iacus 13 Feb '14

13 Feb '14

Call for papers for the Special Issue on "Increasing Innovation Opportunities by Unlocking the Value of Big Data" to be published on the "Electronic Journal of Applied Statistical Analysis: Decisione Support Systems and Services Evalutation" ### Guest Editors: Valentina Ndou,Faculty of Innovation for Engineering, University of Salento (ITA) Mirjeta Beqiri, Gonzaga University, Spokane, WA, (USA) Stefano M. Iacus, Department of Economics, Management and Quantitative Methods, University of Milan (ITA) ### Overview: The advent of new communication technologies and especially the exponential growth of social media web 2.0, from blogs, Facebook and Twitter to LinkedIn and YouTube, has created vast opportunities for firms and managers to get closer to customers, to gain a wealth of information about their behaviors and preferences, as well as to identify new market trends and new opportunities to remain competitive. It is known that firms today operate in the era of Big Data Revolution, overwhelmed with data that are available via web to almost everyone. The content and information that customers create in web 2.0 platforms constitute a valuable asset for firms to directly tap into the customer’s preferences and needs, as the most valuable source for attaining direct and reliable market information. ### Aim: Based on these recent trends, this special issue invites research articles and papers that put forth different approaches, statistical models, and decision making systems able to analyze the available data for gaining insights and creating new knowledge that leads to innovation and creativity. ### Topics: This special issue seeks original contribution on the following topics: 1. Techniques, tools, approaches, and methodologies used for analyzing data and information 2. Statistical Analysis for big data 3. Data and knowledge modelling techniques 4. Stimulating innovation and improving performance through statistical data analysis 5. Value of data for new business models, products, and services 6. Data management as a driver of performance and competitiveness 7. Value co-creation through data and information exchange 8. Transforming the value of data using real time analytics 9. Business optimization techniques through data analysis 10. Decision making process in the big data era 11. Role of statistical models in unlocking the value of web data 12. Real time analytics 13. Privacy, security, and intellectual property issues in the era of big data. ### Submission guidelines: Original research papers will be considered. ### Important Dates: Abstract submission: 20th March, 2014 Review decisions sent to authors: 20th April 2014 Full paper submission: 30th July, 2014 ### Further Information: For further information, please contact: ejasa(a)unisalento.it or visit http://siba-ese.unisalento.it/index.php/ejasa_dss/announcement/view/21

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Young Researchers Meeting on BSDEs, Numerics and Finance
by Marco Fuhrman 13 Feb '14

13 Feb '14

Trasmetto a tutti gli interessati le informazioni rilevanti e il link internet di una conferenza sulle BSDEs (Backward Stochastic Differential Equations) destinata a giovani ricercatori, che si terra' a Bordeaux, 7-9 luglio 2014. Cordialmente, Marco Fuhrman https://indico.math.cnrs.fr/conferenceDisplay.py?confId=199 This international conference is a friendly meeting of young researchers working on: Backward Stochastic Differential Equations, and the related FBSDE, Reflected BSDE, etc... Efficient numerical computation in finance and insurance Robust control, risk management and portfolio optimisation in finance and insurance Nonlinear and Imprecise Probability Location: IMB, Université de Bordeaux, France. Dates and times: Monday 7th July 2014 (14:00) - Wednesday 9th July 2012. Who: Young researchers - broadly students and researchers within 10 years of PhD. Costs: There is no registration fees. For speakers: lunches, refreshments, accommodation at the university residence (7th, 8th, 9th July 2014) and the conference dinner are included. A part of travel costs would be also reimbursed, up to an amount that will be defined after. Non-speaker participants are welcome to apply but we may not be able to guarantee the full accommodation subsidy. Registration: directly on the website by 20 April 2014. Confirmation will be sent to all qualifying participants by the beginning of May. Format: 1/2 hour talks and informal conversations, with an explicitly accessible focus. Remark: If some parts of the website are written in french, you can choose the english version on the top-right corner of the website.

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Avviso di seminario :: Aryasova@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 12 Feb '14

12 Feb '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 14 Febbraio, ore 10am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma OLGA ARYASOVA (Inst. of Geophysics, National Academy of Sciences of Ukraine, Ukraine) terrà un seminario dal titolo A REPRESENTATION FOR THE DERIVATIVE WITH RESPECT TO THE INITIAL DATA OF THE SOLUTION OF AN SDE WITH NON-REGULAR DRIFT tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- Summary (* attached *)

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Avviso di seminario :: Porcu@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 10 Feb '14

10 Feb '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Giovedì 13 Febbraio, ore 15am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma EMILIO PORCU (Dep. de Estadística, Universidad de Valparaíso, Chile) terrà un seminario dal titolo ADAPTIVE TAPERS FOR SPACE-TIME GEOSTATISTICS tutti gli interessati sono invitati a partecipare dando magari prima un'occhiata a... http://seismomathics.wordpress.com ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Giovanna Jona Lasinio - Pierpaolo Brutti - Fulvio De Santis --- Summary We propose a class of nonseparable space-time compactly supported correlation functions, termed here quasi-tapers, to mean that such correlations can be dynamically compactly supported over space or time. An important feature of the quasi-taper is given by a spatial (temporal) compact support being a decreasing function of the temporal lag (spatial distance), so that the spatial (temporal) compact support becomes smaller when the temporal (spatial) dependence becomes weaker. We propose general classes as well as some examples that generalize the Wendland tapers to the space-time setting. Then a non separable space-time taper with spatial and temporal compact support is obtained as tensor product of quasi-tapers. Our space-time taper includes all the known constructions as special cases and will be shown to have great exibility. Covariance tapering is then explored as an alternative to maximum likelihood when estimating the covariance model of a space-time Gaussian random field in the case of large datasets. The proposed quasi and space-time tapers allows to perform covariance tapering when dealing with data that are densely observed in time (space) but sparse in space (time) or densely observed both in time and space. The statistical and computational properties of the space-time covariance tapering is addressed under increasing domain asymptotics. A simulation study and two real data examples illustrate the statistical and computational performances of the covariance tapering with respect to the maximum likelihood method using the space-time tapers proposed.

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Seminario di Giovanni Puccetti presso Prometeia - Bologna
by Giacomo Scandolo 10 Feb '14

10 Feb '14

Il giorno Giovedì 13 Febbraio 2014, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna Giovanni PUCCETTI (Università di Firenze) terrà un seminario su: RISK AGGREGATION AND MODEL UNCERTAINTY: SOME MESSAGES FROM THE METHODOLOGICAL FRONT Abstract. We review some of the most recent mathematical achievements in the field of Risk Aggregation and Model Uncertainty and discuss their implications on the current Basel regulatory framework, with particular emphasis on VaR/ES risk measurement. Specific issues that will be handled: - How much superadditive can VaR be? - What are the likely constraints with moving from VaR to ES? - Which kind of dependence is implied by a worst-VaR scenario? - What are the available tools to capture the model uncertainty associated with a joint risk position?

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seminario Stefano Iacus Roma Tre
by Julia Mortera 10 Feb '14

10 Feb '14

Il 19 febbario alle ore 14:30 presso l'aula seminari (III piano) Dipartimento di Economia, Universit? Roma Tre, Via Silvio D'Amico 77 il Prof. Stefano Iacus Dipartimento di Economia, Management e Metodi Quantitativi Universit? degli Studi di Milano terr? il seminario: ***Statistics over Big Data: How to Analyze 80 Millions of Tweets*** Abstract: There are several ways to analyze data coming from digitized texts and there are even more ways to analysis big amount of these data. Analyzing the sentiment expressed on social networks is both about big data and digitized text. But sentiment analysis is not just text mining, i.e. usual data mining applied to text data, because what matters is to capture the meaning of sentences in a corpora of texts whose language evolves in time and space or according to the age, the background of the writers, etc. We will discuss the most recent techniques of sentiment analysis available in the literature along with some new ideas and present some applications to the analysis of 80 millions of italian tweets to happyness and economics.

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Seminar and Mini-course of Emmanuel Bacry at the Scuola Normale Superiore di Pisa
by Fabrizio Lillo 07 Feb '14

07 Feb '14

Emmanuel Bacry (CMAP, Ecole Polytechnique, France) will give a seminar at the Scuola Normale di Pisa on Thursday February 27 in Aula Bianchi at 1 pm The title and abstract are Hawkes process and applications Hawkes processes are point self-exciting point processes particularly well suited for applications. Introduced in the 70s, that have been used in very various domaines such as high-frequency financial time-series modeling or viral diffusion in social networks. After describing how they are defined and their main properties, we shall discuss some problems linked to parametric estimations (in high dimensions) as well as non parametric estimations. We will present several applications. Moreover he will give a mini-course on Modeling and analysis of high frequency financial time-series The agenda is attached below. Interested people are invited to participate. For more information, contact Fabrizio Lillo (fabrizio.lillo(a)sns.it) &&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&&& Tuesday February 25, Aula Fermi, 9.00-11.00 1- Introduction to different market and asset types - Which financial time-series for statistical analysis ? Thursday February 27, Aula Bianchi, 14.00-16.00 2- Orderbooks dynamics - Qualitative description - Some statistical elements of order books - Transaction costs - Price impact - Response function Wednesday March 5, Aula Bianchi, 14.00-16.00 3- Tick-by tick financial time-series - trading time versus physical time - ACD models - Microstructure noise Thursday March 6, Aula Bianchi, 14.00-16.00 4- Hawkes processes based tick-by-tick modeling - Microstructure noise modeling - Trading flow modeling - Response and Impact modeling ------------------------------------------------------------ Fabrizio Lillo Scuola Normale Superiore di Pisa, Dipartimento di Fisica, Universita' di Palermo & Santa Fe Institute, U.S.A. Piazza dei Cavalieri 7 56126 Pisa ITALY phone: +39 050509159 web: https://sites.google.com/site/fabriziolillo9670/home

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I: postdoc position available
by Massimo Campanino 07 Feb '14

07 Feb '14

________________________________________ Da: Aernout van enter [avanenter(a)gmail.com] Inviato: giovedì 6 febbraio 2014 18.24 A: aldo(a)mat.ufmg.br; Vladas Sidoravicius; gentz(a)math.uni-bielefeld.de; gantert(a)ma.tum.de; maspm(a)bath.ac.uk; spohn(a)ma.tum.de; Massimo Campanino; Jacek Miekisz; Charles Newman; Gordon Slade Oggetto: Re: postdoc position available [https://mail.google.com/mail/u/0/images/cleardot.gif] Announcement: postdoc position Groningen A one - year postdoc position is available, funded by NWO, to work on the topic of ``hidden symmetries, new and dual models of interacting particle systems.'' The project has a targeted starting date of 1 september 2014. The postdoc will work at Rijksuniversiteit Groningen and will work with the main investigators investigators A.C.D. van Enter and F. Redig (Delft University). Besides he will have the opportunity to collaborate within an international network related to this and comparable projects, situated in Modena ( C. Giardina, G. Carinci) and Warwick ( S. Grosskinsky). More information and details about the project and the position can be obtained from F. Redig (http://dutiosb.twi.tudelft.nl/~redig<http://dutiosb.twi.tudelft.nl/%7Eredig>)and A.C.D. van Enter (http://www.math.rug.nl/dsmp/People/AernoutvanEnter) Interested candidates are asked to send a letter of motivation and CV to F. Redig (f.h.j.redig(a)tudelft.nl<mailto:f.h.j.redig@tudelft.nl>) and A.C.D. van Enter (avanenter(a)gmail.com<mailto:avanenter@gmail.com>) ___________________ Prof.dr A.C.D. van Enter University of Groningen Department of Mathematics P.O. Box 800 9700 AV Groningen The Netherlands Telephone: +31 50 3633939<tel:%2B31%2050%203633939> (secretary) +31 50 3634967<tel:%2B31%2050%203634967> (extension) +31 50 3633800<tel:%2B31%2050%203633800> (telefax) +31 50 5266329<tel:%2B31%2050%205266329> (home) Email: aenter(a)phys.rug.nl<mailto:aenter@phys.rug.nl> URL: http://www.math.rug.nl/~aente<http://www.math.rug.nl/%7Eaenter>

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Workshop MathStatNeuro 2-4 July Copenhagen
by Massimiliano Tamborrino 05 Feb '14

05 Feb '14

Dear all, Rune Berg, Susanne Ditlevsen and I organize a 3-days workshop in Copenhagen, 2nd-4th of July, "Mathematical Modeling and Statistical Analysis in Neuroscience", funded by the Dynamical Systems Interdisciplinary Network, University of Copenhagen, www.dsin.ku.dk. The idea is to bring together theoretical, experimental and computational researchers who are working on various topics in neuroscience. There is no conference fee and we hope to offer free lunch for all registered participants. Conference website homepage is: http://www.math.ku.dk/english/research/conferences/mathstatneuro2014 If you would like to attend, please register within the 15th May 2014 at: http://www.math.ku.dk/english/research/conferences/mathstatneuro2014/regist… We hope to welcome you in Copenhagen! Best wishes, Susanne, Rune and Massimiliano -- --------------------------------- Dr. Massimiliano Tamborrino Postdoctoral fellow Department of Mathematical Sciences University of Copenhagen email: mt(a)math.ku.dk URL: http://www.math.ku.dk/~mt/ Universitetsparken 5 DK-2100 Kobenhavn Ø, Denmark -----------------------------------------

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Seminario Cristina Di Girolami a Milano-Bicocca - cambio aula
by federica.masiero＠unimib.it 05 Feb '14

05 Feb '14

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seminari di O. Aryasova e E. Orsingher a Pisa
by Marco Romito 04 Feb '14

04 Feb '14

Il giorno 11 febbraio 2014, presso l'aula seminari del Dipartimento di Matematica dell'Università di Pisa, si terranno i seguenti seminari: 10:30 Olga Aryasova (Institute of Geophysics, National Academy of Sciences of Ukraine): A representation for the derivative with respect to the initial data of the solution of an SDE with non-regular drift 11:30 E. Orsingher (Roma Sapienza): Random flights Tutti gli interessati sono invitati a partecipare. m. _______________________________________________ abstract Aryasova We consider a multidimensional SDE with an identity diffusion matrix and a drift vector being a bounded measurable vector field. According to [Ver81] there exists a unique strong solution to such an equation. Recently the Sobolev differentiability of the solution with respect to the initial data was proved under rather weak assumptions on the drift (c.f. [Fed13,Moh12]). If the drift coefficient is smooth the derivative can be represent as a solution of an integral equation. For non-regular drift in dimension one such a representation was obtained using the local time of the initial process (see [Ary12,Att10]). It is well known that the solution does not have a local time at a point in multidimensional situation. We obtained the representation of the derivative using the theory of continuous additive functionals developed by Dynkin [Dyn63]. This method can be considered as a generalization of the local time approach to the multidimensional case. [Ary12] O. V. Aryasova and A. Yu. Pilipenko, On properties of a flow generated by an SDE with discontinuous drift, Electron. J. Probab. 17:no. 106, 1--20, 2012. [Att10] S. Attanasio, Stochastic flows of diffeomorphisms for one-dimensional {SDE} with discontinuous drift, Electron. Commun. Probab. 15:no. 20, 213--226, 2010. [Dyn63] E. B. Dynkin, Markov Processes, Fizmatlit, Moscow, 1963. [Translated from the Russian to the English by J. Fabius, V. Greenberg, A. Maitra, and G. Majone. Academic Press, New York; Springer, Berlin, 1965. vol. 1, xii + 365 pp.; vol. 2, viii + 274 pp.]. [Fed13] E. Fedrizzi and F. Flandoli, Hölder flow and differentiability for {SDE}s with nonregular drift, Stochastic Analysis and Applications, 31(4):708--736, 2013. [Moh12] S. E. A. Mohammed, T. Nilssen, and F. Proske, Sobolev differentiable stochastic flows of SDE's with measurable drift and applications, arXiv:1204.3867. [Ver81] A. Y. Veretennikov, On strong solutions and explicit formulas for solutions of stochastic integral equations, Math. USSR Sborn, 39(3):387--403, 1981. _______________________________________________ abstract Orsingher In this talk we present different types of random flights and examine their dynamics, probability laws and governing equations. We first consider the telegraph process (a random flight on the line), discuss its distribution, the connections with the telegraph equations, the first-passage time and the limiting case. We consider also the asymmetric telegraph process and its reduction to the symmetric one by means of relativistic transformations. Planar motions with a finite number of directions (in particular, four orthogonal directions) and an infinite number of directions, chosen at Poisson times with uniform law, are examined and several explicit distributions derived. A particular attention is devoted to the second model, where conditional and unconditional distributions are presented and the related equation of damped planar vibrations probabilistically derived. Random flights in R^d are subsequently considered and characteristic functions of the position of moving particles performing the random flights, obtained. The cases d = 2, d = 4, are investigated in detail. We present random flights in R^d with Dirichlet joint distribution for displacements, hyper-spherical uniform law for the orientation of steps and with a fractional Poisson number of changes of direction. Two types of fractional extensions of the above material are presented. The first one is obtained by considering Dzerbayshan-Caputo types of time- fractional derivatives. The second fractional extension is obtained by considering fractionalisation of Klein-Gordon equations and by applying the McBride approach to fractional powers of Bessel-type operators.

