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Seminario a Napoli Prof. Leonenko
by Enrica Pirozzi 07 Feb '23

07 Feb '23

AVVISO di SEMINARIO Prof. Nikolai Leonenko School of Mathematics, Cardiff University, UK TITOLO Multiscaling, Intermittency and large deviation in limit theorems for superpositions of Ornstein-Uhlenbeck type processes Abstract Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently [1,2]. We investigate the limiting behavior of integrated supOU processes with finite variance[3,4,6] (see also [7] for multifaced behaviour of supOU processes in the case the infinite variance). We show that after suitable normalization four different limiting processes may arise. The type of limit depends on the decay of the correlation function as well as on the characteristic triplet of the marginal distribution. supOU processes, moreover, may exhibit intermittency, a phenomenon affecting the rate of growth of moments[3,4,5,6,8]. The intermittency phenomenon appears also in some other models, for example, in the subclass of ambit processes[2] known as trawl processes [5]. Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA) References 1. Barndorff-Nielsen, O.E. and Leonenko, N.N., (2005), Spectral properties of superpositions of Ornstein-Uhlenbeck type processes, Methodology and Computing in Applied Probability, 7, 335-352 2. Barndorff-Nielsen, O.E., Benth, F. E., Veraart, A. E.D.(2018) Ambit Stochastics, Springer. 3. Grahovac,D., Leonenko, N.,Sikorskii, A., Te?njak , I.(2016) Intermittency of superpositions of Ornstein-Uhlenbeck type processes, Journal of Statistical Physics, 165, 390-408 4. Grahovac, D., Leonenko, N., Sikorskii, A. and Taqqu.M.S. (2019) The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes, Bernoulli 25 (2019), no. 3, 2029?2050 5. Grahovac, D. and Leonenko, N and Taqqu, M.S.(2017) Intermittency of trawl processes, Statistic and Probability Letters, 137, 235 ? 242. 6. Grahovac, D. and Leonenko, N. and Taqqu, M.S.(2019) Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes, Stochastic Processes and Applications,129,N12,5113-5150 7. Grahovac, D. and Leonenko, N. and Taqqu, M.S.(2020) The multifaced behaviour of supOU processes: the infinite variance case, Journal of Theoretical Probability, 33, N4, 1801-1831 8. Grahovac, D. and Leonenko, N. and Taqqu, M.S. (2021) Intermittency and infinite variance: the case of integrated supOU processes, Electronic Journal of Probability, 26, art.n 56, 1-31 9. Grahovac, D. and Leonenko, N. and Taqqu, M.S. (2022) Intermittency and multiscaling in limit theorems, Fractals, 30, N 7, 2250137 *** Il seminario si terrà il giorno 10 Febbraio 2023 ore 11:00 nella Aula C del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Link to Teams: https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOG… -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Next OWPS on February 15th: Frank den Hollander and Elena Pulvirenti
by Alberto Chiarini 07 Feb '23

07 Feb '23

The One World Probability Seminar is back! This Semester it will take place every other Wednesday form 15:00 to 17:00 UTC. You can find more information on the web site: https://www.owprobability.org/one-world-probability-seminar. OWPS's next session will be on Wednesday the 15th of February from 15:00 to 17:00 UTC. Our next speakers are: Frank den Hollander (Leiden) and Elena Pulvirenti (Delft) Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar. Best wishes, Alberto Chiarini (Padua) and Adrián González Casanova (Berkeley and México) ----------------------------------------------------------------------------------------------------------- Speakers: Frank den Hollander (Leiden) and Elena Pulvirenti (Delft) Talk 1 : Metastability for the Widom-Rowlinson model: I. Planar discs. Abstract We define the static Widom-Rowlinson model on a two-dimensional finite torus. The energy of a particle configuration is determined by its halo, defined as the union of unit discs centred at the positions of the particles. We discuss the metastable behaviour of a dynamic version of the model, in which particles are randomly created and annihilated as if the outside of the torus were an infinite reservoir with a given chemical potential. We start with the empty torus and are interested in the first time when the torus is fully covered by unit discs. This can be viewed as the crossover time from a ‘gas phase’ to a ‘liquid phase’. We consider the metastable regime where the temperature is low and the chemical potential is supercritical. In order to achieve the transition from empty to full, the system needs to create a sufficiently large droplet, called critical droplet, which triggers the crossover. It turns out that the critical droplet is close to a disc of a certain deterministic radius, with a boundary that is random and consists of a large number of unit discs that stick out by a small distance. We show how an analysis of the surface fluctuations allows us to derive both a volume term and a surface term in the asymptotics of the average crossover time. Based on joint work with Sabine Jansen (Munich) and Roman Kotecký (Prague). Talk 2 : Metastability for the Widom-Rowlinson model: II. Grains of general shape. Abstract We investigate what happens when the planar discs are replaced by convex grains in arbitrary dimensions whose shape may be random. We identify the size and the shape of the critical droplet as a function of the shape distribution for the grains. We also identify the volume term in the asymptotics of the average crossover time. In addition, we speculate about the surface term, formulating a conjecture about what it should look like. There are various interesting subcases, showing that the shape of the grains has a rather delicate influence on the critical droplet and the average crossover time. Based on joint work with Yogesh Dhandapani (Bangalore) and Roman Kotecký (Prague). Zoom-link: https://unipd.zoom.us/j/89537602090?pwd=T0lETjRKaHk1R3FpWmNTbThxNTJQdz09 Meeting ID: 895 3760 2090 Passcode: 300934 If you are having trouble with zoom, or if the capacity of the zoom room gets exceeded, you can also access to the Youtube live stream at the channel of the seminar: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ

