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Tenure track position in stochastic analysis
by Enrico Priola 07 Dec '19

07 Dec '19

====================================== Tenure Track Professorship of Stochastic Analysis (University of Konstanz, Germany) At the Department of Mathematics and Statistics of the University of Konstanz, there is an opening for a Tenure Track Professorship of Stochastic Analysis (Tenure to W3). The successful candidate is expected to have outstanding knowledge of stochastic analysis with connections to partial differential equations and an excellent research record in a current field that complements and strengthens research areas of the department, in particular in stochastics and analysis. The deadline is January 6th, 2020. Further information can be found in German and English at: https://www.uni-konstanz.de/stellenangebote/stellenauswahl.php/stellenauswa… For more informations: Markus Kunze <markus.kunze(a)uni-konstanz.de>

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Seminario Antonio Lerario Roma Tor Vergata
by Anna Vidotto 06 Dec '19

06 Dec '19

I would like to announce the following talk that will be held on Thursday December 12th 2019, at 4:30 PM, in Aula Dal Passo of the Department of Mathematics, University of Rome Tor Vergata. Speaker: Antonio Lerario (SISSA Trieste) Title: Low-degree approximation of real singularities Abstract: In this talk I will discuss some recent results that allow to approximate a real singularity given by polynomial equations of degree $d$ (e.g. the zero set of a polynomial, or the number of its critical points of a given Morse index) with a singularity which is diffeomorphic to the original one, but it is given by polynomials of degree $O(d^{1/2}log d)$. The approximation procedure is constructive (in the sense that one can read the approximating polynomial from a linear projection of the given one) and quantitative (in the sense that the approximating procedure will hold for a subset of the space of polynomials with measure increasing very quickly to full measure as the degree goes to infinity). This is based on a combination of joint works with P. Breiding, D. N. Diatta and H. Keneshlou. — This talk is part of the activity of the MIUR Excellence Department Project CUP E83C18000100006 — —————— Anna Vidotto PostDoc Researcher Dipartimento di Matematica Università degli Studi di Roma Tor Vergata https://sites.google.com/view/annavidotto

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2020 ABS Summer School on Bayesian Causal Inference (Florence, Italy)
by Consonni Guido 05 Dec '19

05 Dec '19

We are glad to announce that the 2020 Applied Bayesian Statistics Summer School (17th edition) will be held in Florence, Italy. BAYESIAN CAUSAL INFERENCE 8-12 June, 2020 Lecturer: Prof. Fan Li, Duke University, Durham, NC, USA Further details are provided below. Guido Consonni and Fabrizio Ruggeri ABS20 Directors Raffaele Argiento and Antonio Pievatolo ABS20 Executive Directors ------------------------------------------------------------------------ ******************************* * ABS20 * ******************************* Applied Bayesian Statistics School BAYESIAN CAUSAL INFERENCE Florence Center for Data Science, University of Florence Florence, Italy 8-12 June, 2020 Lecturer: Prof. Fan Li (Department of Statistical Science, Duke University, Durham, NC, USA) https://stat.duke.edu/people/fan-li The conference webpage is >>> http://www.mi.imati.cnr.it/conferences/abs20/index.html <<< Registration is now open to reserve a place (but payments are possible only from early January). Please note that the conference room allows only for a very limited number of participants. COURSE OUTLINE The aim of this course is to introduce the fundamental concepts and state-of-art methods for causal inference under the potential outcome framework. The lectures will be organized by the treatment assignment mechanisms. Topics will cover randomized experiments, observational studies with ignorable assignment mechanisms, natural experiments, sequential ignorable longitudinal treatments. Recent advances related to machine learning and more complex situations such as spatial-temporal treatments and interference will also be discussed. All methods will be illustrated via real case studies in health studies, economics and biology. Though the causal framework and most of the methods are independent of the inferential paradigm, an emphasis will be put on the Bayesian paradigm for inference. TENTATIVE PROGRAM See the daily program on the website. PRACTICAL INFORMATION The school will replicate the successful format of the previous years, and will feature lectures and practical sessions (run by a junior researcher), as well as participants' talks. It will start on Monday after lunch and end on Friday before lunch; Wednesday afternoon is free. Info on accommodation will appear soon on the website. Florence (Firenze) is easily accessible by train, airplane or car.

