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CALL FOR PAPERS: GDRR 2017 - Games and Decisions in Reliability and Risk
by fabrizio＠mi.imati.cnr.it 06 Feb '17

06 Feb '17

GDRR 2017 - 5th Symposium on Games and Decisions in Reliability and Risk Spanish Royal Academy of Sciences - Madrid, Spain June 7-9th, 2017 Following the meetings in Washington by George Washington University (2009), in Belgirate by CNR IMATI (2011), in Kinsale by Trinity College Dublin (2013), and in Istanbul by Yeditepe University (2015), the Fifth Symposium on Games and Decisions in Reliability and Risk (GDRR 2017) will take place in Madrid during June 7-9, 2017. The symposium is organised by ICMAT-CSIC and the Spanish Royal Academy of Sciences and is supported by ISBA and I2SDS at George Washington University. The objective of the symposium is to present novel uses of game and decision theory in reliability and risk analysis and to bring together researchers from diverse disciplines such as economics, engineering, finance, mathematics, medical sciences, probability and statistics. All sessions at this symposium will be plenary, with a mix of invited and contributed presentations. Some preliminary information about the symposium can be found at the web site: http://www.methaodos.org/congresos-methaodos/index.php/gdrr/GDRR17/ Authors interested in presenting a contributed talk are kindly invited to send a title and an abstract by e-mail to gdrr2017(a)icmat.es, by March 31st, 2017. A poster session is planned only if there will be a large number of submissions. A special issue of Applied Stochastic Models in Business and Industry http://onlinelibrary.wiley.com/journal/10.1002/(ISSN)1526-4025 is planned on the theme of GDRR. Best regards Fabrizio Ruggeri (on behalf of the Scientific Committee) -- Fabrizio Ruggeri fabrizio AT mi.imati.cnr.it CNR IMATI tel +39 0223699532 Via Bassini 15 fax +39 0223699538 I-20133 Milano (Italy) web.mi.imati.cnr.it/fabrizio

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prova tecnica
by Marco Romito 05 Feb '17

05 Feb '17

prova

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

03 Feb '17

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

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

03 Feb '17

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

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

02 Feb '17

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

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

02 Feb '17

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

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

01 Feb '17

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

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

30 Jan '17

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

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

30 Jan '17

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

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Seminario Thomassey @UniTo
by Roberta Sirovich 30 Jan '17

30 Jan '17

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

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

27 Jan '17

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

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

27 Jan '17

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

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Giornata di studi in onore di Gabriella Salinetti [lunedì 6 febbraio]
by Luca Tardella 27 Jan '17

27 Jan '17

A tutti gli interessati: Il giorno lunedì 6 febbraio 2017 si terra' presso il Dipartimento di Scienze Statistiche di Sapienza Università di Roma la giornata di studi: "Advances in Probability, Statistics and Decision Theory" *** A Conference in Honor of Gabriella Salinetti*** Sul seguente sito http://stat-events.wixsite.com/gabriellaconference sono disponibili - il programma definitivo di tutta la giornata - una mappa per raggiungere la sede della conferenza L'iscrizione al convegno è gratuita, ma necessaria per ragioni organizzative. E' ancora possibile registrarsi sul sito compilando un semplice modulo on line. E' possibile anche registrarsi contattando gli organizzatori al seguente indirizzo: gabriellaconference(a)gmail.com. Cordiali saluti Luca Tardella Dipartimento di Scienze Statistiche Facoltà di Ingegneria dell'Informazione, Informatica e Statistica Sapienza Università di Roma Piazzale Aldo Moro,5 (00185) Roma (ITALY) - BOX 82

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SISbayes Final Announcement
by Brunero Liseo 25 Jan '17

25 Jan '17

Apologies for cross-posting SISbayes 2017 Workshop, Roma 7-8 February 2017. SISbayes 2017 is the first Workshop organized by the section on Bayesian Statistics of the Italian Statistical Society. Please find enclosed the FINAL PROGRAM of the Workshop If you plan to come and join us please visit the website http://stat-events.wixsite.com/sisbayes2017 Brunero Liseo (on behalf of the Scientific Committee and the Organizing Committee) -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *http://www.memotef.uniroma1.it/users/liseo-brunero <http://www.memotef.uniroma1.it/users/liseo-brunero>* =============================================

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AMMCS 2017 - Call for papers
by Enrico Scalas 25 Jan '17

