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Seminario a Padova: Alekos Cecchin
by Markus 25 Oct '19

25 Oct '19

Seminario di Analisi e Probabilità all'Università di Padova Martedì 29 ottobre 2019 alle ore 14:30 in aula seminario 430 del Dipartimento di Matematica (via Trieste, 63, 35121 Padova) Alekos Cecchin (Université de Nice Sophia-Antipolis, France) terrà un seminario dal titolo "Selection by vanishing common noise for potential finite state mean field games" Abstract: By adding a suitable Wright-Fisher common noise in the dynamics of the law, uniqueness is restored for finite state mean field games, for any shape of the costs. We then focus on a class of mean field games in which the costs admit a potential in the simplex of probability measures. Firstly, by modifying the cost in the mean field game, we show that the unique solution of the randomized mean field game is equal to the unique minimizer of a suitable stochastic control problem stated in the simplex, called potential randomized game. Thus we study the limit as the intensity of the common noise vanishes. On the one hand, the optimal trajectories converge to the mean field game solutions which are minimizers of the corresponding potential game (not randomized), that is a deterministic optimal control problem in the simplex. On the other hand, the classical solution to the second order master equation converges to the gradient of the value function of the related potential game; we select a particular weak solution, in the sense of distributions, of the master equation, which can be written as multidimensional system of hyperbolic PDEs stated in the simplex. Lastly, we establish uniqueness of such solution in a suitable class. Joint work with Francois Delarue. Tutti gli interessati sono invitati a partecipare. Gli organizzatori Martino Bardi, Claudio Marchi, Markus Fischer

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4-year postdoctoral position in "Modelling Collective Behaviour"
by Tiziano De Angelis 25 Oct '19

25 Oct '19

Dear All, I was asked to circulate the announcement below for a 4-year postdoctoral position in "Modelling Collective Behaviour". It might be of interest to candidates with a PhD in Statistics or Applied Maths, should you know any who is looking for a postdoc. https://jobs.leeds.ac.uk/Vacancy.aspx?ref=EPSMA1003 Best wishes Tiziano

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Seminario di probabilita' di Daniel Valesin (Groningen) a Roma Tre
by Alexandre Stauffer 24 Oct '19

24 Oct '19

SEMINARIO Probabilita' Daniel Valesin (University of Groningen) Titolo: On the threshold of spread-out contact process percolation Lunedi' 04 Novembre 2019 ORE 16:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We study the stationary distribution of the (spread-out) d-dimensional contact process from the point of view of site percolation. In this process, vertices of ^d can be healthy (state 0) or infected (state 1). With rate one infected individuals recover, and with rate lambda they transmit the infection to some other vertex chosen uniformly within a ball of radius R. The classical phase transition result for this process states that there is a critical value lambda_c(R) such that the process has a non-trivial stationary distribution if and only if lambda > lambda_c(R). In configurations sampled from this stationary distribution, we study nearest-neighbor site percolation of the set of infected sites; the associated percolation threshold is denoted lambda_p(R). We prove that lambda_p(R) converges to 1/(1-p_c) as R tends to infinity, where p_c is the threshold for Bernoulli site percolation on ^d. As a consequence, we prove that lambda_p(R) > lambda_c(R) for large enough R, answering an open question of [Liggett, Steif, AIHP, 2006] in the spread-out case. Joint work with Bala'zs Ra'th. Alexandre

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Fwd: Tenure track position in mathematics at EPFL
by Marco Romito 24 Oct '19

24 Oct '19

-------- Forwarded Message -------- Subject: Tenure track position in mathematics at EPFL Date: Wed, 23 Oct 2019 17:04:25 +0200 From: Robert Dalang <robert.dalang(a)epfl.ch> To: Robert Dalang <robert.dalang(a)epfl.ch> Dear Colleagues, The Ecole Polytechnique Fédérale de Lausanne (EPFL) is advertising a tenure-track assistant-professorship in mathematics. The fields of interest include PDEs and stochastic PDEs. EPFL is an equal opportunity employer and family friendly university. It is committed to increasing the diversity of its faculty. It strongly encourages women to apply. Could you please bring the announcement of the position (https://www.epfl.ch/about/working/mathematics/) to any strong candidates that you think might be interested? Sincerely, Robert Dalang.

