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Fwd: SMAQ Seminar / J. Björnberg / today at 2.30 pm
by Faggionato, Alessandra 08 May '23

08 May '23

Buongiorno ricevo e con piacere inoltro Saluti Alessandra ---------- Forwarded message --------- From: Serena Cenatiempo <serena.cenatiempo(a)gssi.it> Date: Mon, 8 May 2023 at 08:00 Subject: SMAQ Seminar / J. Björnberg / today at 2.30 pm Dear all, This is a gentle reminder for today SMAQ seminar by Jakob Björnberg <http://www.math.chalmers.se/~jakobbj/> (Chalmers and Göteborg University) on "*Dimerization in a quantum spin chain*", see abstract below. The talk will be at 14.30 at the GSSI Auditorium (Viale Jacobucci 2) and will be streamed via zoom at the link: https://zoom.us/j/87571297606?pwd=bGY1ZGxpd2Y0THBEdG53Zmt3MVZ1UT09 ID riunione: 875 7129 7606 Passcode: SMAQ2223 We are looking forward to meeting you today, Alessia and Serena --------------------------------- > *Date:* May 8th, 2023 > *Hour:* 2.30 pm > *Room:* GSSI Auditorium and online > *Speaker:* Jakob Björnberg (Chalmers and Göteborg University) > > *Title: Dimerization in a quantum spin chain* > > *Abstract: *This talk concerns the phenomenon of symmetry-breaking in > statistical physics, particularly "dimerization" where the broken symmetry > is that of translation-invariance. After reviewing the main ideas of > symmetry-breaking in statistical physics, I will describe a quantum spin > system in one dimension where we prove that dimerization occurs for large > enough spin. The proof uses a probabilistic representation in terms of a > collection of random loops and a cluster-expansion. Based on the > paper arXiv:2101.11464 which is joint work with Peter Mühlbacher, Bruno > Nachtergaele and Daniel Ueltschi. > > -------------------------------------------------- Serena Cenatiempo Gran Sasso Science Institute (GSSI) Viale Crispi n.7, 67100 - L'Aquila (Italy) phone: +39 0862 428 0276 email: serena.cenatiempo[at]gssi[dot]com homepage: http://www.serenacenatiempo.it/ -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Seminar in Statistics - MATTEO SESIA
by Pierpaolo De Blasi 07 May '23

07 May '23

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO <https://www.carloalberto.org/events/category/seminars/seminars-in-statistic…> Giovedi 11 Maggio 2023, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Speaker: *Matteo Sesia* (University of Southern California) Title: *Testing for outliers with conformal p-values* Abstract: This talk discusses the construction of provably valid frequentist p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belong to the same distribution as a reference data set or are outliers. We study a solution based on conformal inference, a broadly applicable framework which yields p-values that are marginally valid in finite samples but are mutually dependent for different test points. We prove these p-values are positively dependent and enable exact false discovery rate control, although in a relatively weak marginal sense. We then introduce a new method to compute p-values that are both valid conditionally on the training data and independent of each other for different test points; this paves the way to stronger type-I error guarantees. Finally, we discuss how to further boost power by leveraging a separate data set of known outliers with an approach inspired by weighted hypothesis testing. The practical relevance of our results is demonstrated by numerical experiments on real and simulated data. ------------------------------------------------ Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting <https://us02web.zoom.us/j/88278987175?pwd=NXhNM3dYd1hrT0JMT2p1N2syU1J2dz09> Il seminario è organizzato dalla "de Castro" Statistics Initiative www.carloalberto.org/stats -- Pierpaolo De Blasi University of Torino & Collegio Carlo Alberto carloalberto.org/pdeblasi <https://sites.google.com/a/carloalberto.org/pdeblasi/>

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Webinar Prisma 8 maggio Beghin-Cammarota
by Claudia Ceci 06 May '23

06 May '23

Buongiorno a tutt* ho il piacere di annunciare il prossimo webinar del ciclo di seminari online promosso dal Gruppo UMI PRISMA (http://www.umi-prisma.polito.it/index.html). *Lunedì 8 maggio 2023* *ore 16-17 Luisa Beghin * *Title*: Non-local differential operators in probability *Abstract* The study of nonlocal differential operators is an active field of research in pure and applied mathematics and has been drawing increasing attention over the last few years. Fractional-order operators (i.e. integrals and derivatives of non-integer order) are maybe the most famous and studied in the literature. Their origin goes back to the end of the seventeenth century, but only recently they have been applied to a variety of fields ranging from biology to engineering, probability theory, physics, image processing among others. In this talk, we will concentrate our attention on the stochastic applications of non-local operators, in particular in the theory of anomalous diffusions and renewal processes. *ore 17-18 Valentina Cammarota* *Title*: On the Correlation of Critical Points and Angular Trispectrum for Random Spherical Harmonics. *Abstract* We prove a Central Limit Theorem for the Critical Points of Random Spherical Harmonics, in the High-Energy Limit. The result is a consequence of a deeper characterizations of the total number of critical points, which are shown to be asymptotically fully correlated with the sample trispectrum, i.e., the integral of the fourth Hermite polynomial evaluated on the eigenfunctions themselves. As a consequence, the total number of critical points and the nodal length are fully correlated for random spherical harmonics, in the high-energy limit. Qui di seguito il link per la partecipazione: https://teams.microsoft.com/l/meetup-join/19%3ad186a45e5730441d9b85bc117124… Cari saluti, Claudia Ceci ****************************************************************************************************************** Claudia Ceci Dipartimento di Metodi e Modelli per l’Economia, il Territorio e la Finanza (MEMOTEF) Università di Roma La Sapienza Via Del Castro Laurenziano 9 Roma 00161 Italy Email: claudia.ceci(a)uniroma1.it

