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Upcoming PhD Course on Tail Dependence Risk at Roma Tre University
by Francesco Cesarone 26 May '25

26 May '25

Dear All, I am pleased to announce a new series of PhD courses organized by the Research Group on Quantitative Finance at the Department of Business Studies, Roma Tre University. Below are the details for the first course in this series: * Tail Dependence Risk Davide Lauria - Researcher in Financial Mathematics, Applied Probability, and Stochastic Programming at the University of Bergamo, Department of Managerial Science. Date: Tuesday, 27 May, h: 11:00 - 14:00; Wednesday, 28 May, h: 11:00 - 14:00; Thursday, 29 May, h: 11:00-13:00; Thursday, 29 May, h: 15:00-17:00. Participants can attend the seminars either in person at the Computer Lab (small room) located on the ground floor of the Department of Business Studies, Roma Tre University (Via Silvio D'Amico, 77, 00145 Rome, Italy), or online. For more information, please refer to the following web page<https://www.francescocesarone.com/phd/phd-courses>. Best regards, Francesco Cesarone * F Cesarone, M Corradini, L Lampariello (2024), Matematica generale, Edizioni Giappichelli, ISBN 9791221107746<https://www.giappichelli.it/matematica-generale-9791221107746> * F Cesarone, M Corradini, L Lampariello (2024), Esercitazioni di matematica generale, Edizioni Giappichelli, ISBN 9791221107753<https://www.giappichelli.it/esercitazioni-di-matematica-generale-9791221107…> * F Cesarone (2020), Computational Finance. MATLAB oriented modeling, Routledge-Giappichelli Studies in Business and Management, ISBN 978-0-367-49303-5<https://www.giappichelli.it/computational-finance-9788892132504> For more info: https://www.francescocesarone.com/books -- Francesco Cesarone - Ph.D. Full Professor Department of Business Studies Roma Tre University Via Silvio D'Amico, 77 00145 - Roma, Italy phone: +39 06 57335744 Skype: francesco.cesarone email: francesco.cesarone(a)uniroma3.it<mailto:francesco.cesarone@uniroma3.it> office no 16, 5th floor WWW: https://www.francescocesarone.com<https://www.francescocesarone.com/>/<https://www.francescocesarone.com/>

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Seminario Hakima Bessaih - Politecnico di Milano - 30 Maggio 2025
by Luca Scarpa 26 May '25

26 May '25

Si segnala il seguente seminario a tutti gli interessati. Venerdì 30 Maggio 2025, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Hakima Bessaih, Florida International University. Title: Synchronization in Stochastic Systems: Models and Applications Abstract: Synchronization phenomena describe the long-time behavior of systems composed of interacting particles or agents that eventually reach a common state. In this talk, we will present several stochastic models and investigate their synchronization properties under both additive and multiplicative noise. We will also explore an application to networked systems, modeled by stochastic reaction-diffusion equations on a graph. Link Zoom: https://polimi-it.zoom.us/j/97744268266?pwd=JinYaL7ZNixmf5IcNgWHkNFVwFhfXI.1 Link Seminario Polimi: https://www.mate.polimi.it/eventi/?id=2596#single ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Errata corrige: The Mathematics of Subjective Probability - MSP2025
by Pietro Rigo 26 May '25

26 May '25

Chiedo scusa a tutti: a causa di un mio errore materiale, la versione precedente di questo annuncio conteneva alcune inesattezze Quella che trovate sotto e' la versione giusta Pietro ................................................ Dear all, we are happy to announce the forthcoming fourth edition of the conference: The Mathematics of Subjective Probability - MSP2025 that will be hosted by the University of Milano-Bicocca on the days 8, 9 and 10 September 2025. The workshop, jointly organized by the three Departments of Economics, Statistics and Mathematics of Milano-Bicocca, is divided into three thematic areas, one for each day: Theory of decisions, Bayesian nonparametrics and Stochastic analysis. Keynote speakers will be: Florian BRANDL Simone CERREIA-VIOGLIO Eugenio REGAZZINI Antonio LIJOI Iliya CHEVIREV Giuseppe CANIZZARO Participation is free but registration is mandatory. Further details are available at the conference website: https://msp.campus.unimib.it/program [https://lh5.googleusercontent.com/R_QoYr9mkASLV83FNd82KweMNaImVE_2UQkb9NLOu…]<https://msp.campus.unimib.it/program> MSP 2025 - Program<https://msp.campus.unimib.it/program> final program . Monday, September 8 th 9:30 - 10:00, Registration; 10:00 - 10:15, Welcome address, prof. Leo Ferraris, (Head of the Department of Economics); 10:15 - 11:15, Florian Brandl (University of Bonn), (keynote speaker): TBA; 11:30 - 12:30, Simone Cerreia-Vioglio (Università "L. msp.campus.unimib.it . We look forward to seeing you in Milan. ------------------------------------- The Organizing Committee Stergios Athanasoglou Francesco Caravenna Gianluca Cassese Andrea Ongaro Pietro Rigo Gianmario Tessitore Barbara Vantaggi -------------------------------------

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OWABI@BioInference2025 - 29th May 10am UK time
by Massimiliano Tamborrino 26 May '25

