- Random - Mailing list — Dipartimento di Matematica, UniPI

Post-doctoral position in Probability - Paris
by Cristina Toninelli 12 Nov '18

12 Nov '18

Dear friends and colleagues, I am currently advertising a postdoctoral position in Probability to be held in Ceremade, University Paris Dauphine. The position is funded by my European project MALIG, whose aim is to develop a mathematical approach to the liquid-glass transition and other jamming transitions. Main areas of research include interacting particle systems, bootstrap percolation cellular automata and glassy dynamics. The position is for two years. The expected starting date is September 2019, but a different date may be arranged. The successful candidate will not have teaching duties and will have substantial fundings for travel. I would be grateful if you would bring this announcement to the attention of potential candidates and distribute it via local mailing lists and I apologise if you receive this email more than once. Candidates can contact me directly for any additional information at toninelli(a)ceremade.dauphine.fr or visit the postdoc announcement on my website https://www.ceremade.dauphine.fr/~toninelli/postdoc.html Best regards, Cristina Toninelli --------------------------------------------------------------------------------------------- Cristina Toninelli Postal Address: Ceremade Univ.Paris Dauphine Place du Marechal de Lattre de Tassigny 75775 Paris Cedex 16 - France Office: B617 --------------------------------------------------------------------------------------------

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7 Marie Curie PhD positions available in Milan, Eindhoven, Lisbon, Novi Sad (Project BIGMATH)
by Alessandra Micheletti 12 Nov '18

12 Nov '18

I am happy to announce that 7 open PhD positions are available in the framework of the Marie Curie EID (European Industrial Doctorate) BIGMATH – “Big Data Challenges for Mathematics”, at Università degli Studi di Milano (Italy), TU Eindhoven (The Netherlands), IST Lisbon University (Portugal), University of Novi Sad (Serbia). The PhD students will spend at least 18 months in an industry in a country different from the enrollment center. Applicants to each position must have not spent more than 12 months in the last 3 years in the country of the recruting center. Salaries comply with the EU Marie Skłodowska-Curie Actions-ITN general standards. The calls for recruitment in TU Eindhoven (2 positions – deadline Dec 5 2018) and University of Milan (2 positions – deadline Dec 31 2018) have already been published. The other calls will follow soon. The mathematical fields of research involved in the project are mainly: Statistics, Optimization, Large Scale Linear Algebra. For information and requirements of the specific calls please visit the web page http://itn-bigmath.unimi.it -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Politecnico di Milano - Seminario Fiserova
by Alessandra Menafoglio 09 Nov '18

09 Nov '18

Si avvisa che in data 21-11-2018, alle ore 14:30 precise, presso l'Aula Seminari "F. Saleri" VI piano, Dipartimento di Matematica, Politecnico di Milano, si svolgerà il seguente seminario: Relatore Eva Fiserova, Palacky University Olomouc, Czech Republic Titolo Working with compositional data in coordinates Abstract Compositional data are multivariate observations carrying only relative information, popularly expressed in percentages, proportions, mg/kg, etc. Because of features inherent to compositional data, such as scale invariance and the relative scale, the statistical analysis of raw compositional data often leads to spurious results. Natural principles of compositional data are followed by the Aitchison geometry on a simplex, the sample space of compositional data (Aitchison, 1986; Pawlowsky-Glahn et al., 2015). However, because most standard statistical methods rely on the Euclidean geometry in real space, compositional data need to be converted to this space prior to statistical processing. In the lecture, we will present the log ratio methodology for dealing with compositional data and several types of their coordinate representations, such as orthonormal log-ratio coordinates, pivot coordinates, weighted pivot coordinates (Hron et al., 2017), or symmetric balances (Kynvclova et al., 2017). Their usage will be demonstrated on examples. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Alessandra Menafoglio -- Alessandra Menafoglio MOX - Dept. of Mathematics Politecnico di Milano Piazza Leonardo da Vinci, 32, 20133, Milan Italy Phone: +39 02 2399 4642 Email: <mailto:alessandra.menafoglio@polimi.it> alessandra.menafoglio(a)polimi.it