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Call for expressions of interest in a position of Researcher (tenured) or Associate/Full Professor of Statistics, Economic Statistics, Social Statistics, Demography
by Alessandra Fabbri Colabich 06 Feb '23

06 Feb '23

The Department of Statistical Sciences of the University of Padova, www.stat.unipd.it, invites applications for one academic openings at the Researcher (Ricercatore Tenure Track), Associate Professor or Full Professor level. The applications might cover all the fields of interest for the Department, that is, the fields of Statistics (Statistica), Economic Statistics (Statistica Economica), Demography (Demografia) and Social Statistics (Statistica Sociale); a brief description of the research fields is available at https://www.stat.unipd.it/en/research/areas. Link: https://www.stat.unipd.it/en/call-expressions-interest-position-researcher-… -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche [image: Ottocento anni di libertà e futuro]

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Avvio di Workshop@DSS (Scienze Statistiche, Sapienza) | 16 Febbraio 2023
by Pierpaolo Brutti 06 Feb '23

06 Feb '23

Cari tutti, sono lieto di segnalare la 1ª edizione del workshop dipartimentale dal titolo “Metodi per la Conoscenza | Il Dipartimento di Scienze Statistiche si presenta”, che si terrà Giovedì 16 Febbraio 2023 a partire dalle ore 9:30am, presso l’Aula Gini del Dipartimento di Scienze Statistiche dell’Università di Roma “La Sapienza”. Il tono della giornata sarà prettamente divulgativo e potrà essere seguita anche in diretta streaming su Zoom all’indirizzo: https://uniroma1.zoom.us/j/96613351917 La partecipazione “live” è gratuita ma, per motivi organizzativi, è richiesta l’iscrizione compilando il seguente form: https://cutt.ly/WSDSSREG Infine, al termine di questa email troverete il programma dettagliato della giornata ma, per maggiori informazioni, vi invito a consultare la pagina dedicata: https://www.dss.uniroma1.it/it/wsdss1 —Pierpaolo Brutti + Il comitato organizzatore ================================================================== Dear all, I’m glad to announce the 1st edition of the departmental workshop entitled “Metodi per la Conoscenza | Il Dipartimento di Scienze Statistiche si presenta”, that will take place on Thursday February 16 from 9:30am at Aula Gini Department of Statistics, University of Rome “La Sapienza”. The workshop will mostly be non-technical and live streamed also on Zoom at the following address: https://uniroma1.zoom.us/j/96613351917 Attendance (in person!) is free, but registration is required by filling in the following form: https://cutt.ly/WSDSSREG Finally, at the end of this email you will find the detailed program of the day but, for more information, please consult the dedicated page: https://www.dss.uniroma1.it/it/wsdss1 Please spread the news! …look forward to see you in Rome! Best —Pierpaolo Brutti + The organizers ================================================================== Giovedì 16 Febbraio 2023 Aula Gini, Dip. di Scienze Statistiche, Sapienza Università di Roma (piano terra, edificio CU002) Workshop Dipartimentale - 1ª edizione Metodi per la Conoscenza | Il Dipartimento di Scienze Statistiche si presenta .: S C H E D U L E :. • 09:30 | Marco Schaerf (Preside I3S), Saluti Istituzionali • 10:00 | Giovanna Jona Lasinio (Direttrice del DSS), Apertura Lavori • 10:20 | Fulvio De Santis e Valeria Sambucini, Contributi ai metodi bayesiani per disegno e analisi di prove cliniche • 10:40 | Susanna Levantesi, Strumenti avanzati per la valutazione del rischio in ambito attuariale • 11:00 | Maurizio Vichi, Clustering e riduzione dimensionale per dati complessi e loro applicazioni • 11:20 | Fiorenza Deriu, La Network Analysis nello studio delle reti di servizi • 11:40 | coffee break • 12:00 | Paolo Dell'Olmo e Lavinia Amorosi, Avanzamenti delle tecniche di risoluzione dei problemi di ottimizzazione e applicazioni • 12:20 | Giulia Rotundo e Giacomo Morelli, Metodi quantitativi per la misurazione e la gestione dei rischi in ambito finanziario • 12:40 | Carlo D’Ippoliti, Gestire la complessità in economia • 13:00 | break (pranzo, Aula 2) • 14:30 | Luca Tardella e Cristina Mollica, Ranking data uncertainty and its use with sports data • 14:50 | Filomena Maggino, Statistica e la sfida della complessità sociale • 15:10 | Luisa Beghin, Modelli aleatori della realtà • 15:30 | coffee break • 15:50 | Elisabetta Barbi, La rivoluzione demografica • 16:10 | Bernardo Maggi, Eurosystem stability: a stochastic dynamic optimization approach to public debt • 16:30 | Paolo Franciosa, Algoritmi e metodi efficienti per l'analisi e la gestione dei dati • 16:50 | Giovanna Jona Lasinio, Dal mare alle montagne: la statistica e la natura • 17:10 | Discussione aperta Iscrizione: https://cutt.ly/WSDSSREG Webpage: https://www.dss.uniroma1.it/it/wsdss1 Zoom: https://uniroma1.zoom.us/j/96613351917 Per Informazioni: pierpaolo.brutti(a)uniroma1.it

