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2 seminari di Andreas Kyprianou
by Matteo Ruggiero 06 May '15

06 May '15

****************************************************************** LAGRANGE LECTURES meet STATISTICS SEMINARS ****************************************************************** Nell’ambito: - delle Lezioni Lagrangiane del Dipartimento di Matematica "G. Peano” dell'Università di Torino; - della Statistics Seminar Series del Collegio Carlo Alberto; ANDREAS KYPRIANOU (University of Bath) terrà due seminari dal titolo DEEP FACTORISATION OF THE STABLE PROCESS I due seminari sono organizzati come consecutivi, il primo più divulgativo e il secondo fruibile da un pubblico più esperto anche senza aver seguito il primo, e si svolgeranno rispettivamente - Giovedì 14 Maggio 2015, ore 15.00, Aula Magna, Dipartimento di Matematica, Via Carlo Alberto 10, Torino - Venerdì 15 Maggio 2015, ore 11.30, Aula Rossa, Collegio Carlo Alberto, via Real Collegio 30, Moncalieri Tutti gli interessati sono invitati a partecipare. I seminari sono organizzati - dal Dipartimento di Matematica "G. Peano” dell’Università di Torino - dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Segue l’abstract del doppio seminario. Cordiali saluti, Matteo Ruggiero (Università di Torino e Collegio Carlo Alberto) Laura Sacerdote (Università di Torino) Abstract: The Lamperti-Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, is a Markov additive process (MAP). In the case that the rssMp is taken to be an α-stable process with α ∈ (0,2), the characteristics of the matrix exponent of the semi-group of the embedded MAP (the Lamperti-stable MAP) are computed. Specifically, the matrix exponent of the Lamperti-stable MAP’s transition semi-group can be written in a compact form using only gamma functions. Just as with Lévy processes, there exists a factorisation of the (matrix) exponents of MAPs, with each of the two factors uniquely characterising the ascending and descending ladder processes, which themselves are again MAPs. To our knowledge, not a single example of such a factorisation currently exists in the literature. In this talk we provide a completely explicit Wiener-Hopf factorisation for the Lamperti-stable MAP. As a consequence of our methodology, we also get additional new results concerning space-time invariance properties of stable processes. --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario Prof. Y. Rinott a ROMA 1
by Nappo, Giovanna 06 May '15

06 May '15

********************************************************************* SEMINARIO DI PROBABILITA' E STATISTICA MATEMATICA ******************************************************************** DIPARTIMENTO DI MATEMATICA UNIVERSITA' LA SAPIENZA DI ROMA ******************************************************************** piazzale Aldo Moro 2, 00185 Roma ******************************************************************* Yosi Rinott (The Hebrew University of Jerusalem and LUISS) Title: On Measuring and Comparing Usefulness of Statistical Models Aula di Consiglio del Dipartimento di Matematica Venerdi' 8 maggio, ore 14,30 Abstract: Statistical models in econometrics, biology, and most other areas, should not be expected to be "correct", and often are not very accurate, but may still be useful. The choice of a model for the analysis of data depends on the purpose of the analysis, the nature of the data, and also on the sample or data size. Erev, Roth, Slonim and Barron (2007) [Economic Theory, 33, 29–51] studied models for prediction of future play in game-theoretic experiments and proposed an approach for quantification of the value of a model. Combining ideas from the latter article and the well-known AIC criterion, we propose another quantification of the chosen model's relative predictive value, which depends on the data and its size. Our research was first motivated by data from experimental economics, and we also study the Hardy-Weinberg model in biology. Joint work with David Azriel ************************************************************************************* Tutti gli interessanti sono invitati a partecipare. Giovanna Nappo

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Seminario ANDREAS KYPRIANOU
by Federico Polito 06 May '15