26 May '25

Dear all, the next OWABI www.warwick.ac.uk/owabi<http://www.warwick.ac.uk/owabi> seminar is quickly approaching, with two talks live from BioInference 2025 (https://bioinference.github.io/2025/). The seminars will be on Thursday the 29th May, at 10am UK time (note the different time with respect to previous seminars), given by * Andrew Golightly (Durham University), Accelerating Bayesian inference for stochastic epidemic models using incidence data * Henrik Häggström (Chalmers University), Simulation-based inference for stochastic nonlinear mixed-effects models with applications in systems biology with abstracts reported below. The talks will be streamed on the OWABI MS Team Channel<https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> <https://teams.microsoft.com/l/team/19%3AdhZ_4e_XLNJzCXPAMzTvT6BZ5KShEETkd_w…> , at the link https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh… Meeting ID: 323 917 219 730 3 Passcode: Fk9JG3eB 1st OWABI Talk: 10-10.30am UK time Speaker: Andrew Golightly<https://www.durham.ac.uk/staff/andrew-golightly/> (Durham University) Title: Accelerating Bayesian inference for stochastic epidemic models using incidence data Abstract: This work considers the case of performing Bayesian inference for stochastic epidemic compartment models, using incomplete time course data consisting of incidence counts that are either the number of new infections or removals in time intervals of fixed length. The most natural Markov jump process representation of the model is eschewed for reasons of computational efficiency, and replaced by a stochastic differential equation representation. This is further approximated to give a tractable Gaussian process, that is, the linear noise approximation (LNA). Unless the observation model linking the LNA to data is both linear and Gaussian, the observed data likelihood remains intractable. Unlike previous approaches that use the LNA in this setting, two approaches for marginalising over the latent process are considered: a correlated pseudo-marginal method and analytic marginalisation via a Gaussian approximation of the noise model. These approaches are compared using synthetic data with the best performing method applied to real data consisting of removal incidence of Oak Processionary moth nests in Richmond Park, London. 2nd Seminar: 10.30-11am UK time Speaker: Henrik Häggström<https://research.chalmers.se/en/person/henhagg> (Chalmers University) Title: Simulation-based inference for stochastic nonlinear mixed-effects models with applications in systems biology Abstract: We propose a novel methodology for Bayesian inference in hierarchical mixed-effects models. By building on our work [1], we construct a simulation-based inference (SBI) framework that is highly scalable, where amortized approximations to the likelihood and the parameters posterior are first obtained, and these are rapidly refined for each individual dataset, to ultimately approximate the parameters posterior across many individuals. Unlike the current state-of-art SBI methods, which use neural networks, our approximations are expressed via Gaussian mixture models, leading to easily trainable, parsimonious yet expressive surrogate models of both the likelihood function and the posterior distribution. The methodology is exemplified via stochastic differential equation mixed-effects models to describe translation kinetics after mRNA transfection, however the methodology is general and can accommodate other types of stochastic and deterministic models. We compare our approximate inference with exact pseudomarginal inference and show that our methodology is fast and competitive. We are looking forward to seeing you at the next OWABI seminar(s), best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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The Mathematics of Subjective Probability - MSP2025
by Pietro Rigo 25 May '25

25 May '25

Dear all, we are happy to announce the forthcoming fourth edition of the conference: The Mathematics of Subjective Probability - MSP2025 that will be hosted by the University of Milano-Bicocca on the days 8, 9 and 10 September 2025. The workshop, jointly organized by the three Departments of Economics, Statistics and Mathematics of Milano-Bicocca, is divided into three thematic areas, one for each day: Theory of decisions, Bayesian nonparametrics and Stochastic analysis. Keynote speakers will be: Florian BRANDL Simone CERREIA-VIOGLIO Eugenio REGAZZINI Antonio LIJOI Iliya CHEVIREV Giuseppe CANIZZARO Participation is free but registration is mandatory. Further details are available at the conference website: https://msp.campus.unimib.it/program. We look forward to seeing you in Milan. ------------------------------------- The Organizing Committee Stergios Athanasoglou Francesco Caravenna Gianluca Cassese Andrea Ongaro Pietro Rigo Barbara Vantaggi -------------------------------------

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PhD positions in Complex Networks at IMT Lucca
by Anna Gallo 23 May '25

23 May '25

Dear all, I'm happy to share that applications are now open for the PhD programme in Complex Networks at IMT Lucca! On behalf of Prof. Diego Garlaschelli, Director of the Research Unit Networks, I invite you to check out the details below if you are interested. All the best, Anna Gallo _______________________________________________ Are you a strong candidate interested in a PhD trajectory in complex systems, complex networks, entropy and information? There are openings in the NETWORKS Unit <https://networks.imtlucca.it/> at IMT Lucca! Please see the two calls below. Both allow for applications before the MSc degree is obtained, conditionally of obtaining it before the end of October 2025. - PhD in Systems Science <https://sys.imtlucca.it/> | deadline May 30, 2025 | IMT School of Advanced Studies Lucca, Italy (here, the relevant track is "Complex Systems and Networks") - PhD in Artificial Intelligence for Society <https://phd-ai-society.di.unipi.it/applications/> | planned to open on 18 June 2025 | University of Pisa, Italy (here, in the application you can express preference for the PhD fellowship sponsored by IMT School Lucca). -- Diego Garlaschelli Professor of Theoretical Physics NETWORKS Unit <https://networks.imtlucca.it/> (director) Rector's Delegate for Internationalization IMT School for Advanced Studies Piazza S. Francesco 19, 55100 Lucca (Italy) Econophysics and Network Theory group <https://www.universiteitleiden.nl/en/science/physics/biological-matter/dieg…> (PI) Lorentz Institute for Theoretical Physics, University of Leiden Niels Bohrweg 2, 2333 CA Leiden (The Netherlands) Maximum-Entropy Networks <https://link.springer.com/book/10.1007%2F978-3-319-69438-2>: Pattern Detection, Network Reconstruction and Graph Combinatorics