25 Jan '17

Car* collegh*, durante l'AMMCS 2017 che si terra' a Waterloo in Ontario, Canada dal 20 al 25 agosto 2017, organizzo due sessioni di interesse per chi si occupa di probabilita' applicata: 1. Fractional Calculus and Applications http://www.ammcs2017.wlu.ca/special-sessions/fca/ 2. Modelling of socio economic dynamics http://www.ammcs2017.wlu.ca/special-sessions/msed/ Il sito del congresso con istruzioni e scadenze e' il seguente: http://www.ammcs2017.wlu.ca/ Cordiali saluti, Enrico Scalas

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1 posto di RTD di tipo a) del s.s.d. SECS-S/06 presso la Scuola Normale Superiore (Pisa)
by Fabrizio Lillo 25 Jan '17

25 Jan '17

La Scuola Normale Superiore ha bandito un posto di ricercatore a tempo determinato di tipo a) nel s.s.d. SECS-S/06 Le informazioni, il bando e il modello della domanda si trovano al link http://www.sns.it/bando/ricercatore-tempo-determinato-ssd-secs-s06-metodi- matematici-delleconomina-e-delle-scienze-attuariali-e-finanziarie L'annuncio in inglese si trova al link http://en.sns.it/bando/fixed-term-researcher-mathematical- methods-economy-finance-and-actuarial-sciences Il termine di scadenza delle domande è il prossimo 6 marzo 2017. Fabrizio Lillo ---------------------------------------- Fabrizio Lillo Scuola Normale Superiore Piazza dei Cavalieri 7 56126 Pisa ITALY New website: fabriziolillo.wordpress.com phone: +39 050509159

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Correzione
by piccioni＠mat.uniroma1.it 24 Jan '17

24 Jan '17

Mi scuso per le imprecisioni nell’annuncio dei seminari del 31 cm: Valentina Cammarota per il momento è ancora con il King’s College di Londra Il seminario di Sokol Ndreca ha per titolo On a problem of Kendall Vogliate scusarmi Mauro Piccioni Inviato dal mio telefono Windows 10

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Annuncio seminari
by Piccioni, Mauro 24 Jan '17

24 Jan '17

Martedì 31 gennaio 2017 Seminari di Probabilità e Statistica Matematica Aula G, Dipartimento di Matematica, Sapienza Università di Roma Ore 14 Valentina Cammarota (Sapienza Università di Roma) On the critical values of random spherical harmonics. Abstract: We study the limiting distribution, in the high energy limit, of critical points and extrema of random spherical harmonics. In particular, we first derive the density functions of extrema and saddles and then we provide analytic expressions for the variances. Our arguments require a careful investigation of the validity of the Kac-Rice formula in nonstandard circumstances, entailing degeneracies of covariance matrices for first and second derivatives of the processes being analyzed. It is well known that after proper rescaling random spherical harmonics converge to Berry's random plane waves; in the second part of the talk we focus on the spatial distribution of critical points of random plane waves. Based on joint works with Dmitry Beliaev, Domenico Marinucci and Igor Wigman. Ore 15 Sokol Ndreca (University Center of Belo Horizonte) Abstract: In this talk we consider a stochastic point process $i + \xi_i$, where $i\in \mathbb{N}$ and the $\xi_i's$ are i.i.d exponential random variables with standard deviation $\sigma$. Some properties of this process are investigated. We then study a discrete time single server queueing system with this process as arrival process and deterministic unit service time. We obtain a functional equation of the bivariate probability generating function of the stationary distribution for the system. The functional equation is quite singular, does not admit simple solution. We find the solution of such equation on a subset of its set of definition. Finally we prove that the stationary distribution of the system decays super-exponentially fast in the quarter plane. The queueing model, motivated by air and railway traffic, has been proposed by Kendall and others some five decades ago, but no solution of it has been found so far. This is a joint work with Gianluca Guadagni, Carlo Lancia and Benedetto Scoppola. Tutti gli interessati sono invitati a partecipare. Per informazioni rivolgersi a piccioni(a)mat.uniroma1.it.