06 May '15

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Nell'ambito delle "Lezioni Lagrangiane" del Dipartimento di Matematica "G. Peano", Università degli Studi di Torino, Via Carlo Alberto 10, giovedì 14 Maggio 2015 alle ore 15:00 in Aula Magna, Il Prof _ANDREAS KYPRIANOU_ (Department of Mathematical Sciences, University of Bath) terrà un seminario dal titolo _DEEP FACTORISATION OF THE STABLE PROCESS_ Abstract: The Lamperti-Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, is a Markov additive process (MAP). In the case that the rssMp is taken to be an α-stable process with α ∈ (0,2), the characteristics of the matrix exponent of the semi-group of the embedded MAP (the Lamperti-stable MAP) are computed. Specifically, the matrix exponent of the Lamperti-stable MAP’s transition semi-group can be written in a compact form using only gamma functions. Just as with Lévy processes, there exists a factorisation of the (matrix) exponents of MAPs, with each of the two factors uniquely characterising the ascending and descending ladder processes, which themselves are again MAPs. To our knowledge, not a single example of such a factorisation currently exists in the literature. In this talk we provide a completely explicit Wiener-Hopf factorisation for the Lamperti-stable MAP. As a consequence of our methodology, we also get additional new results concerning space-time invariance properties of stable processes. Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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(senza oggetto)
by Mariani, Mauro 06 May '15

06 May '15

Cari amici vi invito a partecipare al seminario di Max Fathi (Università di Parigi Jussieu) presso il dipartimento di matematica dell'università di Roma La Sapienza (sito in piazzale Aldo Moro 5, Roma), i cui dettagli sono riportati di seguito. A presto Mauro Mariani Data ed aula: lunedì 11 maggio, ore 14:30, aula di consiglio (primo piano) Titolo: A gradient flow approach to large deviations for diffusion processes Sunto: In the 80s, De Giorgi introduced the notion of abstract gradient flows, which allowed to define a notion of solutions to ordinary differential equations of the form x' = −grad F(x) on metric spaces (rather than Riemannian manifolds for the usual definition). In 2005, Ambrosio, Gigli and Savare showed that when we consider the space of probability measures on R d endowed with the Wasserstein metric, this notion allows to give an alternate formulation for Fokker-Planck equations. These equations are the PDEs whose solutions are the flow of marginals of solutions of stochastic differential equations of the form dX = −grad H(X)dt + dB . In this talk, I will explain how we can use this notion to study large deviations for sequences of SDEs. The main result is that proving a large deviation principle is equivalent to studying the limit of a sequence of functionals that appear in the abstract gradient flow formulation for Fokker-Planck equations. As an application, I will show how to obtain large deviations from the hydrodynamic scaling limit for a system of interacting continuous spins in a random environment.

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Rettifica data e ora seminario di Thomas Richthammer a Roma Tre
by Pietro Caputo 06 May '15

06 May '15

Prof. Thomas Richthammer (Univ. Hildesheim) Title: The variance of particle positions in the hard disk model When: Giovedi' 14 Maggio 2015 ORE 14:00 Where: Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract: The hard disk model describes random configurations of disks in the plane, interacting only via hard core exclusion. It is believed that the model exhibits a weak form of crystallization for large activity (i.e. high particle density). In spite of its simplicity, there are only very few rigorous results on the hard disk model. I will present a very recent result which can be interpreted as a lower bound on the variance of particle positions in terms of the size of the system. The result is obtained via a certain tansformation on particle configurations. It builds on an earlier result concerning the absence of positional order.

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Convegno in onore di Patrizia Berti - Programma e Pagina web
by Fabrizio Leisen 05 May '15

05 May '15

Gentili Colleghi, con grande piacere vi segnalo(per la seconda volta) il seguente convegno organizzato in onore della Prof. ssa Patrizia Berti: Alcuni argomenti di Probabilita', Statistica e Teoria della Misura Modena, 8-9 giugno 2015 Il programma del convegno é disponibile alla seguente pagina web: https://sites.google.com/site/convegnoprofpatriziaberti/ con alcune utili informazioni. Anche se la partecipazione al convegno é gratuita, vi chiediamo gentilmente di inviare una mail al comitato organizzatore per confermare la vostra presenza(vedi pagina web). Un cordiale saluto, Fabrizio Leisen, Pietro Rigo, Emanuele Dolera -- Fabrizio Leisen Senior Lecturer in Statistics School of Mathematics, Statistics and Actuarial Sciences Cornwallis Building, University of Kent, Canterbury, CT2 7NF http://www.kent.ac.uk/smsas/statistics/our-people/profiles/leisen_fabrizio.… http://sites.google.com/site/fabrizioleisen/