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Fwd: RISM VII - first announcement
by Gianmario Tessitore - UNIMIB 05 May '23

05 May '23

---------- Forwarded message --------- Da: Daniela Riccio <daniela.riccio(a)polimi.it> Date: gio 27 apr 2023 alle ore 19:30 Subject: RISM VII - first announcement To: Daniela Riccio <daniela.riccio(a)polimi.it> Cc: Daniela Riccio <daniela.riccio(a)polimi.it> Dear Colleagues, this is the first announcement of the upcoming seventh RISM School which will focus on the topic “Exotic solutions and well posedness of ODE's and PDE's” directed by Luigi Ambrosio, recipient of the Riemann Prize 2022. It will take place in Varese during the week July 10-14, 2023 at the Riemann International School of Mathematics, Università degli Studi dell’Insubria, within the Riemann Prize Week celebrations. The school will culminate on Friday 14th with the Riemann Prize ceremony at the aula magna of the main Rector building in Varese center and the Riemann Lecture by Luigi Ambrosio. Please find further details at the link www.rism.it You are kindly asked to forwarding this message towards your Institution and to all possible interested people. The school will consist of two courses: *Franco Flandoli* *Regularisation by noise for ODEs and PDEs;* *Dallas Albritton * *Self-similarity, singularity, and non-uniqueness in partial differential equations of fluids dynamics* and a series of talks aimed at presenting recent advances and challenges of contemporary research in the field. Interested people can register at the link RISM VII - registration <https://www.rism.it/events/riemann-prize-week-2023> IMPORTANT: PhD students, young researchers and postdocs are invited to applying for financial support towards lodging expenses by sending a CV to presidente(a)rism.it For organizing purposes we kindly ask participants to get registered as soon as possible. Organizing Committee: Luigi Ambrosio, Elia Brué, Maria Colombo Best regards, Daniele Cassani -- Gianmario Tessitore Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca

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Seminario Veronica Berrocal presso Politecnico di Milano
by Laura Maria Sangalli 05 May '23

05 May '23

Si avvisa che in data 05-05-2023, alle ore 14:30 precise presso il Politecnico di Milano, Dipartimento di Matematica, Aula Saleri sesto piano (Edificio 14 - La Nave), nell’ambito delle attività del MOX con il patrocinio di GRASPA https://graspa.org si svolgerà il seguente seminario: Veronica Berrocal, University of California, Irvine Titolo: Bayesian non-stationary spatial modeling via domain partitioning, with application to soil organic carbon Abstract: Soil organic carbon (SOC) or the carbon found in soil’s organic matter is an important component in the Earth’s carbon cycle and can help mitigate the negative consequences of climate change. Because of its broad relevance to climate and agriculture, the Intergovernmental Panel on Climate Change recommended that the spatial distribution of SOC be carefully monitored. Due to time and cost constraints, spatially-referenced measurements of SOC or “stocks”, e.g. the amount of SOC in a volume, are available only at limited locations. In this talk I will present two Bayesian non-stationary statistical models for SOC with the goal of understanding spatial variability and dependence in SOC for sampling and spatial prediction of SOC. Both approaches model SOC by assuming that the process is globally non-stationary but locally stationary with regions of stationarity identified using different strategies. In one approach, the regions are defined as partitions of the spatial domain where spatially-varying covariates are more homogeneous; in the other, the regions are defined as subsets of the spatial domain with varying strength of spatial dependence. I will show that inference and SOC predictions yielded by our models are valuable for sampling design and to decision makers, in that they can be used to better benchmark mechanistic models and identify targets for soil restoration projects. Il link per seguire il seminario online sarà reso disponibile pochi minuti prima dell’avvio del seminario al seguente Link: https://mox.polimi.it/mox-seminars/?id_evento=2273 Tutti gli interessati sono cordialmente invitati a partecipare, Laura Sangalli —— Laura Maria Sangalli MOX - Dipartimento di Matematica Politecnico di Milano Piazza Leonardo da Vinci 32 20133 Milano - Italy (+39) 02 2399 4554 laura.sangalli(a)polimi.it https://sangalli.faculty.polimi.it <https://sangalli.faculty.polimi.it/>

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Seminar: N. Turchi at Sapienza [11 May]
by Anna Paola Todino 05 May '23