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Mini corso di A. Stauffer a Roma Tre: Multi-scale analysis of reaction-diffusion particle systems
by Pietro Caputo 22 Oct '19

22 Oct '19

Speaker: Alexandre Stauffer (Roma Tre) Title: Multi-scale analysis of reaction-diffusion particle systems 6 Lectures: Monday, 25 November at 16:30 Tuesday, 26 November at 14:30 Monday, 2 December at 16:30 Tuesday, 3 December at 14:30 Monday, 9 December at 16:30 Tuesday, 10 December at 14:30 All lectures will be in Room 211 (2nd floor) at Department of Mathematics and Physics of Roma Tre Largo San Murialdo 1, Palazzina C For PhD students that want to take the course as part of their PhD coursework, the course will be completed by a reading part (to be discussed with the lecturer). Abstract: This course focus on the (microscopic) analysis of stochastic processes on particle systems. A few examples include spread of infection among moving particles, the frog model or stochastic combustion model, activated random walks, growth processes with competition, and branching random walk with interactions. A common feature of such models is that correlations do not decay exponentially fast, which brings serious challenges to the application of standard techniques of analysis, such as renormalization techniques and comparison with independent percolation. Recently, there has been very important progress in this field, with most new results employing a so-called multi-scale analysis to control the dependences in the model. Multi-scale analysis proved to be an extremely powerful technique; it has been employed in areas beyond particle system, one notable example being the study of random interlacements, where it has been playing a fundamental role. Despite its power, a multi-scale analysis can be quite involved to implement and can become very technical. In particular, it usually needs to be developed from scratch for each application as it needs to be tailored to each specific question being analyzed. The goal of this course is to explain the multi-scale analysis in a didactic and comprehensible way, demystifying this technique, and explaining its main aspects (the ones that are common to most applications) and the most common variations. In order to do this we will concentrate on one problem: the analysis of the spread of an infection among particles that move as independent simple random walks.

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PhD in Statistics & Computer Science - Univ. Bocconi
by Antonio Lijoi 21 Oct '19

21 Oct '19

Cari tutti, con preghiera di diffusione, inoltro l'annuncio relativo al bando (allegato) per l'ammissione al PhD in Statistics and Computer Science presso l'Università Bocconi, per l'a.a. 2020-2021. La scadenza per la presentazione delle domande è il 3 Febbario 2020. Saluti, AL *********************************************************** PhD in Statistics and Computer Science - a.y. 2020-2021 Call for applications for PhD student positions *********************************************************** The Bocconi PhD School provides 7 scholarships for the PhD in Statistics and Computer Science, and a position with tuition waiver. * Scholarship amount * 20.280 euro per annum in the 1st and 2nd year 15.343 euro per annum in the 3rd and 4th year Further funding is available through teaching and research assistantship. Visit www.unibocconi.eu/admissionphd<http://www.unibocconi.eu/admissionphd> for detailed information. ** Applications are due by February 3, 2020 ** Within the PhD School at Bocconi University, the four-year PhD program in Statistics and Computer Science is a high profile and rigorous doctoral program that develops strong mathematical, statistical, computational and programming backgrounds. The curriculum is structured into two tracks: Statistics and Computer science. The first year includes courses that are compulsory for all enrolled PhD students. The second-year features track-specific and elective courses that provide students with a more specialized competence and focus on topics that may be the object of the doctoral dissertation. Dedicated mentorship is offered to students throughout their time at Bocconi. Multidisciplinary interchange with other graduate programs in Bocconi’s PhD School, as well as research experience abroad, are also encouraged. Highly qualified and motivated students with M.Sc. degrees in Statistics, Mathematics, Computer Science, Economics, Physics, Engineering and related areas, as well as other quantitatively-oriented fields, are encouraged to apply for admission. Applicants should hold or be on their way to hold a graduate degree or equivalent. For further information about the PhD program in Statistics and Computer Science at Bocconi, visit www.unibocconi.eu/phdstatscompscience<http://www.unibocconi.eu/phdstatscompscience> and feel free to contact: Antonio Lijoi (antonio.lijoi(a)unibocconi.it<mailto:antonio.lijoi@unibocconi.it>) Angela Baldassarre, PhD administrative assistant (angela.baldassarre(a)unibocconi.it<mailto:angela.baldassarre@unibocconi.it>) Antonio Lijoi Director, PhD program in Statistics and Computer Science Bocconi University http://mypage.unibocconi.it/antoniolijoi

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PhD position in TU Eindhoven
by Chiarini Alberto 21 Oct '19

21 Oct '19

Call for applications for a PhD position in TU Eindhoven (Netherlands) Applications are invited for a PhD position at TU Eindhoven (TU/e), under the supervision of Alberto Chiarini, who will be based at TU/e from January 2020 onwards. Chiarini's appointment at Eindhoven is part of a larger collaboration between the Analysis and Stochastics groups of the Department of Mathematics and Computer Science, and the PhD student will benefit from being embedded in both groups. The subject of the PhD project will be decided together with the student, and will be chosen from a range of topics on the interface between probability theory and analysis, including Gaussian free fields, particle systems, large deviations, and partial differential equations. Ideally, applicants have a sound training in probability theory (including stochastic processes and stochastic differential equations), analysis (including partial differential equations and functional analysis), and measure theory. Students with deficiencies in one of these areas but who are strong in others are nonetheless urged to apply. PhD positions at TU/e are salaried, fixed-term, four-year positions; the salary increases during the four years from approximately 30.000 to 50.000 euros, before tax. In addition, TU/e offers a wide range of secondary benefits. More information can be found by contacting Alberto Chiarini at chiarini(a)math.ucla.edu Applicants are encouraged to send their applications as early as possible; the position will be filled as soon as a suitable candidate is found. Personal webpage: https://www.math.ucla.edu/~chiarini/ Regards, UCLA Mathematics Department MS 6617F 520 Portola Plaza 90095 Los Angeles California, USA