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I: tenure track position at TU delft
by Francesca Collet - EWI 23 Jan '17

23 Jan '17

Ricevo ed inoltro. Mi scuso per eventuali post-crossing. Distinti saluti, Francesca Collet ________________________________ Da: stoch-ned-l-bounces(a)science.uu.nl [stoch-ned-l-bounces(a)science.uu.nl] per conto di Frank Redig - EWI [F.H.J.Redig(a)tudelft.nl] Inviato: lunedì 23 gennaio 2017 08.51 A: stoch-ned-l(a)science.uu.nl Oggetto: [stoch-ned-l] tenure track position at TU delft Included the announcement of a tenure-track position at Delft Institute of Applied Mathematics at the interface probability/analysis/differential geometr. Please spread the message among possibly interested colleagues. Tenure-track Position in Mathematics (Analysis/Probability Theory/Geometry) Department/faculty: Electrical Engineering, Mathematics and Computer Science Level: PhD degree Working hours: 38 hours per week Contract: Tenure track Salary: €3427 to €4691 per month gross U bekijkt een vacaturetekst die opgesteld is in het Engels. Electrical Engineering, Mathematics and Computer Science The Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS) is known worldwide for its high academic quality and the social relevance of its research programmes. The faculty’s excellent facilities accentuate its international position in teaching and research. Within this interdisciplinary and international setting the faculty employs more than 1100 employees, including about 400 graduate students and about 2100 students. Together they work on a broad range of technical innovations in the fields of sustainable energy, telecommunications, microelectronics, embedded systems, computer and software engineering, interactive multimedia and applied mathematics. The research at the Delft Institute of Applied Mathematics (DIAM) centers around the analysis of mathematical models arising in science and engineering. This research is both fundamental and applied in nature, and is often inspired by technical applications. The department plays an active role in translating research results into concrete, practical applications. It maintains intensive contacts with other TU Delft departments, the major technological institutes and the research laboratories of major companies. Within its own subject field, the department provides teaching for the Applied Mathematics BSc and MSc programmes, and also contributes to the teaching of mathematics courses within other academic programmes at the TU Delft as well as within national programmes such as “MasterMath”. Job description The successful candidate is expected to contribute significantly to the research and teaching portfolio of DIAM. He/she is encouraged to develop his/her own research line in a viable and promising area in the framework of the project "Stochastic Analysis on Riemannian Manifolds and Related Geometric Structures" funded by the Netherlands Organisation for Scientifc Research (NWO). A proven track record in - or affinity with - a relevant area of differential geometry will be considered a strong advantage. Depending on the candidate's profile, he/she will join the Analysis group led by Prof. Jan van Neerven or the Applied Probability group led by Prof. Frank Redig. A Tenure Track, a process leading up to a permanent appointment with the prospect of becoming an Associate or full Professor, offers young, talented academics a clear and attractive career path. During the Tenure Track, you will have the opportunity to develop into an internationally acknowledged and recognised academic. We offer a structured career and personal development programme designed to offer individual academics as much support as possible. For more information about the Tenure Track and the personal development programme, please visit www.tudelft.nl/tenuretrack<http://www.tudelft.nl/tenuretrack>. Requirements Applicants must have a PhD degree in Mathematics and at least three years of post-doctoral experience in an area relevant to the project at the moment of appointment. In addition, they must have a proven track record of research excellence, the ambition to strengthen and expand the research and teaching portfolio of DIAM, and good communication and social skills. Conditions of employment A tenure-track position is offered for six years. Based on performance indicators agreed upon at the start of the appointment, a decision will be made by the fifth year whether to offer you a permanent faculty position. The TU Delft offers a customisable compensation package, a discount for health insurance and sport memberships, and a monthly work costs contribution. Flexible work schedules can be arranged. An International Children’s Centre offers childcare and an international primary school. Dual Career Services offers support to accompanying partners. Salary and benefits are in accordance with the Collective Labour Agreement for Dutch Universities. The TU Delft sets specific standards for the English competency of the teaching staff. The TU Delft offers training to improve English competency. Inspiring, excellent education is our central aim. If you don't have a teaching certificate yet, we allow you up to three years to obtain one. Information and application For more information about this position, please contact Prof. Jan van Neerven, phone: +31 (0)15-2786599, e-mail: M.A.M.vanNeerven(a)TUDelft.nl<mailto:M.A.M.vanNeerven@TUDelft.nl>, or Frank Redig, phone: +31 (0)15-2789706, e-mail: F.H.J.Redig(a)TUDelft.nl<mailto:F.H.J.Redig@TUDelft.nl>. To apply, please send an application letter; a detailed curriculum vitae including a publication list, research and teaching statements; and the names of three references. Please e-mail your application by 15 March 2017 to P.T.M. van den Bergh, Hr-eemcs(a)tudelft.nl<mailto:Hr-eemcs@tudelft.nl>. When applying for this position, please refer to vacancy number EWI2017-02.