05 May '23

Dear colleagues, We would like to invite you to the following seminar, which will be held in person and online streaming: Speaker: Nicola Turchi (Università di Milano-Bicocca) Title: Comparing the min-max of two Gaussian random matrices (Abstract below) Date and Time: Thursday May 11, 14:00-15:00 (Rome time zone). Place: Aula 24, Dip. di Scienze Statistiche, Sapienza Università di Roma, Piazzale Aldo Moro, 5, 00185 Roma. link: https://uniroma1.zoom.us/j/94248808208?pwd=NWtwcFRtZFMrU0s1c2VPbjU0NWhPQT09 <https://uniroma1.zoom.us/j/94248808208?pwd=NWtwcFRtZFMrU0s1c2VPbjU0NWhPQT09> ID riunione: 942 4880 8208 Passcode: 337504 Best regards, Anna Paola Todino ————————— Abstract: We compute quantitative bounds for measuring the discrepancy between the distribution of two min-max statistics involving either pairs of Gaussian random matrices, or one Gaussian and one Gaussian-subordinated random matrix. In the fully Gaussian setup, our approach allows us to recover quantitative versions of well-known inequalities by Gordon, thus generalising the quantitative version of the Sudakov-Fernique inequality deduced by Chatterjee. On the other hand, the Gaussian-subordinated case yields generalizations of estimates obtained in the framework of the CCK theory. As applications, we establish comparison bounds for order statistics of random vectors and fourth moment bounds for matrices of multiple stochastic Wiener-Itô integrals. Based on a joint work with G. Peccati. ——————————————————— Anna Paola Todino Dipartimento di Scienze Statistiche Sapienza Università di Roma

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Open position at CNR IMATI in Milano
by Antonella Bodini 04 May '23

04 May '23

Please find below the information for an open position at CNR IMATI in Milano (www.imati.cnr.it): fixed term contract for an initial level researcher. The deadline applications is the end of May. Please circulate to all possible interested parties. --- Duration: 12 months, renewable up to further 12 months. PNRR Project: Robotics and Artificial Intelligence for Socio-Economic Empowerment (RAISE), subproject "Urban Technologies for Inclusive Engagement", Task 2.3 "Data-driven characterization of comfort of the built urban space" Research topic: Development of statistical learning methods with application to indoor and outdoor comfort models Requirements: At least three years experience in statistical modelling and inference, in particular in statistical/machine learning, and of programming in the R computing environment. Alternatively: possession of a Research Doctor or a PhD title relevant to the requested experience. Website: (in Italian) https://selezionionline.cnr.it/jconon/call-detail?callCode=400.11%20IMATI%2… (in English) https://selezionionline.cnr.it/jconon/call-detail?callCode=400.11%20IMATI%2… For more information please contact Dr Antonio Pievatolo at CNR IMATI Milano, antonio.pievatolo(a)mi.imati.cnr.it

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(PMS)^2 talk: J.-D. Deuschel [4 May] at UniMIB
by Maurizia Rossi 03 May '23

03 May '23

Dear colleagues, We are happy to announce the following *hybrid* - that is, in person with online streaming - talk: Speaker: *Jean-Dominique Deuschel* (TU Berlin) *Title: *An isomorphism theorem for Ginzburg-Landau interface models and scaling limits. (See Abstract below.) *Date and Time:* Thursday May 4, 16:30-17:30 (Rome time zone). Place: *Aula 3014, Dip. di Matematica e Applicazioni, Univ. di Milano-Bicocca*, Via R. Cozzi 55, Milano. *Webex link:* https://unimib.webex.com/unimib-it/j.php?MTID=mc07da73e64ea2eb0da78975bc808… *Meeting number:* 2741 491 0178*Password: *HPxNQASR579 (47967277 for phones) %%%%%%%%%% *Abstract: *We introduce a natural measure on bi-infinite random walk trajectories evolving in a time-dependent environment driven by the Langevin dynamics associated with a gradient Gibbs measure with convex potential. We derive an identity relating the occupation times of the Poissonian cloud induced by this measure to the square of the corresponding gradient field, which - generically - is not Gaussian. In the quadratic case, we recover a well-known generalization of the second Ray-Knight theorem. We further determine the scaling limits of the various objects involved in dimension 3, which are seen to exhibit homogenization. In particular, we prove that the renormalized square of the gradient field converges under appropriate rescaling to the Wick-ordered square of a Gaussian free field on R^3 with suitable diffusion matrix, thus extending a celebrated result of Naddaf and Spencer regarding the scaling limit of the field itself. (Based on joint work with Pierre-François Rodriguez.) %%%%%%%%%%% This talk is part of the *(PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics* organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico. Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella) -- Maurizia Rossi Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Summer School on “Replicability crisis in science?”, University of Padova, Italy, 18-22 September 2023
by Susi Ceron 03 May '23

03 May '23

Dear All, it is a pleasure to announce the Summer School on “Replicability crisis in science?” University of Padova, Italy, 18-22 September 2023 The school is open to 30 Ph.D or Master students, no fees are required, but registration is mandatory. Lectures will be delivered in English. Main Lecturers: Prof. Giovanni Parmigiani, Department of Data Science, Dana Farber Cancer Institute, Harvard University, USA (https://scholar.harvard.edu/parmigiani) Prof. Branden Fitelson, Department of Philosophy and Religion, Northeastern University, USA (https://cssh.northeastern.edu/faculty/branden-fitelson/) Course Outline: The main objective of the Summer School is to offer to a well-motivated small group of young people starting their scientific research journey an opportunity for high-level interdisciplinary training on crucial issues arising from the recent debate concerning the crisis of replicability in scientific research. The school will provide a broad and interdisciplinary view, as well as the tools that may enable individual participants to focus on specific aspects of replicability that are relevant to their own discipline of interest. Activities will include both main lectures and lab sessions for Master and Ph.D. students coming from different countries. The lectures will offer to participants a set of theoretical and applied tools to conduct and critically evaluate rigorous research. In workshop activities, students will have the opportunity to discuss the topics with both teachers and peers in order to overcome traditional boundaries between statistics and philosophy and other sciences as well as to stimulate innovative research hypotheses and international collaborations. Conference Website: http://replicability.stat.unipd.it/ Registration: application is now open until 31 May 2023. Participants will be selected based on their CV, motivation letter, research interests, and balance within the group in terms of gender and geographical origin. Notification of decisions will be sent to applicants via email by 30 June 2023. Organizers: Department of Statistical Sciences, University of Padova, Italy: Alessandra Salvan and Bruno Scarpa Department of Philosophy, Sociology, Education and Applied Psychology, University of Padova, Italy: Massimiliano Carrara and Fabio Grigenti Further details can be found at http://replicability.stat.unipd.it/ or contact Bruno Scarpa (scarpa(a)stat.unipd.it)