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seminar announcement
by Marco Scarsini 18 Oct '19

18 Oct '19

Panayotis Mertikopoulos, CNRS Grenoble No-Regret Learning in Games Luiss Viale Romania, 32 Room 403 Friday 25 October, h 12:00 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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seminar announcement
by Marco Scarsini 18 Oct '19

18 Oct '19

Michele Salvi, Université Paris Diderot Scale-Free Percolation as a Model for the Cattle Trading Network in France Luiss Viale Romania, 32 Room 207, Thursday 24 October, h 12:00 ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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First annoucement Energy Finance Italia EFI5: Rome, Februrary 10 - 11, 2020
by Tiziano Vargiolu 18 Oct '19

18 Oct '19

Dear All, we are glad to announce the fifth edition of the Energy Finance Italia Workshop - EFI5, which will be held in Rome, University of Roma Tre, next February 10-11, 2020. We will shortly be publishing the CfP with details on the website of the EFI Association http://energyfinanceitalia.unicam.it/ There you will find the information about the EFI Association and the previous editions of the workshop. Best regards Loretta Mastroeni Tiziano Vargiolu

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Seminar Cadonna @Bocconi
by Giacomo Zanella 18 Oct '19

18 Oct '19

We announce the following DEC Statistics seminar: Thursday, October 24 12:30 Meeting room 3-e4-sr03, Bocconi University, Via Roentgen 1, 3rd floor Annalisa Cadonna (Wirtschaftsuniversität Wien) Title: Hierarchical shrinkage in time-varying parameter models through the Triple Gamma prior Abstract: Time varying parameter (TVP) models are widely used in time series analysis, because of their flexibility and ability to capture gradual changes in the evolution dynamics of the model variables. The popularity of TVP state-space models in macroeconomics and finance is based on the evidence that, in most applications, the influence of certain predictors on the outcome variables varies over time. The risk of overfitting in TVP models is a well know issue, which increases with the dimension of the problem at hand, as only a small subset of the predictors might actually have a dynamic influence on the output variables. Hence, in the last decade, there has been a growing need for models and methods able to discriminate between time varying and static parameters in TVP models or, in other words, perform variance selection. We propose a new global local shrinkage prior for shrinkage of variances in TVP models, referred to as the Triple Gamma prior. The Triple Gamma prior extends to variance selection the Normal-Gamma-Gamma prior introduced in Griffin and Brown (2017) in the context of highly structured regression models. The Triple Gamma prior accommodates, as special or limit cases, the Bayesian Lasso, the Double Gamma prior, and the popular Horseshoe prior. Interesting properties of the triple gamma prior are outlined and an efficient Markov Chain Monte Carlo algorithm is developed. An extended simulation study is conducted and the proposed modeling approach is applied to real data, both in a univariate and a multivariate framework. The predictive performance of different shrinkage priors is compared in terms of log predictive density scores. Kind regards, Giacomo Zanella The DEC statistics seminars schedule is available at http://www.unibocconi.eu/statseminar Please note: if you are a guest and you do not have a Bocconi ID Card to access to the Bocconi Buildings, please communicate your participation by sending an email to arianna.colombo(a)unibocconi.it

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MAF 2020 - 9th International Conference MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE
by Marco Corazza 18 Oct '19

18 Oct '19

*SECOND CALL FOR CONTRIBUTIONS* *MAF 2020 - 9th International Conference MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE* *April 15-17, 2020 - Geneve (CH)* *https://www.unige.ch/maf2020/ <https://www.unige.ch/maf2020/>* * The Steering Committee is delighted to announce the 9th International Conference *MAF 2020*. * *MAF 2020* promotes interaction between *mathematicians* and *statisticians* in *actuarial sciences* and *finance*. * *MAF 2020* is open to *academicians* and to *professionals*, to encourage cooperation. * *MAF 2020* covers a *wide variety of subjects* in actuarial science and financial fields. * *MAF 2020* will be held at the *Université de Genève*, in *April 15-17*, *2020*. * *We invite submission of original contributions*. * *Important dates*: - Submission of 1-page abstracts: by November 22nd, 2019. - Notification of 1-page abstract acceptance: by December 13th, 2019. - Organized session proposals: by October 25th, 2019. - Notification of organized session acceptance: by November 8th, 2019. - Submission of short papers (facultative): by December 13th, 2019. - Notification of short paper acceptance: by December 30th, 2019. - Early bird registration: by December 20th, 2019. *The accepted short papers, at least 4 pages and at most 6 pages, will be included in a Springer Volume. * *Keynote speakers* - *Michael O'Neill*, Centre for Business Analytics, University College Dublin; - *Jaap Spronk*, Erasmus School of Economics (NEH) & Rotterdam School of Management - *Howell Tong*, London School of Economics and Political Science Apologies for cross-posting. The warmest regards, Marco CORAZZA | Ca'Foscari University of Venice (I) [Behalf of the Steering Committee] Manfred GILLI | University of Geneve (CH) Cira PERNA | University of Salerno (I) Claudio PIZZI | Ca'Foscari University of Venice (I) Marilena SIBILLO | University of Salerno (I) -- Nota automatica aggiunta dal sistema di posta.