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Seminari DSS - Sapienza 26 maggio
by Luisa Beghin 23 May '25

23 May '25

Buongiorno, segnalo che *lunedì 26 maggio a partire dalle ore 15, in aula 34, *quarto piano, si terranno presso il *Dipartimento di Scienze Statistiche* i seguenti talks di giovani ricercatori: *Anastasiìa Kovtun* (PhD student - Università di Cardiff, UK) "Dickman-type Ornstein-Uhlenbeck processes and their higher-order spectral densities" *Lorenzo Facciaroni *(PhD student, Sapienza Università di Roma) "Para-Markov chains and related non-local equations" *Jacob Butt *(PostDoc researcher, Sapienza Università di Roma) "Random walk models with discrete Mittag-Leffler waiting times" Tutti gli interessati sono invitati a partecipare. Si potrà assistere anche da remoto collegandosi al seguente link: https://uniroma1.zoom.us/j/84380852385?pwd=RDBrcVdvelRMM0VmczlXYWgwL2pPZz09 Cordiali saluti. Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910709 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Seminar Alfred Galichon Thu 29 May 14:30
by Marta Catalano 22 May '25

22 May '25

Dear all, we are pleased to announce the following seminar at Luiss University. ——— Speaker: Alfred Galichon, New York University Title: Optimal Transport for Economics: Applications and Extensions When: Thu May 29, 14:30 Where: Via Lisbona 7, 00198 Roma Room: S03A Abstract: Optimal transport theory has emerged as a unifying geometric framework for a wide range of economic questions that hinge on allocating heterogeneous agents or goods in a cost-efficient way. This talk surveys recent methodological advances and shows how they sharpen three core empirical tools: - Discrete choice models – I will show how viewing demand estimation through the lens of optimal transport delivers transparent identification of taste heterogeneity and suggests computationally efficient estimation algorithms that scale to high-dimensional product spaces. - Matching models – Building on the Monge–Kantorovich formulation, I will discuss equilibrium assignments in labor and marriage markets, highlighting new existence and uniqueness results when complementarities are non-transferable. Optimal transport duality provides constructive characterizations of wage/transfer schedules and illuminates comparative-statics of policy interventions. - Quantile regression and distributional methods – Re-casting quantile regression as an optimal transport problem links conditional quantiles to integral probability metrics. This perspective leads to robust, dependence-aware estimators and facilitates inference on counterfactual distributions, with applications to wage inequality and treatment-effect heterogeneity. Throughout, I will emphasize common geometric intuition, outline open computational challenges, and sketch extensions to dynamic settings and strategic interaction. The overarching goal is to demonstrate how optimal transport offers economists a versatile, tractable, and conceptually coherent toolkit for modeling heterogeneity and market frictions across disparate empirical domains. ——— More info can be found at this link: https://economiaefinanza.luiss.it/research-seminar/optimal-transport-for-ec… The seminar will be in presence only. Please send me an email if you are interested in participating. Best wishes, Marta Catalano ----- Marta Catalano Luiss University https://martacatalano.github.io/ La presente e-mail proviene da Luiss Guido Carli e s'intende inviata per scopi lavorativi. Tutte le informazioni ivi contenute, compresi eventuali allegati, sono da ritenersi esclusivamente confidenziali e riservati secondo i termini del vigente D.Lgs. 196/2003 in materia di privacy e del Regolamento europeo 679/2016 - GDPR. È vietato qualsiasi ulteriore utilizzo non autorizzato. Qualora la stessa Le fosse pervenuta per errore, La preghiamo di eliminarla immediatamente e di darcene tempestiva comunicazione. Grazie. This e-mail message is sent by Luiss Guido Carli for business purposes. All informations contained therein, including any attachments, are for the sole use of the intended recipient and may contain confidential and privileged information pursuant to Legislative Decree 196/2003 and the European General Data Protection Regulation 679/2016 - GDPR -. Any unauthorized review, use, disclosure or distribution is prohibited. If you are not the intended recipient, please contact the sender by soon reply this e-mail and destroy all copies of the original message. Thanks

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Reminder: Workshop Through the threshold
by Federico Polito 21 May '25

21 May '25

Dear all, This is a reminder for the workshop titled “Through the threshold: first passage times and beyond”, which will take place at the University of Torino on June 9 and 10, 2025. This event will also provide an opportunity to celebrate the career of Laura Sacerdote on the occasion of her retirement. Speakers: - Madalina Deaconu (Inria & Institut Élie Cartan de Lorraine) - Priscilla (Cindy) Greenwood (University of British Columbia) - Sonja Grün (Jülich Research Centre - RWTH Aachen University) - Samuel Herrmann (Université de Bourgogne) - Lubomir Kostal (Czech Academy of Sciences) - Isaac Meilijson (Tel Aviv University) - Goran Peskir (The University of Manchester) - Shigeru Shinomoto (ATR Institute International) - Tatyana Turova (Lund University) More information at the webpage https://sites.google.com/view/fpt-torino Registration is free and welcome, but mandatory. We are looking forward to seeing you in Turin! Best regards. The organizers. -- Federico Polito Professor of Probability Coordinator of M.Sc. in Stochastics and Data Science *Department of MathematicsUniversity of Torino* Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702862 Web: www.federicopolito.it