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Seminario Prof. Penson (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 05 May '15

05 May '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 8 Maggio, ore 11 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma PROF. K.A. PENSON (Theoretical Physics, Sorbonne, Univ. Paris VI, France) terrà un seminario dal titolo: *PROBABILISTIC AND FREE-PROBABILISTIC PROPERTIES OF 2D CONSTELLATION NUMBERS* *Abstract:* After a short introduction about the properties of classical Catalan numbers and their role in Physics we shall dwell on a certain quite vast generalisation of Catalan numbers called the constellation numbers. We solve exactly the Hausdorff moment problem for these numbers and provide explicit expressions for appropriate positive weight functions. For certain values of parameters we analyse the properties of these solutions from the point of view of the free probability, and demonstrate their infinite divisibility with respect to the free additive convolution. We introduce the idea of fractional constellation numbers and provide complete solutions to this particular case. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio

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Seminario di Yinon Spinka a Roma Tre
by Pietro Caputo 05 May '15

05 May '15

Yinon Spinka (Tel Aviv) Title: Long-range order in random 3-colorings When: Martedi' 19 Maggio 2015 ORE 14:00 Where: Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI), Largo San L. Murialdo, 1 Abstract: We study the anti-ferromagnetic 3-state Potts model of statistical physics. In this model, one samples a random coloring of a box in Z^d with 3 colors, with the probability of a coloring f being proportional to exp(-beta*N(f)), where beta>0 is a parameter (representing the inverse temperature) and N(f) is the number of edges connecting vertices colored with the same color. Our main result is that in high dimensions and low temperature (large beta), a sampled coloring will typically exhibit long-range order, placing the same color at most of either the even or odd vertices of the box. This extends previous work of Galvin, Kahn, Peled, Randall and Sorkin. The main ingredient in our proof is a new structure theorem for 3-colorings which characterizes the ways in which different "phases" may interact, putting special emphasis on the role of edges connecting vertices of the same color. We also discuss several related conjectures. No background in statistical physics will be assumed and all terms will be explained. Joint work with Ohad Feldheim.

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Seminario di Quentin Berger a Roma Tre
by Pietro Caputo 05 May '15

05 May '15

Prof. Quentin Berger (Universita' Parigi 6) When: Mercoledi 13 maggio ore 11, Where: Aula 211, Pal. C Dip. Matematica e Fisica, RomaTre, Largo San L. Murialdo, 1 - 00146 Roma Title: Disorder relevance for the pinning model (joint work with Hubert Lacoin) Abstract: A central question in the study of disordered systems (and in particular of their phase transition) is that of disorder relevance: one wants to determine whether an arbitrarily small quantity of disorder affects or not the critical behavior of the system. The physicist Harris provided a simple and general criterion to know whether disorder was relevant or irrelevant for a given d-dimensional system. In this talk, we will introduce the pinning model, a family of disordered systems, which has attracted much attention in the past decade: it considers a 1-dimensional polymer chain interacting with an inhomogeneous defect line, undergoing a localization phase transition. For this model, Harris' prediction has been rigorously proved, but the marginal case (for which Harris criterion gives no prediction) was partially left open. We will present here a necessary and sufficient condition for disorder relevance for the pinning model, solving completely the question for this model.

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Seminario di Thomas Richthammer a Roma Tre
by Pietro Caputo 05 May '15

05 May '15

Prof. Thomas Richthammer (Univ. Hildesheim) Title: The variance of particle positions in the hard disk model When: Martedi' 12 Maggio 2015 ORE 15:00 Where: Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract: The hard disk model describes random configurations of disks in the plane, interacting only via hard core exclusion. It is believed that the model exhibits a weak form of crystallization for large activity (i.e. high particle density). In spite of its simplicity, there are only very few rigorous results on the hard disk model. I will present a very recent result which can be interpreted as a lower bound on the variance of particle positions in terms of the size of the system. The result is obtained via a certain tansformation on particle configurations. It builds on an earlier result concerning the absence of positional order.