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RISKS Special Issue
by Luca di persio 05 Dec '19

05 Dec '19

Dear all, this is to communicate the *call for papers* related to the following RISKS Special Issue: *New Challenges in Mathematical Finance: From S(P)DEs to Machine Learning* more details can be found in the attached flyer. All the best, LuCa __ Luca Di Persio - PhD College of Mathematics Dept. of Computer Science - University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Official UniVr spinoff: www.hpa8.com <http://www.hpa8.com/>

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Fwd: Open PostDoc position in Augsburg
by Marco Romito 05 Dec '19

05 Dec '19

--------------------------------------------------------------------------------------------------- Assistant position (PostDoc) for 3 years "Wissenschaftliche Mitarbeiterin / Wissenschaftlicher Mitarbeiter (m/w/d)" At the Universität Augsburg, Chair of Nonlinear Analysis, in the area of stochastic partial differential equations, stochastic analysis, stochastic dynamical systems, or related fields. Scheduled to start on April 1, 2020 until March 31, 2023 For the official advertisement (in German only) see: https://www.uni-augsburg.de/de/jobs-und-karriere/stellenangebote/2019/11/25… Please sent your application including a full CV, a short description of your research interests and a list of publications (either in German or English) via e-mail preferably in a single pdf file to: dirk.bloemker(a)math.uni-augsburg.de <mailto:dirk.bloemker@math.uni-augsburg.de> For questions regarding the position or the research group at the Chair of Nonlinear Analysis, please contact directly Prof. Dr. Dirk Blömker (dirk.bloemker(a)math.uni-augsburg.de <mailto:dirk.bloemker@math.uni-augsburg.de>) Deadline: Januar 6, 2020 Requirements: PhD in Mathematics Workload: 100% position salary: E13 TV-L teaching duties: 5 hours per week during term time -- Prof. Dr. Dirk Blömker, Institut für Mathematik, Universität Augsburg, 86135 Augsburg, Germany Telefon: ++49 (0821) 598 - 2156 Telefax: ++49 (0821) 598 - 2200 E-Mail: dirk.bloemker(a)math.uni-augsburg.de Skype: bloemker21

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mini workshop - A LATE MORNING ON INFORMATION GEOMETRY - 6 Dicembre
by Paola Siri 03 Dec '19

03 Dec '19

MINIWORKSHOP Venerdì 6 Dicembre alle ore 11.00 nell’aula BUZANO del Dipartimento di Scienze Matematiche “G.L.Lagrange” (DISMA) - Politecnico di Torino si terrà il miniworkshop A LATE MORNING ON INFORMATION GEOMETRY Per i dettagli si veda la locandina allegata. Tutti gli interessati sono caldamente invitati a partecipare. Cordiali saluti, Paola Siri e Barbara Trivellato

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Fwd: [isspsm] XXXVI International Seminar on Stability Problems for Stochastic Models
by RITA GIULIANO 03 Dec '19