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Mini corso "Interest Rates Modelling", SNS Pisa
by Giacomo Bormetti 04 Feb '14

04 Feb '14

Il giorno venerdì 21 Febbraio presso la Scuola Normale Superiore, Andrea Pallavicini (Banca IMI, Imperial College) terrà un mini-corso dal titolo "Interest-Rates Modelling in Collateralized Markets with Multiple Yield Curves". Segue il programma: Aula Fermi (Palazzo della Carovana), 10:00 – 12:00 The Money Market: central bank and interbank market reference rates The Credit Crunch and the Raising of the Basis Aula Dini (Palazzo Castelletto), 14:00 – 16:00 Pricing in Collateralized Markets: discounting and forwarding curves The HJM Framework: single-curve and multiple-curve modeling Tutti gli interessati sono invitati a partecipare. Saluti, Giacomo

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risk and stochastics conference 2014, LSE (fwd)
by Tiziano Vargiolu 04 Feb '14

04 Feb '14

---------- Forwarded message ---------- Date: Mon, 3 Feb 2014 21:12:10 +0000 From: L.Campi(a)lse.ac.uk To: vargiolu(a)math.unipd.it Subject: risk and stochastics conference 2014, LSE Dear All On behalf of the organising committee, I invite you to the LSE Risk and Stochastics Conference 2014. The conference will take place on Thursday 24 and Friday 25 April 2014 in lecture theatre EAS.E171 in the East Building. This year?s speakers are: Beatrice Acciaio (LSE) Mathias Beiglb?ck (University of Vienna) Bruno Bouchard (University Paris Dauphine) Jaksa Cvitanic (Caltech) Chrsistoph Czichowsky (LSE) Stefano De Marco (?cole Polytechnique) Vladimir Kaishev (Cass Business School) Goran Peskir (University of Manchester) Philip Protter (Columbia University) Halil Mete Soner (ETH Z?rich) Conference website homepage: http://www.lse.ac.uk/statistics/events/SpecialEventsandConferences/Risk-and… Conference website programme and abstracts: http://www.lse.ac.uk/statistics/events/SpecialEventsandConferences/Risk-and… If you would like to attend, please register at: http://eshop.lse.ac.uk/browse/extra_info.asp?compid=1&modid=2&deptid=221&ca… The event is free for everyone, but registration is essential. Registration via LSE eShop is preferred, but I will accept bookings from LSE students by email if it is more convenient. With kindest regards Luciano Campi Associate Professor Department of Statistics, LSE Please access the attached hyperlink for an important electronic communications disclaimer: http://lse.ac.uk/emailDisclaimer

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Fwd: Fwd: A new professorship on Insurance Mathematics at the University of Ulm (fwd)
by Tiziano Vargiolu 03 Feb '14

03 Feb '14

-------- Messaggio originale -------- Oggetto: A new professorship on Insurance Mathematics at the University of U lm Da: An Chen <an.chen(a)uni-ulm.de> A: An Chen <an.chen(a)uni-ulm.de> CC: Dear colleague, first of all, a late happy new year! I wish all of you a very successful and joyful 2014! Our faculty will post a new permanent professorship (W3) on "Insurance Mathematics". Enclosed please find the detailed descriptions about the position. If you know some one who might be interested in such a positon, please spread the news for me. Many thanks! Best regards, An -- Prof. Dr. An Chen Institute of Insurance Science Faculty of Mathematics and Economics University of Ulm Helmholtzstrasse 20 89069 Ulm Germany Tel: 0049-731-5031183 Fax: 0049-731-5031188 Website: http://www.uni-ulm.de/mawi/ivw/team/

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Avviso di seminario :: Macci@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 03 Feb '14

03 Feb '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 7 Febbraio, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma CLAUDIO MACCI (Dip. di Matematica, Università di Roma Tor Vergata) terrà un seminario dal titolo ASYMPTOTIC RESULTS FOR EMPIRICAL MEANS OF INDEPENDENT GEOMETRIC DISTRIBUTED RANDOM VARIABLES tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti - Fulvio De Santis --- Summary We consider independent geometric distributed random variables which satisfy suitable hypotheses. We study large and moderate deviations for their empirical means, and we illustrate applications of the large deviation results for the weak record values of i.i.d. discrete random variables. Joint work with Barbara Pacchiarotti.

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Fwd: Young Women in Probability
by Mario MAURELLI 01 Feb '14

01 Feb '14

Dear all, I apologize for those who are not interested and for cross-posting. I forward this announcement, received by a friend in Bonn, on the workshop "Young women in probability". Below you find more details. Best regards Mario Maurelli PhD student Scuola Normale Superiore, Pisa On Sat, 01 Feb 2014 09:08:13 +0100 Carina Geldhauser <geldhauser(a)iam.uni-bonn.de> wrote: >ciao Mario, > >Vorrei pubblicizzare la conferenza "Young Women in Probability", organizzata dai miei colleghi a Bonn. >Ti mando l'annuncio, se lo potessi inoltrare ai tuoi compagni, mi farebbe piacere. > >a presto! >Carina > > > > >******** > > >YOUNG WOMEN IN PROBABILITY 2014 > >Dates : Monday 26th - Wednesday 28th May 2014 > >Place : University of Bonn > >Description : The aim of this workshop is to provide a platform for young female researchers in Probability (PhD students and postdocs), to present their work in an environment which can cultivate collaborations. > >Plenary speakers : >N. Gantert, TU München, Germany >B. de Tilière, Paris 6, France >A. Winter, Universität Duisburg-Essen, Germany > >We invite young female researchers to submit abstracts for contributed talks by March 15. >Financial support is available. > >For further information please visit : >http://www.iam.uni-bonn.de/ywip2014/ > >Organizers : >Loren Coquille, Janna Lierl > >Contact address: ywip2014(a)iam.uni-bonn.de > > >-- >Carina Geldhauser >Institute for Applied Mathematics >Bonn University >Endenicher Allee 60, 53115 Bonn >phone: +49 (0)228 73 3190 >web: http://wt.iam.uni-bonn.de/geldhauser >

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Fwd: IHP TRIMESTER : Disordered systems, random spatial processes and some applications/ Systèmes désordonnés, processus spatiaux aléatoires et certaines applications
by Cristian Giardina 31 Jan '14

31 Jan '14

---------- Forwarded message ---------- From: random15 <random15(a)ihp.fr> Date: Thu, Jan 30, 2014 at 1:46 PM Subject: IHP TRIMESTER : Disordered systems, random spatial processes and some applications/ Systèmes désordonnés, processus spatiaux aléatoires et certaines applications To: Cristian Giardina <cristian.giardina(a)unimore.it> Dear Colleague, It is our pleasure to announce a programme on "Disordered systems, random spatial processes and some applications" organized by the Emile Borel Centre from the Henri Poincare Institute in Paris from January 5th to April 3rd, 2015. Organizers: J-P. Bouchaud, P. Contucci, C. Giardina, P. Nolin, V. Sidoravicius, V. Vargas Information on the programme can be found on: www.ihp.fr/en/CEB/T1-2015 or *random15.dm.unibo.it/ <http://random15.dm.unibo.it/>* * Registration is free and recommended* *to participate to:* - the trimester + workshops on: www.ihp.fr/en/program/13698/colloques/register - workshop(s) only on: www.ihp.fr/en/program/13698/colloques/register/nosignupprogram *BE CAREFUL:* *Deadline to apply for financial support is June 2nd**, 2014.* At the beginning of the programme a one week pre school will take place at the CIRM Marseille "Introductory school at CIRM" and 3 workshops will be organized during the trimester: Statistical physics methods in social and economic systems Spin glasses, random graphs and percolation Interacting particles systems and non-equilibrium dynamics We are looking forward to welcoming you! PS: do not hesitate to forward this email to your colleagues. **************************************************** Cher Collegue, Nous avons le plaisir de vous annoncer l organisation d un programme sur les " Systemes desordonnes, processus spatiaux aleatoires et certaines applications" au Centre Emile Borel de l Institut Henri Poincare a Paris, du 5 janvier au 3 avril 2015. Les organisateurs: J-P. Bouchaud, P. Contucci, C. Giardina, P. Nolin, V. Sidoravicius, V. Vargas Vous pouvez consulter le programme a l adresse suivante: www.ihp.fr/fr/CEB/T1-2015 ou directement a cette adresse: *random15.dm.unibo.it/ <http://random15.dm.unibo.it/>* *L inscription au programme est gratuite et recommandee **sur l adresse suivante:* - pour le trimestre + conferences: www.ihp.fr/fr/program/13698/colloques/register - ou uniquement pour le/les conferences: www.ihp.fr/fr/program/13698/colloques/register/nosignupprogram *Attention:* *Date limite pour les supports financiers: 2 juin 2014* Le trimestre debutera par une pre ecole d une semaine au CIRM de Marseille. Pendant ce trimestre, 3 conferences seront organisees: Statistical physics methods in social and economic systems Spin glasses, random graphs and percolation Interacting particles systems and non-equilibrium dynamics C est avec plaisir que nous vous accueillerons a Paris. PS: merci par avance de bien vouloir transmettre ce courriel a vos collegues. -- Claire Berenger Organisation Assistant random15(a)ihp.fr CNRS UPMC - Institut Henri Poincare Centre Emile Borel 11, rue Pierre et Marie Curie - 75005 Paris Bureau 206 Tel: 01 44 27 67 64 Fax: 01 44 07 09 37www.ihp.fr Decouvrez la chaine de l'institut Henri Poincare<http://www.youtube.com/user/PoincareInstitute> <http://www.youtube.com/user/PoincareInstitute>.

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Avviso di Seminario -- Dott. Robert Knobloch
by Federico Polito 31 Jan '14

31 Jan '14

****************************************************** SEMINARI DI PROBABILITA' E STATISTICA DIPARTIMENTO DI MATEMATICA G. PEANO UNIVERSITA' DEGLI STUDI DI TORINO ****************************************************** Lunedì 10 Febbraio alle ore 15 in Aula S presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, il Dott. ROBERT KNOBLOCH (Department of Mathematics -- Saarland University) terrà un seminario dal titolo "An Itō type formula and related properties for convoluted Lévy processes" Abstract: In this talk we derive moment and path properties as well as an Itō type formula for a large class of convoluted Lévy processes M(t) that in particular contains fractional Lévy processes. To this end we make use of the S-transform, which is defined as the expectation under a suitable change of measure and results in Hitsuda-Skorokhod integrals appearing in our main results. For the general version of our Itō type formula we assume that the underlying Lévy process has a nontrivial Gaussian component and use this assumption to prove that the characteristic function of M(t), under the aforementioned changed measure, has nice integrability properties. This enables us to weaken the conditions in the Itō type formula compared to related results in the literature. Tutti gli interessati sono invitati a partecipare. Federico Polito -- Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy

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Fwd: Workshop "Teorie Matematiche della Crisi"
by marina pireddu 30 Jan '14

30 Jan '14

Cari Colleghi, vi segnaliamo il workshop "Teorie Matematiche della Crisi" che si terrà in Bicocca i prossimi 6 e 7 Febbraio. Trovate il programma in allegato. Tutti gli interessati sono invitati a partecipare. Un caro saluto, Marina Pireddu ed Ahmad Naimzada

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PhD position with deadline tomorrow
by Camilla Pisani 30 Jan '14

30 Jan '14

PhD position in Lund with deadline tomorrow: http://www.lunduniversity.lu.se/o.o.i.s?id=24914&Dnr=575675&Type=E _____________________ Camilla Pisani HPCFinance project-Phd student Aarhus University Business and Social Sciences Fuglesangs Allé 4 8210 Aarhus V, Denmark T: +45 87166015 M: cpisani(a)econ.au.dk W: http://au.dk/en/ cpisani(a)econ.au.dk [bslogo_mail_equis_stor_uk] Business and Social Sciences is a broad business school constituting one of four new main academic areas at Aarhus University. Business and Social Sciences is the largest university unit within business and social sciences in Denmark, encompassing a wide range of academic disciplines, outstanding research environments and strong degree programmes.

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course at GSSI L'Aquila
by davide gabrielli 29 Jan '14

29 Jan '14

The course of Maria Eulalia Vares: TOPICS IN SPECIAL INTERACTING PARTICLE SYSTEMS will start Tuesday February 4 at 16 pm and will continue up to February 27 with the following timetable: Tuesday: 16-18 Wednesday: 9-11 Thursday: 9-11 At Gran Sasso Science Institute, L'Aquila

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Seminario Probabilità a Roma Tre il 04-02-2014
by pietro caputo 29 Jan '14

29 Jan '14

Seminario di Probabilità a Roma Tre Alexandre Stauffer (University of Bath) Titolo: Mixing time of random walks on dynamical percolation Martedi' 04 Febbraio 2014 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 211 Largo San L. Murialdo,1 Abstract We study the behavior of random walk on dynamical percolation. In this model, the edges of a graph G are either open or closed and refresh their status at rate mu while at the same time a random walker moves on G at rate 1 but only along edges which are open. On the d-dimensional torus with side length n, we prove that in the subcritical regime, the mixing times is of order n^2/mu. We also obtain results concerning mean squared displacement and hitting times.This is a joint work with Yuval Peres and Jeff Steif.

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Re: [Random] JoMaC - Call-for-Paper for Special Issue (fwd)
by Tiziano Vargiolu 28 Jan '14

28 Jan '14

---------- Forwarded message ---------- Date: Mon, 27 Jan 2014 15:39:37 +0100 From: paolo pellizzari <paolop(a)unive.it> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: AW: JoMaC - Call-for-Paper for Special Issue caro Tiziano, please circulate the following call for paper http://www.springer.com/business+%26+management/accounting/journal/187: for a special issue "Simulation in Management Accounting and Management Control" of JoMaC. Details and deadlines in the attached file. grazie e saluti, paolo pellizzari -- Dept. of Economics Ca' Foscari University of Venice - ITALY email: paolop(a)unive.it http://virgo.unive.it/paolop @paolopellizzari Gli uomini son bestie rare, son capitomboli di allegria, sono carretti da trascinare, sono gomitoli di fantasia. (Scraps Orchestra, "Rosso di sera")

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Correzione data - Seminario I. Crimaldi
by alessandra bianchi 27 Jan '14

27 Jan '14

Giovedì 6 febbraio, alle ore 15:00, presso l'aula Seminario VII del Dipartimento di Matematica di Padova la Prof.ssa Irene Crimaldi (IMT Lucca) terra' il seguente seminario TITLE: Asymptotic Results for some Preferential Attachment Models with Random Weights ABSTRACT: Various asymptotic results will be shown for the "randomly reinforced" versions of three popular models: Polya urn, Poisson-Dirichlet sequence and Indian buffet process. The main central limit theorem will be stated for an arbitrary sequence of real random variables. Indeed, although this result has been thought for urn problems, it deals with the general problem of the rate of convergence of predictive distributions and empirical distributions for dependent data. The main references are: - P. Berti - I. Crimaldi - L. Pratelli - P. Rigo, "A central limit theorem and its applications to multicolor randomly reinforced urns", J. Appl. Probab., 48(2), 527-546 - P. Berti - I. Crimaldi - L. Pratelli - P. Rigo, "Central limit theorems for multicolor urns with dominated colors", Stochastic Processes and their Applications, 120(8), 1473-1491 - F. Bassetti - I. Crimaldi - F. Leisen, "Conditionally identically distributed species sampling sequences", Adv. Appl. Probab., 42(2), 433-459 - P. Berti - I. Crimaldi - L. Pratelli - P. Rigo, "Central limit theorems for an Indian buffet model with random weights", forthcoming in Annals of Applied Probability -- Alessandra Bianchi Dip. di Matematica Pura e Applicata 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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Seminario di Probabilità - Università di Padova
by alessandra bianchi 27 Jan '14

27 Jan '14

Ho il piacere di invitarvi al seguente seminario, che si terrà mercoledì 5 febbraio, alle ore 15:00, nell'aula 1BC45 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Prof.ssa Irene Crimaldi AFFILIATION: IMT- Institute for advanced studies -Lucca TITLE: Asymptotic Results for some Preferential Attachment Models with Random Weights ABSTRACT: Various asymptotic results will be shown for the "randomly reinforced" versions of three popular models: Polya urn, Poisson-Dirichlet sequence and Indian buffet process. The main central limit theorem will be stated for an arbitrary sequence of real random variables. Indeed, although this result has been thought for urn problems, it deals with the general problem of the rate of convergence of predictive distributions and empirical distributions for dependent data. The main references are: - P. Berti - I. Crimaldi - L. Pratelli - P. Rigo, "A central limit theorem and its applications to multicolor randomly reinforced urns", J. Appl. Probab., 48(2), 527-546 - P. Berti - I. Crimaldi - L. Pratelli - P. Rigo, "Central limit theorems for multicolor urns with dominated colors", Stochastic Processes and their Applications, 120(8), 1473-1491 - F. Bassetti - I. Crimaldi - F. Leisen, "Conditionally identically distributed species sampling sequences", Adv. Appl. Probab., 42(2), 433-459 - P. Berti - I. Crimaldi - L. Pratelli - P. Rigo, "Central limit theorems for an Indian buffet model with random weights", forthcoming in Annals of Applied Probability -- Alessandra Bianchi Dip. di Matematica Pura e Applicata 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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Seminario di Fabio Gobbi a Bologna
by giacomo.scandolo＠univr.it 27 Jan '14

27 Jan '14

Il giorno Giovedì 30 Gennaio 2014, alle ore 14:30 presso la sede di Prometeia (sala grande, primo piano) via G.Marconi 43, Bologna si terrà il Seminario del Dott. Fabio Gobbi Dipartimento di Scienze Statistiche, Università di Bologna Titolo: C-CONVOLUTION AND ITS APPLICATION TO FINANCE Abstract In ﬁnancial applications is interesting to determine the distribution function of the sum of two random variables X and Y in the case where they are dependent. We address the problem using the convolution operator which recovers the distribution of X+Y when a copula function C describes the dependence structure and the marginal distributions of the two r.vs. are given. Nevertheless, almost all the ﬁnancial data are generated by stochastic processes. Our C-convolution approach allows to build dependent increments processes since setting X = X(t-1) − and Y = DX, their sum is X_t . In this framework we model the dependence structure between the level of the process and its next increment. From an empirical point of view, ﬁnancial data are time series and the econometric analysis is provided by the concept of conditional copula introduced by Patton (2006) which allows us to deﬁne the conditional 𝐶-convolution as a data generating process. We estimate such a model by a three-stage maximum likelihood method and we provide some asymptotic results of this estimator. An immediate ﬁnancial application of such a method is given by a copula-based model to recover the distribution of actively managed funds. The analysis is based on a general representation of the Henriksson Merton (1981) model, in which the forecasting ability of the asset manager is modeled with a copula function (linking the forecasts of the asset manager and actual market movements). This is a convolution-based copula yielding at the same time the marginal distribution of the return on the managed fund and the dependence structure between the managed fund and the market. The model is very well suited to estimate and simulate the conditional distribution of managed funds.

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Avviso di seminario :: Ventura@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 27 Jan '14

27 Jan '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 31 Gennaio, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma LAURA VENTURA (Dip. di Scienze Statistiche, Università degli Studi di Padova) terrà un seminario dal titolo PSEUDO-LIKELIHOODS FOR BAYESIAN INFERENCE tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti - Fulvio De Santis --- Summary In the presence of models with complicated dependence structures, of multidimensional nuisance parameters, or of model miss-specifications, both frequentist and Bayesian inference may encounter some theoretical and computational difficulties, since the ordinary likelihood may be too difficult or even impractical to compute. In order to take into proper account such difficulties, it is possible to consider surrogates of the original likelihood, which produce the wide class of the so-called pseudo-likelihoods. In this talk we review the properties and applications of the so-called pseudo-posterior distributions, i.e. posterior distributions derived from the combination of a pseudo-likelihood function with suitable prior information. Some examples are illustrated.