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Seminar announcement
by Marco Scarsini 09 Nov '18

09 Nov '18

Department of Economics and Finance LUISS Viale Romania 32 00196 Roma November 15, 2018, 12:00 noon Room 207 *Speaker: *Mathias Staudigl / Maastricht University *Title: * *“Learning in Time Varying Games”* *Abstract:* *“In this paper, we examine the long-term behavior of regret minimizing agents in time-varying games with continuous action spaces. In its most basic form, (external) regret minimization guarantees that an agent’s cumulative payoff is no worse in the long run than that of the agent’s best fixed action in hindsight. Going beyond this worst-case guarantee, we consider a dynamic regret variant that compares the agent’s accrued rewards to those of any sequence of play. Specializing to a wide class of no-regret strategies based on mirror descent, we derive explicit rates of regret minimization relying only on imperfect gradient observations. We then leverage these results to show that players are able to stay close to Nash equilibrium in time-varying monotone games – and even converge to Nash equilibrium if the sequence of stage games admits a limit.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Concorso Prof. Ordinario - DSE Univ. Verona
by Alessandro Gnoatto 08 Nov '18

08 Nov '18

Si segnala il bando seguente e si invitano tutti gli interessati a presentare domanda. Professore ordinario - 13/D4 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie Pubblicato sulla Gazzetta Ufficiale - IV Serie Speciale 86 del 30 ottobre Settore scientifico-disciplinare SECS-S/06 - Metodi matematici dell'economia e delle scienze attuariali e finanziarie presso il Dipartimento di Scienze Economiche dell’Università di Verona Scadenza: 29 novembre 2018 Link al bando: https://docs.univr.it/documenti/Concorso/bando/bando993006.pdf Cordiali Saluti, Alessandro Gnoatto -- Prof Alessandro Gnoatto, PhD Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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posizione presso INRIA Bordeaux
by Marco Alessandro Fuhrman 08 Nov '18

08 Nov '18

Buongiorno. Scrivo per diffondere un avviso su una posizione presso INRIA di Bordeaux. Cordiali saluti. Marco Fuhrman Announcement: The INRIA Team CQFD is seeking qualified applicants for a permanent (full-time) INRIA research position in Bordeaux, France: https://www.inria.fr/en/centre/bordeaux We are currently focusing on the areas: stochastic modeling and simulation, optimization, control, learning. Any candidates working on such topics that would be interested in such position can contact François Dufour (francois.dufour@math.u-bordeaux.fr(javascript:main.compose()) for further information. <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Seminario di Probabilita` e Stastistica
by Faggionato, Alessandra 08 Nov '18

08 Nov '18

scusate ma mancava il titolo nel mio annuncio precedente: Seminario di Probabilita` e Stastistica Martedi 13 novembre ore 14:00, Aula di Consiglio, Dipartimento di Matematica, La Sapienza. Titolo: Effects of prior selection in nonparametric Bayes problems Speaker: Tomasz Rychlil (Istituto di Matematica dell'Accademia Polacca delle Scienze) Abstract: We consider an arbitrary family of stochastically ordered distribution functions dependent on parameters from an interval in the real line. We compare distribution functions and moments of random variables with distribution functions being the mixtures of the members of the above stochastically ordered family. In particular, we determine lower and upper bounds on the values of one mixture distribution function under the condition that the other mixture distribution is arbitrarily fixed. We also evaluate the differences between the expectations of mixture variables in various scale units. The results are illustrated by some examples. -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminario di Probabilita` e Statistica a Roma1
by Faggionato, Alessandra 08 Nov '18

