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Seminario Paolo Baldi - Politecnico di Milano - 24 Marzo 2026
by Luca Scarpa 16 Mar '26

16 Mar '26

Si segnala il seguente seminario a tutti gli interessati. Martedì 24 Marzo 2026, ore 14:30. Aula Seminari VI Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Paolo Baldi. Title: Around Large Deviations in a Gaussian world. Abstract: The investigation of Large Deviations estimates in the Gaussian setting begins with the results of Donsker and Varadhan concerning the LD behavior of a Gaussian r.v. with values in a separable Banach space when multiplied by a small parameter. In this talk, after a review of the old results I shall present some new extensions, motivated by the investigation of Gaussian processes in small time. Link Zoom: https://polimi-it.zoom.us/j/99100651823?pwd=6a48q9g4coIMbvIpPoWUiwbqMhMry6.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2698&sezione_di_ricerca=probstat&stri… ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Seminar by Prof. Michel Mandjes at IMT Lucca | March 18th, 2026
by Anna Gallo 16 Mar '26

16 Mar '26

Dear all, On behalf of Prof. Diego Garlaschelli, I am pleased to announce that next week *Professor Michel Mandjes *will visit IMT Lucca and give a seminar entitled *Inference Problems in Stochastic Networks *(see abstract below). The seminar will take place on: *March 18th, 2026 – 3:00 PM*San Francesco Complex – Sagrestia Join online at imt.lu/sagrestia. All the best, Anna ------------------------------------------------ *Abstract*: The majority of the random graph literature focuses on inherently static models, in which features of the graph are considered only at a single point in time. Yet there are strong practical motivations to study stochastically evolving graphs, which capture the inherent dynamics of real-world networks. Moreover, one can even consider stochastic processes evolving on these dynamic graphs, further enriching the modeling framework. The main focus of my talk is on estimating, in the framework discussed above, model parameters from partial information. For example, in a first basic variant, we demonstrate how the underlying parameters of a dynamic random graph can be inferred from snapshots of the subgraph counts. A second model is an age-structured branching process, the most elementary instance being a setting with just juveniles and adults. Remarkably, the model parameters can be estimated just observing the total population. Next, I consider a static network of nodes represented as infinite-server queues. Our goal is to estimate key parameters — such as arrival rates, service-time distributions, and the routing matrix — using observations of the network’s population vector at Poisson-sampled time points. We propose a method-of-moments estimator and establish its consistency. Numerical experiments show that this approach provides accurate estimates even in high-dimensional settings. We present two variants: one assuming a known parametric form for the service-time distributions, and a "model-free version" that does not rely on such assumptions. Finally, we study a population process evolving on a dynamic random graph. Using time series data on the number of individuals at each node, we successfully estimate parameters governing the graph dynamics. We prove that the estimator is asymptotically normal.

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PhD position aperta - genetica di malattie epatiche
by Daniela Bertacchi 14 Mar '26

14 Mar '26

Ricevo questo annuncio da parte di un collega del dipartimento di medicina, con preghiera di diffusione a potenziali candidati interessati. ************ PhD position aperta — Genetica delle malattie epatiche (inizio novembre 2026) Il dr. Alessio Gerussi (Dipartimento di Medicina e Chirurgia, Università degli Studi di Milano-Bicocca, Monza) sta cercando candidati per una posizione di dottorato interamente finanziata (FIS 2 Starting Grant) in genetica delle malattie epatiche presso l'Università degli Studi di Milano-Bicocca, Dottorato in Medicina Molecolare e Traslazionale. Il progetto si sviluppa su tre assi: Analisi di rare variants su dati whole-exome sequencing (collaborazione con Humanitas) Population genetics su FinnGen/UK Biobank (collaborazione con FIMM Helsinki — con periodo di ricerca a Helsinki) Genetica evoluzionistica su genomi arcaici (collaborazione con Bicocca) Profilo ricercato: laureati magistrali in Bioinformatica, Matematica, Fisica, Statistica, Informatica o discipline quantitative affini. Sono richieste competenze in Python/R e familiarità con la linea di comando. Esperienza con dati genomici (WES/WGS/GWAS) è gradita ma non necessaria. Inizio: novembre 2026 | Bando in uscita il 18/03/2026 https://www.unimib.it/studiare/dottorato-ricerca/accedere-al-dottorato/band… Per informazioni o manifestazioni di interesse: Alessio Gerussi MD PhD email: alessio.gerussi(a)unimib.it

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Seminario Padova - Bouchot
by alekos.cecchin＠unipd.it 13 Mar '26