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Fwd: [stoch-ned-l] Workshop Population Dynamics and Statistical Physics in Synergy
by Cristian Giardina 25 Jan '14

25 Jan '14

---------- Forwarded message ---------- From: Koorn, P.M. <Koorn(a)eurandom.tue.nl> Date: Fri, Jan 24, 2014 at 3:26 PM Subject: [stoch-ned-l] Workshop Population Dynamics and Statistical Physics in Synergy To: "stoch-ned-l(a)science.uu.nl" <stoch-ned-l(a)science.uu.nl> We would like to announce the upcoming workshop on Population Dynamics and Statistical Physics in Synergy To be held at Eurandom, Eindhoven, the Netherlands Date: August 25-29, 2014 More information on http://www.eurandom.nl/events/workshops/2014/Population_Dynamics/Population… On behalf of the organizers, Patty Koorn Eurandom P.O.Box 513 (MF 4.081) 5600 MB EINDHOVEN The Netherlands tel. +31 40 247 81 00 e-mail koorn(a)eurandom.tue.nl www.eurandom.tue.nl (mon+wed 8.30-16.30; thu+fri 8.30-15.00) _______________________________________________ stoch-ned-l mailing list SMS-VvS+OR/ Section Mathematical Statistics of The Netherlands Society for Statistics and Operations Research. stoch-ned-l(a)science.uu.nl http://mailman.science.uu.nl/mailman/listinfo/stoch-ned-l

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mini workshop on risk measures in Bicocca
by Fabio Bellini 25 Jan '14

25 Jan '14

Il giorno martedì 28 gennaio dalle ore 14.30 alle ore 17.30, presso la aula seminari del Dipartimento di Statistica e Metodi Quantitativi della Università di Milano Bicocca, al quarto piano dell'edificio U7, si terrà un mini-workshop su "New trends in risk measures". Programma dettagliato: 14.30 - 15.30 Johanna Ziegel, Università di Berna "Coherence and elicitability" http://arxiv.org/pdf/1303.1690.pdf 15.30 - 16.30 Valeria Bignozzi, ETH Zurich "How superadditive can a risk measure be?" http://www.math.uwaterloo.ca/~wang/papers/2014WBT.pdf 16.30 - 17.30 Elisa Mastrogiacomo, DISMEQ "Portfolio optimization with quasiconvex risk measures" http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2282472 Tutti gli interessati sono invitati a partecipare. Saluti Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini

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Re: [Random] Announcement for a spring school: CREMMA (fwd)
by Tiziano Vargiolu 22 Jan '14

22 Jan '14

Apologies for cross-postings. 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 -------------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Wed, 22 Jan 2014 11:48:26 +0000 (GMT) From: anis lasmar <anis_lasmar(a)yahoo.fr> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Subject: Re: Announcement for a spring school: CREMMA Dear Sir The University of Maine, The faculty of Science of Tunis and Laboratory of Mathematical Modeling and Numeric in Engineering Sciences "LAMSIN" organize the fourth spring school of the Euro-Mediterranean Research Center for Mathematics and its Applications. The lectures are devoted to Recent Advances in Math Financial and Insurance. The school will take place in the National Engineering School of Tunis ( ENIT), from March the 17th to the 28th. For registration and more information please visit the following link: http://www.lamsin.tn/CREMMA/Fourth-School.html Agenda March 17th-21st, 2014 - NizarTOUZI (EcolePolytechniquede Paris, France) Viscosity solutions for path dependent PDEs and application to Finance. - Xiaolu TAN (University of Paris-Dauphine, France ) The optimal transport and application to Finance. March 22, 2014: day of lectures. March 24th-28th, 2014 - Nicole EL KAROUI (University of Pierre et Marie Curie, Paris, France): Applications to the longevity and population dynamics. - Monique JEANBLANC (Universit?d'Evry Val d'Essonne ): Applications to problems of default and credit. - Alexandre BOUMEZOUEDD (University of Pierre et Marie Curie, Paris): The Poisson process, its simulation, random measures and point processes. Thank you for disseminating the information. Best regards, Mohamed Anis BEN LASMAR Enseignant/Chercheur Laboratoire de Mod?lisation Math?matique et Num?rique pour les Sciences de l'Ing?nieur Ecole Nationale d'Ing?nieurs de Tunis Universit? de Tunis El Manar BP 37, 1002 Tunis Le Belv?d?re, Tunisie E-mail: anis_lasmar(a)yahoo.fr mohamedanis.benlasmar(a)lamsin.rnu.tn

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Avviso di mini-corso :: Iacus@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 20 Jan '14

20 Jan '14

----------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s o ----------------------------------------------------------------------------- Lunedì, 27 Gennaio, ore 14:00 - 18:00 Martedì, 28 Gennaio, ore 9:00 - 13:00 ----------------------------------------------------------------------------- Aula VII (piano terra) Dipartimento di Scienze Statistiche Sapienza Università di Roma STEFANO IACUS (Dep. of Economics, Management and Quantitative Methods, University of Milan & R Core Team) terrà un mini-corso rivolto principalmente (ma non solo) agli studenti di dottorato dal titolo SIMULATION AND INFERENCE FOR STOCHASTIC DIFFERENTIAL EQUATIONS IN R WITH APPLICATIONS TO FINANCE Il corso è gratuito ma, dato il numero limitato di posti disponibili in aula, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form on line: http://goo.gl/RrCdVm Entro Giovedì 23/1 verrà inviata conferma dell'effettiva disponibilità del posto richiesto all’indirizzo email fornito. Ovviamente “first come, first served”, con possibile piccolo bias in favore di studenti di dottorato. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Alessandro De Gregorio, Pierpaolo Brutti, Fulvio De Santis --- Syllabus del corso The course plan to cover the following topics: > Simulation of solutions of stochastic differential equations. > Quasi–maximum likelihood estimation. > Model selection. > Analysis of financial time series. > Clustering of financial time series. > Change point analysis for the volatility in stochastic differential equations. Students are required to have basic knowledge of the R statistical package and come with a pre–installed version of the software and of the Yuima package on their machines. Preliminary notions on SDEs are welcome. Lectures will be based on the following books: > Iacus, S.M. (2011). Option Pricing and Estimation of Financial Models with R. John Wiley & Sons. > Iacus, S.M. (2008). Simulation and Inference for Stochastic Differential Equations: with R examples. Springer. but extract of the parts relevant to the course, will be distributed during the lectures along with exercise sheets.

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Incontro su SDE con memoria e argomenti correlati
by Giovanni Zanco 19 Jan '14

19 Jan '14

Segnalo che martedì 21 e mercoledì 22 gennaio si terrà presso il dipartimento di Matematica dell'Università di Pisa (aula seminari) un incontro informale su equazioni differenziali stocastiche con memoria e argomenti correlati, durante il quale verranno presentati risultati recenti su SDE path-dependent, SDE con ritardo e calcolo stocastico via regolarizzazione in spazi di Banach. Sono previsti i seguenti seminari: *Martedì 21 gennaio:* *15.00* - B. Goldys - *Convergence of ARMA and GARCH processes to stochastic differential equations with memory;* *15.35* - M. Rosestolato - TBA; *16.10* - S. Federico - *Directional regularity and verification theorems for optimal control problems with delay;* *17.15* - F. Masiero - *Some results on HJB equations related to problems with delay;* *17.50* - G. Zanco - *An infinite dimensional approach to path-dependent Kolmogorov's equations.* *Mercoledì 22 gennaio:* *09.30* - C. Di Girolami - *Basis Banach space valued calculus via regularization and Fukushima-Dirichlet decomposition for window processes;* *10.05* - F. Russo - *On Kolmogorov type equations associated with frames of diffusion processes in relation with calculus via regularization;* *11.25* - A. Cosso - *Strong-viscosity solutions to path-dependent PDEs.* -- Giovanni Zanco Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5, 56127 Pisa Room 302 +39 050 2213 237 zanco(a)mail.dm.unipi.it giovanni.zanco(a)gmail.com

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[Recall] Nicola Bruti-Liberati Prize [2013] (fwd)
by Tiziano Vargiolu 18 Jan '14

18 Jan '14

Apologies for cross-postings. 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 -------------------------------------------------------------------------- -------- Messaggio originale -------- Oggetto: [Recall] Nicola Bruti-Liberati Prize [2013] Data: Fri, 17 Jan 2014 18:28:42 +0100 Mittente: qfinlab(a)polimi.it A: undisclosed-recipients:; The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the 2013 Nicola Bruti Liberati Prize (III edition) which is to be awarded annually for a doctoral thesis in all subjects of Mathematical Finance, such as, but not limited to: Derivative Pricing, Computational Finance, Econometrics and Statistical Methods applied to Finance, Risk Analysis, Portfolio Optimization, Probability Methods in Finance, and Numerical Methods in Finance. Nicola obtained an undergraduate degree from Bocconi University (2001) in Mathematical Finance. He died in 2007 in a traffic accident in Sydney, while he was completing his PhD thesis at the University of Technology. At that time, he was also cooperating with the Quantitative Finance group of the Department of Mathematics of the Politecnico di Milano. In order to commemorate Nicola, his family and the Department of Mathematics of the Politecnico di Milano offer an annual prize of E3.000 for the best doctoral thesis to be selected by a Committee appointed by the Bachelier Finance Society. Theses defended in 2011, 2012 or 2013 must be submitted no later than January 31st, 2014. The call for scholarship can be downloaded from the QFinLab web-site (www1.mate.polimi.it/qfinlab) ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Seminario di Probabilità - Università di Padova
by alessandra bianchi 17 Jan '14

17 Jan '14

Ho il piacere di invitarvi al seguente seminario che si terrà venerdì 31 gennaio, alle ore 14:30, nell'aula 2AB45 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. Speaker: Dott. Tal Orenshtein Affiliation: Department of Mathematics, University of Munich Title: Excitements in one dimension Abstract: Excited random walk (also called Cookie walk) is a self interacting discrete time stochastic process on graphs so that the transition probability is given not only by the location, but also by the number of past visits to that location. We shall discuss some old and new results on the one-dimensional lattice case, which has a special structure. Joint with Gideon Amir and Noam Berger. -- Alessandra Bianchi Dip. di Matematica Pura e Applicata 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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seminario del Prof. Ivan Gentil a Pavia - messaggio corretto
by Carbone Raffaella 17 Jan '14

17 Jan '14

Cari colleghi, il giorno martedì 21 gennaio 2014, alle ore 15, presso la sala conferenze dell'IMATI-CNR di Pavia, il Prof. Ivan Gentil (University of Lyon 1) terrà il seminario dal titolo *Contraction in Wasserstein distance for Markov diffusion semigroups * nell'ambito del Seminario di Matematica Applicata (IMATI-CNR e Dipartimento di Matematica, Pavia). Abstract : Under curvature condition the Wasserstein distance has some contraction properties between two solutions of the heat equation (on a manifold for instance). We investigate how the dimension appears in the contraction inequality. (Mi scuso per il doppio messaggio) -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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seminario del Prof. Ivan Gentil a Pavia
by Carbone Raffaella 17 Jan '14

17 Jan '14

Cari colleghi, presso la sala conferenze dell'IMATI-CNR di Pavia, il Prof. Ivan Gentil (University of Lyon 1) terrà la conferenza dal titolo *Contraction in Wasserstein distance for Markov diffusion semigroups * nell'ambito del Seminario di Matematica Applicata (IMATI-CNR e Dipartimento di Matematica, Pavia). Abstract : Under curvature condition the Wasserstein distance has some contraction properties between two solutions of the heat equation (on a manifold for instance). We investigate how the dimension appears in the contraction inequality. -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Energy Finance 2014 conference first announcement
by Tiziano Vargiolu 13 Jan '14

13 Jan '14

---------- Forwarded message ---------- Date: Fri, 3 Jan 2014 15:59:05 -0700 From: EF14 <info(a)energyfinance2014.org> Subject: Energy Finance 2014 conference first announcement Conference first announcement, apologies for cross-posting. ____________________________________________________________________________ Energy Finance 2014 (EF14) ____________________________________________________________________________ The next Energy Finance conference will be held on September 24 - 26, 2014, in Erice, Italy. The conference aim is to bring together academicians, practitioners and students interested in the last developments of quantitative analysis, risk management and mathematical modelling of energy markets and related subjects. You can find more information about EF14 in the conference website energyfinance2014.org. Sincerely, the EF14 Organizing Committee. View of the Tyrrhenian coast from the Erice Conference Center [index.php?option=com_acymailing&ctrl=stats&mailid=12&subid=898&no_html=1]

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Avviso di seminario :: Farcomeni@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 13 Jan '14

13 Jan '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 17 Gennaio, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma ALESSIO FARCOMENI (Dip. Sanità Pubblica e Malattie Infettive, Sapienza Università di Roma) terrà un seminario dal titolo GENERALIZED LINEAR MIXED MODELS BASED ON LATENT MARKOV HETEROGENEITY STRUCTURES tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti - Fulvio De Santis --- Summary Latent Markov models (LM) can be seen as a flexible device for taking into account time-varying subject-specific unobserved heterogeneity. In the basic LM, a random intercept is flexibly allowed to evolve over time. The available formulations of mixed LM often assume that any additional random effect is time-constant, with few specific exceptions. In this work we formulate a mixed latent Markov model in which all random effects may freely evolve over time. The size of the parameter space is controlled with the possibilities of assuming block independence of random effects, and/or that groups of random effects may share some or all aspects of their distribution. Parameter estimation is carried out with a simple expectation maximization strategy, analogous to that used for the basic latent Markov model, after an adaptation of the usual forward backward recursions and a parsimonious representation of the expected complete likelihood. Standard errors are derived using Oakes' identity. Dependence among random effects is summarized using Watanabe's total correlation and described with log-odds ratios and higher-order log-linear interactions. We illustrate with an original application to the relationship between health literacy and depression in a panel of adolescents. In this example subjects are clustered in schools, which leads to high-dimensional multivariate time-varying random effects.

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Avviso di seminario - Dott. D'Ovidio
by Federico Polito 09 Jan '14

09 Jan '14

****************************************************** SEMINARI DI PROBABILITA' E STATISTICA DIPARTIMENTO DI MATEMATICA G. PEANO UNIVERSITA' DEGLI STUDI DI TORINO ****************************************************** Venerdì 17 Gennaio alle ore 15 in Aula C presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, il Dott. MIRKO D'OVIDIO ("Sapienza" Università di Roma) terrà un seminario dal titolo FRACTIONAL CAUCHY PROBLEMS ON S^2_1 AND COORDINATES CHANGED RANDOM FIELDS In allegato l'abstract del seminario. Tutti gli interessati sono invitati a partecipare. Federico Polito -- Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy federico.polito(a)unito.it phone: +39 011 6702937

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Avviso di seminario :: Karachanskaya@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 09 Jan '14

09 Jan '14

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Martedì 14 Gennaio, ore 10:30am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma ELENA KARACHANSKAYA (Pacific National University, Khabarovsk) terrà un seminario dal titolo THE INVARIANT METHOD IN THE THEORY OF STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPLICATIONS FOR THE CONTROL PROGRAM PROBLEMS tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Pierpaolo Brutti --- Summary We consider two types of invariants (geometric and integral), which are connected with the theory of stochastic differential equations (SDEs). The geometric invariants are the fixed length of a random chain and the constant radius of a sphere, which is the surface for random walks (for example, in the case of a turning diffusion). The integral invariants are represented as integrals of kernel functions of integral invariants on the whole space. These kernel functions are solutions of SDEs, which were obtained and discussed. Furthermore, kernel functions will be used for deriving the first global stochastic integral, for constructing the program control (with probability one) for stochastic dynamical systems on deterministic manifold based on Brownian motion with Poisson jumps, and for obtaining the Kolmogorov equations.

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secondo annuncio: mini corso del Prof. Gentil a Pavia
by Carbone Raffaella 09 Jan '14

09 Jan '14

Cari colleghi, vi ricordiamo che il prof. Ivan Gentil (Université Lyon 1) terrà, presso il Dipartimento di Matematica dell'Università di Pavia, un mini-corso dal titolo The Bakry-Emery condition applied to the functional inequality and contraction in Wasserstein distance Abstract : During the lessons we would like to introduce the Bakry-Emery condition in the Euclidean space R^n and also in a Riemannian manifold. First we study the two classical examples: the Euclidean Heat semigroup and the Ornstein-Uhlenbeck semigroup. Then we define the general setting: a Markov semigroup associated to the Gamma and the Gamma-2 operators. Under the Bakry-Emery condition we obtain coercive inequalities which implies for instance functional inequality such as Poincaré or logarithmic-Sobolev inequalities. The last part of the course is devoted to the contraction in wasserstein distance under the Bakry-Emery condition. Orario (provvisorio): ore 11-13 nei giorni 14, 15, 17, 20, 22, 24 gennaio 2014.