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SNIPS 2025
by Andreas Petersson 21 May '25

21 May '25

Dear colleagues, We are organizing SNIPS 2025 – Stochastic Numerics and Inverse Problems in Sweden, at Linnaeus University in Växjö, August 25-29, 2025. We aim to bring together researchers from diverse fields to discuss advances in areas like numerics for stochastic differential equations, Monte Carlo methods, stochastic optimization, filtering, and parameter estimation. We would be grateful if you could forward this information within your department. We are still accepting submissions for contributed talks. This is a good opportunity for researchers, including PhD students and younger colleagues, to present their work and connect with participants from across Europe. The registration deadline is June 19, 2025. More details, including speakers and a link to registration, are on our website: https://lnu.se/en/snips2025 Thank you for your support. Best wishes, Andreas Petersson and Monika Eisenmann Local Organizers, SNIPS 2025

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PhD positions in Mathematics at Rome La Sapienza
by Silvestri, Vittoria 21 May '25

21 May '25

Dear colleagues, This is to advertise the opening of *16 PhD positions in Mathematics at the University of Rome La Sapienza*, divided into: *-* 8 full scholarships (all areas of Mathematics) - 2 full scholarships in Geometry (supervisor: Lorenzo Foscolo) - 2 full scholarships in Probability (supervisor: Vittoria Silvestri) - 1 full scholarship in Mathematical Physics (supervisor: Sergio Simonella) - 3 PhD positions without scholarship. Contrary to what was done in the last two years, for the PhD admission *there will be no written exam*. I include some useful info below: *Link to the call*: - (ITA) https://www.uniroma1.it/it/pagina/ammissione-ai-corsi-di-dottorato - (ENG) https://www.uniroma1.it/en/pagina/admissions-2025-2026-phd-programmes *Deadline for applications*: 19th of June 2025 (until 23:59) *Duration of PhD*: 3 years *Amount of scholarship*: 1550€ per month *Selection procedure*: based on titles (CV, motivation letter etc) and an interview (which can be held on zoom). In particular I would like to flag that *2 PhD positions will be funded by my grant **FIS 2 -* *Understanding pattern formation in nature via complex analysis*, and on these positions PhD *students will have access to a generous amount of funds*, on top of a full scholarship, to use for their research activities. *Students interested in working in probability are encouraged to apply to both* the 8 PhD scholarships in Mathematics and to the 2 PhD scholarships in Probability funded by my grant. Should they have queries on the research topics and/or the application process, they are welcome to contact me at silvestri(a)mat.uniroma1.it. Best wishes, Vittoria Silvestri ******************************** Vittoria Silvestri Assistant Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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PhD positions in Florence
by Elia Bisi 21 May '25

21 May '25

Dear colleagues, We are happy to announce the opening of applications for the PhD programme in Mathematics, Statistics, and Computer Science at the University of Florence. Applications in Probability are very welcome. See here for the general call: https://www.unifi.it/en/study-us/after-graduation/phd-programmes/phd-course… and here for more specific information about the PhD application in Maths: https://www.unifi.it/en/study-us/after-graduation/phd-programmes/phd-courses A Master’s degree is required, but those who do not hold it yet can be admitted, as long as they get their degree by October. A brief 1-2 page research project is also required during the application; this is usually written in collaboration with a potential supervisor. There are 8 positions not linked to a specific research topic (so any research topic in Mathematics, Statistics and Computer Science is welcome), of which 6 with scholarship and 2 without. Interested people are encouraged to get in touch with one of us. Best wishes, Luca Avena, Gianmarco Bet, Elia Bisi ————————— Elia Bisi Assistant Professor (RTT) University of Florence Department of Mathematics & Computer Science Personal homepage Florence Probability group

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I: [owps] Today OWPS: Eleanor Archer and Anita Winter
by Luisa Andreis 21 May '25

21 May '25

Dear colleagues, this is a gentle reminder of today One World Probability Seminar, details below. The seminar will be held at 15:00 (italian time). You can find the calendar for the upcoming seminars at this link<https://www.owprobability.org/one-world-probability-seminar/future-seminars> (next dates: June 4, June 18). We hope to see many of you online! Luisa and Roger ________________________________ Da: owps-request(a)lists.bath.ac.uk <owps-request(a)lists.bath.ac.uk> per conto di One World Probability <ow.probability(a)gmail.com> Inviato: venerdì 16 maggio 2025 22:36 A: owps(a)lists.bath.ac.uk <owps(a)lists.bath.ac.uk> Oggetto: [owps] next OWPS: Eleanor Archer and Anita Winter The next OWPS will be on Wednesday, May 21, from 13:00 to 15:00 UTC time. Title, abstract and the zoom link are below the signature and can be found on the website https://www.owprobability.org/one-world-probability-seminar<https://protect-eu.mimecast.com/s/-zGkCWqjZFlpkVlsnEyR_?domain=eur01.safeli…>. ----------------------- The GHP scaling limit of uniform spanning trees in high dimensions. Eleanor Archer (Dauphine-PSL Paris) A spanning tree of a finite connected graph G is a connected subgraph of G that contains every vertex and no cycles. A well-known result of Aldous states that the scaling limit of the uniform spanning tree (UST) of the complete graph is the Brownian continuum random tree. We will discuss a recent result that shows that this is a universal phenomenon, in that the GHP scaling limit of the UST of any appropriate sequence of high dimensional graphs is the CRT. In particular, this holds for the torus in dimensions five and higher. Based on joint work with Asaf Nachmias and Matan Shalev. Scaling limit of the Aldous-Broder chain on regular graphs: the transient regime. Anita Winter (Duisburg-Essen University) A spanning tree of a finite connected graph G is a connected subgraph of G that contains every vertex and no cycles. A well-known way to generate a uniform spanning tree (UST) is the Aldous-Broder algorithm. This is a stochastic process with values in rooted trees that is driven by a random walk on G and converges as time goes to infinity towards the Brownian Continuum Tree (CRT). On the complete graph it is known that this process has a GH-scaling limit which is referred to as Root Growth with Regrafting dynamics (RGRG). We will show that this is again a universal phenomenon, i.e., it holds for the Alous-Broder chain on any appropriate sequence of regular graphs in the transient regime. In particular, this holds for the torus in dimensions five and higher. This is joint work with Osvaldo Angtuncio Hernandez and Gabriel Berzunza Ojeda. https://polimi-it.zoom.us/j/92945513591?pwd=zjtRwpHoO9kRyQuPPj4o186jXrvg1v.1 Meeting ID: 92945513591 Passcode: 131676