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Summer School on “Replicability crisis in science?” Universty of Padova, Italy, 18-22 September 2023
by Alessandra Fabbri Colabich 03 May '23

03 May '23

Dear All, it is a pleasure to announce the Summer School on “Replicability crisis in science?” University of Padova, Italy, 18-22 September 2023 The school is open to 30 Ph.D or Master students, no fees are required, but registration is mandatory. Lectures will be delivered in English. Main Lecturers: Prof. Giovanni Parmigiani, Department of Data Science, Dana Farber Cancer Institute, Harvard University, USA (https://scholar.harvard.edu/parmigiani) Prof. Branden Fitelson, Department of Philosophy and Religion, Northeastern University, USA (https://cssh.northeastern.edu/faculty/branden-fitelson/) Course Outline: The main objective of the Summer School is to offer to a well-motivated small group of young people starting their scientific research journey an opportunity for high-level interdisciplinary training on crucial issues arising from the recent debate concerning the crisis of replicability in scientific research. The school will provide a broad and interdisciplinary view, as well as the tools that may enable individual participants to focus on specific aspects of replicability that are relevant to their own discipline of interest. Activities will include both main lectures and lab sessions for Master and Ph.D. students coming from different countries. The lectures will offer to participants a set of theoretical and applied tools to conduct and critically evaluate rigorous research. In workshop activities, students will have the opportunity to discuss the topics with both teachers and peers in order to overcome traditional boundaries between statistics and philosophy and other sciences as well as to stimulate innovative research hypotheses and international collaborations. Conference Website: http://replicability.stat.unipd.it/ Registration: application is now open until 31 May 2023. Participants will be selected based on their CV, motivation letter, research interests, and balance within the group in terms of gender and geographical origin. Notification of decisions will be sent to applicants via email by 30 June 2023. Organizers: Department of Statistical Sciences, University of Padova, Italy: Alessandra Salvan and Bruno Scarpa Department of Philosophy, Sociology, Education and Applied Psychology, University of Padova, Italy: Massimiliano Carrara and Fabio Grigenti Further details can be found at http://replicability.stat.unipd.it/ or contact Bruno Scarpa (scarpa(a)stat.unipd.it) -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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Fwd: GSSI Math Colloquium by Daniel Ueltschi / May 4th at 14.00
by Faggionato, Alessandra 03 May '23

03 May '23

Buongiorno, ricevo e con piacere inoltro. Saluti Alessandra ---------- Forwarded message --------- From: Serena Cenatiempo <serena.cenatiempo(a)gssi.it> Date: Wed, 3 May 2023 at 08:01 Subject: GSSI Math Colloquium by Daniel Ueltschi / May 4th at 14.00 To: Alessia Nota <alessia.nota(a)univaq.it> Dear all of the SMAQ group, this is to announce that Daniel Ueltschi will give a Colloquium talk at GSSI on *Loop models and the universal distribution of the loop lengths* this Thursday*, May 4th, 2023 at 14.00 in the **GSSI Auditorium (please NOTICE the unusual time).* The talk will be also streamed online at the link below: https://zoom.us/j/97365002731?pwd=cmR1Y0RIV3lxTlJ5QWVJUlN0akNvQT09 ID riunione: 973 6500 2731 Passcode: MATHatGSSI Abstract. I will review several models that consist of one-dimensional loops living in the three-dimensional space. These models describe bosonic systems, and classical or quantum spin systems. Their common feature is that the joint distribution of their loop lengths has universal behaviour: It is always a Poisson-Dirichlet distribution. Most of this theory is conjectural, but it is backed by numerical studies and some partial rigorous results. Best, Serena -------------------------------------------------- Serena Cenatiempo Gran Sasso Science Institute (GSSI) Viale Crispi n.7, 67100 - L'Aquila (Italy) phone: +39 0862 428 0276 email: serena.cenatiempo[at]gssi[dot]com homepage: http://www.serenacenatiempo.it/ -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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PMS^2 hybrid talk: Davide Addona, Monday May 8 at 16.30.
by Margherita Zanella 02 May '23

