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school on Large Random Graphs, Bonn, April 2017
by Carina Geldhauser 20 Jan '17

20 Jan '17

Received from the organizer, Prof. Ngoc Tran ------------- April 2017 Hausdorff School: Large random graphs: geometry and applications https://www.hcm.uni-bonn.de/?id=2510 <https://www.hcm.uni-bonn.de/?id=2510> This summer school brings together researchers in both applied and theoretical aspects of random graphs. There are three mini-courses on the latest research progresses and questions on random graphs, their geometry and topology; as well as three contributory talks on the latest applications of random graphs, from ecology to cosmology. Our school is meant to rapidly introduce young researchers to this exciting field, and features extended open problem discussions sessions. *Travel support available*! Please register by*February 10th* the latest to receive full considerations https://www.hcm.uni-bonn.de/events/eventpages/hausdorff-school/wwwhcmuni-bo… <https://www.hcm.uni-bonn.de/events/eventpages/hausdorff-school/wwwhcmuni-bo…> ---------------

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Seminario BOUCHERON
by Matteo Ruggiero 20 Jan '17

20 Jan '17

************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************ Venerdì 27 Gennaio 2017 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Stéphane BOUCHERON (Université Paris-Diderot) CONCENTRATION INEQUALITIES IN THE INFINITE URN SCHEME FOR OCCUPANCY COUNTS AND THE MISSING MASS, WITH APPLICATIONS TO GOOD-TURING ESTIMATORS AND ADAPTIVE STATISTICAL TEXT COMPRESSION An infinite urn scheme is defined by a probability mass function over positive integers. A random allocation consists of a sample of N independent drawings according to this probability distribution where N may be deterministic or Poisson-distributed. We are concerned with occupancy counts, that is with the number of symbols with r or at least r occurrences in the sample, and with the missing mass that is the total probability of all symbols that do not occur in the sample. Without any further assumption on the sampling distribution, these random quantities are shown to satisfy Bernstein-type concentration inequalities. The variance factors in these concentration inequalities are shown to be tight if the sampling distribution satisfies a regular variation property. Among other applications, these concentration inequalities allow us to derive tight confidence intervals for the Good--Turing estimator of the missing mass. In statistical text compression, adaptive (or twice-universal) coding faces the following problem: given a collection of source classes such that each class in the collection has a non-trivial minimax redundancy rate, can we design a single code which is asymptotically minimax over each class in the collection? We deal with classes of sources over an infinite alphabet (that is with infinite urn schemes), that are characterized by a dominating envelope. We provide asymptotic equivalents for the redundancy of envelope classes enjoying a regular variation property. We construct a computationally efficient online code, which is shown to be adaptive, within a loglog(n) factor, over the collection of regularly varying envelope classes. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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ENBIS Spring Meeting on Predictive Maintenance and Reliability with Big and Complex Data
by antonio.pievatolo＠cnr.it 19 Jan '17

19 Jan '17

Call for papers *ENBIS Spring Meeting on Predictive Maintenance and Reliability with Big and Complex Data* Monastery of Schlägl in Upper Austria, from 28th to 30th May, 2017 Abstract submission deadline: *26 February 2017* Web page: http://www.enbis.org/activities/events/current/533_ENBIS_Spring_Meeting_201… Description The meeting will focus on predictive maintenance and reliability with big and complex data. Industrial statistics and in particular reliability engineering is a strongly growing field of interest as technical products determine more and more our daily life (communication, mobility, logistics, energy, nutrition, etc.). This dependence motivates the importance of high reliability of processes and devices. The 2017 ENBIS Spring Meeting will contribute to the discussion of current problems and challenges in reliability and maintenance and to the exchange of knowledge among experts from industry, consultancy and academia. The meeting will focus on the application of statistical methods in the contemporary big data and internet of things context, where the sustained flow of failure and maintenance data can be of great value for prognosis and decision making if properly integrated with data analytic methods. Contributions are welcome on the illustration of particularly challenging reliability and maintenance problems, as well as on methodologies such as stochastic modelling, association modelling and data analysis methods designed for big data. -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101

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avviso di seminario Lente - Politecnico di Torino - lunedì 23 ore 11
by Enrico Bibbona 19 Jan '17

