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assegno di ricerca bandito presso il Dipartimento di Ingegneria Gestionale - Politecnico di Milano
by Anna Paganoni 21 May '18

21 May '18

Desidero segnalare il seguente assegno di ricerca (12 mesi) bandito presso il Dipartimento di Ingegneria Gestionale - Politecnico di Milano SECS-P/08 - ECONOMIA E GESTIONE DELLE IMPRESE "Analisi statistica/econometrica da fonti eterogenee di grandi basi di dati Sviluppo e utilizzo di metodologie in campo economico, industriale e finanziario" Il bando e' reperibile al sito: https://www.polimi.it/index.php?id=3971&tx_wfqbe_pi1%5BID%5D=7729 Scadenza: 12 Giugno 2018 ----------------------------------------------------------------------------------- The call for a 12 month postdoc is open at Politecnico di Milano Dept of Department of Management, Economics and Industrial Engineering SECS-P/08 - MANAGEMENT "Statistical and econometric analysis of large databases from heterogeneous sources Development and implementation of methodologies in economic, industrial and financial fields" The details of the call are at https://www.polimi.it/index.php?id=3971&tx_wfqbe_pi1[ID]=7729&L=1 Deadline: 12 June 2018 -- Anna Maria Paganoni MOX - Modeling and Scientific Computing Dipartimento di Matematica "F. Brioschi" Politecnico di Milano Piazza Leonardo da Vinci, 32 I-20133 Milano - Italy tel. +39 02 2399 4574 fax. +39 02 2399 4568 e.mail: anna.paganoni(a)polimi.it

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A Spring Day in Probability and Statistical Physics
by Francesca Romana Nardi 21 May '18