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postdoc opportunity in Bern
by Fabio Bellini 16 Oct '19

16 Oct '19

A postdoc search from Johanna Ziegel (University of Bern): The Institute of Mathematical Statistics and Actuarial Sciences invites applications for the following position opening February 1, 2020. POSTDOC (80-100%) Oeschger Centre, University of Bern Compound weather and climate events refer to multiple climate events that potentially cause large societal impacts. The analysis and prediction of compound events pose substantial challenges from a statistical perspective. The prospective PostDoc will work at the interface of the development of statistical methods and their application to current topics of high interest in climate and weather applications. Potential topics include the evaluation of predictions for (joint) extreme events, the evaluation of multivariate or spatial predictions, and the calibration (or ``bias-correction'') of multivariate predictions. The PostDoc will be a part of the group of Prof. Dr. Johanna F. Ziegel (Institute of Mathematical Statistics and Actuarial Science). Close collaboration is planned with the group of Dr. Jakob Zscheischler (Physics Institute), and with the group of Prof. Dr. Olivia Romppainen-Martius (Institute of Geography). The position is ideally suited for a young researcher in statistics to become an expert in statistics for climate science and weather applications. Profile of the candidate The successful candidate holds a PhD in Statistics and has a strong interest in climate and weather applications, or he/she holds a PhD in Climate Science with a solid background in statistics. She/he has excellent programming and data handling skills, and a keen interest in interdisciplinary research. The candidate is proficient in English, both written and spoken. Details - Type of appointment: Full time or part time (80-100%) fixed term appointment for 2 years with the possibility of a 1 year extension after a positive evaluation. - Starting date: February 1, 2020 or upon agreement - Employment conditions and remuneration in accordance with the standards of the University of Bern, Switzerland. For further information please contact Prof. Dr. Johanna F. Ziegel ( johanna.ziegel(a)stat.unibe.ch). Applications All applications received before January 1, 2020 will be reviewed, and further applications will be considered until the position is filled. Please send your application documents including a CV, a motivation letter, and contact information for 3 references by e-mail to office(a)stat.unibe.ch. Homepage http://www.oeschger.unibe.ch/ http://www.stat.unibe.ch

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Spring School COMPLEX NETWORKS: THEORY, METHODS, AND APPLICATIONS (6th edition)
by Irene Crimaldi 16 Oct '19

16 Oct '19

Spring School COMPLEX NETWORKS: THEORY, METHODS, AND APPLICATIONS (6th edition) Lake Como School of Advanced Studies Villa del Grumello, Como, Italy, 18-21 May 2020 https://ntmf.lakecomoschool.org/ *** DEADLINE FOR APPLICATION: February 23, 2020 *** Many real systems can be modeled as networks, where the elements of the system are nodes and interactions between elements are edges. An even larger set of systems can be modeled using dynamical processes on networks, which are in turn affected by the dynamics. Networks thus represent the backbone of many complex systems, and their theoretical and computational analysis makes it possible to gain insights into numerous applications. Networks permeate almost every conceivable discipline---including sociology, transportation, economics and finance, biology, and myriad others---and the study of "network science" has thus become a crucial component of modern scientific education. The school "Complex Networks: Theory, Methods, and Applications" offers a succinct education in network science. It is open to all aspiring scholars in any area of science or engineering who wish to study networks of any kind (whether theoretical or applied), and it is especially addressed to doctoral students and young postdoctoral scholars. The aim of the school is to deepen into both theoretical developments and applications in targeted fields. LECTURERS --- REKA ALBERT, Pennsylvania State University --- GUIDO CALDARELLI, IMT Lucca --- MARTON KARSAI, Central European University --- JOSE FERNANDO MENDES, University of Aveiro --- NATASA PRZULJ, Barcelona Supercomputing Center ORGANIZING COMMITTEE STEFANO BATTISTON, University of Zurich --- GINESTRA BIANCONI, Queen Mary University of London --- VITTORIA COLIZZA, INSERM and Sorbonne Université, Paris --- JAMES GLEESON, University of Limerick --- PETTER HOLME, Tokio Institute of Technology --- YAMIR MORENO, University of Zaragoza --- CARLO PICCARDI, Politecnico di Milano --- MASON A. PORTER, UCLA PROGRAM Monday, 18 May, morning - Introduction to Complex Networks (Mendes) Monday, 18 May, afternoon - Statistical Physics of Networks (Caldarelli) Tuesday, 19 May, morning - Critical Phenomena in Networks (Mendes) Tuesday, 19 May, afternoon - short talks by students Wednesday, 20 May, morning - Computational Human Dynamics (Karsai) Wednesday, 20 May, afternoon - Analyzing the structure of biological networks (Albert) Thursday, 21 May, morning - Biological Networks (II) (Przulj) Thursday, 21 May, afternoon - Analyzing the dynamics and attractors of biological networks (Albert) For more information and application: https://ntmf.lakecomoschool.org/ Sponsored by SICC - Italian Society for Chaos and Complexity http://www.sicc-it.org -------------------------------------------- SICC - Societa' Italiana Caos e Complessita' e-mail info(a)sicc-it.org Web http://www.sicc-it.org -------------------------------------------- Click here <http://www.sicc-it.org/lists/lt.php?id=Lk4AGgNTHwsDVA0E> to opt-out from all future mailings. [image: powered by phpList 3.2.7, © phpList ltd] <http://www.sicc-it.org/lists/lt.php?id=Lk4DGgNTHwsDVA0E>