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de Finetti Risk seminar - gennaio 2014
by Emanuela Rosazza Gianin 08 Jan '14

08 Jan '14

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture PREFERENCE TO DIVERSIFICATION: DIFFERENT BUT INTRICATE DIMENSIONS OF UNCERTAINTY AVERSION Samuel Drapeau ABSTRACT We study the preferences of agents for diversification and better outcomes when they are facing both, in Frank Knight's formulation, measurable as well as unmeasurable uncertainty. Following Anscombe and Aumann, such a situation can be modeled by preferences expressed on stochastic kernels, that is scenario dependent lotteries. By means of automatic continuity methods based on Banach-Dieudonné's Theorem on Fréchet spaces, we provide a robust representation. This gives us some insight into the nature of uncertainty aversion these preferences are expressing. We further investigate under which conditions these two intricate dimensions of uncertainty can be disentangle into a distributional uncertainty, in the direction of von Neumann and Morgenstern's theory, and a probability model uncertainty, in the spirit of risk measures. These results allow in particular to address both Allais as well as Elsberg's paradox. LOCATION: The seminar will be held on Wednesday, 15 January, at 18.00 at Aula di Rappresentanza, Department of Mathematics, Milano University, Via Saldini 50, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Simone Cerreia-Voglio (Univ. Bocconi) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 - 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Reminder IWFOS 2014
by Aldo Goia 07 Jan '14

07 Jan '14

*Call for Papers - Reminder* *3rd International Workshop on* *Functional and Operatorial Statistics* Stresa (Italy) – June 19 – 21, 2014 Web-Site: http://iwfos2014.unipmn.it Apologies for cross-posting. Dear Colleagues, Dear Friends, We wish to remind the deadlines for submitting an extended abstract for the 3rd International Workshop on Functional and Operatorial Statistics. *January 15, 2014* Submission deadline. *March 31, 2014* Notification of Acceptance. *April 15, 2014 * Revised submission deadline. We welcome proposals addressing “infinite dimensional statistical problems or methods” with special emphasis on: · Statistical modelling for functional variables · Functional Data Analysis · Operator-based Statistics · Background for Statistics in Infinite-Dimensional spaces · High-Dimensional Statistics · Machine Learning *PROCEEDINGS* A book of proceedings (published with ISBN by Società Editrice Esculapio) will be given at each participant. *SPECIAL ISSUE* Best new advances on the prioritized areas of the meeting could be submitted to the Special Issue *Statistical models and methods for high or infinite dimensional spaces* on* Journal of Multivariate Analysis*. A full reviewing process according the standards of JMVA will be made. For further information visit: http://www.journals.elsevier.com/journal-of-multivariate-analysis/call-for-… *CONTACTS* Dipartimento di Studi per l’Economia e l’Impresa (Di.S.E.I.) Università del Piemonte Orientale Via Perrone, 18 – 28100 Novara (Italy) fax: +39 0321 375305 - e-mail: iwfos2014(a)unipmn.it web-site: http://iwfos2014.unipmn.it Thank you for your attention, Hoping see you in Stresa, Sincerely Yours, On behalf of the organizers, Aldo Goia Ernesto Salinelli Philippe Vieu ======================================================= IWFOS.2014 Secretary Dipartimento di Studi per l'Economia e l'Impresa Università del Piemonte Orientale Via Perrone, 18 - 28100 Novara (Italy) iwfos2014(a)unipmn.it

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GSSI Colloqium in Probability]
by davide gabrielli 07 Jan '14

07 Jan '14

---------- Forwarded message ---------- From: errico presutti <errico.presutti(a)gmail.com> Date: 2014/1/6 Subject: francis Comets *GSSI Colloquia in Probability* The series will start with a conference held by *Prof. F. Comets* (Paris VII) who will talk on: ``*An overview of directed polymers in random environment'*' on Thursday January 9 at 16.00 in the Aula Magna of GSSI (Gran Sasso Science Institute, L'Aquila) -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Seminario Prof.ssa Youngna Choi @ SNS Pisa
by Giacomo BORMETTI 07 Jan '14

07 Jan '14

Buongiorno a tutti, vi segnalo il seminario della Prof.ssa Youngna Choi della Montclair State University che si terrà a Pisa presso la Scuola Normale Superiore il prossimo 9 Gennaio alle ore 13:00 in Aula Bianchi. Seguono titolo e abstract. Titolo: Financial Instability Contagion: a Dynamical Systems Approach Abstract: We build a multi-agent dynamical system for the global economy to investigate and analyze financial crises. The agents are large aggregates of a subeconomy, and the global economy is a collection of subeconomies. We use well-known theories of dynamical systems to represent a financial crisis as propagation of a negative shock on wealth due the breakage of a financial equilibrium. We first extend the framework of the market instability indicator, an early warning signal defined for a single economy as the spectral radius of the Jacobian matrix of the wealth dynamical system. Then, we formulate a quantitative definition of instability contagion in terms thereof. Finally, we analyze the mechanism of instability contagion for both single and multiple economies. Our contribution is to provide a methodology to quantify and monitor the level of instability in sectors and stages of a structured global economic model and how it may propagate between its components. Tutti gli interessati sono cordialmente invitati.

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LEZIONE INAUGURALE XXIX CICLO DELLA FORMAZIONE DOTTORALE
by Julia Mortera 06 Jan '14

06 Jan '14

Dottorato in "Economia e Metodi Quantitativi" giovedì 9 gennaio 2014, ore 15.00-18.00 Sala delle lauree, Dipartimento di Economia, Università degli Studi Roma Tre Via Silvio D'Amico 77, 00145 Roma */LEZIONE INAUGURALE XXIX CICLO DELLA FORMAZIONE DOTTORALE/* ore 14.45: Caffè di benvenuto ore 15.00: Saluti e introduzione *Silvia Terzi*- Direttore Dipartimento di Economia *Julia Mortera*-- Dipartimento di Economia ore 15.30:Lezione inaugurale** *Søren Johansen *-- Professor of Econometrics, Department of Economics, University of Copenhagen /Cointegration in the vector autoregressive model/^ ore 16.30:Discussion ore 17:15:Coffee Break ore 17:30*Katarina Juselius *--Professor of Economics, Department of Economics, University of Copenhagen /Challenges for Macroeconomic Theory/ ore 18:00//Discussion *Abstracts* // /*Cointegration in the vector autoregressive model*/ An overview of results for the cointegrated VAR model for nonstationary I(1) variables is given. The emphasis is on the analysis of the model and the tools for asymptotic inference. The results are illustrated by a few examples. A number of extensions of the theory are pointed out.// */Challenges for Macroeconomic Theory/* Standard macroeconomic models were not able to foresee our recent crisis nor have they been very useful for guiding us out of the subsequent long recession. Most of the economics profession has, therefore, acknowledged the need for a new research vision in macroeconomics and macrofinance. This talk discusses a number of challenges and argues that we need theoretical models that can capture the full dynamics of financial market behavior and its interrelatedness with the real economy as well as empirical models that can take such models to the data without compromising high scientific standards. How to combine these two goals is the subject of the talk. -- Prof.ssa Julia Mortera Dipartimento di Economia Università Roma Tre Via Silvio D'Amico 77 00145 Roma Tel: +39 06 57335732 Fax: +39 06 57335771 http://dipeco.uniroma3.it/docenti.asp?id=123# --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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3rd Carlo Alberto Stochastics Workshop - Program
by Matteo Ruggiero 24 Dec '13

24 Dec '13

***************************************************************** WORKSHOP - COLLEGIO CARLO ALBERTO ***************************************************************** The "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) is pleased to announce that the program for the 3rd CARLO ALBERTO STOCHASTICS WORKSHOP: ALGEBRAIC STATISTICS II is now available. The details about oral and poster presentations can be consulted at the page http://www.carloalberto.org/research/statistics-initiative/events/3rd-carlo… The workshop aims at presenting some of the latest advances on Algebraic Statistics, and will be held on January 10-11, 2014 at Collegio Carlo Alberto, Moncalieri. Best regards and happy holidays, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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Fwd: [ccfz] Lectureship in Financial Mathematics at DCU (fwd)
by Tiziano Vargiolu 23 Dec '13

23 Dec '13

----- Forwarded message from paolo.guasoni(a)dcu.ie ----- Date: Fri, 20 Dec 2013 15:31:32 +0000 From: Paolo Guasoni <paolo.guasoni(a)dcu.ie> Subject: [ccfz] Lectureship in Financial Mathematics at DCU To: st-net(a)mailbox.tu-dresden.de, Random Random <random(a)webmail.mate.polimi.it>, siam-fme <siam-fme(a)siam.org>, stoch-ned(a)lists.imstat.org, ccfz(a)lists.math.ethz.ch, fps(a)lists.imstat.org Dear Colleague, Dublin City University has a Lecturer vacancy in Financial Mathematics: http://www4.dcu.ie/hr/vacancies/current.shtml Please draw this to the attention of potential candidates. The closing date for applications is January 12th. With best wishes of Happy Holidays, Paolo Guasoni -- *Email Disclaimer"This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Any unauthorised dissemination, distribution or copying of this message and any attachments is strictly prohibited. If you have received this e-mail in error, please notify the sender and delete the message. Any views or opinions presented in this e-mail may solely be the views of the author and cannot be relied upon as being those of Dublin City University. E-mail communications such as this cannot be guaranteed to be virus-free, timely, secure or error-free and Dublin City University does not accept liability for any such matters or their consequences. Please consider the environment before printing this e-mail."S?anadh R?omhphoist"T? an r?omhphost seo agus aon chomhad a sheoltar leis faoi r?n agus is lena ?s?id ag an seola? agus sin amh?in ?. T? cosc ioml?n ar scaipeadh, dh?ileadh n? ch?ipe?il neamh?daraithe ar an teachtaireacht seo agus ar aon cheangalt?n at? ag dul leis. M? t? an r?omhphost seo faighte agat tr? dhearmad cuir sin in i?l le do thoil don seolt?ir agus scrios an teachtaireacht. D?fh?adfadh s? gurb iad tuairim? an ?dair agus sin amh?in at? in aon tuairim? no dearctha? at? curtha i l?thair sa r?omhphost seo agus n?or ch?ir glacadh leo mar thuairim? n? dhearctha? Ollscoil Chathair Bhaile ?tha Cliath. N? ghlactar leis go bhfuil cumars?id r?omhphoist den s?rt seo saor ? v?reas, in am, sl?n, n? saor ? earr?id agus n? ghlacann Ollscoil Chathair Bhaile ?tha Cliath le dliteanas in aon ch?s den s?rt sin n? as aon iarmhairt a d?eascr?dh astu. Cuimhnigh ar an timpeallacht le do thoil sula gcuireann t? an r?omhphost seo i gcl?."* ----- End forwarded message ----- ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Public competition Ricercatore a tempo determinato tipo B - settore 13/D1 Statistica
by Patrizia Piacentini 20 Dec '13

20 Dec '13

Public competition for the recruitment of 1 fixed term researcher position in Statistics, with a three-year, full-time non renewable contract, as by the art. 24, comma 3, letter b of the Law 30 December 2010, n. 240 Department of Statistical Sciences University Selection Group 13/D1- Statistics, profile: ssd SECS-S/01 Statistics and ssd SECS-S/02 Statistics for experimental and technological research Requirements: The Department of Statistical Sciences of the University of Padova invites candidates active in the area of Statistics to apply for a tenure-track position at the assistant professor level. The post is for a three-year period, non-renewable. The research activity will concern statistical models and methods for dealing with large and complex data sets. It will focus in particular on methods for the analysis of multivariate and longitudinal data from biological and technological research questions. Practical implementation of the methods and development of the necessary software will also be required. The total teaching duties, including lectures, tutorials, student training, exams, etc, amount to 350 hours per year. A maximum of 80 hours of classroom teaching will be required. Maximum number of publications to be presented: 12 (twelve), including doctoral thesis if presented. Foreign language which will be subject to assessment at the oral examination: English. The candidate may request to carry out the discussion of qualifications and publications in English. Foreign applicants must demonstrate a good level of Italian proficiency. Applications can ONLY be submitted following the procedure in the announcement (in Italian), see http://www.unipd.it/procedure-concorsuali-ricercatori-di-tipo-b

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Mathematical modelling in mining industry (fwd)
by Tiziano Vargiolu 19 Dec '13

19 Dec '13

---------- Forwarded message ---------- Date: Wed, 18 Dec 2013 23:09:40 +1100 From: Juri Hinz <Juri.Hinz(a)uts.edu.au> To: "vargiolu(a)math.unipd.it" <vargiolu(a)math.unipd.it> Subject: Mathematical modelling in mining industry Dear Tiziano, could you please help distributing this advertisement? Thank you very much! Best wishes, Juri ------------------------------- Associate Professor Juri Hinz University of Technology Sydney PO Box 123, Broadway NSW 2007 Australia Phone: 9514 2252 Room: CB01.1550 Fax: +61 2 95142260 Email: juri.hinz(a)uts.edu.au ______________________________ Mathematical modelling in mining industry The UTS School of Mathematical Sciences and CSIRO Computational Informatics are seeking a PhD student to undertake research on optimisation in planning and management of minerals extraction and processing under uncertainty. The successful applicant will be awarded a highly competitive $30,000 per annum scholarship plus access to the unique doctoral training program under the auspices of the Industry Doctoral Training Centre in Mathematics and Statistics (visit http://www.gradschool.uts.edu.au/atn/ for more information). Australia has the world?s largest reserves of mineral sands, brown coal, nickel, lead, silver, uranium, iron ore, zinc and other minerals. Australia is ideally positioned within Asia?Pacific, the fastest growing region in the world. Unprecedented demand for commodities from the region has driven high levels of investment in minerals exploration and project developments. Australia?s abundant mineral resources, advanced mining equipment, technology and services industry, and proximity to the rapidly growing markets, have made it a world leading mining nation. The challenges of modern mining industry include a need for sophisticated technologies to extract minerals from low?grade ores, managing labour cost and increasingly focus on environmental sustainability. The costs associated with processing technologies must account for high level of uncertainty resulting from market conditions and ore quality. These risk factors have a significant impact on the profitability of mining projects, whose optimization focuses on correct choice of both, the operating policy and long?term strategic decisions. In this framework, optimising investments and decision?making are challenging and interesting stochastic control problems. This project focuses on mathematical models and efficient methods for numerical treatment of control problems arising in the decision?making process in the minerals industry. On practical side, these models and methods are of crucial importance for individual policy optimization. On the theoretical side, this research offers a unique opportunity to break in into a highly interesting, versatile and active area of modern mathematics, where practical questions challenge cutting?edge theoretical approaches. Being placed between real option theory, quantitative risk management, and Markov decision theory, the potential impact of this work is substantial and can position the student extremely well, beyond the award of a PhD degree. The quantitative known?how in these field provides an ideal starting point for both a future work in the financial industry, consultancies, minerals business and/or a career in academia. This PhD research project is a collaborative arrangement between UTS and CSIRO and will be supervised by A/Professor Juri Hinz (UTS) and Dr Tanya Tarnopolskaya (CSIRO). Selection Criteria 1. First class honours or equivalent in mathematics or other relevant discipline. 2. Demonstrated academic ability in statistics, stochastic processes and model implementation. 3. Sound knowledge of computer languages, at least one from C++, R, Mat lab, Python, Java How to apply Please send an email to both supervisors: Juri.Hinz(a)uts.edu.au Tanya.Tarnopolskaya(a)csiro.au ------------------------------- UTS CRICOS Provider Code: 00099F DISCLAIMER: This email message and any accompanying attachments may contain confidential information. If you are not the intended recipient, do not read, use, disseminate, distribute or copy this message or attachments. If you have received this message in error, please notify the sender immediately and delete this message. Any views expressed in this message are those of the individual sender, except where the sender expressly, and with authority, states them to be the views of the University of Technology Sydney. Before opening any attachments, please check them for viruses and defects. Think. Green. Do. Please consider the environment before printing this email.

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mini corso prof. Ivan Gentil a Pavia
by Carbone Raffaella 19 Dec '13

19 Dec '13

Cari colleghi, vi annunciamo che il prof. Ivan Gentil (Université Lyon 1) terrà, presso il Dipartimento di Matematica dell'Università di Pavia un mini-corso dal titolo The Bakry-Emery condition applied to the functional inequality and contraction in Wasserstein distance Abstract : During the lessons we would like to introduce the Bakry-Emery condition in the Euclidean space R^n and also in a Riemannian manifold. First we study the two classical examples: the Euclidean Heat semigroup and the Ornstein-Uhlenbeck semigroup. Then we define the general setting: a Markov semigroup associated to the Gamma and the Gamma-2 operators. Under the Bakry-Emery condition we obtain coercive inequalities which implies for instance functional inequality such as Poincaré or logarithmic-Sobolev inequalities. The last part of the course is devoted to the contraction in wasserstein distance under the Bakry-Emery condition. Orario (provvisorio): ore 11-13 nei giorni 14, 15, 17, 20, 22, 24 gennaio 2014. -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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[Fwd: BCAM International call for researchers]
by Tiziano Vargiolu 19 Dec '13

19 Dec '13

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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Biometrical Journal, Special Issue on "Models for continuous data with a spike at zero"
by Pierpaolo Brutti 16 Dec '13

16 Dec '13

...ricevo e inoltro... ### APOLOGIES FOR CROSS_POSTING #### The Biometrical Journal is a leading journal in biometry. It is calling for papers for a special issue on "Models for continuous data with a spike at zero". Zero-inflation models for count data have a long history and a huge amount of published research exists to the topic. In fact, the Biometrical Journal has contributed numerous papers to this area since zero-inflated count data are a prominent problem in the life-sciences. See, for example, the September 2013 issue of the Biometrical Journal. In this call, we would like to draw the attention of the research community to another prominent problem in the life sciences: continuous data with a spike at zero. The extra-zeros can arise out of many reasons and it is not necessarily clear how they could be handled. A frequent problem is the occurrence of data below a limit of detection (LOD). In these cases, it might be reasonable to treat them as left-censored. A further modeling alternative could be that of employing so called two-step models, where at the first stage a binary variable describes whether or not the observed value is above the limit of detection while, at the second stage, a continuous variable is used to describe positive measurements. In other cases, it is less clear how to approach the problem. For example, consider the consumption of alcohol measured on a continuous scale. Then, there is a spike at zero representing the non-drinkers. The zeros are neither left-censored nor interval-censored. Here, there are at least two problems involved. For one, the quantity of interest is bounded below, and for two, the zeros create a single mass distribution. A further empirical application where extra-zeros may arise is when modeling length of stay in hospital admissions. This is frequently modeled following a count data approach, although the underlying quantity is continuous. In length-of-stay situations, day surgery patients may be classified as having a null length of stay but, for administrative purposes, it could be necessary for them to be considered together with in-hospital patients whose length of stay is positive. Hence, we have a continuous quantity bounded below by zero and a spike at zero. In a regression context, we also think that these spikes could occur on the left-hand side of a regression equation as well as on the right-hand side, i.e. for the dependent (outcome) and the independent (predictor) variables With this call for submissions we are looking for novel contributions presenting • authentic continuous data with excess-zeros • novel statistical approaches to handle these issues. • up-to-date case studies which address the above issues and are of interest for the biometric community. . Authors, who are not sure whether their problems and ideas fall under the call or not, may approach the Editors with an initial draft of the paper. All submitted papers under this call will undergo the standard review process of the journal. The deadline for papers for this call is May 31, 2014. The special issue is handled through the website of the Biometrical Journal and is handled as any other paper submitted to the journal except that the editing and the review process is handled by the Special Issue Editors Dankmar Böhning and Marco Alfó. Please submit your manuscript at is http://mc.manuscriptcentral.com/biomj To submit to the special issue login at MC (manuscript central), indicate at Step 1 that the submission is to a special issue and at Step 4 of the submission process enter "ZERO I" in the Special Issue Information field. Submitted manuscripts should comply with the instructions for authors of Biometrical Journal which you find on the Biometrical Journal homepage using the link to the Author Guidelines.