21 May '18

Carissimi, vi ricordo il seminario di venerdi` prossimo 25 Maggio (vedi annuncio sotto per dettagli). Stiamo prenotando un ristorante diverso dal precedente con cucina fiorentina e prezzo contenuto, per questo ho bisogno del numero ESATTO di persone. Potreste farmi sapere chi intende mangiare con il gruppo per favore? A prestissimo Francesca R Nardi -------- Messaggio originale -------- OGGETTO: A Spring Day in Probability and Statistical Physics DATA: Venerdì 27/04/2018 18:13 MITTENTE: Francesca Romana Nardi <francescaromana.nardi(a)unifi.it> DESTINATARIO: random(a)fields.dm.unipi.it Carissimi, stiamo preparando la prossima giornata di seminari del 25 Maggio 2018 (quarto incontro della serie di giornate sulla probabilita` e le sue applicazioni alla Fisica, Biologia e Scienze sociali). Ricordo che ciascuno oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Per maggiori informazioni e aggiornamenti sulle giornate passate e future abbiamo istituito una pagina web che vi invitiamo a visitare periodicamente. http://web.math.unifi.it/users/fnardi/seminari/ A SPRING DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 25 May 2018 Lecturers: Francis Comets (Paris) and Remco van der Hofstad (Eindhoven) Location: Aula Magna di Via S. Gallo 10, Firenze Prof. Francis Comets (University of Paris Diderot) Title: Cover time, cover process, random interlacements for random walk on the torus, I and II" Abstract: The cover time is the time needed for the $d$-dimensional simple random walk to visit all points of the torus of size $n$ on the lattice $Z^d$; in the continuum, it is the time for the Wiener sausage of radius 1 to cover the torus of linear size $n$. As a maximum of correlated random variables (here, with logarithmic decay when $d=2$) it has interesting asymptotics as $n \to \infty$, which are related to the way the covering is performed. Things are different in dimension $d \geq 3$ (the walk is transient) from dimension $d=1,2$ (the walk is recurrent). In dimension $d \geq 3$, Sznitman introduced random interlacements to describe the local picture during the covering process. They consist in a Poissonian soup of bi-inifinite random walk trajectories. They still give a reliable account at large densities, up to cover time. We will emphasize dimension 2: random interlacements can be used as a description of the neighborhood of an unvisited site, provided that the paths used in the interlacements are random walk _conditioned not to visit a point_. (Joint works with Serguei Popov and Marina Vachkovskaia.) (Leiden University) Prof. Remco van der Hofstad (Technical University Eindhoven) Title: Ising models on random graphs ABSTRACT: The Ising model is one of the simplest statistical mechanics models that displays a phase transition. While invented by Ising and Lenz to model magnetism, for which the Ising model lives on regular lattices, it is now widely used for other real-world applications as a model for cooperative behavior and consensus between people. As such, it is natural to consider the Ising model on complex networks. Since complex networks are modelled using random graphs, this leads us to study the Ising model on random graphs. In this talk, we discuss some recent results on the stationary distribution of the Ising model on locally tree-like random graphs. We start by giving an extensive introduction to random graph models for complex networks, to set the stage of the graphs on which our Ising models live. Real-world networks tend to be highly inhomogeneous, a fact that is most prominently reflected in their degree distributions having heavy tails as described by power laws. Due to the randomness of the graphs on which the Ising model lives, there are different settings for the Ising model on it. The quenched setting describes the Ising model on the random graph as it is, while the averaged quenched setting takes the expectation w.r.t. the randomness of the graph. As such, it takes the expectation of the Boltzman distribution, which is a ratio of an exponential involving the Hamiltonian, and the partition function. In the annealed setting, the expectation is taken on both sides of the ratio. These different settings each describe different physical realities. We discuss the thermodynamic limit of the Ising model, which can be used to define the phase transition in the Ising model on locally tree-like random graphs, by describing when spontaneous magnetization exists and when not, extending work by Dembo and Montanari. We give an explicit expression for the critical value and the critical exponents for the magnetization close to it. These critical exponents depend on the power-law exponent of the degree distribution in the random graph. We also discuss central limit theorems for the total spin in the uniqueness regime, as well as a non-classical limit theorem for the total spin at the critical point in the special setting of the annealed generalized random graph. This talk is based on several joint works with Sander Dommers, Cristian Giardina, Claudio Giberti and Maria Luisa Prioriello. Program: 11.00-11.45 Introductory lecture: Comets 11.45-12.00 Break 12.00-13.00 Seminar: Comets 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: van der Hofstad 15.15-15.30 Break 15.30-16.30 Seminar: van der Hofstad Organizers: F. Caravenna, N. Cancrini, E.N.M. Cirillo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, F.R. Nardi, E. Presutti, B. Scoppola, E. Scoppola Note pratiche: 1) E` importante prenotare il biglietto del treno il piu` presto possibile per poter usufruire di sconti!!!! 2) Stiamo prenotando un ristorante (diverso dal precedente) con un paio di menu fissi (di cui uno vegerariano) che possa ospitarci, ma ho bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati chiedo di mandare un email a francescaromana.nardi(a)unifi.it Resta fermo il fatto che saremo in pieno centro di Firenze, quindi ci sono moltissime altre possibilita` per mangiare se preferite regolarvi indipendentemente. Vi aspettiamo numerosi Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy

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assegno di ricerca bandito presso il Dipartimento di Scienze per l'Economia e l'Impresa dell'Università di Firenze
by Maria Elvira Mancino 21 May '18

21 May '18

Desidero segnalare il seguente assegno di ricerca (12 mesi) bandito presso il Dipartimento di Scienze per l'Economia e l'Impresa dell'Università di Firenze SSD SECS-S/06 "Misure di rischio finanziario con dati ad alta frequenza" Il bando e' reperibile al sito: https://www.unifi.it/vp-391-assegni-di-ricerca.html Scadenza: 7 Giugno 2018 ----------------------------------------------------------------------------------- The call for a 12 month postdoc is open at University of Firenze (Dept of Economics and Management) "Financial risk measures with high frequency data" The details of the call are at https://www.unifi.it/vp-391-assegni-di-ricerca.html Deadline: 7 June 2018

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PhD course di Marco Frittelli in Bicocca
by fabio bellini 18 May '18