03 Dec '19

Ricevo e inoltro Rita Giuliano -------- Messaggio originale -------- Oggetto: [isspsm] XXXVI International Seminar on Stability Problems for Stochastic Models Data: 03.12.2019 07:47 Mittente: "isspsm2020" <isspsm2020(a)krc.karelia.ru> Destinatario: <isspsm(a)lists.cs.msu.ru> Dear Colleagues, On behalf of the organizing committee we are pleased to invite you to participate in the XXXVI INTERNATIONAL SEMINAR ON STABILITY PROBLEMS FOR STOCHASTIC MODELS HTTP://ISSPSM2020.KRC.KARELIA.RU/ which will be held in PETROZAVODSK, KARELIA, RUSSIA from 22 TO 26 OF JUNE 2020 under the auspices of the Institute of Applied Mathematical Research of the Karelian Research Centre of the Russian Academy of Sciences, Faculty of Computational Mathematics and Cybernetics of the Lomonosov Moscow State University, Institute of Informatics Problems of the Federal Research Scientific Center "Computer Science and Control" of the Russian Academy of Sciences and Moscow Centre of Fundamental and Applied Mathematics. Please, find the first information letter in the ATTACHMENT and feel free to pass this invitation to your colleagues. INTERNATIONAL PROGRAM COMMITTEE Victor Korolev (Moscow, Russia - Chairman) Vladimir Mazalov (Petrozavodsk, Russia - Chairman) Evsey Morozov (Petrozavodsk, Russia - Vice-Chairman) Irina Shevtsova (Moscow, Russia - Vice-Chairman) Andrey Gorshenin (Moscow, Russia - Secretary) Vladimir Chichagov (Perm, Russia) Sándor Baran (DEBRECEN, Hungary) István Fazekas (DEBRECEN, Hungary) Yuri Khokhlov (Moscow, Russia) Lev Klebanov (Prague, Czech Republic) Vassily Kolokoltsov (Warwick, United Kingdom) Edward Omey (Leuven, Belgium) Enzo Orsingher (Rome, Italy) Gyula Pap (DEBRECEN, Hungary) Yuri Pavlov (Petrozavodsk, Russia) Anna Rettieva (Petrozavodsk, Russia) Alexander Rumyantsev (Petrozavodsk, Russia) Georgy Shevlyakov (Saint-Petersburg, Russia) Alexander Zeifman (Vologda, Russia) THE MAIN TOPICS OF THE XXXVI SEMINAR · Limit Theorems and Stability Problems of Probability Theory · Stochastic Processes · Statistics of Time Series and Stochastic Processes · Finance, Insurance, Risk · Spatial Statistics · Applied Statistics and Data Analysis · Stochastic Dynamics · Random Graphs · Queuing Theory and Modeling · Information Systems · Probability Distributions · Discrete Probability Models · Nonparametric Statistics · Statistical Learning · Stochastic Games PUBLICATIONS Abstracts of communications on the XXXVI International Seminar on Stability Problems for Stochastic Models will be published before the Seminar. Selected proceedings of International Seminar on Stability Problems for Stochastic Models will be published in the Journal of Mathematical Sciences [1] (Springer Science+Business Media, ISSN: 1072-3374) and in the journal Informatics and Applications [2] (ISSN: 1992-2264). IMPORTANT DEADLINES · APRIL 1, 2020 - preliminary registration, abstract submission · April 15, 2020 - notification of acceptance · MAY 1, 2020 - early registration fee payment SEMINAR WEBSITE: HTTP://ISSPSM2020.KRC.KARELIA.RU/ For any questions, please, contact isspsm2020(a)krc.karelia.ru On behalf of the International Program Committee, Victor Korolev, Chairman Irina Shevtsova, Vice-Chairman On behalf of the Local Organizing Committee_,_ Vladimir Mazalov, Chairman Evsey Morozov, Vice-Chairman Links: ------ [1] http://www.springer.com/mathematics/journal/10958 [2] http://www.ipiran.ru/journal/issues/ _______________________________________________ isspsm mailing list isspsm(a)lists.cs.msu.ru https://lists.cs.msu.ru/mailman/listinfo/isspsm

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Seminario di Tyler Helmuth (Bristol) a Roma Tre, 12-12-2019
by Alexandre Stauffer 03 Dec '19

03 Dec '19

SEMINARIO Probabilita' Tyler Helmuth (University of Bristol) Titolo: Random spanning forests and hyperbolic symmetry Giovedi' 12 Dicembre 2019 ORE 10:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract The arboreal gas is a probability measure that arises from conditioning the random subgraph given by Bernoulli(p) bond percolation to be a spanning forest, i.e., to contain no cycles. This conditioning makes sense on any finite graph G, and specializes to the uniform measure on spanning forests when p = 1/2. One is naturally lead to ask about the percolative properties of the arboreal gas, and this turns out to be a surprisingly rich question. I will discuss some results and conjectures about the arboreal gas, most of which are based on important relations between the arboreal gas and spin systems with hyperbolic symmetry. Based on joint work in progress with Roland Bauerschmidt, Nick Crawford, and Andrew Swan.