02 May '23

Dear colleagues, we are happy to announce the hybrid - that is, in person with online streaming - talk of the (PMS)^2 series: Speaker: Davide Addona (Università di Parma) Title: Young equations in infinite dimension with singularities. Abstract: In this talk I will present some new results about Young differential equations in infinite dimension with “non smooth” initial datum. During the talk I will introduce the concept of Young integral for non smooth paths defined by Young in 1936 and an algebraic approach to integration with respect to non smooth paths due to Gubinelli in 2004, whose generalization allows to consider abstract Cauchy problems driven by an irregular path. At last, if I will have time, I will give an idea of the of the theory of rough paths started by Terry Lions in 1998 and developed by other authors in the last twenty years. Date and time: Monday May 8, 16:30-17:30 (Rome time zone). Place: Aula Seminari - III piano (third floor), Dipartimento di Matematica, Politecnico di Milano, Piazza Leonardo da Vinci, 32 – 20133 Milano - Ed. 14 “Nave” Campus Bonardi. (Accesso pedonale da: Via A.M. Ampère, 2 - Milano, Via E. Bonardi, 9 - Milano, Via G. Ponzio, 31 - Milano). Zoom link: https://polimi-it.zoom.us/j/99585933153?pwd=V0tZd1dNSThzd0hveXo5T25WWGl3QT09 Join our Cloud HD Video Meeting<https://polimi-it.zoom.us/j/99585933153?pwd=V0tZd1dNSThzd0hveXo5T25WWGl3QT09> Zoom is the leader in modern enterprise video communications, with an easy, reliable cloud platform for video and audio conferencing, chat, and webinars across mobile, desktop, and room systems. Zoom Rooms is the original software-based conference room solution used around the world in board, conference, huddle, and training rooms, as well as executive offices and classrooms. Founded in 2011, Zoom helps businesses and organizations bring their teams together in a frictionless environment to get more done. Zoom is a publicly traded company headquartered in San Jose, CA. polimi-it.zoom.us ID riunione: 995 8593 3153 Passcode: 962170 This is a talk of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia and Milano-Politecnico. For more information see the dedicated webpage: https://paviamilanoseminars.wordpress.com/ Participation is free and welcome! Best regards The organizers (Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Due bandi (Po e RTD-B) a Venezia Ca' Foscari
by Marco LI CALZI 02 May '23

02 May '23

Sulla Gazzetta Ufficiale n. 33 del 2 maggio 2023 sono stati pubblicati due bandi dell’Università Ca’ Foscari Venezia, entrambi con scadenza: 1 giugno 2023: a) 1 posto di prima fascia in 13/D4 <https://www.unive.it/data/38002/?id=2023-UNVE000-0097251> b) posizione RTD-B in 13/D1 <https://www.unive.it/data/38002/?id=2023-UNVE000-0098044>

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SPASS Seminar: Mauro Mariani
by Francesco Grotto 02 May '23

02 May '23

Dear Colleagues, We would like to invite you to the following SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi: Random currents and homologies on compact manifolds Mauro Mariani (National Research University Moscow) The seminar will take place on TUE, 9.5.2023 at 14:00 CET in Sala Seminari, Dipartimento di Matematica, Pisa and streamed online at the link below. The organizers, A. Agazzi, G. Bet, A. Caraceni, F. Grotto, G. Zanco https://sites.google.com/unipi.it/spass -------------------------------------------- *Abstract: * We study the long time behavior of stochastic currents associated to diffusion processes on compact Riemannian manifolds. In the first part of the talk, sharp results about existence and tightness of stochastic currents will be discussed. In the second part, some problems related to random homologies (homology class associated to the paths of diffusion processes) will be addressed. In particular, we give a full geometric characterization of manifolds such that the associated random homology has a gaussian asymptotic. Some simpler related problems (Gallavotti-Cohen symmetry, relation with the Riemannian metric).

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Third announcement Summer School on "Khintchine's Inequality: old and,new", Paris, June 26-30 2023 (fwd)
by Michele Gianfelice 02 May '23

02 May '23

Salve, ricevo e inoltro con preghiera di diffusione. Cordialmente, m.gianfelice ---------- Forwarded message ---------- Date: Tue, 2 May 2023 14:18:08 +0200 From: Cyril ROBERTO <cyril.roberto(a)math.cnrs.fr> To: destinataires inconnus: ; Subject: Third announcement Summer School on "Khintchine's Inequality: old and,new", Paris, June 26-30 2023 THIRD ANNOUNCEMENT Summer School IHP, Paris Monday ? Friday, June 26-30, 2023 Dear Colleague, You are cordially invited to participate in the Summer School at the Henri Poincaré Institute (IHP), Paris, June 26-30, 2023. We are pleased to inform you that Piotr Nayar and Krzysztof Oleszkiewicz (Warsaw University) will each give 10 hours of lectures on Khintchine's inequalities. To get more information about this Summer School, please go to the following web page: https://indico.math.cnrs.fr/event/8606/ Registration is free but mandatory. In order to register, go to the "registration" link. Note that the school may have some (limited) financial support for young people (PhD, postdocs). Financial support is up to approximately 500 euros. To ask for said support, please send an email to the organizers at khintchine.IHP.2023(a)outlook.fr Looking very much forward to seeing you in Paris, With all best wishes, The organizers (Ali Barki, James Melbourne and Cyril Roberto) P.S.: Please bring this Summer School to the attention of graduate students, postdocs and colleagues who may be interested. P.P.S.: Sorry for the multiple instances of the same message.