18 May '18

Nei giorni 22-23-24 maggio, presso la Aula Seminari 2062 del DISMEQ, al secondo piano dell'edificio U7, il prof. Marco Frittelli del Dipartimento di Matematica della Università di Milano terrà un mini-corso di dottorato su 'Pathwise Finance (Arbitrage and Super-Hedging) and Systemic Risk Measures'. Il calendario delle lezioni è il seguente: Martedì 22 maggio 11-13, 14.30-16.30 Mercoledì 23 maggio 11-13, 14.30-16.30 Giovedì 24 maggio 11-13, 14.30-16.30. La partecipazione è libera ma per motivi logistici è consigliata la registrazione inviando una mail a nicoletta.alghisi(a)unimib.it. -- Prof. Fabio Bellini Department of Statistics and Quantitative Methods University of Milano-Bicocca Via Bicocca degli Arcimboldi 8, 20126 Milano 0039-2-64483119 http://scholar.google.it/citations?user=P61L8P4AAAAJ&hl=it

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Call for abstracts : Numerical methods and quantitative finance: new perspectives and applications @AMASES
by Daniele Marazzina 17 May '18

17 May '18

Con preghiera di diffusione >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Dear Colleagues, a session entitled Numerical methods and quantitative finance: new perspectives and applications(NM)<http://amases2018.uniparthenope.it/files/NM.pdf> will take place during the AMASES Annual Conference, which will be held in Naples on September 13-15, 2018 (http://amases2018.uniparthenope.it/). In recent years the research for mathematical tools to be applied in financial contexts has gained additional importance. In fact the latest financial crisis has highlighted the need for a more scientific approach to the problem of pricing and risk control. Moreover, we can now take advantage of more advanced statistical and mathematical skills and of the availability of numerical techniques and faster computer systems. The aim of this special session is to discuss recent advances and application in this field. Theoretical and empirical papers are welcome. It is a great pleasure to invite you to submit an extended abstract. To be considered for the session, please submit your abstract by specifying the session code (NM) in the file name (NM-[surname of author who will present the paper].pdf). Please refer to the official web page of the conference for further details on the submission. Important dates: May 30, 2018: deadline for abstract submission June 11, 2018: notification of acceptance June 18, 2018: early registration July 2, 2018: late registration For information, please contact: Chiara Guardasoni - chiara.guardasoni(a)unipr.it Daniele Marazzina - daniele.marazzina(a)polimi.it Simona Sanfelici - simona.sanfelici(a)unipr.it We are looking forward to meeting you in Naples. Best regards Chiara Guardasoni, Daniele Marazzina, Simona Sanfelici

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Seminario di G. Giacomin a Milano-Bicocca (29 maggio 2018)
by Francesco Caravenna 17 May '18

17 May '18

Martedì 29 maggio 2018 alle ore 14:30 Giambattista Giacomin (Université Paris Diderot) terrà un seminario dal titolo "On phase transitions in disordered systems and singular behavior of Lyapunov exponents" Aula 3014, Dipartimento di Matematica e Applicazioni (edificio U5, terzo piano, via Cozzi 55, Milano) Università di Milano-Bicocca Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract: Understanding the effect of disorder on phase transitions and crtical phenomena is a challenging problem that has been repeatedly considered in the phyisics literature. In this domain there is a highly non trivial model that takes the center stage because it is considered to be «exactly solvable». It is the two dimensional Ising model with a special type of disorder («columnar disorder»). I will provide an introduction to this model and to what has been conjectured about it. I will also explain why the exact solvability claim is an overstatement. The solvability aspect in fact is limited to the reduction of the problem to another one - the computation of the Lyapunov exponent of a certain product of two by two random matrices - that seems (and probably is) much easier. In collaboration with Francis Comets and Rafael Greenblatt, we have made some progress toward understanding this product of random matrices. The main aim of the talk is explaining these results and what they imply on the two dimensional Ising model with columnar disorder. %%%%%%%%%%%%%%%%%%%%%%%%%% _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Bando RTD-B in Statistica Università Milano-Bicocca
by andrea ongaro 16 May '18

16 May '18

Si informa che l*'Università di Milano - Bicocca* ha bandito una posizione di *RTD-B in Statistica*, (settore concorsuale 13/D1, settore scientifico-disciplinare SECS-S/01) presso il Dipartimento di Economia, Metodi Quantitativi e Strategie d'Azienda. La scadenza per la presentazione delle domande è il *7 giugno 2018*. Il bando (data registr. 9.5.18, nr. reg. 1128/2018), contenente anche le informazioni per la presentazione della domanda on-line, è disponibile alla pagina: https://webproto.si.unimib.it/ADP/concdocenti.aspx Con preghiera di massima diffusione e scusandomi per eventuali invii multipli Andrea Ongaro

