- Random - Mailing list — Dipartimento di Matematica, UniPI

Reminder: OWPS's seminar today
by Federico Sau 20 Nov '25

20 Nov '25

Dear all, This is a reminder for today's seminar by Zoraida F. Rico (Bocconi) and Roberto I. Oliveira (IMPA), at 15:00-17:00 Rome time. All info here: https://www.owprobability.org/one-world-probability-seminar. Looking forward to seeing many of you! Best, the organizers

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SPASS seminars: E. Tassi and J. Coe
by Francesco Grotto 20 Nov '25

20 Nov '25

Dear Colleagues, We would like to invite you to the following SPASS seminars, *Hamiltonian fluid models for plasmas in the presence of a strong guide field* by Emanuele Tassi (Observatoire de la Côte d'Azur), and *Transition densities for the 2d stochastic Navier-Stokes equations* by James Coe (University of Edinburgh), to be held consecutively on TUE 25.11.2025 at 14:00 and 15:00 CET in Sala Riunioni, Dipartimento di Matematica, UNIPI. A link for online participants will be shared on the website https://sites.google.com/unipi.it/spass Best, Francesco Grotto on behalf of the organizers ---------------------------------------------------------------- /Abstract (Tassi): Fluid models provide an effective tool for describing the dynamics of ionized gases such as plasmas. In particular, in some laboratory and astrophysical contexts (for instance, tokamak devices for thermonuclear fusion, or the solar wind) the dynamics of a plasma can be effectively described by means of fluid models assuming the presence of a dominant, constant in time, component of the magnetic field (strong guide field assumption). Several models of this kind have been derived and used for studying phenomena such as turbulence and magnetic reconnection. In the two-dimensional, non-dissipative limit, many of these models were shown to possess a reformulation in terms of advection equations for Lagrangian invariants. A paradigmatic example of this family of models consists of the two-field model derived by Schep, Pegoraro and Kuvshinov (Phys. Plasmas 1, 2843 (1994)). The formulation in terms of Lagrangian invariants is concomitant with the noncanonical Hamiltonian structure of these models.In this talk, I will show how the possibility of this reformulation and the existence of the corresponding noncanonical Hamiltonian structure can be traced back to the common origin of these models from a parent kinetic model of the so-called gyrokinetic, or drift-kinetic kind.With this approach, new Hamiltonian fluid models can also be derived, describing the evolution of an arbitrary number of Lagrangian invariants in two dimensions. Some general properties of models that can be derived by means of this approach will also be discussed. / /Abstract (Coe): We consider a family of 2d incompressible Navier-Stokes equations with Gaussian forcing that is white-in-time and coloured-in-space. We show that the laws of solutions at any given time are equivalent to those of the corresponding Ornstein-Uhlenbeck process, and in particular the invariant measures are equivalent.We establish a nonlinear version of the "time-shifted Girsanov method" of [Mattingly-Suidan, Mattingly-Romito-Su], enabling a direct comparison between the laws of nonlinear dissipative SPDEs. Then, exploiting the skew-symmetric structure of the Navier-Stokes nonlinearity, we construct a modified system that leaves the Gaussian measure invariant while remaining comparable to the Navier-Stokes dynamics. This talk is based on joint work with Martin Hairer and Leonardo Tolomeo. /

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Job in Financial Mathematics, University of Limerick
by Eberhard.Mayerhofer 20 Nov '25