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De Finetti Risk Seminar - May 3, 2023
by Emanuela Rosazza Gianin 29 Apr '23

29 Apr '23

On behalf of the Scientific Committee of the "B. de Finetti Risk Seminars, Milano Lectures on the Mathematical Theory of Economics and Finance”, we are glad to invite you to participate at the following Lecture: Jean-Pierre Fouque University of California Santa Barbara Title: Reinforcement Learning Algorithm for Mixed Mean Field Control Games Abstract: We present a new combined Mean Field Control Game (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equilibrium between the groups. Within each group the players coordinate their strategies. An example of such a situation is a modification of the classical trader's problem. Groups of traders maximize their wealth. They are faced with transaction cost for their own trades and a cost for their own terminal position. In addition they face a cost for the average holding within their group. The asset price is impacted by the trades of all agents. We propose a reinforcement learning algorithm to approximate the solution of such mixed Mean Field Control Game problems. We test the algorithm on benchmark linear-quadratic specifications for which we have analytic solutions. Joint work with A. Angiuli, N. Detering, Mathieu Laurière, and J. Lin. LOCATION: The seminar will be held on *May 3, *2023 at *18.00,* Aula Di Rappresentanza, Dipart. Matematica, Università di Milano, Via Saldini 50, Milano. Scientific Committee Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Marco Maggis (Univ. degli Studi di Milano) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) ****************************************** Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 e-mail: emanuela.rosazza1(a)unimib.it ******************************************

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Workshop "Stochastic Models for Complex Systems" - PRIN 2017
by Fabrizio, Antonio DURANTE 29 Apr '23

29 Apr '23

Dear Colleagues, we are pleased to announce the final workshop of the PRIN 2017 project “Stochastic Models for Complex Systems" that will take place on May 18th-19th, 2023 in Lecce, piazza Tancredi 7. For more information, please visit http://sites.google.com/view/smocs2023 Participation is free of charge, but registration is mandatory. The registration deadline is May 5th 2023 (Friday) at 12:00. Best regards Fabrizio Durante (On behalf of Organizing Committee) --------------------------------------------------------- Fabrizio Durante Dipartimento di Scienze dell'Economia Centro Ecotekne Pal. C S.P. 6, Lecce - Monteroni LECCE (ITALY) Phone: +39 0832 29 8672 https://sites.google.com/site/fbdurante/ --

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Seminar Prof. F. Patras at Università degli Studi di Milano
by Stefania Ugolini 28 Apr '23

28 Apr '23

Professor F. Patras (Univ. Côte d’Azur, CNRS) will give a seminar on Thursday, May 04th at 15:00, in Aula Dottorato, at the Department of Mathematics "Federigo Enriques", Università degli Studi di Miano. Title: "Wick polynomials, from classical to free probability." Abstract: Wick polynomials are a central object in quantum physics and classical probability (where they encode for example "chaos decompositions" - they provide an orthonormal basis of the space of square integrable functions of a Gaussian random variable). We will discuss an algebraic formulation of Wick's constructions that allows to generalize them to a wide variety of contexts, featuring free probability - a probability theory closely linked to random matrices but that appears in various recent works, in different areas. Stefania Ugolini (University of Milan) Francesco De Vecchi (University of Pavia)

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PhD in Economics at Ca' Foscari University of Venice
by Roberto CASARIN 28 Apr '23

28 Apr '23

Dear Colleague, this is to inform you that the call for applications for the PhD in Economics at Ca' Foscari University of Venice is now open and published here: https://www.unive.it/pag/43333/ <https://www.unive.it/pag/43333/> [ITALIAN] https://www.unive.it/pag/43334/ [ENGLISH] We offer *7 positions with fully funded scholarships for 4** years *starting from September 2023. The amount of a scholarship is about 20.000 euros gross/year. From the first year, PhD students have 1624,30 euros/year to spend for conference participation or summer/winter schools. Deadline to apply: *May 31st 2023 at 1:00 PM (Italian time)*. *Join us for an information session on Zoom on Monday May 15th 2023 at 4:00pm* (CEST) and get to know our world-class program, faculty, placement and more. Sign up now to register and receive access to the event: https://unive.zoom.us/meeting/register/tZYtc-GsrToqG9OaVHw0PAx-XFJx96SThH6P You will receive an email of confirmation with the codes to enter the meeting. INOMICS: https://inomics.com/program/4-year-phd-economics-1447778 For information on the PhD programme in Economics: http://www.unive.it/phd-economics <http://www.unive.it/phdeconomics> For information on the call and procedures to apply, please contact: phd.application(a)unive.it - in twitter https://twitter.com/DipEcoUnive/status/1651556947898900480 - in instagram https://www.instagram.com/p/CrigF9ZIsw1 - in facebook https://www.facebook.com/photo/?fbid=813260863633324&set=a.613776353581777 Best regards, ********************************************************************************************** Cara/o Collega, Ti scrivo per segnalare l'apertura del bando per il programma di dottorato in Economics offerto dal Dipartimento di Economia dell'Università Ca’ Foscari di Venezia. Quest'anno sono disponibili 7 posti con borsa quadriennale (circa 20.000 € annui per l'intera durata del dottorato), più un posto per studenti stranieri in possesso di borsa di studio propria. Il bando si chiude il *31 maggio 2023 alle 13:00, ora italiana*. Il dottorato ambisce a preparare un gruppo selezionato di studenti per la carriera accademica, ma anche per ricoprire posizioni nei settori della ricerca di organizzazioni internazionali, istituzioni pubbliche, imprese private, banche centrali e istituzioni finanziarie. L'ampio spettro di interessi di ricerca e la reputazione internazionale della faculty di area economica e quantitativa di Ca’ Foscari, così come il ricco programma di seminari e workshop di livello internazionale organizzati in dipartimento permettono agli studenti di lavorare in un ambiente stimolante per tutta la durata del corso di dottorato. Gli studenti ricevono adeguato supporto, anche economico, per partecipare a conferenze e workshop internazionali e per poter competere sul job market internazionale. Il *15 maggio alle ore 16:00 in Zoom è organizzato un incontro informativo sul dottorato*. E' richiesta la registrazione: https://unive.zoom.us/meeting/register/tZYtc-GsrToqG9OaVHw0PAx-XFJx96SThH6P Il bando è disponibile a questo link: https://www.unive.it/pag/43334/ Informazioni dettagliate sul PhD in Economics di Ca’ Foscari: http://www.unive.it/phdeconomics INOMICS: https://inomics.com/program/4-year-phd-economics-1447778 In allegato un pieghevole con le informazioni essenziali sul dottorato. - in twitter https://twitter.com/DipEcoUnive/status/1651556947898900480 - in instagram https://www.instagram.com/p/CrigF9ZIsw1 - in facebook https://www.facebook.com/photo/?fbid=813260863633324&set=a.613776353581777 Qualsiasi richiesta di informazioni riguardo il programma può essere rivolta alla Segreteria del dottorato all'indirizzo: sse(a)unive.it Cordiali saluti