08 Nov '18

Seminario di Probabilita` e Stastistica Martedi 13 novembre ore 14:00, Aula di Consiglio, Dipartimento di Matematica, La Sapienza. Speaker: Tomasz Rychlil (Istituto di Matematica dell'Accademia Polacca delle Scienze) Abstract: We consider an arbitrary family of stochastically ordered distribution functions dependent on parameters from an interval in the real line. We compare distribution functions and moments of random variables with distribution functions being the mixtures of the members of the above stochastically ordered family. In particular, we determine lower and upper bounds on the values of one mixture distribution function under the condition that the other mixture distribution is arbitrarily fixed. We also evaluate the differences between the expectations of mixture variables in various scale units. The results are illustrated by some examples. -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Call for PostDoc position at University of Oslo
by Giulia Di Nunno 08 Nov '18

08 Nov '18

Dear Colleague, this is to draw your attention to the call for a PostDoc at the University of Oslo in stochastic analysis and its applications. The position is within the scopes of the project STORM “Stochastics for Time-Space Risk Models" http://www.mn.uio.no/math/english/research/projects/storm/index.html <http://www.mn.uio.no/math/english/research/projects/storm/index.html> Description and call: https://www.jobbnorge.no/en/available-jobs/job/159884/postdoctoral-research… <https://www.jobbnorge.no/en/available-jobs/job/159884/postdoctoral-research…> The deadline of application is November 30th, 2018. Please help to advertise these calls and bring them to the attention of your colleagues and possible candidates. Thank you in advance! Best wishes Giulia --- Giulia di Nunno Professor Department of Mathematics University of Oslo http://folk.uio.no/giulian/ <http://folk.uio.no/giulian/>

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seminario 13 novembre 9, 30 al Politecnico di Torino DISMA
by Enrico Bibbona 06 Nov '18

06 Nov '18

Martedi' 13 novembre alle 9,30 in Aula Buzano (Politecnico di Torino, DISMA) il prof Badal Joshi (California State University San Marcos) terrà un seminario dal titolo Graphical symmetries of reaction networks and their stationary measures Abstract: Reaction networks are used to model chemical reactions, biochemical reactions, interacting populations in ecology, genetics and infectious disease dynamics among many other systems. Depending on the system scale, three most commonly used models are continuous-time Markov chain (CTMC), stochastic differential equations and ordinary differential equations (ODE). With increased data and scientific focus shifting towards biochemistry which often involves populations as small as few tens of molecules, CTMC models have seen dramatic increase in relevance. The long-term dynamics of a continuous-time Markov chain model are described by its stationary distribution. In general, the explicit form of the stationary distribution is impossible to obtain even for very small networks. However, when the network has some natural symmetries, we can obtain the explicit stationary distribution and it can be connected with the equilibria of the corresponding ODE system. We will discuss the symmetries of reaction balance, complex balance, reaction vector balance, and cycle balance and their properties in both the deterministic (ODE) setting and stochastic (CTMC) setting. We will also discuss the relations between the various forms of balance and the connection with existence and form of the stationary distribution. Cordialmente, Enrico Bibbona Probability, Statistics and Optimization group Department of Mathematical Sciences "G. L Lagrange" Politecnico di Torino

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seminario Felix Liebrich - 22 novembre
by Emanuela Rosazza 06 Nov '18

06 Nov '18

Si avvisa che il giorno giovedì 22 novembre alle ore 14 presso l’Università di Milano- Bicocca (via degli Arcimboldi 8 - edificio U7, quarto piano- aula 4026) si terrà il seguente seminario: Speaker: Felix-Benedikt Liebrich (LMU Muenchen, Germany) Titolo: “Sharing utility and risk under (partial) law-invariance” Abstract: The so-called risk sharing problem has two variants: (1) How can an aggregation of individual utilities within a system of agents be maximised by means of distributing a certain good, or (2) how can an aggregation of individual risks be minimised by means of redistributing a certain loss the system incurs? The problem has a long history in economics and financial mathematics, and solving it in relevant infinite dimensional spaces is very challenging. Substantial results have been obtained in the context of Pareto efficiency of such sharing schemes when law-invariant (risk) preferences are involved. These rank Savage acts -- random variables -- in a way which only depends on their distribution under a fixed reference probability measure. It was shown that Pareto efficient allocations (i.e. sharing schemes) exist. For problem (1) of maximising aggregated utility, the talk presents a unifying framework in which solutions to the risk sharing problem can be found. As applications, we will discuss the existence of weakly Pareto efficient allocations, Pareto efficient allocations, and core allocations. In a second part, we solve the risk sharing problem (2) for a wide class of capital requirements determining individual risks. These will not be law-invariant functionals, but build on a law-invariant ingredient. The talk is based on joint work with Gregor Svindland. Tutti gli interessati sono invitati a partecipare. Un saluto cordiale, Emanuela ******************************************************************************************* 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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Bernoulli Society New Researcher Award
by Antonio DI CRESCENZO 01 Nov '18