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Mini courses announcement: numerical approaches for SDE, Statistics and Finance [ Dr. Michele Bonollo - Iason Ltd ]
by Luca di persio 04 May '15

04 May '15

Dr. Michele Bonollo [ Iason Ltd. ] will give two mini courses on SDE and Statistics, both from an applicative/numerical point of view, at the Department of Computer Science of the University of Verona. The courses will be divided as follows - *24h * SDE, *8h* Statistics and they will be developed according to the following (tentative) calendar - Wed May 6 16.30-18-30 2 h - Mon May 11 14.30-18.30 4 h - Mon May 18 14.30-18.30 4 h (STAT) - Wed May 20 16.30-18.30 2 h - Mon May 25 14.30-18.30 4 h - Wed May 27 14.30-18.30 4 h (STAT) - Wed June 3 14.30-18.30 4 h - Mon June 8 14.30-18.30 4 h - Wed June 10 16.30-18.30 4h Covered topics will include SDE Topics - SDE and Closed form solutions: Black and Sholes model review - SDE Approximations: from the Eulero scheme to some higher order techniques. Weak and strong convergence definitions - The stochastic processes simulation - Discrete space and discrete state processes: the trees approaches versus the diffusion perspective - Some Brownian motion useful functionals: first hitting time, occupation time, - Application 1: Exotic derivative evaluation - Application 2: full evalution of VaR versus Delta-Gamma-Vega VaR - The compound Poisson process and the Operational VaR estimation STAT Topics - Parameter Estimation and Calibration review - Volatility surface: tricks and practical problems - Principal Component Analysis: applications to the term structure and to the volatility surface All the lessons will be given here https://goo.gl/maps/Yx2JU Strada le Grazie, 15 - 37134 Verona VR Ca' Vignal 2 and they will start in Room M. Do not hesitate to contact me for further details: luca.dipersio(a)univr.it __ 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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No Free Lunch Seminar by Prof. Massimiliano Caporin, Wed May 6 1:00 PM Aula Bianchi @ SNS
by Giacomo Bormetti 04 May '15

04 May '15

Dear all, Wednesday May 6 2015, 1:00 PM in Aula Bianchi, Scuola Normale Superiore Pisa Massimiliano Caporin Department of Economics and Management "Marco Fanno" - Università di Padova will deliver the seminar "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification" Abstract: The need for understanding the propagation mechanisms behind the recent financial crises lead the increased interest for works associated with asset interconnections. In this framework, network-based methods have been used to infer from data the linkages between institutions. In this paper, we elaborate on this and make a step forward by introducing network linkages into linear factor models. Networks are used to infer the exogenous and contemporaneous links across assets, and impacts on several dimensions: network exposures act as in inflating factor for systematic exposure to common factors with implications for pricing; the power of diversication is reduced by the presence of network connections; in the presence of network links a misspecied traditional linear factor model provides residuals that are correlated and heteroskedastic. We support our claims with an extensive simulation experiment. Joint work with Monica Billio, Roberto Panzica, and Loriana Pelizzon. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Mathematical and Natural Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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Seminari di Eckhard Platen all'Università di Firenze
by Giacomo Scandolo 04 May '15

