- Random - Mailing list — Dipartimento di Matematica, UniPI

Call of interest - 2 postdoc positions funded by PRIN/MUR
by Maurizia Rossi 12 Sep '23

12 Sep '23

Dear all, this is a "call of interest" for two postdoctoral positions (assegni di ricerca), related to the PRIN/MUR project 2022 GRAFIA "Geometry of random fields", that will soon be available at the University of Rome Tor Vergata (1 position) and Milano-Bicocca (1 position). The aim of the project is the investigation of several issues in the area of random fields, including the time-dependent case and focussing also on interactions with statistics, geometry and functional analysis. The project is motivated by a variety of applications in different areas, such as cosmology and astrostatistics, climate sciences, machine learning and neural networks. Expressions of interest can be sent to Domenico Marinucci ( marinucc(a)mat.uniroma2.it) and Maurizia Rossi (maurizia.rossi(a)unimib.it) Best regards, Valentina Cammarota, Domenico Marinucci, Maurizia Rossi -- Maurizia Rossi Associate Professor in Probability Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://mauriziarossi.wordpress.com

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Post-doc in Luxembourg
by Giovanni Peccati 11 Sep '23

11 Sep '23

Dear Colleagues, I would like to recall that there is an opening for a* 2 years post-doc position* in my research group - at the *Department of Mathematics of Luxembourg University* <https://wwwfr.uni.lu/recherche/fstm/dmath> - starting on *December 1st, 2023 *(or later). At a later stage, it will be possible to extend the position by one additional year. (The deadline for applications is *September 15th*, but I might decide to extend it a little longer.) Here is a link to the page of the official announcement, from which it is possible to apply http://emea3.mrted.ly/3gqx0 With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/home E-mail: giovanni.peccati(a)gmail.com

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AVVISO DI SEMINARIO
by Barbara Martinucci 10 Sep '23

10 Sep '23

UNIVERSITA' DI SALERNO Dipartimento di Matematica *AVVISO** DI SEMINARIO* La Prof.ssa *Giulia DI NUNNO* (University of Oslo, Department of Mathematics) mercoledì 13 settembre, alle ore 13:00, presso la Sala Riunioni dell'Edificio F2 (piano 1, stanza 36), terrà un seminario dal titolo: *Sandwich volatility modelling and hedging* Gli interessati sono cordialmente invitati a partecipare, *Antonio Di Crescenzo* *Barbara Martinucci* *Alessandra Meoli**Serena Spina* Link su Teams: https://teams.microsoft.com/l/meetup-join/19%3ameeting_OTcwY2Q1ZDktYmIyMS00… *Abstract* Sandwiched Volterra Volatility (SVV) models are a class of models able to capture both the long memory and the rough aspects of volatility. We present the structure and the properties. We then move to consider hedging and consider the explicit computation of quadratic hedging strategies. the theoretical solution is well-known in terms of the non-anticipating derivative for all square integrable claims, the fact that these models are typically non-Markovian provides a concrete difficulty in the direct computation of conditional expectations at the core of the explicit hedging strategy. To overcome this difficulty, we propose a Markovian approximation of the model which stems from an adequate approximation of the kernel in the Volterra noise. We show some numerical simulations performed with different methods.

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Workshop announcement "Turbulence on the Banks of Arno", SNS Pisa
by Franco Flandoli 10 Sep '23

10 Sep '23

Dear all, We are glad to announce the 1st edition of the workshop "Turbulence on the Banks of Arno", to be held at Scuola Normale Superiore in Pisa (Italy) from the 31st of January to the 2nd of February 2024. The goal of the workshop is to provide a platform for early-stage researchers (ideally Ph.D. students and postdoctoral fellows) working in the field of turbulence to come together, exchange ideas, and present their own research. The workshop will also feature two lecture series, delivered by Professors Jeremie Bec and Michele Coti Zelati. More details are available at the web page: https://indico.sns.it/e/ <https://indico.sns.it/event/62/>tuba Please notice that registration to the event is free but mandatory. The deadline for registration is *November 15th 2023*. Accommodation in Pisa will be provided free of charge for all participants, and additional remboursement for travel expenses may be granted upon request. Please feel free to circulate this message to anybody who might be interested. Looking forward to seeing you in Pisa, The organizers, Franco Flandoli, Eliseo Luongo, Silvia Morlacchi, Andrea Papini, Umberto Pappalettera