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Colloquium di Lorenzo Zambotti a Milano-Bicocca (lunedì 28 ottobre)
by Francesco Caravenna 15 Oct '19

15 Oct '19

Ho il piacere di annunciare il seguente Colloquium del Dipartimento di Matematica e Applicazioni, Università di Milano-Bicocca, congiuntamente con il Seminario Matematico e Fisico di Milano. Il giorno lunedì 28 ottobre 2019, alle ore 16:00, Lorenzo Zambotti (Sorbonne Université, Paris) terrà un colloquium dal titolo "Regularity structures: from physics to probability, from analysis to algebra, from combinatorics to geometry" Il seminario si terrà nell'aula 3014 (edificio U5, terzo piano, via Cozzi 55, Milano) e sarà seguito da un rinfresco. Segue l'abstract. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% Abstract: In this talk I wish to present some of the ideas at the heart of the theory of regularity structures (RS), introduced by Martin Hairer in 2014. RS are perhaps best described as a theory of Taylor expansions in a fractal (random) setting. I plan to show how this theory is based on a fascinating interplay between several different disciplines, as announced by my title. %%%%%%%%%%%%%%%%%%%%%%%%%%%% _________________________________________ 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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Workshop “Half day in Stochastic Analysis and applications”
by Paolo Dai Pra 15 Oct '19

15 Oct '19

Dear Colleagues, it is with pleasure that we announce the *workshop* *** Half day in Stochastic Analysis and applications *** WHEN: Wednesday 30 October 2019, starting at 10:30 WHERE: Aula 1C150, Torre Archimede, via Trieste 61, Padova *** SCHEDULE: *** 10.30: Therry Lyons (Oxford) 11.05: Franco Flandoli (SNS Pisa) 11.40: Francesco Caravenna (Milano Bicocca) 12.15: Franco Rampazzo (Padova) Please find more details below and the poster in attachment. Looking forward to your participation, Fabio Ancona, Paolo Dai Pra, Franco Rampazzo ---------------------------------------------------------------- *** Half day in Stochastic Analysis and applications *** Wed. 30 Oct. 2019, Aula 1C150 Maths Department, Padova ---------------- *** Special Guest: THERRY LYONS (Oxford) *** *** Opening the workshop at 10:30*** ---------------- *** Speaker: FRANCO FLANDOLI (SNS Pisa)*** *** Seminar at 11:05*** *** Title: Effect of transport noise on PDEs *** *** Abstract *** Linear PDEs of transport type are regularized by the addition of an extra transport term of stochastic type; this is a phenomenon discovered around 2010 and consolidated by different techniques and on different examples. However, the effect on nonlinear PDEs is much less clear. Two results for point vortex solutions and point charge solutions of 2D Euler equations and 1D Vlasov-Poisson equations respectively, indicate that a rich noise has to be considered, opposite to the linear case where a simple space-independent noise suffices to regularize. Some confirmations that such rich noise may have regularizing properties on nonlinear models came for Leray alpha model and dyadic models of turbulence. We now have new insight in the case of 2D Euler equations and 3D Navier-Stokes equations, that will be explained in the talk. The results mentioned above, the classical and the new ones, have been obtained by several authors including Gubinelli, Priola, Barbato, Galeati, Luo and myself. ---------------- *** Speaker: FRANCESCO CARAVENNA (Milano Bicocca) *** *** Seminar at 11:40 *** *** Title: On the two-dimensional KPZ equation *** *** Abstract: *** We consider the Kardar-Parisi-Zhang (KPZ) equation in two space dimensions, driven by space-time white noise. This is a singular PDE which lacks a solution theory, so it is standard to consider a regularized version of the equation and then to investigate the behavior of the solution when the regularization is removed. We first show that the regularized solution undergoes a phase transition, as the noise strength is varied on a logarithmic scale. Then, in the sub-critical regime, we prove convergence (after centering and rescaling) to an explicit well-posed random PDE, the additive Stochastic Heat Equation, with a non-trivial constant on the noise. Based on joint works with Rongfeng Sun and Nikos Zygouras. ---------------- *** Speaker: FRANCO RAMPAZZO (Padova) *** *** Seminar at 12:15 *** *** Title: Limit solutions for control-affine nonlinear systems of ode's *** *** Abstract: *** The aim of this talk, which is fully devoted to deterministic input-output systems, is to present the extremely weak notion of 'limit solution', that might be (or might be not) of interest also for whom is more interested in Stochastic Analysis. For a nonlinear (deterministic) control system with a given initial condition and with a dynamics which is affine in the control variable, a 'limit solution' verifies the following properties: i) it is pointwise defined for an input which is (formally) the derivative of a Lebesgue integrable function; ii) in the commutative case (i.e. when all Lie brackets of the involved vector field vanish identically) the limit solution coincides with the solution one can obtain via a (existing) change of coordinates which makes all vector fields constant; iii) the notion of limit solution subsumes former concepts of solution valid for the generic, non-commutative case. In particular, when the control is the derivative of a bounded variation path, a quite clear relation is established between limit solutions and so-called 'graph completion' solutions. Paolo Dai Pra Dipartimento di Informatica Università degli Studi di Verona Strada Le Grazie 15, 37134 Verona, Italy Tel. +390458027093