01 Nov '18

The Bernoulli Society welcomes applications to the New Researcher Award 2020. Each awardee shall deliver a talk at a special invited session during the World Congress in Probability and Statistics 2020, and will receive a funding up to 1000€ to offset travel and other expenses. Bernoulli News will publish their pictures and a paragraph about their work. Eligible candidates are active researchers in Probability Theory who obtained the PhD degree on or after Jan 1st 2014 and who are regular members of the Bernoulli Society. Female candidates get 1 extra year for each child born since receiving the PhD. Candidates should apply through the web form https://goo.gl/forms/v8zDJaFUKj5IGEG73 and send the required documents to the e-mail address indicated there. Deadline: March 15th, 2019 Link: http://bernoulli-society.org/index.php/prizes/267-bernoulli-society-new-res… -- ============================================= Antonio Di Crescenzo Dipartimento di Matematica Università degli Studi di Salerno Via Giovanni Paolo II, n. 132 <https://maps.google.com/?q=Via+Giovanni+Paolo+II,+n.+132+%0D%0A84084+Fiscia…> 84084 Fisciano (SA) Italy Tel. +39-089-963349 Fax: +39-089-963303 E-mail(1): adicrescenzo(a)unisa.it E-mail(2): adicresc(a)gmail.com Web: http://www.unisa.it/docenti/antoniodicrescenzo/index =============================================

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Avviso di seminario
by Alessandro Ramponi 01 Nov '18

01 Nov '18

Avviso di Seminario Martedì 6 Novembre, ore 14:30 presso la Facoltà di Economia dell'Università di Roma "Tor Vergata" Aula A, Edificio B ELISA ALOS (Università Pompeu Fabra, Barcelona) terrà un seminario dal titolo "On smile properties of volatility derivatives and exotic products: understanding the VIX skew" Abstract. We develop a method to study the implied volatility for exotic options and volatility derivatives with European payoffs such as VIX options. Our approach, based on Malliavin calculus techniques, allows us to describe the properties of the at-the-money implied volatility (ATMI) in terms of the Malliavin derivatives of the underlying process. More precisely, we study the short-time behaviour of the ATMI level and skew. As an application, we describe the short-term behavior of the ATMI of VIX and realized variance options in terms of the Hurst parameter of the model, and most importantly we describe the class of volatility processes that generate a positive skew for the VIX implied volatility. In addition, we find that our ATMI asymptotic formulae perform very well even for large maturities. Several numerical examples are provided to support our theoretical results. -- Dott. Alessandro Ramponi, Ph.D Dipartimento di Economia e Finanza Università degli Studi di Roma Tor Vergata Via Columbia, 2 00133, Roma - Italy e-mail:alessandro.ramponi@uniroma2.it Phone: +39 0672595403 --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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post-doctoral research position
by Francesca Greselin 01 Nov '18