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Florence-Paris workshop on Statistics of Random Processes and Its Applications to Financial Econometrics, Florence, July 10-11, 2023
by Giacomo Toscano 28 Apr '23

28 Apr '23

Registration is open for the second edition of the Florence-Paris Workshop, organized by the Department of Economics and Management of the University of Florence and sponsored by the Institut Louis Bachelier of Paris. Registration is free. The workshop will take place on July 10-11, 2023. The theme of the second edition is Statistics of Random Processes and Its Applications to Financial Econometrics. The keynote speakers will be Jean Jacod (Sorbonne) and Valentina Corradi (University of Surrey). For further information, including the workshop program and the registration link, please consult the website: https://sites.google.com/unifi.it/2ndflopawp/home-page Best regards -- Giacomo Toscano, PhD Assistant Professor Department of Economics and Management University of Florence Via delle Pandette, 9, 50127, Florence, Italy https://www.unifi.it/p-doc2-2019-0-A-2c323c31382d-0.html https://sites.google.com/view/giacomo-toscano/home-page

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Workshop on Fractional Calculus, Special Functions and Applications, Rome, 12 May 2023
by Enrico Scalas 28 Apr '23

28 Apr '23

Car* collegh*, Vi segnalo che, al Dipartimento di Scienze Statistiche di Sapienza, Universita' di Roma, il 12 maggio 2023, si terra' un simposio su calcolo frazionario, funzioni speciali e applicazioni con presentazioni probabilistiche. Trovate maggiori informazioni ai link seguenti: https://sites.google.com/view/fcsf2023/home https://sites.google.com/view/fcsf2023/programme Cordiali saluti, Enrico Scalas

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Fwd: Course by Daniel Ueltschi (U Warwick) / May, 2-12 2023
by Faggionato, Alessandra 28 Apr '23

28 Apr '23

ricevo e con piacere inoltro saluti alessandra ---------- Forwarded message --------- From: Serena Cenatiempo <serena.cenatiempo(a)gssi.it> Date: Fri, 28 Apr 2023 at 08:02 Subject: Course by Daniel Ueltschi (U Warwick) / May, 2-12 2023 Dear all, This is a gentle reminder for the course by Daniel Ueltschi <http://ueltschi.org/> (University of Warwick) on *Equilibrium Quantum Lattice Systems, *which will be held at the GSSI Main Lecture Hall from May 2nd to May 12th, according to the following calendar: Tue May 2nd, Wed May 3rd, Thu May 4th, Mon May 8th, Tue May 10th, Thu May 11th, from 9 to 11. It will also be streamed online at the link: https://zoom.us/j/97365002731?pwd=cmR1Y0RIV3lxTlJ5QWVJUlN0akNvQT09 ID riunione: 973 6500 2731 Passcode: MATHatGSSI A detailed list of topics covered in the class follows below, and it is also available at the page: https://indico.gssi.it/event/478/. For any further information, please do not hesitate to contact me. With best wishes, Serena ---------------------------- > *Equilibrium Quantum Lattice Systems* > Daniel Ueltschi <http://ueltschi.org/> (University of Warwick) > > Tentative list of topics covered in the class: > > 1. *Spin systems* > Hilbert spaces, spin operators, symmetries, hamiltonians. > Finite-volume Gibbs states. Correlation functions. > Thermodynamic limit of the free energy. > > 2. *Two results for quantum spins* > o No long-range order in two dimensions, in systems with continuous > symmetry. > o Long-range order in dimensions three and higher. > > 3. *Fermionic and bosonic systems* > Fock space, creation and annihilation operators. Bose-Einstein > condensation. > Hubbard model. > > 4. *Infinite-volume Gibbs states* > Tangent functionals to the free energy. KMS condition. > Extremal state decomposition. > > 5. *Probabilistic representations of quantum lattice systems* > Feynman-Kac representation of Bose and spin systems. > Loop representations. Poisson-Dirichlet conjecture. > > -------------------------------------------------- Serena Cenatiempo Gran Sasso Science Institute (GSSI) Viale Crispi n.7, 67100 - L'Aquila (Italy) phone: +39 0862 428 0276 email: serena.cenatiempo[at]gssi[dot]com homepage: http://www.serenacenatiempo.it/ -- You received this message because you are subscribed to the Google Groups "SMAQseminar" group. To unsubscribe from this group and stop receiving emails from it, send an email to smaqseminar+unsubscribe(a)gssi.it. To view this discussion on the web visit https://groups.google.com/a/gssi.it/d/msgid/smaqseminar/CA%2BWF-A4R9hSmgh6f… <https://groups.google.com/a/gssi.it/d/msgid/smaqseminar/CA%2BWF-A4R9hSmgh6f…> . For more options, visit https://groups.google.com/a/gssi.it/d/optout. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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PhD Positions in Verona
by Alessandro Gnoatto 27 Apr '23