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Fwd: annuncio convegno
by Francesco Caravenna 15 Oct '19

15 Oct '19

Ricevo e inoltro. > Da: malongob(a)unina.it > > Dear colleagues, > > We are writing to keep you updated on the news regarding the 14th International Conference on Ordered Statistical Data - OSD2020, which will take place at Vietri sul Mare (SA), Italy, May 26th - 29th, 2020. > > The instructions for registration and abstract submission are now available on the web page of the conference. To register please visit the conference webpage (http:www.osd2020.unina.it) then click on the ?Registration? tab. If you are going to give a talk or to present a poster, please click on the ?Authors? tab for getting instructions on how to prepare and submit the abstract of your contribution. > > The deadline for early registration is April 1st and deadline for submissions of abstracts is February 15th, 2020. > > If you have any questions, do not hesitate to ask us by sending an e-mail to osd2020(a)unina.it. > > We are looking forward to seeing you in Vietri sul Mare, > > On the behalf of the Organizing Committee, > Maria Longobardi > > Maria Longobardi > E-mail: maria.longobardi(a)unina.it > Dipartimento di Matematica e Applicazioni "R. Caccioppoli" > Universita' degli Studi di Napoli FEDERICO II > Via Cintia - 80126 Napoli - Italy > Studio 114 - V livello > Tel. +39 081 675620

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Seminario di Antonio Blanca a Roma Tre il 24-10-2019
by Pietro Caputo 15 Oct '19

15 Oct '19

Speaker: Antonio Blanca (Penn State University) Titolo: Lower bounds for testing spin systems Giovedi' 24 Ottobre 2019 ORE 10:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract We study the identity testing problem in the context of spin systems where it takes the following form: given the parameter specification of the model M and a sampling oracle for the distribution μ of an unknown model M*, can we efficiently determine if the two models M and M* are the same? We establish hardness results for this problem for two prototypical spin systems: the Ising model and proper colorings. For the ferromagnetic (attractive) Ising model, Daskalakis et al. (2018) presented a polynomial-time algorithm for identity testing. I will present a hardness result for the antiferromagnetic (repulsive) setting. In our proofs, we use random graphs as gadgets; this is inspired by similar constructions in seminal works on the hardness of approximate counting. The results for proper colorings are based on the presumed hardness of #BIS, the problem of (approximately) counting independent sets in bipartite graphs. Based on joint work with Ivona Bezakova, Zongchen Chen, Daniel Stefankovic and Eric Vigoda

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Seminario KOLOKOLTSOV @ UniTo
by Cristina Zucca 14 Oct '19

14 Oct '19

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Martedì 17 Aprile 2018 alle ore 15:00 in Aula Marro presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. *VASSILI KOLOKOLTSOV* terrà un seminario dal titolo *Recent developments in probabilistic and analytic methods for fractional differential equations * Abstract: We shall discuss recent achievements in solving fractional differential equations and their extensions arising from generalized fractional calculus. Probabilistic techniques will be derived from the notion of Markov processes interrupted on the attempt to cross the boundary. Analytic techniques will cover generalized operator-valued Mittag-Leffler functions and chronological Feynman-Kac formulas. Tutti gli interessati sono invitati a partecipare. -- Dr. Cristina Zucca Department of Mathematics University of Torino Via Carlo Alberto 10 10123 Torino, Italy tel: +39-011-6702850 fax: +39-011-6702878

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Announcement -- Half day in Stochastic Analysis and applications (fwd)
by Tiziano Vargiolu 14 Oct '19