13 Mar '26

Buongiorno a tutte/i, Vorremmo segnalarvi che Venerdì prossimo (6 Marzo) alle 14:30 in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Nicolas Bouchot (Universität Innsbruck) <https://www.uibk.ac.at/mathematik/personal/bouchot-nicolas/bouchotnicolas.h tml> website Title: Confined walk, interlacements and covering time Date: March 6, 2026, at 14:30, 2AB40 Abstract: Random interlacements are understood to naturally arise as a full-volume limit of random walks spending a long time inside a domain. However, this understanding is somewhat indirect, as it is often through ways of large deviations principles. In this talk, I will present a straightforward model: the random walk confined inside a domain. We obtain a precise coupling between this confined walk and some interlacements tilted by the first Laplace eigenvector on the domain. As an application, I will present asymptotics for the covering time of subdomains by the confined walk. Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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IFCS 2026 - Extended Deadline for Abstract Submission
by Giorgia Zaccaria 13 Mar '26

13 Mar '26

***Apologies for cross-posting*** Dear All, We would like to inform you that the deadline for abstract submission for *IFCS 2026 *has been extended to March 31st, 2026. Below you can find the important dates. - Deadline for submission of single abstracts: March 15th, 2026 *March 31st, 2026* *(23:59 CET)* - Notification to authors of single abstracts: March 31st, 2026 *April 15th, 2026* - Deadline for poster submissions: *May 29th, 2026 (23:59 CET)* Please note that the *deadline* for the *IFCS 2026 awards* <https://ifcs2026.unimib.it/awards/> remains *March 15th, 2026*. We invite you to explore the list of invited and organized sessions at: https://ifcs2026.unimib.it/program/. For further information, please visit the IFCS 2026 website: https://ifcs2026.unimib.it/. We look forward to seeing you in Milan! Best regards, The Local Organizing Committee of IFCS 2026 *Francesca Greselin, Luca Brusa, Andrea Cappozzo, Alessandro Casa, Francesca De Battisti, Francesco Denti, Sónia Dias, Andrea Marletta, Marta Nai Ruscone, Giorgia Zaccaria, Mariangela Zenga* Dr. Giorgia Zaccaria, Ph.D. Tenure-Track Assistant Professor (RTT) University of Milano-Bicocca Personal pages: Giorgia Zaccaria Personal page <https://giorgiazaccaria.github.io/> - Giorgia Zaccaria ResearchGate <https://www.researchgate.net/profile/Giorgia-Zaccaria> - ‪Giorgia Zaccaria‬ - ‪Google Scholar‬ <https://scholar.google.it/citations?user=svSITAkAAAAJ&hl=it>

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Posizione di Graduate Teaching Assistant in Statistica (PhD) – Johannes Kepler University Linz
by Alejandra Avalos Pacheco 12 Mar '26

12 Mar '26

Cari colleghi, segnalo l’apertura di una posizione di Graduate Teaching Assistant (30 ore/settimana, durata 4 anni) presso il Dipartimento di Data Analysis and Econometrics della Johannes Kepler University (Linz, Austria). La posizione prevede lo svolgimento di un dottorato in statistica. Salario: €3.776,10 lordi/mese (full-time, 14 mensilità); per 30 ore/settimana pari al 75% del full-time. Scadenza per la candidatura: 25 marzo 2026 Inizio previsto: 1 aprile 2026 Maggiori dettagli sulla posizione e sulle modalità di candidatura sono disponibili al seguente link: https://karriere.jku.at/hcm/jobexchange/showJobOfferDetail.do?jobOfferId=8a… [https://karriere.jku.at/hcm/jobexchange/showJobOfferDetail.do?jobOfferId=8a…] Cordiali saluti, Alejandra Avalos Pacheco

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Course "Environmental Finance" by Peter Tankov in Verona, 25 March - 16 April 2026
by Cecilia Mancini 11 Mar '26