27 Apr '23

The PhD program in "Economics and Finance" at the Department of Economics at the University of Verona is now accepting applications. The novelty of this year is the introduction of the new “Data Analysis and Finance” track, whose objective is to prepare students for academic/professional careers in Financial Mathematics and Data Analytics according to the highest international standards. We welcome applications from students with a strong background in mathematics, physics, statistics, quantitative finance or other highly quantitative disciplines. During the first year, students will be offered a research-oriented training program. Core compulsory courses are: 1) Financial Time Series 2) Mathematical Statistics 3) Financial Mathematics 4) Continuous Time Econometrics 5) Stochastic Optimization and Control 6) Stochastic Processes in Finance Courses are coordinated by Giuseppe Buccheri, Alessandro Gnoatto, Cecilia Mancini, Athena Picarelli, Francesca Rossi, Catia Scricciolo, Sara Svaluto Ferro under the supervision of Alessandro Bucciol (director of the PhD program). We will also offer a wide basket of elective courses offered by leading international experts. Prospective topics are: Machine Learning in Finance Mean-field Games Financial Risk Management Discretization of Processes Corporate Finance The attendance of Summer and Winter schools and an international research stay of at least 6 months are strongly encouraged. Financial support is provided. We also provide financial support for lodging: up to 2500 EUR for the first year. Program webpage: https://www.dse.univr.it/?ent=cs&id=1008&lang=en Application deadline: 12 May 2023 at 12.00 noon (Italian time, GMT+1) — Prof. Alessandro Gnoatto Presidente del CdLM "Banca e Finanza" Dipartimento di Scienze Economiche Università degli Studi di Verona Via Cantarane 24 37129, Verona, Italy Room 1.05 Tel: +39 045 802 8537 Homepage: www.alessandrognoatto.com E-mail: alessandro.gnoatto(a)univr.it -------------------------------------------------- View my research on my SSRN Author page: http://ssrn.com/author=1615989 --------------------------------------------------

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Seminar prof. Kohatsu-Higa at DISIM - University of L'Aquila
by Fabio Antonelli 27 Apr '23

27 Apr '23

Whoever is interested is welcome: We are pleased to announce that on Wednesday May 3rd 2023 at 2:30 p.m. at DISIM- University of L'Aquila - classroom A.1.6 (Coppito 0) Via Vetoio SNC - L'Aquila and online at the link (Join Zoom Meeting): https://ritsumei-ac-jp.zoom.us/j/99895927770?pwd=ZFEwc2FwU0VmdUJaZiszaTFsUE… Meeting ID: 998 9592 7770 Passcode: 273749 Prof. Arturo Kohatsu-Higa Department of Mathematical Sciences Ritsumeikan University 1-1-1 Nojihigashi, Kusatsu, Shiga, 525-8577, Japan Will give the talk: Can we differentiate a stopping time? Abstract: In various situations, one may be interested in the concept of differentiation of random variables or processes with respect to some underlying parameters. We will discuss this possibility in the case of random variables related to stopping times. Rather than discussing general theory (which we may), we will present basic examples that give hints about the general results and exhibit the difficulties involved in the development of general results. ________________________________ Fabio Antonelli DISIM - Università di L'Aquila

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Nuovo bando 2023RUAPNRR_PE_04 relativo all'indizione di una procedura selettiva per l'assunzione di n. 3 ricercatori a tempo determinato
by Alessandra Fabbri Colabich 27 Apr '23

27 Apr '23

Si informa che è stato pubblicato il nuovo bando *2023RUAPNRR_PE_04* relativo all'indizione di una procedura selettiva per l'assunzione di n. 3 ricercatori a tempo determinato, ai sensi dell’art. 24, comma 3, lettera a) della Legge 30 dicembre 2010, n. 240 – 2023RUAPNRR_PE_04 - *SCADENZA PRESENTAZIONE DOMANDE: ORE 13:00 DELL' 8 MAGGIO 2023*. *-Allegato 03*: (13/D3) DEMOGRAFIA E STATISTICA SOCIALE (SECS-S/05) STATISTICA SOCIALE presso il Dipartimento di Scienze Statistiche - DSS Bando completo con tutti gli allegati al link: https://www.stat.unipd.it/bando-2023ruapnrrpe04-procedura-selettiva-lassunz… Si prega di dare la massima diffusione presso tutti gli interessati. Grazie per la collaborazione Alessandra Fabbri Colabich -- Dott.ssa Alessandra Fabbri Colabich Università degli Studi di Padova Dipartimento di Scienze Statistiche

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