14 Oct '19

---------- Forwarded message ---------- Date: Mon, 14 Oct 2019 07:53:54 +0200 From: ancona(a)math.unipd.it To: users(a)math.unipd.it Subject: Announcement -- Half day in Stochastic Analysis and applications Dear Colleagues, it is our great pleasure to announce at our Department the *workshop* *** Half day in Stochastic Analysis and applications *** WHEN: Wednesday 30 October 2019, starting at 10:30 WHERE: Aula 1C150, Torre Archimede, via Trieste 61, Padova *** SCHEDULE: *** 10.30: Terry Lyons (Oxford) 11.05: Franco Flandoli (SNS Pisa) 11.40: Francesco Caravenna (Milano Bicocca) 12.15: Franco Rampazzo (Padova) Please find more details below in attachment. Looking forward to your participation, Fabio Ancona, Paolo Dai Pra, Franco Rampazzo ---------------------------------------------------------------- *** Half day in Stochastic Analysis and applications *** Wed. 30 Oct. 2019, Aula 1C150 Maths Department, via Trieste 63, Padova ---------------- *** Special Guest: TERRY LYONS (Oxford) *** *** Opening the workshop at 10:30 *** ---------------- *** Speaker: FRANCO FLANDOLI (SNS Pisa)*** *** Seminar at 11:05 *** *** Title: Effect of transport noise on PDEs *** *** Abstract *** Linear PDEs of transport type are regularized by the addition of an extra transport term of stochastic type; this is a phenomenon discovered around 2010 and consolidated by different techniques and on different examples. However, the effect on nonlinear PDEs is much less clear. Two results for point vortex solutions and point charge solutions of 2D Euler equations and 1D Vlasov-Poisson equations respectively, indicate that a rich noise has to be considered, opposite to the linear case where a simple space-independent noise suffices to regularize. Some confirmations that such rich noise may have regularizing properties on nonlinear models came for Leray alpha model and dyadic models of turbulence. We now have new insight in the case of 2D Euler equations and 3D Navier-Stokes equations, that will be explained in the talk. The results mentioned above, the classical and the new ones, have been obtained by several authors including Gubinelli, Priola, Barbato, Galeati, Luo and myself. ---------------- *** Speaker: FRANCESCO CARAVENNA (Milano Bicocca) *** *** Seminar at 11:40 *** *** Title: On the two-dimensional KPZ equation *** *** Abstract: *** We consider the Kardar-Parisi-Zhang (KPZ) equation in two space dimensions, driven by space-time white noise. This is a singular PDE which lacks a solution theory, so it is standard to consider a regularized version of the equation and then to investigate the behavior of the solution when the regularization is removed. We first show that the regularized solution undergoes a phase transition, as the noise strength is varied on a logarithmic scale. Then, in the sub-critical regime, we prove convergence (after centering and rescaling) to an explicit well-posed random PDE, the additive Stochastic Heat Equation, with a non-trivial constant on the noise. Based on joint works with Rongfeng Sun and Nikos Zygouras. ---------------- *** Speaker: FRANCO RAMPAZZO (Padova) *** *** Seminar at 12:15 *** *** Title: Limit solutions for control-affine nonlinear systems of ode's *** *** Abstract: *** The aim of this talk, which is fully devoted to deterministic input-output systems, is to present the extremely weak notion of 'limit solution', that might be (or might be not) of interest also for whom is more interested in Stochastic Analysis. For a nonlinear (deterministic) control system with a given initial condition and with a dynamics which is affine in the control variable, a 'limit solution' verifies the following properties: i) it is pointwise defined for an input which is (formally) the derivative of a Lebesgue integrable function; ii) in the commutative case (i.e. when all Lie brackets of the involved vector field vanish identically) the limit solution coincides with the solution one can obtain via a (existing) change of coordinates which makes all vector fields constant; iii) the notion of limit solution subsumes former concepts of solution valid for the generic, non-commutative case. In particular, when the control is the derivative of a bounded variation path, a quite clear relation is established between limit solutions and so-called 'graph completion' solutions.

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Postdoctoral position in Paris - Saclay with Eric Moulines and Nicolas Chopin
by Julyan Arbel 12 Oct '19

12 Oct '19

---------- Forwarded message ---------- From: eric.moulines(a)polytechnique.edu Date: 12 Oct 2019 at 09:33 +0200 To: 'Julyan Arbel' <julyan.arbel(a)inria.fr> Subject: TR: offre de post-doc > As a consequence of its recent funding by the Agence Nationale de la Recherche (ANR), the ABSint research group is recruiting a post-doctoral collaborator for up to 21 months. The accronym ABSint stands for Approximate Bayesian solutions for inference on large datasets and complex models. The project involves researchers in Paris, Saclay, Montpellier, Lyon and Nice. This second call seeks candidates with an excellent research record interested to collaborate more closely with members on the ABSint team located in Saclay, at institutions such as Institut Polytechnique de Paris (e.g. Nicolas Chopin and Eric Moulines), Université Paris Saclay, on any topic (broadly) relevant to ABSint and to these researchers' interests. > Applications can be submitted in either English or French. > The candidate must obtain a PhD degree by the date of application. > Good working knowledge of English is required. > Estimated salary is around 2500 EUR with taxes, depending on experience since PhD. > Position opened December 1, 2019, with possible accommodation for later start. > Call opened until position filled. > Candidates should contact Nicolas Chopin (mail address: nicolas.chopin(a)ensae.fr) with a vita and a motivation letter. Letters of recommendation can also be sent to the same address. >

