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Seminario Sergio Albeverio: Asymptotic expansions, summability, SDEs and applications (DipInf - UniVr)
by Luca di persio 03 Feb '17

03 Feb '17

Mercoledì 8 Febbraio, ore 16:30 Presso: Dipartimento di Informatica (Sala Verde) Strada le Grazie, 15 https://goo.gl/maps/6mB9N2SSeqC2 Il prof. Sergio Albeverio (IAM and HCM, University of Bonn) terrà il seguente seminario Title: Asymptotic expansions, summability, SDEs and applications Abstract: Asymptotic series and Borel summability will be shortly recalled, as well as relations with the classical moment problem,with a view towards applications in the study of (S)DEs. Some examples from models of financial mathematics and mathematical physics will be discussed. Tutti gli interessati sono invitati a partecipare. Cordialmente, LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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seminario Emilio Porcu in Bicocca
by Fabio Bellini 03 Feb '17

03 Feb '17

ll giorno lunedì13 febbraio alle ore 11.00 presso la aula seminari del Dismeq al IV piano dell'edificio U7, il prof. Emilio Porcu del Department of Mathematics della University Federico Santa Maria di Valparaiso terrà un seminario su Estimation and Prediction using Wendland covariance functions under Infill Asymptotics Abstract We study estimation and prediction of Gaussian random fields with covariance models belonging to the generalized Wendland (GW) class, under fixed domain asymptotics. As the Matlern case, this class allows a continuous parameterization of smoothness of the underlying Gaussian random field, being additionally compactly supported. The paper is divided into two parts: first, we characterize the equivalence of two Gaussian measures with GW covariance function, and we provide sufficient conditions for the equivalence of two Gaussian measures with Matlern and GW covariance functions. We elucidate the consequences of these facts in terms of (misspecified) best linear unbiased predictors. In the second part, we establish strong consistency and asymptotic distribution of the maximum likelihood estimator of the microergodic parameter associated to GW covariance model, under fixed domain asymptotics. Our findings are illustrated through a simulation study: the former compares the finite sample behavior of the maximum likelihood estimation of the microergodic parameter with the given asymptotic distribution. The latter compares the finite-sample behavior of the prediction and its associated mean square error when using two equivalent Gaussian measures with Matlern and GW covariance model, using covariance tapering as benchmark. Tuti gli interessati sono invitati a partecipare.

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Summer school on "Mathematical Modelling in Life Sciences" in Pisa - save the date
by Luigi Amedeo Bianchi 02 Feb '17

02 Feb '17

Dear all, this is the first announcement for the summer school on *Mathematical Modelling in Life Sciences*, to be held at the Centro di Ricerca Matematica "E. De Giorgi" in Pisa, Italy, from September 13th to September 15th, 2017. The aim of the school is to introduce and discuss some recent developments in analytical and probabilistic modelling for life sciences. The school will feature two main courses, by *Benoit Perthame* (Université Pierre et Marie Curie in Paris) and *Sylvie Méléard* (Ecole Polytechnique Université Paris- Saclay), as well as additional lectures by *François Delarue* (Université de Nice). There will also be a limited number of short contributed talks by some of the participants. This summer school is intended for PhD students and young researchers, but open for everyone. Registration to the school is free, but compulsory for organisatorial purposes. Some funds are available to offer financial support to a limited number of selected students and young researchers (post-docs). The deadline for application is 29th June 2017.This school would not have been possible, without the support by Centro di Ricerca Matematica "E. De Giorgi", Università di Pisa and GNAMPA-INdAM. More information and the registration form are available on the website http://www.crm.sns.it/event/409/ We are looking forward to seeing you in Pisa. The organisers, Lisa Beck, Luigi Amedeo Bianchi, Dirk Blömker, Franco Flandoli, Marco Romito, Dario Trevisan

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position as Teaching Assistants
by Davide Erminio Pirino 02 Feb '17

02 Feb '17

Three positions as "Teaching Assistant", Faculty of Economics, University of Rome Tor Vergata. Deadline February, 9, 2017. http://economia.uniroma2.it/def/selezioni-e-bandi/175-619/bando-coadiutori-…

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Seminario Thomassey DipMat@UniTo
by Roberta Sirovich 01 Feb '17