04 May '15

Ricordo che il Prof. Eckhard PLATEN (University of Technology, Sydney) questa settimana terrà due seminari presso il Dipartimento di Scienze per l'Economia e l'Impresa Edificio D6, via delle Pandette, 32, Firenze Tutti gli interessati sono invitati a partecipare ============================================================= Giovedì 7 Maggio, 10.00-12.00, aula D6/105 ''Numerical Solutions of Stochastic Differential Equations with Jumps in Finance '' Abstract. In financial and actuarial modelling and other areas of application, stochastic differential equations with jumps have been employed to describe the dynamics of various state variables. The numerical solution of such equations is more complex than that of those only driven by Brownian motions. The aim of this lecture is to present various numerical methods used in quantitative finance for models involving stochastic differential equations with jumps. It emphasises mathematical concepts, techniques and intuition crucial for modern numerical methods in derivative pricing and risk management. Questions of numerical stability and convergence will be discussed. Several recent results will be presented on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector and extrapolation methods. ============================================================= Venerdì 8 Maggio, 10.00-12.00, aula D6/013 "A Benchmark Approach to Finance " Abstract. This lecture introduces into the benchmark approach, which provides a generalized framework for financial market modelling. It allows for a unified treatment of derivative pricing, portfolio optimization and risk management. It extends beyond the classical asset pricing theories, with significant differences emerging for extreme maturity contracts and risk measures relevant to pensions and insurance. The Law of the Minimal Price will be presented for derivative pricing. A Naïve Diversification Theorem allows forming a proxy for the numeraire portfolio. The richer modelling framework of the benchmark approach leads to the derivation of tractable, realistic models under the real world probability measure. It will be explained how the approach differs from the classical risk neutral approach. Examples on long term and extreme maturity derivatives demonstrate the important fact that a range of contracts can be less expensively priced and hedged than suggested by classical theory. --- Questa e-mail è priva di virus e malware perché è attiva la protezione avast! Antivirus. http://www.avast.com

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Annuncio di seminario
by Tiziano Vargiolu 04 May '15

04 May '15

ANNUNCIO DI SEMINARIO Il Prof. Eckhard Platen, professore alla University of Technology di Sydney ed attuale Presidente della Bachelier Finance Society, terra' il seguente seminario dalle 14.30 alle 15.30 del martedi' 5 maggio in aula 2BC60 del Dipartimento di Matematica, via Trieste 63, Padova. (Si noti lo spostamento dalla originale aula 2AB40 alla 2BC60) Referente: W. Runggaldier __________________ TITLE: BENCHMARKED RISK MINIMIZATION ABSTRACT: The paper discusses the problem of hedging not perfectly replicable contingent claims by using a benchmark, the numeraire portfolio, as reference unit. The proposed concept of benchmarked risk minimization generalizes classical risk minimization, pioneered by Foellmer, Sondermann and Schweizer. The latter relies on a quadratic criterion, requesting the square integrability of contingent claims and the existence of an equivalent risk neutral probability measure. The proposed concept of benchmarked risk minimization avoids these restrictive assumptions. It employs the real world probability measure as pricing measure and identifies the minimal possible price for the hedgeable part of a contingent claim. Furthermore, the resulting benchmarked profit and loss is only driven by nontraded uncertainty and forms a martingale that starts at zero. Benchmarked profit and losses, when pooled and sufficiently independent, become in total negligible. This property is highly desirable from a risk management point of view. It is making asymptotically benchmarked risk minimization the least expensive method for pricing and hedging of an increasing number of not fully replicable benchmarked contingent claims. (Joint work with Ke Du.)

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Workshop announcement
by Paolo Dai Pra 30 Apr '15

30 Apr '15

NEW CHALLENGES IN RECIPROCAL PROCESSES, SCHRODINGER BRIDGES AND OPTIMAL TRANSPORT WITH APPLICATION TO CONTROL ENGINEERING PROBLEMS FOR CLASSICAL AND QUANTUM SYSTEMS Organizers: Paolo Dai Pra, Michele Pavon and Francesco Ticozzi The workshop will take place at the Department of Mathematics, University of Padova, via Trieste 63, 35131 Padova, on Friday May 29th, 2015 in rooms 1BC45 (morning) and 1BC50 (afternoon). TALKS: Yongxin Chen (Department of Electrical and Computer Engineering University of Minnesota): Schrodinger bridges and the steering of stochastic and deterministic systems Giovanni Conforti (Institut fur Mathematik, Universitat Potsdam): Reciprocal characteristics, lattices, and concentration of measure Markus Fischer (Department of Mathematics University of Padova): On large deviations for the empirical measures of weakly interacting systems Tryphon T. Georgiou (Department of Electrical and Computer Engineering University of Minnesota): The Hilbert metric and Schro ̈dinger bridges Christian Leonard (Departement de Mathematiques et Informatique Universite ́ Paris Ouest): Looking at the Schrodinger problem with calculus of variations in mind Sylvie Roelly (Institut fur Mathematik, Universitat Potsdam): A stochastic analysis approach for the characterization of reciprocal classes: the case of Brow- nian diffusions and of compound Poisson processes. Francesco Ticozzi (Department of Information Engineering University of Padova): A walk to symmetrization via a Schroedingers bridge Lorenza Viola (Department of Physics and Astronomy Dartmouth College): TBC More details are contained in the attachment. Please do not hesitate to contact me for further details: daipra(a)math.unipd.it Paolo Dai Pra Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Seminario Università di Milano-Bicocca
by federica.masiero＠unimib.it 29 Apr '15