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Annuncio Seminario Sapienza - 9 Febbraio ore 16:00
by Lorenzo Taggi 05 Feb '23

05 Feb '23

Dipartimento di Matematica, Sapienza Università di Roma, Sala di Consiglio Giovedì 9 Febbraio 2023, ore 16:00 *Speaker:* Daniel Ueltschi, University of Warwick *Title*: Quantum spin chains, loop representations, dimerisation *Abstract:* In contrast to their classical counterparts, one-dimensional quantum spin systems are interesting, they have intriguing behaviour, and they are difficult to study. I will describe a family of systems with nearest-neighbour interactions and O(n) symmetry. Its ground state phase diagram is expected to have a rich structure. For large spins it is possible to prove the occurrence of dimerisation in an open domain. The proof involves a loop representation and the method of cluster expansions. This is joint work with Jakob Bjornberg, Peter Muhlbacher, and Bruno Nachtergaele.

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Summer School: Probability and geometry on configuration spaces, Berlin July 17–21, 2023
by Dello Schiavo Lorenzo 03 Feb '23

03 Feb '23

Dear Colleagues, we would be grateful if you could advertise the following summer school to the junior members of your research groups: Summer School on Probability and geometry on configuration spaces <https://www.wias-berlin.de/workshops/SPP2265_SummerSchool23/>, to be held at the Harnack-Haus <https://www.harnackhaus-berlin.mpg.de/en> in Berlin from July 17 to 21, 2023. The school will focus on configuration spaces, seen through the different lenses of analysis, geometry, and probability. Aim of the school is to bring together different communities in the theory of point processes, configuration-space analysis, and particle systems. It will consist of four mini courses by - Ronan Herry (Centre Henri Lebesgue, Rennes) - Benedikt Jahnel (TU Braunschweig, WIAS Berlin) - Alessia Nota (University of L'Aquila, to be confirmed) - Elena Pulvirenti (TU Delft). A number of talks given by young scientists will provide further insight into cutting-edge research related to the main topic. Registration is free but mandatory, and funding is available for the accommodation of young participants. Registration deadline: April 15, 2023. For further information and to register please visit the conference website https://www.wias-berlin.de/workshops/SPP2265_SummerSchool23/ <https://www.wias-berlin.de/workshops/SPP2265_SummerSchool23/> Best regards, The organisers Lorenzo Dello Schiavo (ISTA) and Alexander Zass (WIAS Berlin) *********************************** Dr. Lorenzo Dello Schiavo Institute of Science & Technology Austria Am Campus 1, 3400 Klosterneuburg Austria, AT lorenzo.delloschiavo(a)ist.ac.at <mailto:lorenzo.delloschiavo@ist.ac.at> lorenzodelloschiavo.com <http://lorenzodelloschiavo.com/>

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Avviso di seminario
by Barbara Martinucci 02 Feb '23