01 Feb '17

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* *Giovedì 9 Febbraio 2017 alle ore 11:00 in Aula C* presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, si svolgerà il seguente seminario Sales forecasting in fashion industry: main issues and opportunities Sébastien Thomassey ENSAIT – Lille 1 University Roubaix – France *Abstract *The fashion industry is a very challenging market for the sales forecasting. Indeed, the volatile demand, the strong seasonality of sales, the wide number of items with short life cycle or the lack of historical data, make the traditional forecasting models, based on time series, unsuitable or at least very difficult to implement. Therefore, researchers and practitioners have investigated other techniques such as Artificial Intelligence. The emergence of the “big data” era has also opened new opportunities and generated new issues. In this presentation, we propose an overview of the different constraints related to the sales forecasting in the fashion industry. Some examples are introduced to illustrate the problematics and the potential solutions. Finally, the new opportunities which could be explored are discussed. -- --------------------------------------------------- Roberta Sirovich Department of Mathematics G. Peano University of Torino Via Carlo Alberto 10 10123 Torino (Italy) +390116702937 www.robertasirovich.it <http://www.personalweb.unito.it/roberta.sirovich/EN/Home.html> ---------------------------------------------------

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Fwd: conference announcement: "Statistical mechanics, random planar geometry and interacting random walks", Lyon, June 6-9, 2017
by Francesco Caravenna 30 Jan '17

30 Jan '17

Ricevo e inoltro. > Da: Fabio Toninelli <toninelli(a)math.univ-lyon1.fr> > Oggetto: conference announcement: "Statistical mechanics, random planar geometry and interacting random walks", Lyon, June 6-9, 2017 > Data: 30 gennaio 2017 11:32:30 GMT+01:00 > > > Dear colleagues, > > We are glad to announce the forthcoming workshop: > > "Statistical Mechanics, random planar geometry and interacting random walks" > > to be held on June 6-9, 2017 at the University Lyon 1, France. This workshop will be part of the thematic trimester "ProbabLYon" in probability theory (http://math.univ-lyon1.fr/~garban/ProbabLYon/). > > A list of speakers is avaible on the web-page > > http://math.univ-lyon1.fr/~garban/StatMech2017/ > > Registration is free but mandatory, and should be done here: > > https://indico.math.cnrs.fr/event/1958/registration/register#/register > > Graduate students, postdocs and early career researchers are encouraged to apply. Some financial support is available. Junior participants who wish to apply for financial support should do so before April 15th. and should arrange for a short support letter to be sent by e-mail by their supervisor to the organizers. > > Do not hesitate to forward this announcement to your potentially interested colleagues. > > Best regards, > Christophe Garban, Christophe Sabot, Fabio Toninelli > > Fabio Toninelli > Institut Camille Jordan, Universite' Lyon 1 > 43 bd du 11 novembre 1918 > 69622 Villeurbanne Cedex, France > > Office 105, tel: +33 (0) 4 26 23 44 41

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Numerical methods for stochastic models: control, uncertainty, quantification, mean-field
by Tiziano Vargiolu 30 Jan '17

30 Jan '17

Numerical methods for stochastic models: control, uncertainty quantification, mean-field July 17 - August 25, CIRM, Marseille http://smai.emath.fr/cemracs/cemracs17/ The goal of this event is to bring together scientists from both the academic and industrial communities and discuss these topics. During the first week, a classical summer school is proposed. It consists of several lectures given by leading scientists and related to the topics of the research projects. The remaining 5 weeks are dedicated to working on the rechearch projects, possibly after a morning seminar. Cemracs'17 will be the twenty-second of the series, devoted this year to the study of advanced numerical methods for the analysis of stochastic models associated with stochastic control problems, uncertainty propagation analysis or mean-field type interaction phenomena. These models are echoes many industrial applications (production optimization systems, life sciences, neuroscience, geophysics, fluid mechanics, risk management in finance, etc.). The main difficulty is the non-linearity or the high dimension of the problems encountered in practice. -- Stefano Pagliarani, DEAMS, Universit? di Trieste Via Tigor 22, 34124 Trieste, Italy Cell. Phone +39 338 1447398 stepagliara1(a)gmail.com, stefano.pagliarani(a)deams.units.it http://www.cmap.polytechnique.fr/~pagliarani/

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Seminario Thomassey @UniTo
by Roberta Sirovich 30 Jan '17