20 Nov '25

Dear Colleagues Applications are invited for the following position: Title of Post: Associate Professor B in Financial Mathematics JOB SYNOPSIS If you are seeking an academic career in a dynamic and cohesive Department of Mathematics and Statistics, then the new permanent Associate Professor position in our department should be of interest to you. The Department has a thriving research programme with a focus on the development of mathematical and statistical methods for real-world applications. Fields of interest include stochastic processes, optimisation, numerical analysis, inverse problems, survival analysis, complex systems, climate modelling and network science. The Department has an undergraduate programme in Financial Mathematics and is also responsible for teaching mathematics and statistics at all levels across the University. To support our growth, we are seeking to appoint an Associate Professor B (tenured) in Financial Mathematics. The successful candidate will have a doctoral degree in mathematics or equivalent discipline and a track record of excellent publications in journals relevant to financial mathematics. We seek candidates with leadership potential and a developing international reputation in research in one or more branches of financial mathematics. The successful candidate is expected to: teach at undergraduate and postgraduate levels, supervise undergraduate and postgraduate research, undertake administrative tasks associated with an academic position and undertake excellent research. Faculty of Science & Engineering Department of Mathematics & Statistics Contract Type: Permanent Salary Scale: €63,943 - €102,475 p.a. University of Limerick is a research-led, energetic and enterprising institution with a proud record of innovation and excellence in education and scholarships. We value creativity, curiosity and excellence in our inclusive community which is committed to social good. Our motto Eagna chun Gnímh translates as Wisdom for Action reflecting our mission to contribute to the discovery of new knowledge for a better world. Informal enquiries regarding the post may be directed to: Professor Ailish Hannigan Head, Department of Mathematics and Statistics University of Limerick Email: ailish.hannigan(a)ul.ie The closing date for receipt of applications is Wednesday, 10th December 2025 Applications must be completed online before 12 noon, Irish Standard Time on the closing date. Please note your application must include: A letter of introduction and a current CV indicating how you meet the criteria outlined in the Job description. A completed online application form. Please email erecruitment(a)ul.ie if you experience any difficulties Applications are welcome from suitably qualified candidates. Further information for applicants and application material is available online from: https://www.ul.ie/vacancies Many thanks for your interest in this role. Job ID : 080170 Close Date : 10-Dec-2025 12:00

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Fwd: Postdoc position in Lyon in probability - mathematical physics (2026-2028)
by Faggionato, Alessandra 20 Nov '25

20 Nov '25

Buongiorno, ricevo e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- From: Christophe Garban <christophe.garban(a)gmail.com> Date: Thu, 20 Nov 2025 at 05:10 Subject: Postdoc position in Lyon in probability - mathematical physics (2026-2028) To: Cc: Avelio Sepúlveda <lsepulveda(a)dim.uchile.cl> Dear colleagues, I am currently advertising a two-year postdoc position in probability/mathematical physics in University of Lyon 1, with deadline December, 15th. Please transfer the announcement below to potential candidates. Thanks a lot! Best wishes, Christophe. ---------------------- Postdoc position in Lyon for 2026 Université Lyon 1 (funded by the ERC project Vortex) Applications are invited for a postdoc position in probability/mathematical physics at the University Lyon 1, in the Laboratoire Institut Camille Jordan. The postdoc is funded by the European Research Council grant "Vortex". Main research areas include: Villain and XY model, Coulomb gas, Berezinskii-Kosterlitz-Thouless transition, lattice gauge theory, Gaussian Free Field, Ising and dimer models, percolation, localisation and delocalisation of interfaces, classical Heisenberg model, planar statistical physics. Practical information: (you may also click on this link : http://math.univ-lyon1.fr/~garban/Fichiers/PostdocInLyon2026.pdf) - The position is for two years, with a salary of approx. 38000 per year (between year 0 and 3 after PhD) and approx. 50000 euros per year (between year 3 and 7 after PhD). - Substantial financial support to attend conferences, workshops and invite collaborators will be granted. (Approx 5000 euros/year). - No teaching. - A lot of activity around probability in Lyon. - Great city :-) - The expected starting date is September 2026, but a different date may be arranged. Application and deadline: Applications including a CV, a list of publications and a (approximately) three-pages description of research interests should be sent by email to Christophe Garban (christophe.garban(a)gmail.com) before *December 15th, 2025.* Applicants should also arrange for up to three letters of recommendation to be sent to the same address. They will be evaluated first on December 16th, 2025 and then on a rolling basis. *Contacts: * Christophe Garban (christophe.garban(a)gmail.com) Avelio Sepúlveda (lsepulveda(a)dim.uchile.cl) -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Postdoc LPSM/LMO Paris/Orsay
by Ester Mariucci 19 Nov '25

19 Nov '25

Buongiorno, Ricevo e inoltro con piacere. Cordiali saluti, Ester — Dear colleagues, We have a 2 years postdoc position within the grant ANR BACKUP ( https://sites.google.com/view/anrbackup/home) to be spent simultaneously at LPSM in Paris (working with me and local members) and at LMO in Orsay, working with Gilles Blanchard/Guillermo Durand/Elisabeth Gassiat and local members. If you know potential candidates, could you let them know about the offer? Thank you very much! More details about the position can be found here (deadline for application: December 12) https://sites.google.com/view/anrbackup/postdoc-new The expected starting date is mid 2026 (in principle no later than Oct 1st). Best regards, Ismael Castillo