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Fwd: 2026 Paul Lévy Prize
by Dario Trevisan 20 May '25

20 May '25

Salve, inoltro questo messaggio relativo al premio Paul Lévy 2026, le candidature sono aperte fino al 31 agosto. Dario TRevisan > >> Begin forwarded message: >> >> *From: *Martin Hairer <martin.hairer(a)epfl.ch> >> *Subject: **2026 Paul Lévy Prize* >> *Date: *17 May 2025 at 09:08:00 BST >> *To: *Martin Hairer <martin.hairer(a)epfl.ch> >> >> Dear friends and colleagues, >> >> I just wanted to draw your attention on the 2026 Paul Lévy prize >> in Probability Theory, see >> >> https://euromathsoc.org/news/call-for-nominations:-paul-levy-prize-2026-in-… >> >> The purpose of the prize is to recognize senior (but still >> research active) top researchers in probability. Please send >> nominations to ems-office(a)helsinki.fi before the 31st of August. >> Thank you very much! Best wishes, >> >> Martin >> >> -- >> Prof. Martin Hairer >> EPFL, Dept of Mathematics >> http://www.hairer.org/ >> >

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PhD course "Statistical mechanics and disordered systems"
by Michele Salvi 20 May '25

20 May '25

Dear all, This is the first announcement for the PhD course Statistical mechanics and disordered systems that will be held by Professor Quentin Berger (Université Sorbonne Paris Nord) at the Mathematics Department of the University of Rome, Tor Vergata, from May 26th until June 19th. Researchers, professors and advanced master students are all welcome to attend. Don't hesitate to reach out to us if you need the CFU validation. Synopsis The course will start with a broad introduction on Statistical Mechanics models and the problem of disorder relevance. In the second part, it will focus on the Directed Polymer model and discuss recent results about its phase transition and scaling limit. A full abstract can be found at https://www.mat.uniroma2.it/~rds/events.php . Schedule The lectures will take place in Aula Dal Passo from 13:30 until 16h00 on the following dates May 26 (Mon) June 3 (Tue) June 5 (Thu) June 9 (Mon) June 12 (Thu) June 16 (Mon) June 19 (Thu) (total about 20 hours) We strongly encourage in-person participation, especially for PhD students. Should you be unable to attend one or more lectures, you can follow the streaming at https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…"Tid"%3a"24c5be2a-d764-40c5-9975-82d08ae47d0e"%2c"Oid"%3a"650fc4a8-4cec-4bd2-87bc-90d134074fe6”} <https://teams.microsoft.com/l/meetup-join/19%3arfsL73KX-fw86y1YnXq2nk5VnZFw…> The course is part of the Excellence Project MatMod@TOV.

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Dottorato in Scienze Statistiche @Sapienza, Roma
by Enrico Scalas 20 May '25

20 May '25

Buongiorno, scrivo per segnalare che è stato pubblicato il bando di ammissione del XLI ciclo del Dottorato in Sapienza, con preghiera di diffusione alle persone interessate. Per la Scuola di Scienze Statistiche sono disponibili 6 borse di Ateneo, 2 posti senza borsa e 4 borse esterne. Maggiori dettagli sono disponibili a questi link: https://www.uniroma1.it/it/pagina/ammissione-ai-corsi-di-dottorato https://phd.uniroma1.it/web/concorso41.aspx?i=3544&l=IT Cordiali saluti, Enrico Scalas

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Seminario PRISMA venerdì 6 giugno 2025 - S. Mazzonetto & P. Pigato
by Sonia Mazzucchi 20 May '25