02 Feb '23

UNIVERSITA' DI SALERNO Dipartimento di Matematica AVVISO DI SEMINARIO Giovedì 9 febbraio 2023, alle ore 12:00, nella la Sala del Consiglio del Dipartimento di Matematica, edificio F2, livello 1, si terrà il seguente seminario in presenza e online (su Teams): *The Fractional Non-homogeneous Poisson Process* *Prof. N. Leonenko* Cardiff University, United Kingdom Gli interessati sono cordialmente invitati a partecipare, Antonio Di Crescenzo Barbara Martinucci Alessandra Meoli Serena Spina Link su Teams: https://teams.microsoft.com/l/meetup- join/19%3a6hfHOOIVt89PyLIJDpqXis553z6pgGL9RMiVIQJWO201%40thread.tacv2/167517384 5565?context=%7b%22Tid%22%3a%22c30767db-3dda-4dd4-8a4d- 097d22cb99d3%22%2c%22Oid%22%3a%2261e4e421-60a6-4cb9-8153-d04cb91c1edf%22%7d

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Seminar: Giovanni Conforti at Tor Vergata
by mic sal 02 Feb '23

02 Feb '23

Dear all, On Wednesday, February 1st, at 14h00 in Aula Dal Passo at Roma Tor Vergata, RoMaDS (https://www.mat.uniroma2.it/~rds/about.php) will host Giovanni Conforti (École Polytechnique) with the seminar "A probabilistic approach to exponential convergence of Sinkhorn's algorithm" Abstract: The entropic optimal transport problem (EOT) is obtained adding an entropic regularisation term in the cost function of the Monge-Kantorovich problem and is nowadays regularly employed in machine learning applications as a more tractable and numerically more stable version of the optimal transport problem. On the other hand, E.Schrödinger asked back in 1931 the question of finding the most likely evolution of a cloud of independent Brownian particles conditionally to observations. The mathematical formulation of his question through large deviations theory is known as the Schrödinger problem and turns out to be fully equivalent to EOT. In this talk, I shall illustrate both viewpoints and then move on to sketch the ideas of a probabilistic method to show exponential convergence of Sinkhorn's algorithm, whose application the heart of the recent successful applications of EOT in statistical machine learning and beyond. In particular, we shall discuss how the proposed method opens new perspective for showing exponential convergence for marginal distribution that are non compactly supported. We encourage in-person partecipation. Should you be unable to come, here is the link to the event on Teams: https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw… The seminar is part of the Excellence Project Math@TOV. You can find a schedule with the next events at the following link: https://www.mat.uniroma2.it/~rds/events.php .

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call for papers - two special issues
by Roy Cerqueti 02 Feb '23

02 Feb '23

Dear all, this message is to inform you about two calls for papers of special issues at two different journals. My warmest regards, Roy Cerqueti Some details: 1) Journal: Axioms - Title: Statistical Methods for Finance and Econophysics - Guest editors: Roy Cerqueti, Raffaele Mattera. See here: https://www.mdpi.com/journal/axioms/special_issues/2S5S0H34PA 2) Journal: Frontiers in Applied Mathematics and Statistics - Title: Theories and Applications in Network Science Volume II - Guest editors: Roy Cerqueti, Feng Bill Shi, Hsuan-wei Wayne Lee. See here: https://www.frontiersin.org/research-topics/43626/theories-and-applications…

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Monash BNP Networking Workshop 4-8 December 2023 in Melbourne, Australia
by Raffaele ARGIENTO 01 Feb '23

01 Feb '23

Dear friends and colleagues, we are pleased to announce the 2nd Bayesian Nonparametrics Networking workshop on 4-8 December 2023 to be held at Monash University ( www.monash.edu <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fddec1-0-e…>) in Melbourne, Australia. The workshop program includes 3 mini-courses delivered by Jim Griffin, Athanasios Kottas and Stephanie van der Pas, who will also deliver Keynote talks. The workshop will also feature invited talks, contributed talks and a poster session each featuring a range of different topics presented by a blend of both junior and established researchers. Those who wish to be considered for a contributed talk or poster presentation should submit their abstract by 15 April 2023. This is the same due date for travel grant applications for junior researchers. For more information, please visit the workshop event page at https://www.monash.edu/business/events/bnp2023 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fddec1-0-e…>, or contact the local organising committee via *bnpnet(a)monash.edu <bnpnet(a)monash.edu>*. Best regards, Raffaele Argiento -- Raffaele Argiento Professor of Statistics Department of Economics University of Bergamo (Italy) web: http://www.raffaeleargiento.it/

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