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Fwd: Fwd: [dynlist]--CRM-PISA Junior Visiting Program (fwd)
by Tiziano Vargiolu 13 Dec '13

13 Dec '13

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Re: [Random] probability hiring (fwd)
by Tiziano Vargiolu 13 Dec '13

13 Dec '13

---------- Forwarded message ---------- Date: Thu, 12 Dec 2013 18:58:19 -0500 From: Alberto Bressan <bressan(a)math.psu.edu> ============================================================================== Subject to availability of funding, the Penn State Mathematics Department will seek to fill openings for S. Chowla Research Assistant Professors and for tenure and tenure track faculty positions. Tenure or Tenure Track Faculty Position Candidates from all areas of mathematics will be considered. There may be up to three positions in the area of Probability. A Ph.D. degree or its equivalent is required. Online application via www.mathjobs.org is strongly preferred. Review of applications will begin November 15, 2013 and will continue until positions are filled. Required application materials include: --Online application --At least three reference letters, one of which should address in detail the candidate's abilities as a teacher --Curriculum Vitae --Publication List --Research Statement --Teaching Statement Persons who are unable to apply using the mathjobs.org website or who do not wish to do so may send application materials to: Search Committee Department of Mathematics Penn State University 107 McAllister Building University Park, PA 16802 We encourage applications from individuals of diverse backgrounds. Penn State is committed to affirmative action, equal opportunity, and the diversity of its workforce. =============================================================================

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Seminario KLEIJN
by Matteo Ruggiero 13 Dec '13

13 Dec '13

**************************************************************** STATISTICS SEMINARS - COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 20 dicembre 2013 alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Bas KLEIJN (University of Amsterdam) TESTABILITY AND CONSISTENCY Abstract: Bayesian consistency theorems come in (at least) three distinct types, e.g. Doob's prior-almost-sure consistency on Polish spaces, Schwartz's Hellinger consistency with KL-priors and the `tailfree' weak consistency of Dirichlet posteriors. In this talk we ask the question how these notions of convergence are related and argue that one characterises them most conveniently using test sequences. We investigate the differences between uniform, point-wise and almost-sure testing, prove Doob-type posterior consistency theorems in various model topologies and consider hypothesis testing problems like Cover's rational mean problem (Cover, 1973). To achieve frequentist posterior consistency, we combine almost-sure tests with a prior condition that generalises Schwartz's KL-condition and is conjectured also to accomodate `tailfree' behaviour like that of Dirichlet posteriors. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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Modifica orario- Seminario F. Martinelli
by alessandra bianchi 10 Dec '13

10 Dec '13

Martedi' 17 dicembre 2013 alle ore 16 presso l'aula 1BC50 del Dipartimento di Matematica di Padova il Prof. Fabio Martinelli (Dip. di Matematica, Universita' di Roma Tre) terra' il seguente seminario Title: Time scales separation and dynamical heterogeneities in the East model. Abstract: The East model is a finite linear Markov chain of 0-1 spins, evolving according to a very simple rule: i) with rate 1 and independently for each vertex, a new value 1/0 is proposed with probability 1-q and q respectively; ii) the proposed value is accepted iff the spin immediately to the left is 0. The model and its generalizations play an important role as models of the dynamics of real glasses. The parameter q, which turns out to be the density of the zeros (the facilitating spins) in the stationary measure, is assumed to be very small. In the physical literature this setting corresponds to a low temperature case. We will examine the problem of dynamic heterogeneity, i.e. non-trivial spatio-temporal fluctuations of the local relaxation to equilibrium. A key result will be a very precise computation of the relaxation time of the chain as a function of q and of its length, which uses induction on length scales on one hand and a novel algorithmic lower bound on the other. Our findings reject non rigorous approaches based on numerical simulations. We will conclude with a conjecture due to D. Aldous and P. Diaconis about the scaling limit of the East chain as q-->0. Joint work with A. Faggionato and P. Chleboun -- Alessandra Bianchi Dip. di Matematica Pura e Applicata 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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Post-Doc position in Modena
by Cristian Giardina 10 Dec '13

10 Dec '13

*---------------------------------------------------------* *1 Post-doctoral fellowship for 2014-2015* Announcement: The University of Modena and Reggio Emilia has an open call for 1 Post-doctoral position (1+1 year) funded by the Italian Ministry of Education and Research in the framework of the FIRB project “Stochastic processes in interacting particle systems: duality, metastability and applications” (www.stochastics.unimore.it/firb) Short description: The candidate is expected to work on interacting particle systems, with emphasis on non-equilibrium processes and population dynamics, including their algorithmic aspects. Specific research topics include Markov stochastic processes (both diffusions and jump processes) and large deviations theory. The aim is to develop probabilistic tools, such as duality theory, for the analysis of stochastic processes in the context of mathematical population genetics and its applications to importance sampling algorithms with cloning. Job requirements: - Early stage researcher with background in mathematical physics, probability, statistical mechanics; - PhD in Mathematics or PhD in Physics (obtained or soon to be obtained); - shaped scientific personality, independent thinker; - author of recent publications on peer-reviewed international journals; - strong theoretical background but also an interest in application-oriented research. Salary: 27.429 euros (gross) per year. Application: The deadline for application is January 7th, 2014 and the position has to start before February 28th, 2014. Interested candidates can contact Prof. Cristian Giardina’ (cristian.giardina(a)unimore.it, +39 338 6115896). They are welcome to ask questions when filling in the application form. Please also include in your application the contact information of two researchers who are acquainted with your previous work. The call (english version) is available at: http://www.ufficioselezioneassunzione.unimore.it/site/home/assegni-di-ricer… The call (italian version) is available at: http://www.ufficioselezioneassunzione.unimore.it/site/home/assegni-di-ricer…

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Seminario di Probabilità - Università di Padova
by alessandra bianchi 09 Dec '13

09 Dec '13

Ho il piacere di invitarvi al seguente seminario che si terrà martedì 17 dicembre 2013 alle ore 15 nell'aula 1BC50 del Dipartimento di Matematica di Padova. Speaker: Prof. Fabio Martinelli , Dip. di Matematica, Università di Roma Tre Title: Time scales separation and dynamical heterogeneities in the East model. Abstract: The East model is a finite linear Markov chain of 0-1 spins, evolving according to a very simple rule: i) with rate 1 and independently for each vertex, a new value 1/0 is proposed with probability 1-q and q respectively; ii) the proposed value is accepted iff the spin immediately to the left is 0. The model and its generalizations play an important role as models of the dynamics of real glasses. The parameter q, which turns out to be the density of the zeros (the facilitating spins) in the stationary measure, is assumed to be very small. In the physical literature this setting corresponds to a low temperature case. We will examine the problem of dynamic heterogeneity, i.e. non-trivial spatio-temporal fluctuations of the local relaxation to equilibrium. A key result will be a very precise computation of the relaxation time of the chain as a function of q and of its length, which uses induction on length scales on one hand and a novel algorithmic lower bound on the other. Our findings reject non rigorous approaches based on numerical simulations. We will conclude with a conjecture due to D. Aldous and P. Diaconis about the scaling limit of the East chain as q-->0. Joint work with A. Faggionato and P. Chleboun -- Alessandra Bianchi Dip. di Matematica Pura e Applicata 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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Avviso di seminario :: DiSerio@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 09 Dec '13

09 Dec '13

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 13 Dicembre, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma CLELIA DI SERIO (Centro Universitario di Statistica per le Scienze Biomediche, Università Vita-Salute San Raffaele) terrà un seminario dal titolo INVESTIGATING TUMOR DORMANCY WITH FRAILTY tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti - Fulvio De Santis --- Summary A non-negligible percentage of cancer patients relapse after years or decades after surgical removal of the primary tumor. This phenomenon is not following a random memory-less process and its timing is reflected in hazard rates, with respect to both relapse and mortality, showing multimodal shapes. From a biomedical perspective, such a behavior may be explained by tumor dormancy, i.e. for some patients microscopic tumor foci may remain asymptomatic for a prolonged time interval and, when they escape from dormancy, micrometastatic growth results in a clinical disease appearance. The activation of the growth phase at different metastatic states would explain the occurrence of metastatic recurrences and mortality at different times (multimodal hazard). We place this phenomenon in the framework of survival frailty models. We propose a new statistical approach which models the risk function by considering possible effects of Gamma frailty and compound Poisson fraity in acting on components of the hazard function. Thus, the individual hazard rate is the product of a random frailty variable and the sum of basic hazard rates. The basic hazard rates correspond to micrometastatic developments starting from different initial states. The frailty variable represents the heterogeneity between patients with respect to relapse, which might be related to unknown mechanisms that regulate tumor dormancy. The model is applied to analyze the mortality of patients in a large breast cancer dataset. We show how this framework can appropriately model the tumor dormancy phenomenon and possibly improve the understanding of this biological process.

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Statistica Open Data e Società - Milano, 13 dicembre 2013
by Consonni Guido 06 Dec '13

06 Dec '13

Al termine dell'iniziativa "Statistica Open Data e Società", concorso a premi promosso dal Dipartimento di Scienze statistiche dell'Università Cattolica del Sacro Cuore in collaborazione con il Comune di Milano, nell'ambito delle celebrazioni per l'Anno Internazionale della Statistica, http://convegni.unicatt.it/meetings_2471.html<http://convegni.unicatt.it/meetings_2471.html,>, <http://convegni.unicatt.it/meetings_2471.htmlsi> si segnala l'evento "Come Open Data e Statistica possono aiutarci a conoscere e migliorare la società", in programma per venerdì 13 dicembre alle ore 18.00 presso l'Acquario Civico di Milano, nel corso del quale saranno premiati i vincitori. La partecipazione è libera, ma per motivi organizzativi si prega di segnalarla inviando una mail a dip.scienzestatistiche(a)unicatt.it<mailto:dip.scienzestatistiche@unicatt.it>. Di seguito il programma e altre informazioni. Venerdì 13 dicembre 2013, ore 18:00, Acquario Civico, Viale Gadio, 2 - Milano Saluti e introduzione: Cristina TAJANI Assessore alle Politiche per il lavoro, Sviluppo economico, Università e ricerca Guido CONSONNI Presidente della Giuria "Statistica, Open Data e Società", Università Cattolica del Sacro Cuore Alessandro ROSINA Direttore del Laboratorio di Statistica applicata alla decisioni economico-aziendali, Università Cattolica del Sacro Cuore Interventi: Nicola TORELLI Presidente della Società Italiana di Statistica, Marco ALFIERI Direttore de Linkiesta Presentazione dei prodotti vincitori del Contest "Statistica, Open Data e Società" Consegna dei premi da parte di Nunatac e Synergia Conclusioni: Cristina TAJANI Assessore alle Politiche per il lavoro, Sviluppo economico, Università e ricerca Brindisi finale

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Post-doc a Lione
by Francesco Caravenna 05 Dec '13

05 Dec '13

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %% Post-doc positions - Mathematics and Computer Science in Lyon (labex MILYON) %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% See: http://milyon.universite-lyon.fr/offres-de-post-docs/2-post-doctoral-positi… Offer: MILYON (the Laboratoire d'Excellence "Mathématiques et Informatique à Lyon") offers four post-doctoral positions in mathematics and two in computer science for the academic year 2014-2015, to be held at the Unité de Mathématiques Pures et Appliquées or at the Laboratoire de l'Informatique du Parallélisme (École Normale Supérieure de Lyon), or at the Institut Camille Jordan (Université Claude Bernard Lyon 1). These are research-only appointments (without teaching). They are typically for two years, with possible renewal for a third year subject to review. The salary will be 2100 euros per month, with benefits including health insurance and social coverage. Funds will also be provided for traveling and inviting collaborators. Full description: More information can be found on the website of MILYON which contains links to the above three departments. It is requested to contact the colleagues in Lyon who are closest to your specialty. Eligibility: For holders of a Ph.D in mathematics or computer science obtained before October 1st, 2014. Deadline: Applications must be complete (including all reference letters) by: Wednesday, January 15th, 2014, at 17:00 (Lyon local time). How to apply? Applications must be submitted via the online form: http://math.univ-lyon1.fr/limesurvey/index.php?sid=32222&lang=en Requested items: Requested items: - a curriculum vitae; - a list of publications; - a scientific project (around two pages) specifying members of MILYON with whom you plan to interact primarily; - a short letter by a local mentor from Labex MILYON; - two detailed recommendation letters by scientists, not members of MILYON (one of them can be the thesis adviser). Contact: Administrative contact: Carine Sevestre <sevestre(a)math.univ-lyon1.fr> Only for scientific matters: Francis FILBET <filbet(a)math.univ-lyon1.fr>

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Corso al GSSI L'Aquila
by davide gabrielli 05 Dec '13

05 Dec '13

Presso il Grans Sasso Science Institute il giorno lunedi 8 dicembre alle ore 9 iniziera' il corso: Antonio Galves : "Context tree model selection with applications to neuro-sciences" e proseguira' fino a giovedi 19 dicembre con il seguente orario: Lunedi, Mercoledi e Giovedi dalle 9 alle 11 Martedi dalle 14 alle 16 -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Seminario al SSSI
by davide gabrielli 05 Dec '13

05 Dec '13

AVVISO DI SEMINARIO AL GSSI - L'Aquila Giovedi 12 dicembre prossimo alle ore 16 presso il Gran Sasso Science Institute il *Prof. Paolo Dai Prà* terrà un seminario dal titolo: *Strategic interaction in trend-driven dynamics* *Abstract*: We propose a stochastic dynamics in which N agents update their state simultaneously but not independently. At each time step agents aim at maximizing their individual payoff, depending on their action, on the global trend of the system and on a random noise. In the limit of infinitely many agents, a law of large numbers is obtained; the limit dynamics consist in an implicit dynamical system, possibly multiple valued. For a special model, we determine the phase diagram for the long time behavior of these limit dynamics and we show the existence of a phase, where a locally stable fixed point coexists with a locally stable periodic orbit. -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Seminari Yongdai KIM e Li MA
by Matteo Ruggiero 05 Dec '13

05 Dec '13

**************************************************************** STATISTICS SEMINARS - COLLEGIO CARLO ALBERTO **************************************************************** Giovedi' 12 dicembre 2013, a partire dalle ore 11:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terranno i seguenti seminari: h 11.00 Yongdai KIM (Seoul National University) DEVIANCE INFORMATION CRITERIA FOR THE FRAILTY MODEL h 12.00 LI MA (Duke University) ADAPTIVE TESTING OF CONDITIONAL ASSOCIATION THROUGH RECURSIVE MIXTURE MODELING Gli abstracts delle presentazioni possono essere consultati alla pagina http://www.carloalberto.org/events/seminars/statistics/ Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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Summer school ABS14 on Applied Bayesian Nonparametrics
by raffaele argiento 03 Dec '13

03 Dec '13

Care colleghe e colleghi, vi trasmetto in allegato l'annuncio dell'undicesima edizione della scuola estiva ABS14 (Applied Bayesian Statistics). Il tema di quest'anno è "Applied Bayesian Nonparametric". Tutti gli interessati sono pregati di visitare il sito: http://www.mi.imati.cnr.it/conferences/abs14.html Cordialmente, Raffaele Argiento Direttore Esecutivo di ABS14 -- ======================================= Raffaele Argiento IMATI-CNR, Via Bassini 15, 20133 Milano Tel. +39 02 23699529 Fax. +39 02 23699538 e-mail: raffaele(a)mi.imati.cnr.it ========================================

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Saint-Flour 2014
by Marco Romito 02 Dec '13

02 Dec '13

FIRST ANNOUNCEMENT The 44th Saint-Flour Probability Summer School will be held in Saint-Flour on July 15-26, 2014. This year, the three courses will be Sourav Chatterjee: "Topics in concentration of measure and large deviations" Martin Hairer: "Regularity structures" Gregory Miermont: "Aspects of random maps" Further information can be found at http://math.univ-bpclermont.fr/stflour/ Online registration will open in February 2014. You will receive another announcement at that time. Please give the information to anyone else who might be interested. Best regards, The organizing committee Christophe Bahadoran, Arnaud Guillin, Laurent Serlet ------------------------------------------------- For information about the Saint-Flour Probability Summer School http://math.univ-bpclermont.fr/stflour/ mailto:stflour@math.univ-bpclermont.fr

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Fwd: Postdoc position in Berlin (fwd)
by Tiziano Vargiolu 02 Dec '13

02 Dec '13

----- Forwarded message from bank(a)math.tu-berlin.de ----- Date: Mon, 2 Dec 2013 13:56:52 +0100 From: Peter Bank <bank(a)math.tu-berlin.de> Subject: Postdoc position in Berlin To: Peter Bank <bank(a)math.tu-berlin.de> Dear colleague, I am writing to announce a vacancy of a Postdoctoral position for 30 months at TU Berlin in a project on ?Game Options and Markets with Frictions? run jointly with YanDolinsky, Peter Imkeller, and Yuri Kifer. This is a pure research position, ofcourse offering the possibility to teach a course should the successfulapplicant wish to broaden her/his teaching profile. Should you know a suitable candidate for this position (foreseen to be filledin March 2014), I would be grateful if you could forward the attached jobposting. Of course, I will be happy to answer any question an interested candidate mayhave. Thanks a lot for your help, Peter Bank ----- End forwarded message ----- ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Fwd: Postdoc position in Oxford (fwd)
by Tiziano Vargiolu 02 Dec '13

02 Dec '13

----- Forwarded message from jan.obloj(a)maths.ox.ac.uk ----- Date: Mon, 2 Dec 2013 15:05:04 +0000 From: Jan Obloj <jan.obloj(a)maths.ox.ac.uk> Subject: Postdoc position in Oxford To: Jan Obloj <jan.obloj(a)maths.ox.ac.uk> Dear Colleague, I am writing to let you know about a post-doc opening at Oxford. This is a 3 year research position to work with me on topics in Robust Financial Mathematics. More information can be found on: http://www.maths.ox.ac.uk/node/23802 and in the attached further particulars. The position is based in the Mathematical and Computational Finance Group at the Mathematical Institute but also comes with a membership of the Oxford-Man Institute. Successful candidate will have access to a generous travel allowance and other benefits. An opportunity (but no obligation) to do a limited amount of teaching will be offered. I would greatly appreciate if you could advertise this within your group and/or forward directly to any potential candidates. Thank you for your help best regards Jan _________________________ Jan Obloj Mathematical Institute St John's College and Oxford-Man Institute of Quantitative Finance University of Oxford MI, ROQ, Woodstock Road Oxford OX2 6GG +44 1865270124 ----- End forwarded message ----- ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Seminario
by Tiziano Vargiolu 02 Dec '13