20 May '25

Seminari on-line del gruppo UMI - PRISMA (http://www.umi-prisma.polito.it/) I seminari PRISMA hanno un formato di "colloquium" per creare un'occasione di scambio e discussione con tutta la comunità dei probabilisti e statistici italiani. Ogni giornata comprende due relatori che tengono due seminari di 30 minuti strettamente connessi, per presentare alla comunità una prospettiva sul proprio ambito di ricerca. Da quest'anno le registrazioni dei seminari vengono pubblicate sul canale YouTube dell'UMI: https://youtube.com/playlist?list=PLmySpc-jrtAMq84VH71evyqPc1hl6eEQb Il prossimo appuntamento è per *venerdì 6 giugno* 2025. I relatori saranno *Sara Mazzonetto* (Université de Lorraine) e *Paolo Pigato* (Università di Roma 2 “Tor Vergata”) che parleranno di: *Diffusioni a soglia e il ruolo del tempo locale* con il seguente orario: 16:00 Primo seminario 16:30 Pausa e discussione 16:45 Secondo seminario 17:15 Conclusione e discussione Trovate di seguito il riassunto. I seminari verranno trasmessi via Zoom al seguente link: https://unitn.zoom.us/j/82271416480 ID riunione: 822 7141 6480 Codice d’accesso: 130382 Vi aspettiamo numerosi! Alberto Chiarini e Sonia Mazzucchi %%%%%%%%%%%%%%%%%%%%%%%%%%%% RELATORI: Sara Mazzonetto (Université de Lorraine) e Paolo Pigato (Università di Roma 2 “Tor Vergata”) TITOLO: Diffusioni a soglia e il ruolo del tempo locale RIASSUNTO: Le diffusioni a soglia sono soluzioni di equazioni differenziali stocastiche i cui coefficienti cambiano in modo discontinuo a seconda della posizione del processo rispetto a delle barriere (soglie). Sono usate nella modellizzazione di vari fenomeni, in finanza/economia, ingegneria e altre scienze. In questo seminario, daremo un’introduzione a questi processi dal punto di vista matematico e parleremo delle loro applicazioni. Considereremo poi alcuni problemi di inferenza dei parametri, discutendo risultati asintotici sotto diverse ipotesi e sottolineando le difficoltà tecniche provenienti in particolare dalla connessione tra discontinuità, moto browniano skew e tempi locali. .%%%%%%%%%%%%%%%%%%%%%%%%%%%%

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Seminari online su applicazioni della probabilità in economia (Save the dates)
by Enrico Scalas 20 May '25

20 May '25

Il gruppo UMI PRISMA organizza una serie di tre seminari online, in inglese, sulle "Applicazioni della Probabilità all’Economia". La serie di seminari è specificamente organizzata da: - Giulio Bottazzi (Scuola Superiore Sant'Anna) - Alessandro Calvia (Politecnico di Milano) - Marco Capaldo (RWTH Aachen) - Enrico Scalas (Sapienza Università di Roma) I seminari sono in preparazione alla Summer School of Mathematics for Economic and Social Sciences: https://indico.sns.it/event/105/overview I dettagli sui link saranno diffusi in prossimità degli eventi sul sito web del gruppo UMI PRISMA: https://umi-prisma.polito.it/ e su questa lista. I seminari saranno i seguenti: 26 giugno 2025 ore 14 Speaker: Marta Leocata, LUISS Guido Carli, Department of AI, Data and Decision Sciences Title: Two applications of multi-agent models in economic and social systems Abstract: In this talk, we present an overview of mathematical models that capture the behavior of myopic agents—who rely on short-term, local information in their decision-making—and strategic agents, who consider the long-term consequences of their actions within interactive environments. These concepts will be illustrated through two applications in economic and social contexts: a multi-agent model for the co-evolution of preferences and actions in the emergence of social norms (joint work with Michele Aleandri, LUISS, and Laura Marcon, CNR), and a Mean Field Game approach to the Emission Trading System (joint work with Giulia Livieri, LSE, and Gianmarco Del Sarto, TU Darmstadt). -- 10 luglio 2025 ore 14 Speaker: Annamaria Olivieri, University of Parma (Italy), Department of Economics and Management Title: Modelling Stochastic Mortality for Life Insurance Applications Abstract: In the closing decade of the last century, a generalized decrease in mortality rates has been reported in many countries, especially at adult and old ages, which was highly unanticipated. Until then, the modelling of mortality for insurance applications was mainly deterministic since, according to the classical insurance paradigm, in sufficiently large and homogeneous pools there is a high probability to achieve an outcome in line with what expected. Uncertain mortality trends are against such an argument. Net of the effect of the pandemic, the decreasing trend in mortality has persisted to current times, at a pace that remains random. Mortality has a clear impact on the liabilities of the life insurance (and pension) industry and an adequate mortality forecasting is among the key elements of an effective risk management design for a life insurer (or a pension fund), especially when longevity benefits are involved. Starting from the end of the last century, stochastic mortality modelling has become a core topic of actuarial science and many studies have greatly enriched the actuarial literature. In this presentation, the main characteristics of mortality trends are first summarized, with particular regard to the Italian population. Then, mortality and longevity risks are defined. Finally, a review of the main stochastic mortality models developed for actuarial purposes is provided. -- 17 luglio 2025 ore 14 Speaker: Sara Merino Aceituno, Faculty of Mathematics, University of Vienna (Austria) Title: Large particle limit for jump processes Abstract: In this short course, we will study interacting particle systems whose dynamics are governed either by continuous-time Markov processes (such as coagulation models) or piecewise deterministic Markov processes (such as run-and-tumble dynamics). Our starting point will be the martingale formulation of these systems. The primary objective is to derive equations that approximate the behavior of the system as the number of particles becomes large.