29 Apr '15

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Seminario Universita' La Sapienza Roma
by Faggionato, Alessandra 29 Apr '15

29 Apr '15

SEMINARIO DI PROBABILITA' E FISICA STATISTICA Giovedi' 7 Maggio, ore 14.30 , in Aula B (Dipartimento di Matematica. Univ.La Sapienza, Roma) Speaker: Andrea Puglisi (Istituto dei Sistemi Complessi, Sapienza) Title: Dynamics of an intruder in a granular fluid: from dilute to dense experiments. A single experimental setup is the occasion for a tour into many issues in non-equilibrium statistical mechanics. In the experiment, a rotating intruder performs a Brownian-like dynamics under the influence of collisions with a shaken granular media. Dissipations in the form of inelastic collisions and dry tangential friction make the system inherently out of equilibrium. When the granular medium is diluted, the results agree with a Boltzmann-Lorentz description which, in the large mass limit, is well approximated by a Fokker-Planck equation for a Ornstein-Uhlenbeck process with Coulomb friction. When the intruder is shaped so as to break the symmetry under rotation-inversion, an average drift ("ratchet" or "motor" effect) is observed, with properties depending on the dominant dissipation: friction or inelastic collisions. When the density of the surrounding medium increases, non-Markovian effects appear. The first consequence is a violation of the Einstein relation which - near equilibrium - describes the linear response to a small force provided by an external motor. The analysis of a generalized flctuation-dissipation relation explains the nature of the violation: a joint effect of dissipation and coupling with the dense flid. When the density is increased further and the jamming transition is approached, anomalous diffusion appears in the form of transient cage effects (subdiffusion) and - more surprisingly - superfdiffusion at large times. -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Grants for PhD International Students, University of Padova
by Patrizia Piacentini - PhD 28 Apr '15

28 Apr '15

For the academic year 2015/2016 the University of Padova, Italy, offers 15 research fellowships for foreign (non Italian) students to attend Doctoral/International Courses - Deadline: 29 May 2015 - The call for application is available at the following address: http://www.unipd.it/en/node/1053 The announcement concerns a limited number of fully funded grants for foreign (non-Italian) graduate students to be awarded on the basis of qualifications only and requiring no entry examination. The grants include all University and Department fees, full board at the University accommodation and provide an additional personal scholarship of 13.638,47 € per year for a total of 3 years. Doctoral courses presumably start on October 1st, 2015 and will end on September 31st, 2018. Application is to be made following carefully the instructions in the announcement. The PhD Course in Statistics ( http://www.stat.unipd.it/fare-ricerca/dottorato-di-ricerca ) highly encourages foreign students to apply for admission. All lectures are given in English. Interested applicants are invited to contact the Course Coordinator (dottorato(a)stat.unipd.it) for any advice. Some summary information about grants and admission procedures for foreign students can be found at http://www.stat.unipd.it/fare-ricerca/ammissione. Prof. Monica Chiogna Coordinator Phd Course in Statistics University of Padova Italy

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1 Ph.D. position - Epidemiology/Statistical Medicine - University of Verona, Italy
by Alessandro Marcon 27 Apr '15