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Seminario PODOLSKIJ
by Pierpaolo De Blasi 11 Oct '19

11 Oct '19

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 18 Ottobre 2019, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Mark PODOLSKIJ (Aarhus University) OPTIMAL ESTIMATION OF CERTAIN RANDOM QUANTITIES ASSOCIATED WITH LEVY PROCESSES In this talk we present new ideas on optimality of statistical estimates of certain random quantities of stochastic processes, such as supremum or local times. Despite the existing results on estimation of such objects through high frequency observations, the question of optimality is rarely discussed. We will demonstrate some optimal estimation methods for the supremum and local times of the Brownian motion in the L2 and L1 sense. In the second part of the talk we will investigate how the main ideas can be extended towards the class of Levy processes and continuous diffusion models. (joint work with J. Ivanovs) ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Pierpaolo De Blasi --- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto https://sites.google.com/a/carloalberto.org/pdeblasi/

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Fellowships at Heilbronn Institute
by Tiziano De Angelis 10 Oct '19

10 Oct '19

Dear All, The fellowship advertised below might be of interest to people in your network. Best wishes Tiziano Posted on behalf of the Heilbronn Institute: The Heilbronn Institute invites applications for Heilbronn Research Fellowships. We have a number of Fellowships available at Imperial College London, King’s College London, University of Bristol, University College London, University of Manchester. Deadline 17 November 2019. Please see our website for further details: https://heilbronn.ac.uk/fellowships-2/ Heilbronn Research Fellowship: https://www.jobs.ac.uk/job/BVN616/heilbronn-research-fellowship Data Science Heilbronn Research Fellowship: https://www.jobs.ac.uk/job/BVF215/data-science-heilbronn-research-fellowship

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Seminario Enrico Scalas @ UniTo - 15 Ottobre
by Bruno Toaldo 10 Oct '19

10 Oct '19

******************************************************************** SEMINARI DI PROBABILITÀ E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITÀ DEGLI STUDI DI TORINO ********************************************************************* Martedì 15 Ottobre 2019 alle ore 16:30 in Sala S presso il Dipartimento di Matematica "G. Peano" dell'Università degli Studi di Torino, Via Carlo Alberto 10, Il Prof. *Enrico Scalas* (Department of Mathematics – University of Sussex, UK) terrà un seminario dal titolo *Functional and Thermodynamic Limits of a Simple Coagulation-Fragmentation Markov Chain* Abstract: We discuss a simple random exchange model for the distribution of wealth. There are N agents, each one endowed with a fraction of the total wealth; indebtedness is not possible, so wealth fractions are positive random variables. At each step, two agent are randomly selected, their wealths are first merged (coagulation) and then randomly split into two parts (fragmentation) conserving the total wealth. We start from a discrete state space - discrete time version of this model and, under suitable scaling, we present its functional convergence to a continuous space - discrete time model. Then, we discuss how a continuous-time version of the one-point marginal Markov chain functionally converges to a kinetic equation of Boltzmann type. Solutions to this equation are presented and they coincide with the appropriate limits of the invariant measure for the marginal Markov chain. In this way, in this simple case, we complete Boltzmann’s program of deriving kinetic equations from random dynamics. Joint work with: Bertram Duering, Nicos Georgiou, Sara Merino Aceituno Tutti gli interessati sono invitati a partecipare.

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Seminario Jonathan Hermon a Roma Tre il 15-10-2019
by Pietro Caputo 09 Oct '19

09 Oct '19

Martedi' 15 Ottobre 2019 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Speaker: Jonathan Hermon Titolo: Anchored expansion in supercritical percolation on nonamenable graphs. Abstract: Let G be a transitive nonamenable graph, and consider supercritical Bernoulli bond percolation on G. We prove that the probability that the origin lies in a finite cluster of size n decays exponentially in n. We deduce that: 1. Every infinite cluster has anchored expansion (a relaxation of having positive Cheeger constant), and so is nonamenable in some weak sense. This answers positively a question of Benjamini, Lyons, and Schramm (1997). 2. Various observables, including the percolation probability and the truncated susceptibility (which was not even known to be finite!) are analytic functions of p throughout the entire supercritical phase. 3. A RW on an infinite cluster returns to the origin at time 2n with probability exp(-Theta(n^{1/3})). Joint work with Tom Hutchcroft.

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