11 Mar '26

It is an honor to announce that, as part of the PhD program in Economics and Finance, track Mathematics and Data Analytics for Finance, Peter Tankov, Professor of Quantitative Finance at ENSAE, Institut Polytechnique de Paris, will teach the course Environmental Finance at the University of Verona, campus Santa Marta, via Cantarane 24, room SMT04 Dates: March 25, 26; April 8, 9, 15, 16 from 4PM to 6PM. The course is in English. All interested people are warmly invited to participate COURSE AIMS The objective of this course is to present quantitative approaches to green investing, the measurement of environmental performance of investment portfolios, and the assessment and management of climate-related financial risks. The course aims to strike a balance between theory and practice. We will review key contributions from the recent academic literature and provide hands-on illustrations using real financial, economic, and climate data. By the end of the course, students should be able to: • Understand the main theoretical models of sustainable investing and climate finance. • Measure environmental performance and portfolio climate alignment. • Interpret climate scenarios and integrated assessment model outputs. • Quantify transition and physical climate risks for financial assets. • Critically assess empirical findings in the sustainable finance literature. PROGRAM The course is organized in two parts. The first part focuses on green investing and portfolio alignment. The second part addresses the measurement and management of climate-related financial risks. Part I: Green Investing • Introduction: Genesis and objectives of environmental and sustainable finance; recent ESG backlash and regulatory developments. • Data and Measurement: Data sources in green finance; measurement of firms’ environmental impact; ESG ratings and rating divergence. • Asset Pricing and Sustainable Investing: Strategies of green investing; equilibrium models of sustainable investing; relationship between green preferences and asset prices. • Impact Investing: Theoretical quantification of investor impact; empirical evidence; practical approaches to impact investing. • Portfolio Climate Alignment: Evaluation of portfolio alignment to climate scenarios; portfolio temperature metrics; construction of portfolios compatible with net-zero emissions. Part II: Climate-Related Financial Risks • Climate Models and Physical Risk: Introduction to climate modeling; link between CO2 concentrations and temperature dynamics; extraction of relevant risk information from state-of-the-art climatological models; uncertainty quantification. • Integrated Assessment Models and Transition Risk: Coupling climate dynamics with macroeconomic dynamics; role of the energy sector; role of the financial sector in the transition; scenario analysis and scenario uncertainty. • Climate Stress Testing: Supervisory stress testing frameworks; transmission channels of climate shocks; recent stress-testing exercises and their implications. Further information (prerequisites, references) are available here [https://res.public.onecdn.static.microsoft/assets/fluentui-resources/1.1.0/app-min/assets/item-types/24_3x/docx.png]Poster Corso.docx<https://univr-my.sharepoint.com/:w:/g/personal/cecilia_mancini_univr_it/IQC…>

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Como Lake School "Stochastic Dynamics: Foundations and Applications"
by Luca Scarpa 11 Mar '26

11 Mar '26

Dear Colleagues, this is a reminder that registrations for the PhD School Stochastic Dynamics: Foundations and Applications will close on March 15, 2026. Venue: Villa del Grumello, Como, Italy. Dates: June 29 – July 3, 2026. The school is addressed to PhD students and researchers, and will feature four mini-courses: * Prof. Francesco Caravenna (Università degli Studi di Milano Bicocca) On the 2D stochastic heat equation * Prof. Sandra Cerrai (University of Maryland) Asymptotic problems for SPDEs * Prof. Franco Flandoli (Scuola Normale Superiore di Pisa) SPDEs for random transport in turbulent fluids * Prof. Lorenzo Zambotti (Sorbonne Université) A gentle introduction to rough paths and regularity structures Please find the link to the school's webpage below: https://sdfa.lakecomoschool.org/ We look forward to meeting you in Como! Best regards, The Organisers Davide A. Bignamini, Carlo Orrieri and Luca Scarpa ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Probability Seminar by Eviatar Procaccia, 12/03/26, at Milano-Bicocca
by Tal Orenshtein 10 Mar '26

10 Mar '26

Dear all, I am pleased to announce a seminar talk by *Eviatar Procaccia* at the Department of Mathematics and Applications of the University of *Milano-Bicocca *on Thursday, March 12 at 15:30. Below you can find the details. Best regards, Tal Orenshtein ---------------------------- *Time and place: *Thursday, March 12, 2026 at 15:30, Room U9/08 (Edificio U9, viale dell'Innovazione 10) *Speaker:* *Eviatar Procaccia* (Technion – Israel Institute of Technology) *Title:* The Pool Model: a rotationally symmetric, mass-preserving MDLA variant *Abstract:* Multi-particle diffusion-limited aggregation (MDLA) describes the growth of an aggregate driven by a cloud of diffusing particles. Classic works of Kesten, Rath, Sidoravicius, Stauffer, and Sly show that in the high-intensity regime the MDLA aggregate grows linearly in time, while the low-intensity regime remains largely open. We introduce the pool model, a rotationally symmetric analogue in which particles (“droplets”) perform continuous-time random walks and are absorbed upon entering a circular pool initially centered at the origin. Each absorbed particle increases the pool’s mass, and the pool expands so that its area grows accordingly—yielding a natural mass-preserving dynamics. The imposed rotational symmetry makes the model more tractable for rigorous analysis, while retaining key features of MDLA. In this talk we focus on the critical density separating finite growth from explosive behavior, and we present rigorous bounds on the pool’s growth rate at and near criticality.

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Due incarichi post-doc presso SNS Pisa
by Franco Flandoli 10 Mar '26

10 Mar '26

We announce two post-doc positions (one year, wth possible prolongation) at Scuola Normale Superiore in Pisa, deadline 9/4/2026: https://trasparenza.sns.it/page/51064/details/18333/selezione-pubblica-per-… See also https://sites.google.com/view/noise-in-fluids-snspisa/home Molti saluti, Franco Flandoli

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