19 Jan '17

Lunedì 23 gennaio alle ore 11 in aula Buzano, DISMA, Politecnico di Torino si terrà il seguente seminario Gabor Lente (University of Debrecen, Hungary) Stochastic effects and the autocatalytic chemical systems Per abstract e ulteriori dettagli si veda http://calvino.polito.it/~probstat/seminars/seminars17.html Cordiali saluti, Enrico Bibbona -- Enrico Bibbona Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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Annuncio di seminario
by Piccioni, Mauro 18 Jan '17

18 Jan '17

*Lunedi 23 gennaio* *Ore 16:00, Aula di Consiglio* *Seminario di Probabilità e Statistica Matematica* *Domenico Marinucci, Dipartimento di Matematica, Università di Roma Tor Vergata* *Titolo: A Quantitative Central Limit Theorem for the Euler-Poincaré Characteristic of Random Spherical EigenfunctionsWe establish here a Quantitative Central Limit Theorem (in Wassersteindistance) for the Euler-Poincaré Characteristic of excursion sets ofrandom spherical eigenfunctions in dimension 2. Our proof is based upon adecomposition of the Euler-Poincaré Characteristic into differentWiener-chaos components: we prove that its asymptotic behaviour isdominated by a single term, corresponding to the chaotic component oforder two. As a consequence, we show how the asymptotic dependence on the threshold level u is fully degenerate, i.e. the Euler-PoincaréCharacteristic converges to a single random variable times a deterministicfunction of the threshold. This deterministic function has a zero at theorigin, where the variance is thus asymptotically of smaller order. Ourresults can be written as an asymptotic second-order Gaussian KinematicFormula for the excursion sets of Gaussian spherical harmonics.Based on a joint work with Valentina Cammarota.* *Prossimo seminario: Valentina Cammarota, 31/1* *Tutti gli interessati sono invitati ad intervenire.* *Per richieste di informazioni scrivere a piccioni(a)mat.uniroma1.it.*

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Fwd: PhD position at the University of Bath
by Francesco Caravenna 17 Jan '17

17 Jan '17

Ricevo e inoltro. > Da: Marcel Ortgiese <M.Ortgiese(a)bath.ac.uk> > Oggetto: PhD position at the University of Bath > Data: 17 gennaio 2017 12:46:42 GMT+01:00 > > Dear all, > > I am currently advertising a PhD position in networks at the University of Bath, for details see below. > I’d be grateful if you could pass the message on to anyone who you think might be interested. > For further details, please contact me at m.ortgiese(a)bath.ac.uk. > > Thank you, > Marcel > > ====================================================== > > Topic: Preferential attachment networks with fitness > Application deadline: Tuesday, January 31, 2017 > Anticipated start date: 2 October 2017 > > > UK and EU students may apply for a University Research Studentship which will cover Home/EU tuition fees, a training support fee of £1000 per annum and a tax-free maintenance allowance of £14,296 (2016/17 rate) for 3.5 years. > > See also https://www.findaphd.com/search/ProjectDetails.aspx?PJID=80623 and follow the link to apply online (choose “PhD programme in Statistics (full-time)” and mention the project title). > > > Project description: > This PhD project is based in a modern area of probability at the intersection of random graphs, branching processes and processes in random environments. > > The main topic of the project is the analysis of growing network models. Following the paradigm of preferential attachment, these models offer a simple explanation to why power laws can be observed in real-life networks such as the world wide web. The basic rule is that when new nodes are introduced into the network, they prefer to establish connections to old nodes that already have many connections. In this project we will consider the preferential network model with fitness. Here, the classical preferential attachment mechanism is modified by equipping each node with a random fitness. This models the fact that not every new node in a real-life network has the same initial attractiveness. The aim of the project is to understand how this extra randomness modifies the structure of the network. The mathematical analysis is closely related to studying processes in random environment and in particular to non-homogeneous branching processes. > > The project will be based at the internationally recognised probability laboratory at the University of Bath and the PhD candidate would benefit from a vibrant research environment and the interaction with other postgraduate students and other specialists working on closely related topics. >

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de Finetti Risk Seminar - January 24, 2017
by Emanuela Rosazza 17 Jan '17