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Open PhD student or postdoc position at Ulm University
by Robert Stelzer 19 Nov '25

19 Nov '25

Dear Colleagues, We are currently looking for a talented young researcher interested to work in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis. Please find at https://stellenangebote.uni-ulm.de/jobposting/fa3612da60fec4ad58b13bd42bd21… (German version: https://stellenangebote.uni-ulm.de/jobposting/12e41799e376ad74b10eca0678069…) the announcement for an open position as a PhD student or Postdoc (academic employee) at the Institute of Mathematical Finance at Ulm University starting April 2026 or later. It would be very kind if you would bring it to the attention of possible candidates. Thank you very much for your help! Best Regards, Robert Stelzer *For the Institute of Mathematical Finance we are looking for an* Academic employee (m/f/d) The institute of Mathematical Finance carries out cutting edge research in selected areas of statistics, data science, financial mathematics and stochastic processes collaborating on an international level. Of particular importance in the research projects is the combination of challenging mathematics with relevant current questions from applications. Within our research projects we are looking for outstanding junior scientists full of curiosity, enthusiasm for mathematics and its applications and being interested in further scientific qualification, e.g. in the form of a PhD or habilitation. On the postdoctoral level employment on a full position is intended on the PhD student level on three quarters of a position. Your profile: o a very good master degree (Postdoc: PhD) in mathematics or a comparable degree o interest in research in areas like data science, statistics of stochastic processes/fields, stochastic analysis, financial mathematics or time series analysis and appropriate previous experiences o willingness to work on one’s own scientific qualification o very good command of English and ability to teach in English o Commitment, ability to work in teams and interest in interdisciplinary cooperation o interest in didactics and high-quality teaching Your responsibilities: o Contribution to the teaching and supervision duties of the institute. The formal teaching load is is 3-4 hours per week per semester, depending on the scope of employment. o Participation in the research projects of the institute o own further scientific qualification (e.g. PhD or habilitation) We offer: o Flexible working hours o Further scientific qualification o Job ticket, Job bike and further benefits of the public service *> Scope: Fulltime 100% or part-time 75% > Temporary: 2-3 years, in line with qualification aim (Postdoc: initially 2 years, PhD student 3 years) > Remuneration: TV-L EG 13 > Start: 01.04.2026 or later * ** We seek to increase the proportion of women in research and teaching and particularly encourage qualified female scientists to apply for this position. Severely disabled applicants with equal aptitude will be given preferential consideration. Full-time positions are generally divisible. *The university and what we offer:<https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/>* *https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/* *<https://www.uni-ulm.de/en/einrichtungen/zuv/dezernat-3/job-portal/> Seize the opportunity and join us in shaping the future of the University! * *> Referenz-no.:* 25153 *> Application deadline:* 14.12.2025 Hiring is done by the Central University Administration. Your contact for further information: Prof. Dr. Robert Stelzer, phone +49 731 50-23520 **We look forward to your application via our online application portal <https://stellenangebote.uni-ulm.de/en/jobposting/326878d802cbbe926c5d24f92e…> -- +++++++++++++++++++++++++++++++++++++++++ Prof. Dr. Robert Stelzer Institute of Mathematical Finance Ulm University Helmholtzstraße 18 89081 Ulm Germany Phone: +49 731 50 23520 Fax: +49 731 50 31096 Email:robert.stelzer@uni-ulm.de http://www.uni-ulm.de/mawi/finmath/people/stelzer.html

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Seminar Andreis at Tor Vergata, November 24
by Michele Salvi 19 Nov '25