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Corso BERESTYCKI
by Matteo Ruggiero 16 May '18

16 May '18

Cari colleghi, nell’ambito del programma di Visiting Professors per la Laurea Magistrale in Stochastics and Data Science dell’Università di Torino, siamo lieti di annunciare il seguente corso: Julien BERESTYCKI (University of Oxford) TOPICS ON BRANCHING BROWNIAN MOTION che si terrà al terzo piano di Corso Unione Sovietica 218/bis, 10134, Torino, secondo il seguente calendario: 24 maggio 11:15-13:15 (aula 12) 25 maggio 9:15-11:15 (aula 12) 28 maggio 11:15-13:15 e 14:00-16:00 (aula 12) 29 maggio 11:15-13:15 e 16:00-18:00 (aula 12) 30 maggio 14:00-16:00 (aula 12) 31 maggio 11:15-13:15 (aula 13) Il corso è rivolto agli studenti della Laurea Magistrale, ma la partecipazione è libera agli interessati. Il programma completo di Visiting Professors si può consultare alla pagina http://www.master-sds.unito.it/do/home.pl/View?round=1&doc=visitingprofesso… Questa iniziativa è parzialmente supportata da Fondazione CRT, Torino. Cordiali saluti, I coordinatori del Programma Laura Sacerdote e Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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seminario GSSI L'Aquila
by davide gabrielli 15 May '18

15 May '18

Il giorno 23 maggio ore 15 presso il GSSI-L'Aquila il Prof. F. Comets terra' un seminario dal titolo Singular behavior of Lyapunov exponents in a weak disorder limit infos: "http://www.gssi.infn.it/seminars/seminars-and-events-2018/item/3612-singula… Locandina allegata

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Colloquium di Balint Toth a Roma Tre il 23 maggio alle 16
by Pietro Caputo 15 May '18

15 May '18

COLLOQUIUM DI MATEMATICA Balint Toth (University of Bristol, UK and Renyi Institute, Budapest) Titolo: Invariance principle for the random Lorentz gas beyond the [Boltzmann-Grad / Gallavotti-Spohn] limit Mercoledi' 23 Maggio 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Aula F, primo piano, edificio Aule - Largo San Leonardo Murialdo,1 Abstract Let hard ball scatterers of radius $r$ be placed in $mathbb R^d$, centred at the points of a Poisson point process of intensity $rho$. The volume fraction $r^d rho$ is assumed to be sufficiently low so that with positive probability the origin is not trapped in a finite domain fully surrounded by scatterers. The Lorentz process is the trajectory of a point-like particle starting from the origin with randomly oriented unit velocity subject to elastic collisions with the fixed (infinite mass) scatterers. The question of diffusive scaling limit of this process is a major open problem in classical statistical physics. Gallavotti (1969) and Spohn (1978) proved that under the so-called Boltzmann-Grad limit, when $r to 0$, $rho to infty$ so that $r^{d-1}rho to 1$ and the time scale is fixed, the Lorentz process (described informally above) converges to a Markovian random flight process, with independent exponentially distributed free flight times and Markovian scatterings. It is essentially straightforward to see that taking a second diffusive scaling limit (after the Gallavotti-Spohn limit) yields invariance principle. I will present new results going beyond the [Boltzmann-Grad / Gallavotti-Spohn] limit, in $d=3$: Letting $r to 0$, $rho to infty$ so that $r^{d-1}rho to 1$ (as in B-G) and simultaneously rescaling time by $T sim r^{-2+epsilon}$ we prove invariance principle (under diffusive scaling) for the Lorentz trajectory. Note that the B-G limit and diffusive scaling are done simultaneously and not in sequel. The proof is essentially based on control of the effect of re-collisions by probabilistic coupling arguments. The main arguments are valid in $d=3$ but not in $d=2$. Joint work with Chris Lutsko (Bristol)

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