01 Nov '18

*Apologies for cross-posting* Applications are invited *within November 6th, 2018* for a post-doctoral research position (Assegno di Ricerca tipo A2, Junior) in the Dpt of Statistics and Quantitative Methods <http://www.dismeq.unimib.it/en/> at University of Milano-Bicocca <https://www.unimib.it/>. The Department of Statistics and Quantitative Methods is a reference point for researchers in the methodological aspects of *Statistics*, *Mathematics* , *Computer* *Science* and *Foreign Languages*, and in their applications, in particular to the areas of *population* and *society*, *public health, welfare, finance, labor market* and the *energy sector*. TITLE and PROJECT: The candidate should indicate a title, and a research project in view of complementing and integrating undergoing research of faculty members of the Dpt. CONTRACT: 24 months (renewable for a further 24 months upon approval) starting April 1, 2019. Salary competitive with European Research Universities and Italian Assistant Professor position (RTD-A). (gross annual income 19 367 €, net income about € 17 157, monthly € 1 430) APPLICATION: Candidates must possess a Ph.D. in the aforementioned disciplines, either earned within 4 years or to be completed within February 2019. Applications should be submitted online <https://pica.cineca.it/unimib/bando-assegno-di-ricerca-a2-2018/>, deadline November 6, 2018 h 12:00 (CET). Details for submitting a complete application and about the selection procedure are available here <https://www.unimib.it/sites/default/files/ufficio_bandi/bando_assegni_tipo_…> . For more informations francesca.greselin(a)unimib.it

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Torino - Lezione Lagrangiana M. Hairer - 13 Novembre
by Enrico Priola 31 Oct '18

31 Oct '18

Annuncio Lezione Lagrangiana al Dipartimento di Matematica "G. Peano", Universita` di Torino Martedì 13 novembre alle ore 16.30 in Aula A Martin Hairer (Imperial College, London) "Taming Infinities" Abstract: Some physical and mathematical theories have the unfortunate feature that if one takes them at face value, many quantities of interest appear to be infinite! What's worse, this doesn't just happen for some exotic theories, but in the standard theories describing some of the most fundamental aspects of nature. Various techniques, usually going under the common name of “renormalisation” have been developed over the years to address this, allowing mathematicians and physicists to tame these infinities. We will tip our toes into some of the conceptual and mathematical aspects of these techniques and we will see how they have recently been used to study equations whose meaning was not even clear until now. Tutti gli interessati sono invitati a partecipare. Enrico Priola Dipartimento di Matematica Universita' di Torino via Carlo Alberto 10, 10123 TORINO, Italy tel +39 011 6702883 fax +39 011 6702878

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The Aldous spectral gap phenomenon: seminario di Filippo Cesi il 14-11-2018 a Roma Tre
by Pietro Caputo 31 Oct '18

31 Oct '18

Prof. Filippo Cesi Universita' La Sapienza Roma Titolo: THE ALDOUS' SPECTRAL GAP PHENOMENON Mercoledi' 14 Novembre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo, 1 - Pal.C - Aula 211 Abstract: Some families of Markov chains have a spectral gap which coincides with the spectral gap of an extremely simplified version of the chain. Another way of restating the same concept is: some families of Cayley graphs have a spectral gap which can be found in a very low dimensional representation of the underlying group. We will present a general approach which could be useful when going fishing for this phenomenon in an arbitrary finite group. Two specific examples will be discussed: the case of the symmetric group which corresponds to the "original" Aldous' spectral gap conjecture, proven in 2010 by Caputo, Liggett and Richthammer, and case of the Weyl group W(B_n) we studied in a recent paper.

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Postdoc - Hokkaido University
by Paolo Dai Pra 30 Oct '18