19 Nov '25

Dear all, On Monday, November 24th, at 14h00 in Aula Dal Passo of Tor Vergata Math Department, RoMaDS (https://www.mat.uniroma2.it/~rds/events.php) will host Luisa Andreis (Università degli studi di Torino) with the seminar "Large deviations for the covariance process in fully connected Gaussian neural networks” Abstract: In this talk, we study fully connected Gaussian deep neural networks, focusing on their covariance process. In particular, we establish a large deviation principle (LDP) for this process in a functional framework, viewing it as a trajectory in the space of continuous functions. As key applications of our main results, we derive posterior LDPs under Gaussian likelihoods in both the infinite-width and mean-field regimes. We will outline the main ideas of the proof, emphasizing that it relies on an LDP for the covariance process regarded as a Markov process taking values in the space of non-negative, symmetric, trace-class operators equipped with the trace norm. This talk is based on joint work with F. Bassetti and C. Hirsch. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Seminar Andreis | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/33954601582872?p=ecTbLKmPt6bfiSYZvx> The seminar is part of the Excellence Project MatMod@TOV.

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Fwd: Jobs at Warwick
by Tiziano De Angelis 17 Nov '25

17 Nov '25

Dear All, I am forwarding an annoucement about 2 assistant professor positions in the areas of Statistical Methodology and Theory, Computational Statistics and Machine Learning. Best wishes Tiziano De Angelis ------------- Dear All, Can I draw your attention to these two new assistant professor positions? https://warwick-careers.tal.net/vx/appcentre-ext/brand-4/spa-1/candidate/so… Best wishes, Saul ********************************* S D Jacka, Professor of Statistics Director of the Centre for Research in Statistical Methodology (CRiSM) Room 3.02, Mathematical Sciences Building, University of Warwick, Coventry CV4 7AL Tel: +44 24 7652 3371 *I do not work on Mondays or Fridays.*

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Seminario Padova - Simone Baldassarri
by alekos.cecchin＠unipd.it 17 Nov '25

17 Nov '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (3 Ottobre) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Simone Baldassarri (Gran Sasso Science Institute (GSSI)) <https://sites.google.com/view/simonebaldassarri> https://sites.google.com/view/simonebaldassarri Title: How opinions evolve on dense dynamic random graphs Date: October 3, 2025, at 14:30, 2AB40 Abstract: Describing the evolution of dynamic networks together with dynamic processes running on them constitutes a major challenge in network science. Despite considerable efforts in past years, and notable progress on an intuitive and approximative level, our mathematical understanding of such systems is still in its infancy. The focus of this talk will be two-opinion voter models on dense dynamic random graphs. The goal is to understand and describe the occurrence of consensus versus polarisation over long periods of time. The former means that all vertices have the same opinion, the latter means that the vertices split into two communities with different opinions and few disagreeing edges. We consider three models for the joint dynamics of opinions and graphs: one with one-way feedback and two with two-way feedback. Key results cover functional laws of large numbers for the densities of the two opinions, functional laws of large numbers for the dynamic random graphs in the space of graphons, and a characterisation of the limiting densities in terms of Beta-distributions. This talk is based on a joint work with P. Braunsteins, F. den Hollander and Michel Mandjes. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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REMINDER: [STAR Seminars] Tuesday Nov 18 - Ihsan Arharas
by Leonardo Tarquini 17 Nov '25

17 Nov '25

Dear all, This is a gentle reminder about this week's STAR seminar scheduled for tomorrow, November 18th, from 13:00 to 14:00 (Oslo time). As always, the talk will take place in a hybrid format: participants in Oslo can attend the talk in Møterom 1000 in Niels Henrik Abels hus, whereas the international audience will be able to follow the talk via Zoom<https://uio.zoom.us/j/65363110080>. The speaker is Ihsan Arharas (Linnaeus University) with the talk: Title: American options under asymmetric information in the predictable setting Abstract: We study the valuation of American contingent claims with irregular payoff processes in a financial market where the buyer possesses additional information. The seller operates with respect to the public filtration, while the buyer acts under an initially enlarged filtration. In this setting, we investigate the value of the American contingent claim when the buyer exercises the option according to predictable stopping strategies, i.e. exercise rules that can be announced in advance. This formulation is particularly relevant in the absence of regularity, since enlargement may transform jump times that are totally inaccessible under the public filtration into predictable times under the enlarged one. Within this framework, the value of the American contingent claim is characterized through the solution of a reflected backward stochastic differential equation (RBSDE) in the predictable setting, and the difference between the two information structures provides a representation of the cost of the additional information. We are looking forward to seeing you! Best regards, Giulia, Leonardo and Pere

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