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PhD positions in Mathematics - University of Turin – Probability projects
by Bruno Toaldo 19 May '25

19 May '25

A call is open for 9 fully funded PhD scholarships (one of which is reserved for candidates holding an international degree) within the PhD program in Mathematics at the University of Turin, coordinator Prof. Cinzia Casagrande. Among the 9 funded positions (see this link <https://www.dottorato.unito.it/do/documenti.pl/ShowFile?_id=strh;field=file…> for the full list), there are two projects in Probability that include a cotutelle arrangement with a foreign partner: 1) Controlled and singular interacting particle systems. Supervisor at UNITO: Elena Issoglio. Co-supervisor and cotutelle institution: Francesco Russo, École nationale supérieure de techniques avancées (ENSTA), Paris. 2) Mathematics of anomalous diffusion: from non-local PDEs to generative models. Supervisor at UNITO: Bruno Toaldo. Co-supervisor and cotutelle institution: Aleksandar Mijatovic, University of Warwick. The scholarship has a duration of three years and will start on November 1st, 2025. The selection interviews will take place in July and may be conducted online. The results of the selection process will be published at the beginning of August; admitted candidates will have 7 days to accept the position. Candidates must obtain their master’s degree by October 31, 2025 (and not necessarily by the application deadline). The deadline for applications is on June 16th, 2025. Website of the PhD: https://www.mathphd.unito.it/do/home.pl Call and link for applications: call link <https://www.dottorato.unito.it/do/home.pl/View?doc=Bando_XLI_ciclo.html> For further information, please do not hesitate to contact us Kind regards Bruno Toaldo (bruno.toaldo(a)unito.it) Elena Issoglio (elena.issoglio(a)unito.it)

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Seminario Padova - Matteo Sfragara
by alekos.cecchin＠unipd.it 19 May '25

19 May '25

Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (23 Maggio) in aula 2AB45 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Matteo Sfragara (Università di Padova) Title: Welcome seminar on random growth models Date: May 23, 2025, at 14:30, 2AB45 Abstract: In this talk I will give an overview of my recent research activity on random growth models, mostly carried during my postdoc time at Stockholm University. We will first talk about the connection between chaos and concentration in models like first-passage percolation (FPP) and last-passage percolation (LPP), and we prove that they exhibit a chaotic behavior. This extends previous work on the topic, and illustrates that this is a phenomenon that can be expected more widely. The notion of ‘chaos' refers to the sensitivity of the optimal path (geodesic) when exposed to a slight perturbation. We will then shift our focus on competing first passage percolation on random graphs generated by the configuration model, where two infection types compete to invade the vertices in the graph spreading via nearest neighbors. Assuming that the degrees follow a power-law distribution with exponent τ, we present results in the case of finite variance (τ>3), in the case of finite mean but infinite variance (2<τ<3) and in the case of infinite mean (1<τ<2): is it possible for the two infection types to coexist as the number of vertices n tends to infinity? I will conclude with a brief mention to some ongoing research projects. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/

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Fully funded PhD positions in Modeling and Data Science - University of Turin
by Elvira Di Nardo 19 May '25

19 May '25

Fully funded PhD positions in Modeling and Data Science -University of Turin There are 3+1 fully funded PhD scholarships 4 fully funded PhD scholarships (1 of which is reserved for candidates holding an international degree) within the PhD program in Modeling and Data Science <https://dottorato-mds.campusnet.unito.it/do/home.pl> at the University of Turin (Italy), coordinator Prof. Rosa Meo. The scholarship has a duration of three years and will start on 1st November 2025. The PhD program is interdisciplinary and spans several fields, including mathematics, computer science, economics, statistics, and physics. Website of the PhD: https://dottorato-mds.campusnet.unito.it/do/home.pl The official language is English. The call is now open. All interested candidates must submit their application online at https://pica.cineca.it/unito/2025-dott/ <https://pica.cineca.it/unito/2023-dott/> The required documents may be submitted in either English or Italian. The deadline for applications is *16th June 2025*, at 12:00 noon (CEST). The positions are assigned to specific research projects, which will be discussed during the interview along with the relevant scientific skills. Candidates are required to submit a written statement (maximum of 3 pages, with a legible font size) outlining how their previously acquired background knowledge is applicable to the selected project. This statement should also include any specific research directions and techniques the applicant believes could be pursued within that project. The relevance of the proposed topics to the selected project will be a key part of the evaluation process. The list of the available projects can be found at the following link https://dottorato-mds.campusnet.unito.it/do/home.pl/View?doc=/content/Proje… For more information, including the official call and all relevant deadlines, please visit the following link https://www.dottorato.unito.it/do/home.pl/View?doc=Bando_XLI_ciclo.html where any additional updates, which may arise after the publication of the call, will also be announced. Please feel free to share this message with anyone who may be interested. Kind regards EDN -- %------------------------------------------------------- Elvira Di Nardo Dept. Mathematics "G. Peano" University of Torino Via Carlo Alberto 10 10123 Torino, Italia tel. +39 0116702862 fax +39 0116702878 www.elviradinardo.it *https://sites.google.com/view/elviradinardo <https://sites.google.com/view/elviradinardo>* %-------------------------------------------------------

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PhD (Verona/Bonn)
by Ruth Davis 16 May '25

16 May '25

Dear all The ID-CARE team at the University of Verona (https://www.id-care.net/) is looking for PhD candidates for a multidisciplinary research project led jointly by the Infectious Diseases Section of the University of Verona and the Bonn Center for Mathematical Life Sciences & Life and Medical Science Institute, of the University of Bonn. Funded by GARDP (https://gardp.org/), the project aims to develop and pilot a robust and adaptable cost-effectiveness mathematical model to evaluate the public health impact and economic value of the introduction of Reserve antibiotics in treating severe infections caused by multidrug-resistant Gram-negatives in countries with different epidemiological and economic scenarios. See here for the call https://docs.univr.it/documenti/Albo/allegatialbo/allegatialbo308116.pdf FAIR: Pag. 38 Deadline: May 20th 2025 For further information, please contact: ruthjoanna.davis(a)univr.it Kind regards