30 Oct '18

Vi inoltro l'annuncio di una borsa postdoc alla Hokkaido University. Paolo Dai Pra %%%%%%%%%%%%%%%%%%%%%%% I announce a Postdoc position in my group project under the CREST project ``Technology for Computing Revolution for Society 5.0": http://www.jst.go.jp/kisoken/crest/en/research_area/ongoing/areah30-4.html Team Hokkaido is trying to build a new computing system based on the Ising model. The team consists of four groups, one of which is my Mathematical Science Group. There are 11 other members, 4 of which are faculty members, 7 others are graduate students. We are investigating the following problems rigorously: 1. Find a best possible embedding of an Ising model on a irregular graph to an Ising model on a given regular graph. 2. Find the ground state of the above Ising model on the regular graph by a sampler faster than, say, Glauber dynamics. 3. Find how stable the ground state is against noise in coupling coefficients and/or external magnetic fields. 4. Find killer applications of the Ising computer. The posdoc position is a 2-year position, starting from April 2019 the earliest, with possible 2-year extension (depending on performance). The net salary will be ranging from 3,769,524 JPY to 5,689,524 JPY (depending on previous experiences). The deadline of application (send via email a CV and a list of publications to: sakai(a)math.sci.hokudai.ac.jp) is set on December 15, 2018. Best regards, Akira Sakai Department of Mathematics Hokkaido University Nishi 8-chome, Kita 10-jo, Kita-ku Sapporo, Hokkaido 060-0810 JAPAN http://www.math.sci.hokudai.ac.jp/~sakai sakai(a)math.sci.hokudai.ac.jp

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Seminario a Bologna del prof. Macci
by Massimo Campanino 29 Oct '18

29 Oct '18

Il giorno mercoledì 7 novembre alle ore 17 nell'aula al VII piano del Dipartimento di Matematica dell'Università di Bologna in piazza Porta S. Donato 5 il prof. Claudio Macci del Dipartimento di Matematica dell'Università di Roma Tor Vergata terrà un seminario dal titolo Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets Abstract: We consider sequences of partial sums of iid Gaussian random sets (with respect to the Minkowski sum) and we study t he asymptotic behavior of some hitting probabilities (of suitable sets of $R^d$) for these partial sums. We also illustrate the use of the importance sampling for the estimation of these hitting probabilities by Monte Carlo simulations. We obtain the analog of well-known results for level crossing probabilities of random walks, and we refer to a version of the classical Cramér's Theorem in large deviations for random compact sets existing in the literature. Joint work with Barbara Pacchiarotti

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Seminario di Probabilita`, Universita` La Sapienza
by Faggionato, Alessandra 26 Oct '18

26 Oct '18

Martedi` 30 Ottobre alle ore 14 in Aula di Consiglio, Dipartimento di Matematica, Universita` La Sapienza, ci sara' il seguente seminario: Speaker: Giacomo di Gesu' (Universita' di Vienna) Title: Small noise asymptotics for stochastic Allen-Cahn equations in finite volume Abstract: We consider lattice approximations of the Allen-Cahn equation on the torus perturbed by small space-time white noise and discuss metastable transition times between the two stable phases. Grazie per l'attenzione ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Assegno di Ricerca - UNIMI
by Giacomo Aletti 25 Oct '18

25 Oct '18

Gentili Colleghi, vi segnalo che, presso il Dipartimento di Scienze e Politiche Ambientali, Università degli Studi di Milano, è stato bandito un assegno di ricerca di tipo B della durata di 12 mesi nell'ambito del scientifico-disciplinare delle Scienze matematiche e informatiche. BANDO: http://www.unimi.it/ricerca/assegni_ricerca/124378.htm SCADENZA: 16/11/2018. La ricerca si svolge nell'ambito nell’ambito del programma di ricerca dal titolo “Quantitative analysis of agricultural land use changes due to the new greening payment in Lombardy”, e richiede le attività che sono sinteticamente qui riportate: 1) Data cleaning 2) Data integration 3) Model development 4) Code writing 5) Data Analysis 6) Reports/Papers writing Si prega di darne massima diffusione. Cordialmente, Giacomo Aletti -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Seminario tra Geometria e Probabilita' di Daniele Agostini a Roma Tre il 29-10-2018
by Pietro Caputo 23 Oct '18

23 Oct '18

Daniele Agostini (Max-Plank Institute fur Mathematik, Leipzig) Titolo: Discrete Gaussians, theta functions and abelian varieties Lunedi' 29 Ottobre 2018 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 009 Abstract The Gaussian distribution is a central object in mathematics and it can be characterised as the unique probability on the real numbers that maximises entropy, for fixed mean and variance. It turns out that the same property can be used to define a discrete Gaussian distribution on the integers. Moreover, the discrete Gaussian is parametrised naturally by the Riemann theta function, and, as such, it has a natural connection to the theory of abelian varieties in algebraic geometry. The aim of the talk is to present this connection and to show how question in probability give rise to natural problems in algebraic geometry and viceversa. This is joint work with Carlos Amendola (TU Munich).