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Fwd: [World] Post doc position at KTH, Stockholm
by Gustavo Posta 23 Jan '17

23 Jan '17

Begin forwarded message: > From: Svante Linusson <linusson(a)math.kth.se> > Subject: [World] Post doc position at KTH, Stockholm > Date: 19 gennaio 2017 18:56:21 GMT+01:00 > To: world(a)aleanetwork.net > > Dear all, > > We are searching for a post doc in algebraic and/or probabilistic combinatorics at KTH during next academic year. > > Please spread information to all you might think could be interested. > > Best, > > Svante Linusson > > ---------- > https://www.kth.se/en/om/work-at-kth/stipendier/postdoc-scholarship-in-math… > > Qualifications > > The applicant should have a Ph.D. in mathematics (or equivalent) no older than 5 years and have conducted research in an area related to the project description. The applicant should not have been employed by KTH within the past 3 years. > > Application > > Apply to this scholarship by e-mail to jobs(a)math.kth.se. You are the main responsible to ensure that your application is complete according to the ad. Your complete application must be received at KTH no later than 2017-02-20. Mark your application with reference number S-2016-1444. > > The application must include the following documents: > > Curriculum vitae > Cover letter (detailing both your previous scientific work experience and your interest in this position) > Research statement (max 2 pages) > Contact information for three references > Please observe that you apply for a scholarship, not an employment. > > > > > -- > ------------------ > Svante Linusson > Professor of Mathematics > Department of Mathematics > KTH > SE-100 44, Stockholm > SWEDEN > linusson(a)math.kth.se > 070-444 7906 > _______________________________________________ > World mailing list > World(a)aleanetwork.net > http://aleanetwork.net/cgi-bin/mailman/listinfo/world

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Fwd: summer school
by Gustavo Posta 23 Jan '17

23 Jan '17

Begin forwarded message: > https://www.mimuw.edu.pl/~wssp/index.html

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Fwd: [mi-net_all] Research visits - funding available
by Alessandra Micheletti 20 Jan '17

20 Jan '17

---------- Forwarded message ---------- From: MI-NET <MI-NET(a)bath.ac.uk> Date: Fri, Jan 20, 2017 at 3:19 PM Subject: [mi-net_all] Research visits - funding available To: mi-net_all <mi-net_all(a)lists.bath.ac.uk> ****apologies for cross posting**** Dear All We are running a rolling call for research visits (STSMs) applications from anyone interested on carrying out a visit by 30th April 2017. *STSMs are exchange visits to an institution or laboratory in another COST country <http://www.cost.eu/COST_Actions/TDP/Actions/TD1409?parties> that is part of this Action. Their aim is to foster collaboration and sharing of new techniques and infrastructures, which may not be available at another participant’s institution or laboratory. Visits can last between 5-90 days for an established researcher and 5-180 days for an early career investigator (up to 8 years post PhD).* *An STSM grant is a fixed financial contribution of up to EUR 2000.* *https://mi-network.org/short-term-scientific-missions/ <http://%2522>* Please note that for this call all visits will have to be completed by 30th April 2017. Please follow us on twitter <https://twitter.com/Maths4Industry>, join us on Facebook <https://www.facebook.com/maths4industry/?hc_ref=SEARCH&fref=nf> and on LinkedIn <https://www.linkedin.com/groups/8454112> to be kept up to date on news about funding opportunities in industrial mathematics. Regards Filipa Dr Filipa Vance Project Manager/Grant Holder COST Action TD1409, Mathematics for Industry Network (MI-NET) 4 West Room 2.15, University of Bath, Bath, BA2 7AY, United Kingdom Tel: +44 (0)1225 385886 <+44%201225%20385886> | http://mi-network.org | @Maths4Industry | skype: maths4industry ------------------------------ ***MI-NET Funding Calls Now Open *** *Research visits (STSMs) <https://mi-network.org/short-term-scientific-missions/>* *Travel to conferences <https://mi-network.org/eci/>* Industrial Workshops <http://mi-network.org/industrial-workshops/> *Modelling Weeks <http://mi-network.org/modelling-weeks/>* Study Groups with Industry <http://mi-network.org/short-term-scientific-missions/> ------------------------------ -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics and ADAMSS Centre 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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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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