27 Apr '15

/To all concerned - please circulate:/ The call for applications to doctoral programs in *Applied Life and Health Sciences *(Dottorato in Scienze Applicate della Vita e della Salute)*, *XXXI cycle, at the University of Verona, Italy, has been published. The call is available at: http://www.dsvr.univr.it/?ent=iscrizionecs&cs=634&lang=it The applicant will be involved in epidemiological research in the filed of chronic respiratory diseases (asthma, rhinitis, COPD - chronic obstructive pulmonary disease). Applicants will have a degree (master degree or equivalent) in: Statistical Sciences, Computer Science, Bioinformatics, Mathematics, Medicine and Surgery, Biology, Biotechnology, Pharmacy, Pharmaceutical Chemistry and Technology , … Contact: roberta.vesentini(a)univr.it Duration: 3 years Workplace : University of Verona (Strada Le Grazie, 8) Deadline for application: 12 June 2015 My kindest regards, Alessandro Marcon -- Alessandro Marcon, PhD Unit of Epidemiology & Medical Statistics Department of Public Health and Community Medicine University of Verona

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Early Stage Research Fellowship 2016
by Massimo Campanino 26 Apr '15

26 Apr '15

Early Stage Research Fellowship 2016 Bando per borsa di studio Protocollo: Decree April 13, 2015, n.14 Pubblicato il: 15/04/2015 Scadenza presentazione domande: 30/05/2015 - 23:55 Aggiornamento del 20/04/2015: Il bando online riporta la versione corretta e aggiornata. Restano invariate le scadenze e le modalità di presentazione della domanda. Bando per l'assegnazione di due borse annuali per giovani ricercatori internazionali. I candidati dovranno ricevere un invito da un docente o ricercatore dell'Università di Bologna che svolgerà il ruolo di supervisore e garantirà l'accesso alle strutture di ricerca. ISA offre ai ricercatori selezionati: alloggio: un miniappartamento presso il Residence Terzo Millennio Bologna, sito in via Miliani, 7/2, quartiere Borgo Panigale; Fellows room: un’attrezzata sala per studio e lettura in Palazzo Paleotti, via Zamboni 25, cuore della zona universitaria; un contributo economico: la borsa di studio annuale di Euro 15.600,00, al lordo di tutti gli oneri fiscali e previdenziali a carico del percipiente e a carico dell’ente. Le candidature dovranno essere presentate esclusivamente mediante modalità telematica accedendo al sito Internet: https://personale.unibo.it, previa procedura di registrazione personale come da istruzioni indicate nella stessa procedura web. Il termine ultimo per la presentazione delle domande è fissato a pena di esclusione alle ore 23:55 del giorno 30.05.2015.

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PhD course on Bayesian Statistics: modelling, computation and testing
by Consonni Guido 24 Apr '15

24 Apr '15

??? PhD in Statistics and Mathematics for Finance Università Bicocca, Milano http://www.dismeq.unimib.it/Default.asp?idPagine=765&funzione=&lingua=ING May-June, 2015 Bayesian Statistics: modelling, computation and testing Ioannis Ntzoufras; Valen Johnson Per maggiori dettagli si veda la locandina allegata. Guido Consonni Dipartimento di Scienze Statistiche Università Cattolica del Sacro Cuore Largo Gemelli, 1 20123 Milano http://docenti.unicatt.it/eng/guido_consonni/ Tel 02 7234 3049 ________________________________ Ricerca, Formazione, Assistenza, Cooperazione e Sviluppo: 5 ragioni per metterci la firma. Sottoscrivi il tuo 5 per mille a favore dell'Università Cattolica e ci aiuterai a sostenere borse di studio, ricerca scientifica, progetti medico-assistenziali e sociali dell'Ateneo e del Policlinico "A. Gemelli". Info: www.unicatt.it/5permille<http://www.unicatt.it/5permille/> ________________________________

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Junior female researchers in probability - Berlin
by Alessandra Cipriani 24 Apr '15

24 Apr '15

Dear colleagues, we would like to draw your attention to our upcoming conference for "Junior female researchers in probability" in Berlin, 22- 23 October 2015 . The aim of this workshop is to promote young female researchers by giving them an opportunity to present their own work, and hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Invited speakers are: Kavita Ramanan (Brown University) Nadia Sidorova (UC London) Christa Cuchiero (U. Vienna) Hanna Doering (U. Osnabrueck) Zorana Grbac (U. Paris Diderot) Hao Wu (MIT) Female participants are invited to submit abstracts for contributed talks, and may apply for (limited) financial support. Of course participation of men is very welcome, but presentations and financial support are reserved for ladies. Please pass this information on to interested PhD students and postdocs. More details can be found on our website http://wias-berlin.de/people/cipriani/JFR15/ . Best regards, Peter Bank, Alessandra Cipriani, Noemi Kurt