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Workshop in Financial Mathematics in Padova
by Giorgia Callegaro 22 Oct '18

22 Oct '18

Dear colleagues, we are pleased to announce that the (mini) “Workshop in Financial Mathematics” will be held the 12 November 2018 at the Department of Mathematics of the University of Padova. The Workshop will start at 2.30 pm (in “Sala Riunioni” VII floor, stairs B) and it will finish at 6pm. The list of invited speakers is available at the conference website: https://events.math.unipd.it/WFM2018/node/1 There is no registration fee, but all participants are kindly requested to register to the Workshop via the online form available here: https://events.math.unipd.it/WFM2018/node/27 See you in Padova! The organising committee Giorgia Callegaro Martino Grasselli Wolfgang Runggaldier Tiziano Vargiolu -- Giorgia Callegaro Assistant Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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(senza oggetto)
by Massimo Campanino 22 Oct '18

22 Oct '18

Il giorno giovedì 15 novembre alle ore 16 nell'aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna (pazza Porta S. Donato 2) il dott. Gianluca Bosi dell'Università di Bologna terrà un seminario dal titolo Revolving random walks in 2D: analysis of type and winding number. We consider simple random walks on two directed versions of the $\mathbb{Z}^2$ lattice; one characteristic feature of these random walks is that they are bound to revolve, according to the orientation prescribed by the edges. The first model was studied by Campanino and Petritis(‘03) and shown to be transient; the other one appeared recently in a paper by Menshikov et al. (’17), where the authors conjectured its recurrence. We shall indeed confirm this conjecture: our proof is done by considering a continuous analogue of the random walk and then applying the Lyapunov function criteria. On the other hand, we obtain a local limit theorem for the return probabilities of the first random walk, which in particular gives a new proof of transience. Finally, we deduce some results related to the winding number for both random walks. This results are joint work with Y.Peres (Microsoft Research, Redmond) and Y.Hu (University of Washington).

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Fwd: RS&A2019
by Gustavo Posta 22 Oct '18

22 Oct '18

Begin forwarded message: > From: The 19th International Conference on Random Structures and Algorithms <rsa2019(a)amu.edu.pl> > Date: 22 ottobre 2018 13.51.37 GMT+02.00 > To: ukryci-adresaci: ; > Subject: RS&A2019 > > > > The 19th International Conference on > RANDOM STRUCTURES AND ALGORITHMS > Zurich, 15-19 July, 2019 > > > We are pleased to announce that the 19th International Conference on Random Structures and Algorithms "RS&A2019" will be held at the ETH in Zurich, 15-19 July, 2019. > > The list of invited speakers is available at the conference website: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al…; > the registration is already open: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al…. > > We have some limited funding (in terms of accommodation and a per diem) available for graduate students or postdocs. The application form can be found under the link: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al… > > More information will be available soon. > > With best regards, > The organizers > > © 2018 - RSA2019 >

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Assegno di ricerca, Università Milano-Bicocca
by andrea ongaro 22 Oct '18

22 Oct '18

Si informa che presso il Dipartimento di Economia, Metodi Quantitativi e Strategie d’Impresa dell’Università Milano-Bicocca è stato bandito un assegno di ricerca (tipo A1, Junior) della durata di 24 mesi rinnovabili sul tema: “Modelli non standard per dati ad elevata complessità”. SCADENZA: 6 novembre 2018. BANDO: https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a1-a1-typ… Cordialmente Andrea Ongaro

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