02 Dec '13

(scusandomi in anticipo per eventuali ripetizioni) ANNUNCIO DI SEMINARIO Il Prof. GEORGE YIN della Wayne State University di Detroit terra' il seguente seminario il lunedi' 9 dicembre alle ore 11.30 nella sala riunioni del VII piano, scala B, del Dipartimento di Matematica, via Trieste 63, Padova: Titolo: SWITCHING DIFFUSION SYSTEMS AND APPLICATIONS ABSTRACT: Numerous problems in control and optimization require the treatment of systems in which continuous dynamics and discrete events coexist. The discrete component is represented by a random jump process with a finite state space, and the continuous component is the solution of a stochastic differential equation. Seemingly similar to diffusions, the processes have a number of salient features distinctly different from diffusion processes. After providing motivational examples arising from wireless communications, identification, finance, singular perturbed Markovian systems, manufacturing, and consensus controls, we present necessary and sufficient conditions for the existence of unique invariant measure, stability, stabilization, and numerical solutions of control and game problems. Contatto: W. Runggaldier -------------------------------------------------------------------------- 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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faculty positions at all levels for appointment to its mathematics program alla New York University di Abu Dhabi
by Alberto Gandolfi 30 Nov '13

30 Nov '13

http://nyuad.nyu.edu/content/dam/nyuad/departments/faculty-recruitment/docu… NYU Abu Dhabi is currently inviting applications for faculty positions at all levels for appointment to its mathematics program. The competitive candidate will have an outstanding research record, a commitment to excellence in teaching, and a desire to actively engage in the development of this young institution. We encourage applications from candidates in all fields of mathematics, pure and applied. Successful candidates will find a congenial research environment that includes supportive and highly motivated colleagues, access to significant resources, a competitive startup package, and broad opportunities for interdisciplinary research across the different campuses of the NYU system. Successful candidates will also have priority access to the NYU Abu Dhabi High Performance Computing facilities, including the new Butinah cluster with more than 6400 computing cores and a peak performance of 70 TFLOPS. The terms of employment are competitive and include housing and educational subsidies for children. Faculty may also spend time at NYU New York and other sites of the global network, engaging in both research and teaching opportunities. The appointment may begin as soon as September 1, 2014, but candidates can elect to start as late as September 1, 2015. Applications are due by December 15, 2013. Applications received later will be reviewed until the positions are filled. Candidates should submit a curriculum vitae and statements of research and teaching interests. To complete the online process, applicants will be prompted to enter the names and email addresses of at least three referees. Each referee will be contacted to upload their reference letter. Please visit our website at http://nyuad.nyu.edu/about/careers/faculty-positions.html for instructions and other information on how to apply. If you have any questions, please e-mail nyuad.science(a)nyu.edu. NYU Abu Dhabi is an Equal Opportunity/Affirmative Action Employer

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3rd Carlo Alberto Stochastics Workshop - Reminder
by Matteo Ruggiero 28 Nov '13

28 Nov '13

***************************************************************** WORKSHOP - COLLEGIO CARLO ALBERTO ***************************************************************** This is a reminder of the upcoming 3rd CARLO ALBERTO STOCHASTICS WORKSHOP: ALGEBRAIC STATISTICS II organized by the "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) The workshop aims at presenting some of the latest advances on Algebraic Statistics, and will be held on January 10-11, 2014 at Collegio Carlo Alberto, Moncalieri. Deadline for registration: December 15, 2013. Details about registration and abstract submission can be found at the workshop webpage http://www.carloalberto.org/research/statistics-initiative/events/3rd-carlo… Best regards, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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seminario Giovanni Puccetti in Bicocca
by Fabio Bellini 28 Nov '13

28 Nov '13

Il giorno martedì 3 dicembre alle ore 14.30 presso la aula seminari del Dipartimento di Statistica e Metodi Quantitativi della Università di Milano Bicocca, al IV piano dell'edificio U7, il dott. Giovanni Puccetti della Università di Firenze terrà un seminario su The Rearrangement Algorithm: a new tool for computing bounds on risk measures Abstract: We introduce a numerical algorithm which allows for the computation of sharp upper and lower bounds on the Value-at-Risk or on the Expected Shortfall of high-dimensional risk portfolios having fixed marginal distributions. These bounds can be interpreted as a measure of model uncertainty induced by possible dependence scenarios. We also illustrate several recent applications of the algorithm to quantitative risk management and applied probability. Tutti gli interessati sono invitati a partecipare. Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini

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Fwd: [World] One-year postdoc position in combinatorics in Paris
by Gustavo Posta 26 Nov '13

26 Nov '13

Begin forwarded message: > From: Frederique Bassino <Frederique.Bassino(a)lipn.univ-paris13.fr> > Subject: [World] One-year postdoc position in combinatorics in Paris > Date: 26 novembre 2013 14:35:36 GMT+01:00 > To: world(a)alea-research.eu > > One-year Postdoc position at University Paris 13 > in Combinatorics and application to probability and statistical physics. > > > A one-year postdoc position in combinatorics at the University Paris > 13 is available. The position is within the framework of The ALEA > Sorbonne project, which is funded by the IDEX Universite Sorbonne > Paris Cité group members of the CALIN team (LIPN Paris 13), the > Combinatorics and Automata teams (LIAFA Paris Diderot) and the > Probability et Statistics team (LAGA Paris 13) and deals with discrete > random structures coming from theoretical computer science, > probability, or statistical physics. > > Anyone with research interests close to one of the topic above is > welcome to apply. Applicants should have a PhD at the starting date of the post-doc. > > The successful candidate will be appointed by University Paris 13, > will join LIPN (University Paris 13) and collaborate with LIAFA > (University Paris Diderot) and LAGA (University Paris 13). The > position will begin un September or October 2014. > > Applications, including CV, list of publications, research plan and > the names of two references including email addresses, should be sent > before December, 20 to > Frederique Bassino Frederique.Bassino(a)lipn.univ-paris13.fr > Sylvie Corteel corteel(a)liafa.univ-paris-diderot.fr > Philippe Marchal marchal(a)math.univ-paris13.fr > > Later applications will be considered until the position is filled. > > For further information do not hesitate to contact us. > > > -- > Frederique Bassino > > LIPN UMR 7030 Tel: +33 1 49 40 40 84 > Universite Paris 13 - CNRS Institut Galilee Bureau A104 > 99, avenue J.-B. Clement > 93430 Villetaneuse - FRANCE > _______________________________________________ > World mailing list > World(a)alea-research.eu > http://alea-research.eu/cgi-bin/mailman/listinfo/world

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Avviso di seminario :: Sartori@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 25 Nov '13

25 Nov '13

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 29 Novembre, ore 11am ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma NICOLA SARTORI (Dip. di Scienze Statistiche, Università degli Studi di Padova) terrà un seminario dal titolo DIRECTIONAL INFERENCE FOR VECTOR PARAMETERS tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti - Fulvio De Santis --- Summary We consider inference on a vector-valued parameter of interest in a linear exponential family, in the presence of a finite-dimensional nuisance parameter. Based on higher order asymptotic theory for likelihood, we propose a directional test whose p-value is computed using one-dimensional integration. For discrete responses this extends the development of Davison et al. (2006), and some of our examples concern testing in contingency tables. For continuous responses the work extends the directional test of Cheah et al. (1994). Examples and simulations illustrate the high accuracy of the method, which we compare with the usual likelihood ratio test and with an adjusted version due to Skovgaard (2001). In high-dimensional settings, such as covariance selection, the approach works essentially perfectly, whereas its competitors can fail catastrophically. Extensions to non-linear exponential families and to general models are also sketched (joint with A.C. Davison, D.A.S. Fraser, N. Reid).

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Seminario CARON
by Matteo Ruggiero 22 Nov '13

22 Nov '13

**************************************************************** STATISTICS SEMINARS - COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 29 novembre 2013, alle ore 12:00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: François CARON (University of Oxford) A BAYESIAN NONPARAMETRIC MODEL FOR UNDIRECTED AND MULTI-EDGES NETWORKS Abstract: In this talk, I will present ongoing work on a Bayesian nonparametric specification for either undirected or multi-edge directed networks, building on the framework of completely random measures. The formulation allows for an unbounded number of nodes in the network, while encouraging a sparse set of interactions. Importantly, as demonstrated empirically, the model captures salient features of real world networks like power-law degree distributions with possible exponential cut-off in the tails. These properties, in addition to sparsity, are determined by three hyperparameters. I will also discuss an approach for scaling computations to large networks. This is joint work with Emily Fox (University of Washington). Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Il programma dei seminari puo' essere consultato alla pagina http://www.carloalberto.org/events/seminars/statistics/ Cordiali saluti, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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Fwd: IWFOS 2014 - call-for-papers
by Aldo Goia 20 Nov '13

20 Nov '13

*Call for Papers - IWFOS 2014* *3rd International Workshop on * *Functional and Operatorial Statistics* Stresa (Italy) – June 19 – 21, 2014 Web-Site: http://iwfos2014.unipmn.it Apologies for cross-posting. Dear Colleagues, Dear Friends, We are glad in inviting you to participate in the program of the 3rd International Workshop on Functional and Operatorial Statistics by submitting an extended abstract. *CALL FOR PAPERS* We welcome proposals addressing “infinite dimensional statistical problems or methods” with special emphasis on: · Statistical modelling for functional variables, · Functional Data Analysis, · Operator-based Statistics, · Background for Statistics in infinite-dimensional spaces. For this third edition we wish to encourage also contributions in *Machine Learning* and in *High Dimensional Statistics* in order to further relations between all these different fields of modern statistics and to contribute to their future development. The extended abstracts (from 4 to 6 pages) should be formatted according to the author guidelines described in the web-site of the workshop and will have to uploaded using exclusively the dedicated submission form on the web-site. All the submitted works will be reviewed by experts selected by the Scientific Program Committee. The format of the workshop has not parallel sessions, and so a limited number of oral contributions (around 30) will be accepted. In addition, some contributions could also be accepted as posters. *DEADLINES* *January 15, 2014* Submission deadline. *March 31, 2014* Notification of Acceptance. *April 15, 2014 * Revised submission deadline. For organizing requirements, early submissions are encouraged and any postponement will not be granted after 15th January 2014. *INVITED SPEAKERS* · *BOENTE* Graciela (University of Buenos Aires, Argentina) · *CARDOT* Hervé (University of Bourgogne, France) · *FERRATY* Frédéric (University of Toulouse, France) · *van de GEER* Sara (ETH Zentrum, Zürich, Switzerland) · *GUO* Mengmeng (Southwestern University of Finance and Economics, P.R. China) · *HALL* Peter (University of Melbourne, Australia) · *HOERMANN* Siegfried (Université Libre de Bruxelles, Belgique) · *MARRON* Steve (University of North Carolina, USA) · *PATEIRO* Beatriz (University of Santiago de Compostela, Spain) · *SAMWORTH* Richard (University of Cambridge, UK) · *YAO* Fang (University of Toronto, Canada) *Scientific Program Committee* *Co-Chairs* GOIA Aldo (University of Piemonte Orientale, Italy) VIEU Philippe (University of Toulouse, France) *Members of the SPC* ASTON John (University of Warwick, England) DELAIGLE Aurore (University of Melbourne, Australia) CUESTA ALBERTOS Juan A. (University of Cantabria, Santander, Spain) FRAIMAN Ricardo (University of San Andrès, Buenos Aires, Argentina) HARDLE Wolfgang (Humboldt University, Berlin, Germany) HUSKOVA Marie (University of Prague, Czech Republic) van KEILEGOM Ingrid (Catholic University of Louvain, Belgium) KNEIP Alois (University of Bonn, Germany) GONZALEZ MANTEIGA Wenceslao (University of Santiago de Compostela, Spain) MÜLLER Hans George (University of California, Davis, USA) ROMAIN Yves (University of Toulouse, France) SECCHI Piercesare (Politecnico di Milano, Italy) WANG Naisyin (University of Michigan, USA) *Organizing Committee* SALINELLI Ernesto (Chair - University of Piemonte Orientale, Italy) BONGIORNO Enea Giuseppe (University of Piemonte Orientale, Italy) FERRATY Frédéric (University of Toulouse, France) GOIA Aldo (University of Piemonte Orientale, Italy) SANGALLI Laura (Politecnico di Milano, Italy) SARDA Pascal (University of Toulouse, France) VANTINI Simone (Politecnico di Milano, Italy) VIGUIER-PLA Sylvie (University of Toulouse, France) *PUBLICATIONS* A book of proceedings, containing the accepted oral/poster communications, will be given at each participant at the registration desk at the congress venue. This meeting will be the starting point for a Special Issue of the *Journal of Multivariate Analysis*. Best new advances on the prioritized areas of the meeting could be submitted to this Special Issue, but a standard full reviewing process according the standards of JMVA will be made. *CONTACTS* Dipartimento di Studi per l’Economia e l’Impresa (Di.S.E.I.) Università del Piemonte Orientale Via Perrone, 18 – 28100 Novara (Italy) fax: +39 0321 375305 - e-mail: iwfos2014(a)unipmn.it web-site: http://iwfos2014.unipmn.it Thank you for your attention, Hoping see you in Stresa, Sincerely Yours, On behalf of the organizers, Aldo Goia Ernesto Salinelli Philippe Vieu ======================================================= IWFOS.2014 Secretary Dipartimento di Studi per l'Economia e l'Impresa Università del Piemonte Orientale Via Perrone, 18 - 28100 Novara (Italy) iwfos2014(a)unipmn.it web-site: http://iwfos2014.unipmn.it -- Aldo Goia Dipartimento di Studi per l'Economia e l'Impresa Università del Piemonte Orientale "A. Avogadro" Via Perrone, 18 - 28100 Novara Tel. +39 0321 375319 - Fax. +39 0321 375305

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FW: Invitation to Aarhus Quant Factory - week 3, 2014
by Camilla Pisani 20 Nov '13

20 Nov '13

Di seguito inoltro l'invito per l' "Aarhus Quant Factory" che si terrá in Danimarca il prossimo Gennaio. Chiedo gentilmente di diffonderlo a chiunque possa essere interessato. Grazie. _____________________ Camilla Pisani HPCFinance project-Phd student Aarhus University Business and Social Sciences Fuglesangs Allé 4 8210 Aarhus V, Denmark T: +45 87166015 M: cpisani(a)econ.au.dk W: http://au.dk/en/ cpisani(a)econ.au.dk [bslogo_mail_equis_stor_uk] Business and Social Sciences is a broad business school constituting one of four new main academic areas at Aarhus University. Business and Social Sciences is the largest university unit within business and social sciences in Denmark, encompassing a wide range of academic disciplines, outstanding research environments and strong degree programmes. From: phd.econ [mailto:phd.econ-bounces@maillist.au.dk] On Behalf Of Susanne Christensen Sent: 20. november 2013 13:29 To: econ.econ(a)maillist.au.dk Subject: [econphd] [econ] Invitation to Aarhus Quant Factory - week 3, 2014 Dear PhD students, junior faculty and practitioner colleagues, The Finance Research Group at the Department of Economics and Business, Aarhus University hereby invites you to Aarhus Quant Factory<http://econ.au.dk/research/research-groups/finance-research-group-frg/aarhu…>, a series of events with focus on Quantitative Finance. Aarhus Quant Factory will take place at the Department of Economics and Business at Aarhus University, Denmark during January 14-17, 2014 and the scientific program will consist of: · 14 January: Understanding and Managing Model Risk<http://econ.au.dk/research/research-groups/finance-research-group-frg/aarhu…>, Intensive PhD course lectured by Massimo Morini, IMI Bank of Intesa San Paolo. · 15-16 January: Lectures on Capital requirements, Credit Risk, Collateral and Centralized clearing - How to avoid losing billions in fines while running your CVA calculations on an iPad Mini<http://econ.au.dk/research/research-groups/finance-research-group-frg/aarhu…>, Intensive PhD course lectured by Leif Andersen, Bank of America Merril Lynch, and Jesper Andreasen, Danske Bank. · 17 January: Aarhus Quant Day<http://econ.au.dk/research/research-groups/finance-research-group-frg/aarhu…>, Symposium featuring talks given by o Leif Andersen, Bank of America Merril Lynch o Jesper Andreasen, Danske Bank o Rama Cont, Imperial College, London. o Brian Huge, Danske Bank o Jan Kallsen , Christian Albrechts University, Kiel o Vladimir Piterbarg, Barclays o Chris Rogers, University of Cambridge o Wim Schoutens, Catholic University of Leuven A detailed program is attached to this email. Please feel free to distribute this invitation. We look forward to welcoming as many of you as possible. Med venlig hilsen / Best regards Elisa Nicolato Associate Professor T: +45 87164998 M: eln(a)asb.dk<mailto:eln@asb.dk> Thomas Kokholm Associate Professor T: +45 87165216 M: thko(a)asb.dk<mailto:thko@asb.dk> Aarhus University Business and Social Sciences Department of Economics and Business Fuglesangs Allé 4 DK-8210 Aarhus V venlig hilsen / kind regards ________________________________ Susanne Christensen PhD Support Tel.: +45 8716 5121 Mail: sla(a)asb.dk<mailto:sla@asb.dk> http://au.dk/sla@asb.dk Department of Economics and Business Aarhus University School of Business and Social Sciences Fuglesangs Allé 4, 2632/L126 8210 Aarhus V [cid:image001.png@01CEAA29.BFD4F9F0]

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Ph.D. Position at the University of Sussex, UK
by Enrico Scalas 19 Nov '13

19 Nov '13

Car* collegh*, invio questo messaggio con preghiera di ulteriore diffusione. Sto cercando candidature per il seguente progetto di dottorato: PhD studentship on models for non-stationary intra-day financial data. da svolgersi presso il Dipartimento di Matematica dell'Universita' del Sussex. Maggiori informazioni sono disponibili a questi siti: http://www.sussex.ac.uk/study/money/scholarships/pgr2013/view/287 http://www.jobs.ac.uk/job/AHO960/phd-studentship-on-models-for-non-stationa… Per richieste informali si puo' scrivere al sottoscritto: e.scalas(a)sussex.ac.uk Cordiali saluti Enrico Scalas

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Avviso di mini-corso :: Varin@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 19 Nov '13