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5 PhD positions at University of Rome Tor Vergata
by Michele Salvi 15 May '25

15 May '25

Dear all, The call for 5 PhD positions for the doctoral program in Mathematics at the Mathematics Department of University of Rome, Tor Vergata, is now open. The deadline for applications is the 6th of June at 12:00. You can find the official announcement, including an English translation, at https://dottorati.uniroma2.it/41-ciclo_p10297.aspx. Further details, including the date for the entrance exams, will be made available on the webpage of the PhD program https://www.mat.uniroma2.it/dottorato/. The starting date for the PhD positions is November the 1st, 2025. >> Please note that the annual amount of the scholarships is increased by 50% for the positions in Mathematics, thanks to the Excellence Program MatMod@Tov. << We would be glad if you could forward the announcement to potential candidates. In particular, students interested in Probability theory could interact with several members of the Mathematics Department, with interests including theoretical machine learning, stochastic geometry, finance, random graphs, random fields, large deviations and much more: Lucia Caramellino <http://www.mat.uniroma2.it/~caramell> Lorenzo Dello Schiavo <https://lzdsmath.github.io/> Claudio Macci <http://www.mat.uniroma2.it/~macci> Domenico Marinucci <http://www.mat.uniroma2.it/~marinucc> Barbara Pacchiarotti <http://www.mat.uniroma2.it/~pacchiar> Michele Salvi <http://www.mat.uniroma2.it/~salvi> Barbara Torti <https://www.mat.uniroma2.it/~torti/> Stefano Vigogna <https://www.mat.uniroma2.it/~vigogna/> Should you have further questions, please do not hesitate to contact the PhD program director, Prof. Martina Lanini lanini(a)mat.uniroma2.it <mailto:lanini@mat.uniroma2.it> or myself. Best regards, Michele

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[IFIP Performance 2025] Call for tutorials
by Zocca, A. (Alessandro) 15 May '25

15 May '25

Dear colleague, The IFIP Performance 2025 conference<https://performance2025.sciencesconf.org/> will be held at the Centrum Wiskunde & Informatica (CWI) in Amsterdam (NL) on November 11-14, 2025. Next to the regular program, which features presentations of peer-reviewed research papers (see the call for papers<https://performance2025.sciencesconf.org/resource/page/id/1>), one conference day (November 13) will be dedicated to tutorials, and we warmly invite you to contribute! We are looking for tutorial proposals on both new methodological developments relevant to the Performance community and applications in emerging domains. Tutorials typically consist of a coherent series of three 45-minute lectures for a half-day session, or six to seven 45-minute lectures for a full-day session. Proposal submission Please submit your proposal via email to all three TPC Co-Chairs (see emails below). Your proposal should contain: * Title * Organizers (names and affiliations) * Abstract (150-300 words summarizing the technical content) * Preferred duration (half day, full day) * Motivation (why is this topic timely and important?) * Target audience (PhD students, academic researchers, industry professionals, etc.) * Lecturers (names and affiliations) * Structure (a proposed schedule with lecture titles and speakers) * Bibliography (key publications by organizers/lecturers relevant to the topic) The TPC Co-Chairs will evaluate tutorial proposals based on technical content, relevance and timeliness, novelty, and overall quality and potential impact. As a token of appreciation, tutorial lecturers are offered a free conference registration (up to 2 per tutorial). Important dates Submission deadline: July 1, 2025 Notification to proposers: July 31, 2025 Tutorial day: November 13, 2025 Contact Please direct your tutorial proposals and any questions to the TPC Co-Chairs: * Konstantin Avrachenkov konstantin.avratchenkov(a)inria.fr<mailto:konstantin.avratchenkov@inria.fr> * Hans van den Berg j.l.vandenberg(a)utwente.nl<mailto:j.l.vandenberg@utwente.nl> * Cathy Xia xia.52(a)osu.edu<mailto:xia.52@osu.edu> We look forward to your contributions! Best, Alessandro Zocca (on behalf of the IFIP Performance 2025 TPC Co-Chairs)

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Concorso da Ricercatore IAC-CNR
by GIOVANNI LUCA TORRISI 15 May '25

15 May '25

È stato bandito il seguente concorso: CONCORSO PUBBLICO, PER TITOLI ED ESAMI, PER L'ASSUNZIONE CON CONTRATTO DI LAVORO A TEMPO PIENO E INDETERMINATO DI UNA UNITÀ DI PERSONALE PROFILO RICERCATORE III LIVELLO PROFESSIONALE - PRESSO L'ISTITUTO PER LE APPLICAZIONI DEL CALCOLO (IAC) DEL CONSIGLIO NAZIONALE DELLE RICERCHE (CNR) – SEDE ROMA https://selezionionline.cnr.it/jconon/call-detail?callCode=367.481%20RIC%20… Scadenza: 11/06/2025 ore: 18:00 Tutti gli interessati sono invitati a fare domanda. Cordialmente, Giovanni Luca Torrisi, Dirigente di Ricerca presso IAC-CNR - Sede di Roma

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