17 Jan '17

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture TITLE: Partial Differential Equations (PDEs) in Infinite Dimension: Economic and Financial models Fausto Gozzi LUISS, Italy ABSTRACT: "PDEs in Infinite Dimension" seems, already from the name, a very abstract and difficult subject. We aim to show how it can be very useful in treating, in particular, economic and financial models. We start by presenting some motivating problems in Economic and Finance (e.g. Growth and Pricing/Hedging) which can be naturally attacked using, as main mathematical tools, infinite dimensional PDEs. We then point out the state of the art on these kind of problems and present some recent results on them. Finally we will discuss the applicability of such results to the motivating problems and give some ideas on possible future developments. LOCATION: The seminar will be held on Tuesday, January 24, at 18.00, Aula di rappresentanza, Dept. of Mathematics, Milano University, Via C. Saldini 50, Milano. A refreshment will be offered at 19.00. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) **************************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *****************************************************

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Annuncio Seminario di Probabilità, Pisa, Mercoledi 18 gennaio, ore 11:00
by Carina Geldhauser 16 Jan '17

16 Jan '17

----- Annuncio Seminario di Probabilità, Pisa ---- Dipartmento di Matematica, Università di Pisa Mercoledi, 18 gennaio, ore 11:00, Sala Riunioni. Seminario di Probabilità SPEAKER 1: Dario Trevisan, Universita di Pisa TITLE: A PDE approach to a 2-dimensional matching problem ABSTRACT: We prove asymptotic results for 2-dimensional random matching problems. In particular, we obtain the leading term in the asymptotic expansion of the expected quadratic transportation cost for empirical measures of two samples of independent uniform random variables in the square. Our technique is based on a rigorous formulation of the challenging PDE ansatz by S. Caracciolo et al. (Phys. Rev. E, 90, 012118, 2014) that linearizes the Monge-Ampère equation. Moreover, it provides a new approach to classical bounds due to Ajtai et al. (Combinatorica, 4, 1984). Joint work with L. Ambrosio and F. Stra. Dopo una pausa di circa 15min, proseguiamo con SPEAKER 2: Franco Flandoli, Università di Pisa TITLE: Sistemi di particelle (proseguimento): l'idea dell'equilibrio locale. ABSTRACT. Si prosegue la breve introduzione ai limiti macroscopici in diversi regimi approfondendo, pur solo euristicamente, il caso del limite idrodinamico, basato sull'idea di equilibrio locale. Tutti gli interessati sono invitati a partecipare. Per informazioni scrivere a carina.geldhauser(a)dm.unipi.it

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Annuncio di seminario
by Piccioni, Mauro 12 Jan '17

12 Jan '17

*Dipartimento di Matematica, Sapienza Università di Roma * *Martedì 17 gennaio* *Ore 14:00, Aula di Consiglio* *Seminario di Probabilità e Statistica Matematica* *Mauro Mariani, Dipartimento di Matematica, Sapienza Università di Roma* *Titolo: Metastable regimes of diffusion processes* *Abstract: *I will discuss some old and new results concerning a classical example featuring a metastable behavior: finite-dimensional diffusion processes in the vanishing noise limit. Sharp estimates have been introduced during the '60s. More recently, similar ideas appeared in the context of potential theory and calculus of variations. Tutti gli interessati sono invitati a partecipare. Per informazioni scrivere a: piccioni(a)mat.uniroma1.it

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Seminario Tiziano De Angelis 19 gennaio 2017 presso Università Cattolica sede di Milano
by Marina Di Giacinto 12 Jan '17

12 Jan '17

Seminario di Tiziano De Angelis (School of Mathematics - The University of Leeds) Giovedi' 19 gennaio 2017 - ore 11:00 - aula 200 Università Cattolica del Sacro cuore, Milano, Dipartimento di di Discipline matematiche, Finanza matematica ed Econometria Viale Necchi, 9 - Milano TITLE: The dividend problem with a finite horizon ABSTRACT: We characterize the value function of the optimal dividend problem with a finite time horizon as the unique classical solution of a suitable Hamilton-Jacobi-Bellman equation. The optimal dividend strategy is realized by a Skorokhod reflection of the fund's value at a time-dependent optimal boundary. Our results are obtained by establishing for the first time a new connection between singular control problems with an absorbing boundary and optimal stopping problems on a diffusion reflected at an elastic boundary. Joint work with Erik Ekstrom (Uppsala Universitet) Paper available at http://arxiv.org/abs/1609.01655 Tutti gli interessati sono invitati a partecipare.

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