19 Nov '13

----------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s o ----------------------------------------------------------------------------- Lunedì, 25 November, ore 10:30-12:00 + 15:00-17:00 Martedì, 26 November, ore 10:30-12:00 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma CRISTIANO VARIN (Dep. of Environmental Sciences, Informatics and Statistics, Ca’ Foscari University) terrà un mini-corso rivolto principalmente (ma non solo) agli studenti di dottorato dal titolo ESTENSIONI E MODIFICHE DEL CONCETTO DI VEROSIMIGLIANZA Tutti gli interessati sono invitati a partecipare. ----------------------------------------------------------------------------- Questo corso fa parte delle attività promosse nell’ambito del FIRB Futuro in Ricerca 2012 “Modelli mistura e a variabili latenti per l'inferenza causale e l'analisi di dati socio-economici”. Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- Abstract A partire da Ronald Fisher, il concetto di funzione di verosimiglianza ha ricoperto un ruolo fondamentale nell'inferenza statistica. Vi è, però, una varietà di situazioni in cui il calcolo della funzione di verosimiglianza non è agevole oppure non è opportuno. In molti modelli per dati dipendenti la verosimiglianza è onerosa o addirittura impossibile da calcolare a causa delle presenza di matrici di covarianza di grandi dimensioni, di costanti di normalizzazione complesse o di integrali multidimensionali che non possono essere risolti in forma chiusa. Altre difficoltà nell'utilizzo della funzione di verosimiglianza provengono dalla presenza di parametri di disturbo di alta dimensionalità che non permettono una corretta inferenza sui parametri di interesse o dalla disponibilità di un elevato numero di potenziali regressori rispetto al numero di osservazioni. Per risolvere questi e altri problemi, sono state proposte in letteratura diverse estensioni e modifiche del concetto di verosimiglianza. L'obiettivo di questo corso è presentare una rassegna di alcune di queste modifiche, privilegiando le idee e le motivazioni che ne stanno alla base. Programma del corso - Richiami di inferenza di verosimiglianza - Inferenza di verosimiglianza per modelli mal specificati - Sovradispersione e quasi-verosimiglianza - Equazioni di stima generalizzate - Verosimiglianze composite - Verosimiglianze penalizzate per la scelta fra modelli

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Avviso di seminario :: Sangalli@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 18 Nov '13

18 Nov '13

---------------------------------------------------------------------------- - A v v i s o d i S e m i n a r i o ---------------------------------------------------------------------------- - Venerdì 22 Novembre, ore 11am ---------------------------------------------------------------------------- - Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma LAURA SANGALLI (MOX, Dip. di Matematica, Politecnico di Milano) terrà un seminario dal titolo STATISTICAL & NUMERICAL TECHNIQUES FOR SPATIAL FUNCTIONAL DATA ANALYSIS ---------------------------------------------------------------------------- - Maggiori informazioni sui seminari presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti - Fulvio De Santis --- Summary I will present a novel class of models for the accurate estimation of surfaces and spatial fields, that merges advanced statistical methodology with numerical analysis techniques. Thanks to the combination of potentialities from these two scientific areas, the proposed class of models has important advantages with respect to classical techniques used in spatial data analysis. The models are able to efficiently deal with data distributed over irregularly shaped domains, including Riemannian manifold domains, only few methods existing in literature for this type of data structures. Moreover, they can incorporate problem-specific priori information about the spatial structure of the phenomenon under study, with a very flexible modeling of space variation, allowing naturally for anisotropy and non-stationarity. The models have a generalized additive framework with a regularizing term involving a differential quantity of the surface of spatial field to be estimated. The estimators have good inferential properties; moreover, thanks to the use of numerical analysis techniques, they are computationally highly efficient. The method is illustrated in various applied contexts, including data coming from eco-dopplers, three-dimensional angiographies and computational fluid dynamics simulations. The seminar is based on joint work with Laura Azzimonti, Bree Ettinger, Fabio Nobile, Simona Perotto, Jim Ramsay, Piercesare Secchi. This line of research is developed within the FIRB2008 Futuro in Ricerca research project SNAPLE (http://mox.polimi.it/users/sangalli/firbSNAPLE.html ).

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Seminario A. Bianchi a Modena
by GIOIA CARINCI 18 Nov '13

18 Nov '13

*Avviso Seminario* La Dott.ssa Alessandra Bianchi (Università di Padova) terrà un seminario Venerdì 22 Novembre alle ore 11:30 in Aula VII - Dipartimento di Scienze Fisiche, Informatiche e Matematiche - Edificio Matematica - Via Campi 213/B - Modena. Titolo del Seminario: "Random Walk in a one-dimensional Levy random environment" Abstract: In this talk we introduce a model for a one-dimensional Levy-Lorentz gas corresponding to a random walk in random environment on the line. The environment is provided by a renewal point process with inter-distances having a Levy-type distribution, that can be seen as a set of randomly arranged static scatterers. We investigate the quenched behavior of the walk in the case of inter-distances having finite mean but infinite variance and provide asymptotic results about its distribution and moments . In particular we show that, contrary to the annealed case, the quenched behavior of the motion is diffusive. This is a work in progress with G. Cristadoro, M. Lenci and M. Ligabò. L'evento è organizzato nell'ambito del progetto FIRB "Processi stocastici e sistemi di particelle interagenti": http://www.stochastics.unimore.it/firb/

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Bocconi Call for Applications - PhD Economics and Finance 2014/15 - deadline Jan 31th, 2014 (fwd)
by Lucia Caramellino 15 Nov '13

15 Nov '13

---------- Forwarded message ---------- Date: Fri, 15 Nov 2013 03:33:47 +0100 From: Nicola Pavoni <nicola.pavoni(a)unibocconi.it> Reply-To: angela.baldassarre(a)unibocconi.it To: caramell(a)axp.mat.uniroma2.it Subject: Bocconi Call for Applications - PhD Economics and Finance 2014/15 - deadline Jan 31th, 2014 Dear colleague,I would be grateful if you could bring the Bocconi PhD program in Economics and Finance to the attention of your best undergraduate and master students.The PhD in Economics and Finance at Università Bocconi is a 4-year full-time program designed for highly qualified and motivated students who wish to acquire first rate research skills.This year, up to 15 PhD fellowships (which cover four years of study) are available for the PhD in Economics and Finance. Applications are due by 31st January 2014.The program is organized within the two curricula of Economics and Finance (students select one curriculum when they apply). By its nature, the program is multidisciplinary and students have the option to choose from a wide range of electives. Dedicated mentorship and support are offered to students throughout their time at Bocconi. Please attached find the full official call also available at www.unibocconi.eu/admissionphdFor more information about the program, please feel free to contact our Program Assistant at infophd(a)unibocconi.it, or visit our website www.unibocconi.eu/phdeconomicsfinance.SincerelyNicola PavoniUniversità BocconiDirector of the PhD program in Economics and Finance --------------------------------------------------------------------------------- PhD School - Università Bocconi Room 1-E3-04 - 1° floor Via Roentgen, 1 - 20136 Milano (Italia)Tel.+39-02.5836.3367angela.baldassarre(a)unibocconi.it

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Seminario MORANDIN
by barbato＠math.unipd.it 15 Nov '13

15 Nov '13

Ho il piacere di invitarvi al seguente seminario, che si terrà Martedi' 19 novembre 2013 alle ore 16:00 presso l'aula 1AD100 della torre Archimede via Trieste 63 Padova. SPEAKER: Francesco Morandin AFFILIATION: Università di Parma TITLE: Anomalous dissipation in a stochastic inviscid shell model of turbulence ABSTRACT: Shell models of turbulence are infinite systems of coupled nonlinear equations with exponentially-growing coefficients. They are thought to be able to capture some of the statistical properties and features of three-dimensional turbulence, while presenting a structure much simpler than Navier-Stokes and Euler equations. We introduce a stochastic version with multiplicative noise of some of these models and prove energy dissipation in spite of its formal conservativity. ------- David Barbato Università di Padova ---------------------------------------------------------------- This message was sent using IMP, the Internet Messaging Program.

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Fwd: Post Doctoral Position in Buenos Aires
by davide gabrielli 15 Nov '13

15 Nov '13

---------- Forwarded message ---------- From: Pablo Ferrari <pferrari(a)dm.uba.ar> Date: 2013/11/15 Subject: Post Doctoral Position in Buenos Aires To: Dear colleagues, Applications are invited for a Post-Doctoral position in Probability and related areas at the Department of Mathematics, University of Buenos Aires. The position lasts two years and has a monthly stipend of 8,600 pesos, starting anytime between February and September 2014, with a minimum commitment of one year. It is possible to extend the position up to four years if the candidate is under the age of 34. Please feel free to forward this message to other colleagues and potential candidates. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Feel free to get in touch with any member of the group if you are interested. Applications should be sent before December 10th, 2013, to probab(a)dm.uba.ar and should include: - Curriculum Vitae; - Research Statement; - Preprints or arXiv links; - contact details of three academic referees, including e-addresses. With our best regards, Buenos Aires Probability Group Inés Armendáriz, Pablo A. Ferrari, Pablo Groisman, Matthieu Jonckheere, Leonardo T. Rolla -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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Winter School, University Wuppertal
by Claudio Macci 14 Nov '13

14 Nov '13

Cari tutti, segnalo una "Winter school" che si terra` all'Universita` di Wuppertal e organizzata congiuntamente con l'Universita` Luiss. Per ulteriori informazioni si veda il file allegato. Cordiali saluti. C.M.

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3rd Carlo Alberto Stochastics Workshop
by Matteo Ruggiero 12 Nov '13

12 Nov '13

***************************************************************** WORKSHOP - COLLEGIO CARLO ALBERTO ***************************************************************** The "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) is pleased to announce the 3rd CARLO ALBERTO STOCHASTICS WORKSHOP: ALGEBRAIC STATISTICS II The workshop aims at presenting some of the latest advances on Algebraic Statistics, and will be held on January 10-11, 2014 at Collegio Carlo Alberto, Moncalieri. The schedule will feature two long invited talks by: Jim SMITH (University of Warwick) Hugo MARURI-AGUILAR (Queen Mary University of London) together with contributed talks and posters. Further details on registration and abstract submission can be found at the workshop webpage http://www.carloalberto.org/research/statistics-initiative/events/3rd-carlo… Best regards, Matteo Ruggiero --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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postdoctoral positions at GSSI
by davide gabrielli 09 Nov '13

09 Nov '13

3 Post Doctoral positions in Mathematics Deadline December 8, 2013. WE APOLOGIZE FOR REPEATED E-MAILS The International Doctoral School Gran Sasso Science Institute (GSSI) of the National Institute for Nuclear Physics (INFN) offers 3 postdoctoral research positions. The annual gross salary is EURO 40K, positions are for two years and may be extended to a third year. Candidates must have earned their doctoral degree not earlier than January 1, 2007. Selected candidates are expected to start their appointments not later than November 1st, 2014. Research Topics: Non linear partial differential equations, kinetic models, fluids and waves. Stochastic particles systems and macroscopic limits. Continuum mechanics of solids, fluids and biological matter On line application forms can be found on the GSSI web portal http://www.gssi.infn.it. The call text can be downloaded at http://www.gssi.infn.it/images/bandi2013/bando_RG.pdf -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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JOB: RESEARCH FELLOW IN STATISTICS/BIOINFORMATICS UNIVERSITY OF PADOVA, ITALY
by Patrizia Piacentini 07 Nov '13

07 Nov '13

RESEARCH FELLOW IN STATISTICS/BIOINFORMATICS UNIVERSITY OF PADOVA, ITALY Salary: Euro 1600 Euro net amount per month Closing date: 06 December 2013 Selection: Qualifications only Job announcement: http://www.biologia.unipd.it/uploads/media/Bando_n_1439ing.pdf Applications are invited for a Research Fellow in statistics/bioinformatics to join a multidisciplinary team working on gene sets analysis and integration of genome-wide gene and miRNA expression data. The person will work, under the supervision of Prof. M.Chiogna and C.Romualdi, on the development and application of statistical methods and bioinformatics tools for the study of the transcriptional and post-transcriptional regulatory processes related to the development and progression of myeloproliferative neoplasms. The post will be based in the Department of Statistical Sciences and the Department of Biology. Both departments offer excellent research facilities and a friendly and stimulating working environment. We are seeking applicants with postgraduate training in statistics/biostatistics, mathematical modelling, bioinformatics, or equivalent. Ability to develop complex statistical models and strong programming skills are essential. Applicants should be able to work independently and as members of a multidisciplinary research team. A record of published research would be advantageous. The appointment is funded by CARIPARO Foundation under project "Role of coding and non-coding RNA in chronic myeloproliferative neoplasms: from bioinformatics to translational research" (PI Dr. S. Bortoluzzi) and will be available for 24 months, starting in January 2014. Potential applicants should contact Prof Monica Chiogna (monica.chiogna(a)unipd.it) or Chiara Romualdi (chiara.romualdi(a)unipd.it) for an informal discussion of the post. For further information and an application template, please visit the website http://www.biologia.unipd.it/dipartimento/albo-di-dipartimento/visualizza/?…

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Fwd: seminario 12 novembre
by Gustavo Posta 06 Nov '13

06 Nov '13

Begin forwarded message: > From: "Faggionato, Alessandra" <faggiona(a)mat.uniroma1.it> > Subject: seminario 12 novembre > Date: 06 novembre 2013 15:07:18 GMT+01:00 > > > > > Speaker: > Fabio Camilli > Dipartimento di Scienze di Base e Applicate per l'Ingegneria (La Sapienza) > > > Martedi' 12 Novembre, Aula C, Ore 14.30 > > Titolo: Equazioni di Hamilton-Jacobi su networks > > Abstract: > Si discuteranno alcuni recenti risultati riguardanti le equazioni di Hamilton-Jacobi definite su un network. Per equazioni ellittiche su networks si evidenziera' il ruolo chiave delle condizioni di transizione di tipo Kirchhoff sui nodi interni , ma si mostrera' che tale approccio non si adatta alle equazioni di Hamilton-Jacobi. Si introdurra' invece un’appropriata definizione di soluzione viscosita' per caratterizzare la soluzione significativa del problema. > > > > > > -- > Prof. Alessandra Faggionato > Department of Mathematics > University La Sapienza > Piazzale A. Moro, 2 > 00186 Rome - Italy

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Seminario di Probabilità - Università di Padova
by alessandra bianchi 05 Nov '13

05 Nov '13

Ho il piacere di invitarvi al seguente seminario, che si terrà lunedì 11 novembre, alle ore 14:30, nell'aula 2BC30 della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Prof. Alessandra Faggionato AFFILIATION: Dip. di Matematica, Roma La Sapienza TITLE: Flows, currents and symmetries for continuous time Markov chains: a large deviation approach. ABSTRACT: We consider a continuous time Markov chain on a countable space (finite or infinite). We focus on the large deviations of the empirical measure, flow and current, as well as their generalization to higher order. In several cases the associated rate function is explicit. As application we investigate the Gallavotti-Cohen functional and its symmetry, and discuss several systems, including birth-and-death Markov chains, random walks on lattices approximating diffusions under an external potential, particle systems. -- Alessandra Bianchi Dip. di Matematica Pura e Applicata 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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[UNIMI]: Bando concorso dottorato XXIX ciclo
by Giacomo Aletti 04 Nov '13

04 Nov '13

Con preghiera di massima diffusione, scusandomi per eventuali ricezioni multiple. Giacomo Aletti ---------- Forwarded message ---------- From: segrdott.mat(a)unimi.it <segrdott.mat(a)unimi.it> Date: 2013/11/4 Subject: Bando concorso dottorato XXIX ciclo Comunico che sul sito di Unimi (http://www.unimi.it/ricerca/dottorati/68549.htm) è stato pubblicato il bando di concorso pubblico per l'ammissione al corso di dottorato in Scienze Matematiche - a.a. 2013/2014. Stefania Leonardi -- Dott. Stefania Lorenza Leonardi Segreteria Dottorato Universita' degli Studi di Milano Dipartimento di Matematica "Federigo Enriques" Via Saldini, 50 - 20133 Milano Tel. 02-503-16105 - Fax 02-503-16090

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International Scouting for Tenured Positions
by davide gabrielli 04 Nov '13

04 Nov '13

https://academicjobsonline.org/ajo/jobs/2744 International Scouting for Tenured Positions. The International School for Advanced Studies, (SISSA, Scuola Internazionale Superiore di Studi Avanzati), Trieste, Italy is looking for candidates to potential openings at the associate or full professor level in the fields of geometry or mathematical physics. The ideal candidate will have a strong research record. Candidates interested in a full professor position should have demonstrated outstanding ability in leading a research group and coordinating successful research projects. Commitment to teaching at the graduated level (MSc and PhD) and working with graduate students is a must. Preference will be given to candidates whose research is in one of the following areas: Algebraic Geometry Mathematical Aspects of Quantum Theory Probability and Random Matrices The International School for Advanced Studies (http://www.sissa.it) is a leading international institution devoted to research in pure science (mathematics, physics and neuroscience), and to the training of young researchers in the above areas through a curricula leading to PhD and Master degrees. Successful candidates will have the opportunity of operating in a dynamic and young environment under excellent working conditions. Deadline for expression of interest: 15 November 2013. Late applications might be considered. Please send your CV including the list of publications, a research statement and the names and contacts of three referees.