30 Jan '17

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* *Giovedì 9 Febbraio 2017 alle ore 11:00 in Aula C* presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, si svolgerà il seguente seminario Sales forecasting in fashion industry: main issues and opportunities Sébastien Thomassey ENSAIT – Lille 1 University Roubaix – France *Abstract *The fashion industry is a very challenging market for the sales forecasting. Indeed, the volatile demand, the strong seasonality of sales, the wide number of items with short life cycle or the lack of historical data, make the traditional forecasting models, based on time series, unsuitable or at least very difficult to implement. Therefore, researchers and practitioners have investigated other techniques such as Artificial Intelligence. The emergence of the “big data” era has also opened new opportunities and generated new issues. In this presentation, we propose an overview of the different constraints related to the sales forecasting in the fashion industry. Some examples are introduced to illustrate the problematics and the potential solutions. Finally, the new opportunities which could be explored are discussed. r. -- --------------------------------------------------- Roberta Sirovich Department of Mathematics G. Peano University of Torino Via Carlo Alberto 10 10123 Torino (Italy) +390116702937 www.robertasirovich.it <http://www.personalweb.unito.it/roberta.sirovich/EN/Home.html> ---------------------------------------------------

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Fwd: Two 3-year probability postdocs in Oxford
by Fabio Martinelli 27 Jan '17

27 Jan '17

---------- Forwarded message ---------- From: Christina Goldschmidt <goldschm(a)stats.ox.ac.uk> Date: Fri, Jan 27, 2017 at 1:00 PM Subject: Two 3-year probability postdocs in Oxford To: Christina Goldschmidt <goldschm(a)stats.ox.ac.uk> Dear colleagues, The Department of Statistics at Oxford is currently advertising two 3-year postdoctoral positions in probability, to work with me on a project concerning random graphs and their scaling limits. I would be very grateful if you could bring this to the attention of any suitable people that you know. Potential candidates should feel free to contact me directly. More details are available from the university's jobs page <https://www.recruit.ox.ac.uk/pls/hrisliverecruit/erq_jobspec_version_4.disp…> where there are links to a detailed job description and the online application form. The start date is flexible (but must be no later than January 2018). The closing date for applications is 12 noon (GMT) on 3 March 2017. Interviews will be held on 16 March 2017. Many thanks and best wishes, Christina Goldschmidt. -- Christina Goldschmidt | http://www.stats.ox.ac.uk/~goldschm Department of Statistics and Lady Margaret Hall, University of Oxford -- Fabio Martinelli Department of Mathematics and Physics Roma Tre University Lg. San Murialdo 1, 00146 Roma Italy tel +39 06 57338039 fax +39 06 57338039

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Avviso di seminario al Politecnico di Milano
by Giuseppina Guatteri 27 Jan '17

27 Jan '17

Si avvisa che in data 3/2/2017, alle ore 12:00 precise, presso Aula seminari del terzo piano del dipartimento di Matematica del Politecnico di Milano, nell'ambito delle iniziative della sezione di Probabilità e Statistica Matematica, si svolgerà il seguente seminario: Titolo: MIsure invarianti per l'equazione stocastica di Navier-Stokes nel piano/ Invariant measures for Navier Stokes equation in the plane Relatore: Benedetta Ferrario, Universita' di Pavia Abstract: Si presenta un risultato di esistenza di una misura invariante per l'equazione di Navier-Stokes nel piano con forzante di tipo rumore bianco nel tempo. Poiche' si lavora in un dominio spaziale illimitato, l'immersione dello spazio di Hilbert H^1 in H^0 non e` compatta e questo richiede una tecnica diversa dal caso di dominio spaziale finito per la dimostrazione dell'esistenza di una misura invariante. Invece del metodo di Krylov e Bogoliubov si ricorre al metodo di Maslowski e Seidler (On sequentially weakly Feller solutions to SPDE's. Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Natur. Rend. Lincei (9) Mat. Appl. 10 (1999), no. 2, 69-78). Questo lavoro e` in collaborazione con Z. Brzezniak (Universita` di York). The existence of an invariant measure for 2d Navier Stokes with white noise (in time) forcing term is given. Due to the unboundedness of the domain a different technique in proving this existence result used. In fact, rather then using Krylov-Bogoliubov method we follow the approach introduced by Maslowsly and Seidler (On sequentially weakly Feller solutions to SPDE\'s. Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Natur. Rend. Lincei (9) Mat. Appl. 10 (1999), no. 2, 69-78). This is a joint paper with Z. Brzezniak, University of York. Tutti gli interessati sono invitati a partecipare. Per informazioni scrivere a giuseppina.guatteri(a)polimi.it. Giuseppina Guatteri Dipartimento di Matematica Politecnico di Milano Via Bonardi, 9 20133 Milano tel.: +390223994556 fax.:+390223994513 email: giuseppina.guatteri(a)polimi.it "Happiness can be found even in the darkest of times, if one only remembers to turn on the light" A. Dumbledore

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