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Economists For Future (fwd)
by Tiziano Vargiolu 02 Dec '19

02 Dec '19

Per completezza: c'e' una cosa molto importante che non viene detta sotto, ma nella procedura di firma si', ed e' questa: IMPORTANT: This open letter is open to everyone to sign, not just economists! Cordiali saluti a tutti ---------- Forwarded message ---------- Date: Mon, 02 Dec 2019 13:16:12 +0000 From: Luisa Jentsch <noreply(a)econ4future.org> Reply-To: info(a)econ4future.org To: Tiziano <vargiolu(a)math.unipd.it> Subject: Economists For Future Dear Tiziano, I write to introduce you to Economists for Future?s open letter that is calling on the economics community to raise its game and devise a more impactful contribution to tackling climate change. Economists for Future is an international student-led organisation with the aim to put pressure on the economics community to treat climate change like the emergency it is. While many economists have shown great academic leadership on this issue, the overall contribution from the community has not been commensurate with the magnitude of the problem. The shortage of climate change related articles in top journals is one such demonstration. For example, the most-cited journal in our discipline has never published an article on climate change [https://lists.econ4future.org/links/iJ9AW4JXP/PfQP6QyMO/aMbvBGRdzdg/YJmX2li…]. As the next generation of economists, as young people who will live through the most severe climate effects and as individuals with a deep belief in the power of good economics to make the world a better place, we feel an acute pressure to ?do more? that we are hoping you will share. We think economists have both a responsibility and an enormous opportunity to have an even greater contribution to help tackle this emergency. The open letter (attempts to) make the case for economists seizing this opportunity to provide the intellectual framework that enables a rapid decarbonisation that is coupled with a great leap in human progress. We would like to invite you to support this initiative by signing the letter, which you can do by filling out the form on our website. [https://lists.econ4future.org/links/iJ9AW4JXP/PfQP6QyMO/aMbvBGRdzdg/K8_4G0o…] And, if you agree with it, we would kindly ask you to share your support among your social and academic networks. If you have any questions about our initiative or the letter, we would love to hear from you ? at the end of the day, we are curious students that desire more from the discipline we want to dedicate our lives to. Kind Regards, Luisa Jentsch Economists For Future Website: econ4future.org [econ4future.org] Facebook [https://lists.econ4future.org/links/iJ9AW4JXP/PfQP6QyMO/aMbvBGRdzdg/CY-m9M0…] Instagram [https://lists.econ4future.org/links/iJ9AW4JXP/PfQP6QyMO/aMbvBGRdzdg/qHhHAzS…] Twitter [https://lists.econ4future.org/links/iJ9AW4JXP/PfQP6QyMO/aMbvBGRdzdg/zMI73YS…]

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Presentazione Rapporto IVASS 2019 (fwd)
by Tiziano Vargiolu 02 Dec '19

02 Dec '19

---------- Forwarded message ---------- Date: Mon, 2 Dec 2019 09:28:26 +0100 From: Paolo Foschi <foschip(a)gmail.com> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Cc: Paolo Foschi <foschip(a)gmail.com> Subject: Presentazione Rapporto IVASS 2019 Caro Tiziano, la prossima settimana, a Rimini, ospitiamo i tecnici dell?IVASS che presentano il rapporto sullo stato del sistema assicurativo italiano. Potresti far circolare la locandina nella mailing list random? Grazie e saluti, Paolo ?? Giornata IVASS 9 Dicembre 2019 14:00-17:00 "Il Mercato Assicurativo Italiano: Update sul 2019." Aula Magna Campus di Rimini, Universit? di Bologna Via Domenico Angher? 22, Rimini Ore 14.00 Introduzione Chair Paolo Foschi (Univ. di Bologna) Ore 14:15 Il mercato assicurativo itliano: struttura, perfomance e solvibilit?, Leandro D'Aurizio (IVASS) Ore 15:00 Assicurazioni Vita: Ramo I e Ramo III, Riccardo Cesari (IVASS) Ore 15:45 Il mercato delle polizze RC auto: aspetti economici-quantitativi, Marco Cosconati (IVASS) Ore 16.30 Discussione e domande Carlo Mazzaferro (Univ. di Bologna) ORe 17:00 Chisura dei lavori Riccardo Cesari (IVASS) Pre Info: Prof. Paolo Foschi (paolo.foschi2(a)unibo.it) Dip. di Scienze Statistiche, Universit? di Bologna

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