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Assegni di Ricerca
by c.ceci＠unich.it 28 Oct '13

28 Oct '13

ASSEGNI DI RICERCA IN MATEMATICA: URGENTE, scadenza 31 OTTOBRE 2013 Il 31 ottobre 2013 scadono le domande al concorso per il conferimento di due assegni di ricerca presso il Dipartimento di Economia dell'Universita' di Chieti-Pescara: S.S.D. SECS/06 (area 13/D) titolo: Metodi probabilistici in tempo continuo per l'econometria finanziaria S.S.D. MAT/06 (area 01/A) titolo: Valutazione e copertura di derivati in mercati incompleti ed in contesto d'informazione parziale Per il bando e lo schema di domanda: http://www.unich.it/unichieti/appmanager/unich/ateneo?_nfpb=true&_pageLabel… Cordiali saluti, Claudia Ceci Cristina Costantini

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[Dynstoch] Dynstoch Newsletter (fwd)
by Tiziano Vargiolu 24 Oct '13

24 Oct '13

(scusandomi in anticipo per eventuali ripetizioni) ---------- Forwarded message ---------- Date: Wed, 16 Oct 2013 15:29:18 +0200 From: Michael S?rensen <michael(a)math.ku.dk> To: dynstoch(a)math.ku.dk Subject: [Dynstoch] Dynstoch Newsletter *********************************************************************** DDDDD YY YY NNN NN SSSSSS TTTTTTTT OOOOOOO CCCCCC HH HH DD DD YY YY NNNN NN SS TT OO OO CC HH HH DD DD YY NN NN NN SSSSSS TT OO OO CC HHHHHHH DD DD YY NN NNNN SS TT OO OO CC HH HH DDDDD YY NN NNN SSSSSS TT OOOOOOO CCCCCC HH HH NEWSLETTER OCTOBER 16, 2013 *********************************************************************** Workshop on computational methods for jump processes. --------------------------------------------------------------------------- ------------ CRiSM (Center for Research in Statistical Methodology) will host a workshop on computational methods for jump processes at Warwick University, UK, from 7th to 9th of July 2014. The aim of this workshop is to highlight the recent advances in the estimation and the simulation of jump diffusions. The most recent achievements in inference of jump diffusions will be considered, such as series approximation, perfect simulation algorithms, sequential Monte Carlo methods and spectral based simulation methods. The plenary speakers are: Yacine Ait-Sahalia (Princeton University), Zhiyi Chi (University of Connecticut), Jean Jacod (Universite Paris VI), Pierre Del Moral (University of New South Wales), Arturo Kohatsu-Higa (Ritsumeikan University), Per Mykland (University of Chicago), Gareth Roberts (University of Warwick), Neil Shephard (Harvard University), Peter Tankov (Universite Paris VII). Registration and abstract submission for posters and talks is now open until January 31st 2014. Please find further details on the workshop webpage: http://www2.warwick.ac.uk/fac/sci/statistics/crism/workshops/jumps/ Note that fundings for junior researchers (a maximum of two years of experience since completion of Ph.D.) will be available. -- ---------------------------------------------------------------------- Michael Sorensen, Professor and Associate Chair for Research Department of Mathematical Sciences E-mail: michael(a)math.ku.dk University of Copenhagen Tel.: +45 3532 0680 Universitetsparken 5 Skype: michaelsor1 DK-2100 Copenhagen O Fax: +45 3532 9555 Denmark Web-page: www.math.ku.dk/~michael ---------------------------------------------------------------------- _______________________________________________ Dynstoch mailing list Dynstoch(a)math.ku.dk https://mail.math.ku.dk/mailman/listinfo/dynstoch

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Fwd: [World] Call for participation: ANALCO, ALENEX and SODA 2014 / School on Analytic Combinatorics and the Analysis of Algorithms
by Gustavo Posta 21 Oct '13

21 Oct '13

Begin forwarded message: > From: Markus Nebel <nebel(a)cs.uni-kl.de> > Subject: [World] Call for participation: ANALCO, ALENEX and SODA 2014 / School on Analytic Combinatorics and the Analysis of Algorithms > Date: 18 ottobre 2013 13:44:38 GMT+02:00 > To: world(a)alea-research.eu > > Philippe Flajolet School on Analytic Combinatorics and the Analysis of Algorithms (ANALCO School 2014) > January 7, 2014, Portland, Oregon, USA (co-located with ACM-SIAM SODA 2014, ANALCO 2014 and ALENEX 2014) > > The Philippe Flajolet School on Analytic Combinatorics and the Analysis of Algorithms (ANALCO School 2014) builds upon the experience of two previous schools on the same topics held in Maresias (Brazil) in 2008 and in Vienna (Austria) in 2010. > The courses of the school will cover various methods for the analysis of algorithms and discrete structures and examples of application from graph theory and computational biology. > The school may be of interest for Master- and PhD students, as well as for confirmed researchers. > The following lecturers will contribute: > > Michael Drmota, TU Wien, Austria: Analytic Combinatorics for Random Graphs > James A. Fill, John Hopkins U., USA: Probabilistic Techniques for the Analysis of Algorithms, with Applications > Markus Nebel, Univ. Kaiserslautern, Germany: Analytic Combinatorics in Bioinformatics > Robert Sedgewick, Princeton U., USA: Analytic Combinatorics > > > The preliminary program of the school is available at http://wwwagak.cs.uni-kl.de/analcoschool/program.html > > Any SODA/ALENEX/ANALCO attendee is welcome to attend all or part of the school, at no additional cost. > For planning purposes, we ask that people who expect to be significant participants to register for the school at http://wwwagak.cs.uni-kl.de/view/form.html > We will contact registrants prior to the school to help us better tailor the courses to their needs. However, drop-ins during the conference will also be welcome! > > > Best regards, > > Markus Nebel > -- > ................................................................... > Prof. Dr. M. Nebel Department of Computer Science > Algorithms & Complexity University of Kaiserslautern > http://wwwagak.cs.uni-kl.de Germany > ................................................................... > _______________________________________________ > World mailing list > World(a)alea-research.eu > http://alea-research.eu/cgi-bin/mailman/listinfo/world

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postdoc position in Stochastics (Math Finance) at LMU
by Juan Miguel Montes 18 Oct '13

18 Oct '13

(Apologies for possible cross-posting) Dear friends, I would like to call your attention to a Postdoctorate position in Stochastics / Math Finance at the Institute of Mathematics, Ludwig-Maximilians University, Munich. The deadline for application is 30 November, 2013. More information can be found at http://www.fm.mathematik.uni-muenchen.de/jobs/index.html Best regards, Juan Miguel Montes

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annuncio seminario
by Faggionato, Alessandra 18 Oct '13

18 Oct '13

cari marco e francesco vi chiederei di far girare sulla mailing list random l'annuncio riportato sotto. grazie alessandra Martedi' 22 ottobre 2013, alle 14.30, nell'Aula B del Dip. di Matematica dell'Universita' La Sapienza, si terra' si seguente seminario Speaker: Pietro Caputo (Universita' di Roma III) Title: Large deviations in sparse random graphs: a local weak convergence approach Abstract: Consider the Erdos-Renyi random graph on n vertices where each edge is present independently with probability p = c/n, with c > 0 fixed. For large n, a typical realization locally behaves like the Galton-Watson tree with Poisson offspring distribution with mean c. We discuss large deviations from this typical behavior, within the framework of the local weak convergence introduced by Benjamini-Schramm and Aldous-Steele. The associated rate function is expressed in terms of an entropy functional on unimodular measures and takes finite values only at measures supported by trees. Along the way, we present a new configuration model which allows one to sample uniform random graphs with a given finite neighborhood distribution, provided the latter is supported by trees. We also present a new class of unimodular random trees, which generalizes the Galton-Watson tree with given degree distribution to the case of neighborhoods of arbitrary finite depth. This is joint work with Charles Bordenave. -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Seminario RUBIO
by Matteo Ruggiero 18 Oct '13

18 Oct '13

**************************************************************** STATISTICS SEMINARS - COLLEGIO CARLO ALBERTO **************************************************************** Venerdi' 25 ottobre 2013, alle ore 12.00, presso la sala rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: JAVIER RUBIO (University of Warwick) BAYESIAN INFERENCE IN TWO-PIECE AND SKEW-SYMMETRIC DISTRIBUTIONS USING JEFFREYS PRIORS Abstract: We study the Jeffreys prior and the independence Jeffreys prior of general classes of univariate location-scale two-piece and skew-symmetric models. For the case of two-piece models, Jeffreys priors are shown not to allow for Bayesian inference in the wide and practically relevant class of distributions obtained by skewing scale mixtures of normals. Easily checked conditions under which independence Jeffreys priors can be used for valid inference are derived. In the context of scalar skew-symmetric models, it is shown that the Jeffreys prior of the skewness parameter is symmetric about 0, proper, and with tails O(λ^(−3/2)) under mild regularity conditions. Sufficient conditions for the existence of the posterior distribution induced by the independence Jeffreys prior are investigated for the case when the sampling model belongs to the family of skew-symmetric scale mixtures of normal distributions. Joint work with Mark F.J. Steel and Brunero Liseo. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Il programma dei seminari puo' essere consultato alla pagina http://www.carloalberto.org/events/seminars/statistics/ --------- Matteo Ruggiero University of Torino & Collegio Carlo Alberto http://web.econ.unito.it/ruggiero

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Berlin Mathematical School (BMS) - Call For Applications
by Paolo Dai Pra 17 Oct '13

17 Oct '13

Vi segnalo la seguente Call for Applications. Paolo Berlin Mathematical School (BMS) - Get Your Math PhD in Berlin Website: http://www.math-berlin.de/application The Berlin Mathematical School is the joint graduate school of the mathematics departments at the three major universities in Berlin: Freie Universität, Humboldt-Universität and Technische Universität. We offer an excellent (post)graduate program taught in English in a broad and active research environment. This is complemented by our mentoring program, language courses, soft-skills seminars, travel support for summer schools and conferences, and special funding for students with children. Our seven main research areas are: * Differential geometry, global analysis and mathematical physics * Algebraic and arithmetic geometry, number theory * Probability, statistics and financial mathematics * Discrete mathematics and combinatorial optimization * Geometry, topology and visualization * Numerical mathematics and scientific computing * Applied analysis and differential equations The graduate program starts with three to four semesters of course work (Phase I) leading to a master's degree. This is followed by four to six semesters of thesis research (Phase II) leading to a doctoral degree at one of the three universities. Students who will have completed their bachelor's degree by October 2014 can apply to Phase I; those who will have completed their master's degree by this date can apply to start directly in Phase II. Complete information about applying to the BMS is available online: http://www.math-berlin.de/images/Guidelines2013.pdf Deadline for admission with scholarship: 15 December 2013 Deadline for admission only: 15 May 2014 Website: http://www.math-berlin.de/application Contact: E-Mail: applications(a)math-berlin.de phone: +49 30 314-78651 http://www.math-berlin.de Paolo Dai Pra Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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lectureship a Edimburgo
by Franco Flandoli 17 Oct '13

17 Oct '13

Segnalo la seguente permanent lectureship in Probability/Financial Mathematics a Edimburgo: https://www.vacancies.ed.ac.uk/pls/corehrrecruit/ erq_jobspec_version_4.jobspec?p_id=020849 Franco

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Seminario di Probabilità - Università di Padova
by alessandra bianchi 16 Oct '13

16 Oct '13

Ho il piacere di invitarvi al seguente seminario, che si terrà lunedì 21 ottobre, alle ore 15:00, nell'aula 2BC30 della Torre Archimede presso il Dipartimento di Matematica dell'Universita` degli Studi di Padova. SPEAKER: Dott.ssa Alessandra Cipriani AFFILIATION: Institute of Mathematics, University of Zurich TITLE: Thick points for a Gaussian Free Field in 4 dimensions ABSTRACT: This joint work with Rajat Subhra Hazra is concerned with the study of the fractal dimension of thick points for a 4-dimensional Gaussian Free Field. We adopt the deﬁnition of Gaussian Free Field on R^4 introduced by Chen and Jakobson (2012) viewed as an abstract Wiener space with underlying Hilbert space H^2(R^4). We can prove that for 0 ≤ a ≤ 4 the Hausdorﬀ dimension of the set of a-high points is 4 − a, and we show that this set is the support of the 4-dimensional Liouville quantum gravity measure. -- Alessandra Bianchi Dip. di Matematica Pura e Applicata 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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seminario Elena di Bernardino in Bicocca
by Fabio Bellini 16 Oct '13

16 Oct '13

Il giorno martedì 22 ottobre alle ore 14.30 presso la aula seminari del Dipartimento di Statistica e Metodi Quantitativi dell' Università di Milano-Bicocca, al IV piano dell' edificio U7, la dott.ssa Elena di Bernardino del CNAM di Parigi terrà un seminario dal titolo On Multivariate Extensions of Value-at-Risk Abstract: In this paper, we introduce two alternative extensions of the classical univariate Value-at-Risk (VaR) in a multivariate setting. The proposed multivariate VaR are real-valued risk measures constructed from the level sets of multivariate distribution and multivariate survival functions. Several properties have been derived. In particular, we show that these risk measures satisfy the positive homogeneity and the translation invariance property. Comparisons between univariate risk measures and components of multivariate VaR are provided. We also analyze how these measures are impacted by a change in marginal distributions, by a change in the dependence structure and by a change in the risk level. Illustrations are given in the class of Archimedean copulas. (joint work with A. Cousin) Tutti gli interessati sono invitati a partecipare. Saluti Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://www.economia.unimib.it/bellini

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[amases-soci] Fwd: mappa interattiva della comunità matematica italiana all'estero (fwd)
by Tiziano Vargiolu 16 Oct '13

16 Oct '13

Scusandomi per eventuali ripetizioni, segnalo questa utile iniziativa dell'UMI, che sta avendo diffusione attraverso vari altri canali matematici. Io mi sono appena registrato. Cordiali saluti a tutti 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 -------------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Wed, 16 Oct 2013 12:38:47 +0200 From: Antonella Basso <basso(a)unive.it> To: Soci AMASES <amases-soci(a)listserv.unive.it> Subject: [amases-soci] Fwd: mappa interattiva della comunit? matematica italiana all'estero Cari soci AMASES, vi inoltro un'iniziativa dell'UMI che puo essere di interesse anche per noi. Cordiali saluti -------- Messaggio originale -------- Oggetto: Fwd: mappa interattiva della comunita matematica italiana all'estero Data: Wed, 16 Oct 2013 11:57:50 +0200 Mittente: basile(a)unina.it A: basso(a)unive.it ----- Messaggio inoltrato da umi(a)dm.unibo.it ----- Data: Mon, 14 Oct 2013 12:57:10 +0200 Da: Unione Matematica Italiana <umi(a)dm.unibo.it> Rispondi-A: Unione Matematica Italiana <umi(a)dm.unibo.it> Oggetto: mappa interattiva della comunita matematica italiana all'estero A: basile(a)unina.it Cari soci, l'UMI, raccogliendo un suggerimento di Enrico Arbarello e Maurizio Cornalba, e contando sulla collaborazione del gruppo di lavoro formato da Claudio Fontanari, Gianni Dal Maso, Giulia Sacca, Jasmin Raissy, ha costruito una mappa interattiva della comunita matematica italiana all'estero, che si puo visitare al sito http://umi.dm.unibo.it/mappa/ cui vi e un link anche nel sito UMI. L'iniziativa ha molteplici finalita. Per prima cosa essa vuole costituire un segnale di attenzione dell'UMI verso i tanti matematici italiani che, per un motivo o per un altro, svolgono la loro attivita all'estero. L'UMI vuole cosi mostrare che la lontananza geografica non necessariamente deve intaccare il legame scientifico, culturale ed anche affettivo (in senso lato) che lega i nostri colleghi italiani all'estero alla nostra comunita. In secondo luogo, la mappa puo essere utile anche agli stessi matematici italiani residenti all'estero, in quanto puo aiutare a metterli in contatto tra loro dal punto di vista scientifico e non solo. Infine, e per quanto riguarda l'UMI, non ultimo, vi e l'obiettivo di riuscire ad avere in modo realistico e visibile, un quadro del fenomeno, purtroppo sempre piu significativo, della cosiddetta "fuga dei cervelli". Questo quadro potra avere un valore non solo statistico, ma politico, per aiutarci a mostrare a chi dirige le sorti della ricerca in Italia, la vastita e la gravita del fenomeno, cui si dovrebbe porre rapido rimedio offrendo, soprattutto ai giovani, pronte e competitive opportunita di ingresso nel mondo del lavoro intellettuale. L'inserimento nella mappa avviene su base volontaria e al momento gia piu di 200 persone si sono iscritte. Confido che ciascuno di voi voglia appoggiare questa iniziativa dando ad essa la massima pubblicita ed invitando colleghi italiani all'estero ad iscriversi alla mappa. Per concludere, colgo l'occasione per ringraziare i colleghi dianzi citati nonche Marcello Villani che ha creato il sito e la segreteria di Bologna per aver collaborato, con la consueta solerzia, a rendere l'iniziativa possibile. Ogni ulteriore suggerimento sara benvenuto. Un cordiale saluto, Ciro Ciliberto ----- Fine messaggio inoltrato. ----- -- Antonella Basso Dipartimento di Economia Universita Ca' Foscari Venezia Fondamenta S. Giobbe - Cannaregio 873 30121 Venezia - Italy Tel. +39-041-2346914 - Fax +39-041-2347444 E-mail address: basso(a)unive.it Web page: http://www.unive.it/nqcontent.cfm?a_id=415&persona=000893

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ANL - Bando di concorso 2014 (fwd)
by Tiziano Vargiolu 14 Oct '13

14 Oct '13

Scusandomi per eventuali ripetizioni. 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 -------------------------------------------------------------------------- ---------- Forwarded message ---------- Date: Thu, 10 Oct 2013 08:11:24 +0200 From: Ufficio Premi <ufficio.premi(a)lincei.it> Subject: ANL - Bando di concorso 2014 Si trasmette per maggiore diffusione il bando in allegato. Si ringrazia per l'attenzione e si inviano cordiali saluti. UFFICIO PREMI E BORSE DI STUDIO Accademia Nazionale dei Lincei (Tel. 06.68307831)

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Nuovo server per la lista Random
by Marco Romito 11 Oct '13

11 Oct '13

NUOVO SERVER PER LA LISTA RANDOM, OVVERO QUALCOSA DEVE CAMBIARE PERCHÉ TUTTO RESTI COME PRIMA Cari iscritti Benvenuti nella lista Random, nella sua rinnovata veste. Ringraziamo Gustavo Posta e Marco Isopi per averci concesso l'onore, più che l'onere, di ospitare la lista storica che ormai da anni è il riferimento della probabilità in Italia. Intendiamo mantenere tutte le caratteristiche che Gustavo e Marco avevano dato alla lista, prima tra tutte la facoltà di ogni iscritto di inviare liberamente i propri messaggi. L'unica accortezza è che da oggi l'indirizzo a cui spedire i propri messaggi è random(a)mail.dm.unipi.it La nuova versione della lista è ospitata sui server del dipartimento di matematica dell'università di Pisa, che ringraziamo per la gentile ospitalità. Gli iscritti alla vecchia lista Random sono automaticamente iscritti alla nuova. Presto trasferiremo anche gli archivi della vecchia lista. Chiunque voglia de-iscriversi oppure modificare le proprie opzioni di sottoscrizione può visitare la pagina http://mail.dm.unipi.it/listinfo/Random Cogliamo infine l'occasione per ringraziare Gustavo e Marco per il loro egregio lavoro. Speriamo di poter continuare a garantire un valido servizio alla comunità come i nostri predecessori. Per questo, consigli e suggerimenti sono graditi e ben accetti. Francesco Caravenna e Marco Romito

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prova 3
by Gustavo Posta 24 Sep '13

24 Sep '13

prova

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