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Fwd: Annuncio Seminario Vlad Bally - 27 Aprile - Tor Vergata
by Claudio Durastanti 24 Apr '15

24 Apr '15

Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications) Lunedì 27 aprile - ore 14 - aula D'Antoni Speaker Vlad Bally, Universite' Paris-Est LAMA, INRIA title: Convergence and regularity of probability laws by using an interpolation method Abstract: In a recent paper, Fournier and Printems establish a methodology which allows to rove the absolute continuity of the law of the solution of some stochastic equations with Holder continuous coefficients. This is of course out of reach by using already classical probabilistic methods based on Malliavin calculus. In this context, Debussche and Romito employ some Besov space technics in order to substantially improve the result of Fournier and Printems. In this talk we show that this kind of problem naturally fits in the framework of interpolation spaces: we prove an interpolation inequality which allows to state (and even to slightly improve) the above absolute continuity result. Moreover it turns out that the above interpolation inequality has applications in a completely different framework: we use it in order to estimate the error in total variance distance in some convergence theorems. Tutti gli interessati sono invitati a partecipare. Cordiali saluti, Claudio Durastanti

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Fwd: Oberwolfach Seminar on homogenization
by Faggionato, Alessandra 23 Apr '15

23 Apr '15

---------- Forwarded message ---------- From: Jc Mourrat <jean-christophe.mourrat(a)ens-lyon.fr> Date: 2015-04-22 17:48 GMT+02:00 Subject: Oberwolfach Seminar on homogenization To: Jc Mourrat <jean-christophe.mourrat(a)ens-lyon.fr> Good morning, Please find below an announcement for a summer school on homogenization. ++ Jean-Christophe Mourrat --- This is an announcement for the Oberwolfach Seminar "Stochastic Homogenization" The Oberwolfach Seminars address to postdocs and Ph.D. students from all over the world. The aim is to introduce the participants to a particular interesting development. Date: September 6th - September 12th, 2015 Organizers: I. Kim, UCLA, J.-C. Mourrat, ENS Lyon, F. Otto, MPI Leipzig, P. Sougandidis, The University of Chicago Programme: An introduction into stochastic homogenization of partial differential equations with a special focus on: Nonlinear problems, in particular Hamilton-Jacobi, interfacial motions and nonlinear elliptic equations; oscillatory boundary conditions. Probabilistic view upon stochastic homogenization: random walks in random environments, first passage percolation. Quantitative aspects of stochastic homogenization, connections to statistical physics and elliptic regularity theory. Introductory reading: For a probabilistic view: M. Biskup, Recent progress on the Random Conductance Model, Probability Surveys, Vol. 8 (2011) 294–373 For the analyst's set-up: V. V. Jikov, S. M. Kozlov, O. A. Oleinik, Homogenization of Differential Operators and Integral Functionals, Springer 1994, in particular Sections 7.1 and 7.2 Deadline for applications: June 30th, 2015 Applications including • full name and university/institute address • e-mail address • short CV, present position, university • name of supervisor of Ph.D. thesis • a short summary of previous work and interest • title, ID and date of the intended seminar should be sent preferably by e-mail (with attachments in pdf format) to: Prof. Dr. Dietmar Kröner Mathematisches Forschungsinstitut Oberwolfach Schwarzwaldstr. 9 – 11 77709 Oberwolfach Germany seminars(a)mfo.de -- Prof. Alessandra Faggionato Department of Mathematics University La Sapienza Piazzale A. Moro, 2 00186 Rome - Italy

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Cancellazione seminario Scarsini@DSS
by Pierpaolo Brutti 23 Apr '15

23 Apr '15

Scusandomi per il breve preavviso, comunico che il seminario di Marco Scarsini previsto per oggi 23 aprile in Sapienza è *annullato* per motivi di salute dello speaker. Cordialmente --P

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