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Workshop “Replicability crisis in science?”,University of Padua, Italy, 19 September 2023
by Susi Ceron 08 Sep '23

08 Sep '23

Dear All, it is a pleasure to announce the Workshop “Replicability crisis in science?” University of Padua, Italy, 19 September 2023 Speakers: 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/) Prof. Gianmarco Altoè, Department of Developmental Psychology and Socialisation, University of Padua (https://www.dpss.unipd.it/en/gianmarco-altoe) Prof. Alessandra Salvan, Department of Statistical Sciences, University of Padua (https://homes.stat.unipd.it/alessandrasalvan/en/home-2/) Prof. Marzia Soavi, Department of Philosophy, Sociology, Education and Applied Psychology, University of Padua (https://www.unipd.it/en/contatti/rubrica?detail=Y&ruolo=1&checkout=cerca&pe… <https://www.unipd.it/en/contatti/rubrica?detail=Y&ruolo=1&checkout=cerca&pe…>) Workshop content: When evaluating the reliability of scientific findings and predictions, a major concern is about their replicability, that is their consistency across different studies aimed at answering the same question. A ‘replicability crisis’ has been claimed in the last decades, denouncing that a large part of published research findings, especially in applied sciences, such as psychology or medicine failed to be confirmed by subsequent studies. Difficulties in moving from empirical evidence and data analysis to a scientific result push towards the need to clarify various aspects, such as rigorous definitions, the possible tools for understanding and communicating the uncertainty inherent in most scientific conclusions, the definition of non-questionable research practices. Workshop Website: https://replicabilityday.stat.unipd.it Registration: Registration for the workshop is now open on Eventbrite <https://www.eventbrite.it/e/biglietti-replicability-crisis-in-science-68647…>. 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 https://replicabilityday.stat.unipd.it or contact Bruno Scarpa (scarpa(a)stat.unipd.it) Info: replicability(a)stat.unipd.it The workshop has been organised together with the twin event of the Summer school on “Replicability crisis in science?” <https://replicability.stat.unipd.it> -- Segreteria Amministrativa Dipartimento di Scienze Statistiche Università degli Studi di Padova Via Cesare Battisti 241 - 35121 Padova tel. +39 049 8274125 www.stat.unipd.it <http://www.stat.unipd.it/>

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call Secondo Incontro UMI per Dottorandi
by Claudia Ceci 07 Sep '23

07 Sep '23

Buongiorno a tutt*, segnalo che è aperta la call per i dottorandi e neo-dottorati in tutti gli ambiti della matematica e applicazioni per presentare una comunicazione al Secondo Incontro UMI per Dottorandi, che si svolgerà a Napoli il 13 e 14 giugno 2024: https://umi.dm.unibo.it/2023/09/05/call-ii-incontro-umi-dottorandi/ Vi prego di darne diffusione ai potenziali interessati. 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 -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Fwd: Scomparsa di Antonio Galves
by Nappo, Giovanna 06 Sep '23

06 Sep '23

Con grande tristezza inoltro questo messaggio di Mauro Piccioni sulla scomparsa di Antonio Galves. Giovanna Nappo ---------- Forwarded message ---------- From: Mauro Piccioni <mauro.piccioni(a)uniroma1.it> Date: Wed, 6 Sep 2023 22:50:38 +0200 Subject: Scomparsa di Antonio Galves To: "Nappo, Giovanna" <nappo(a)mat.uniroma1.it> Subject: Scomparsa di Antonio Galves E' con grande dolore che comunico ai colleghi probabilisti che nella serata di ieri è venuto a mancare il Prof. Antonio Galves del Dipartimento di Matematica e Statistica dell'Università di San Paolo, membro della Accademia delle Scienze Brasilianaa, ben noto alla comunità dei probabilisti e fisici matemstici italiani per i suoi contributi alla metastabilita' e ai sistemi di particelle. Antonio ha anche dato contribuiti fondamentali per le applicazioni alla linguistica, attraverso l'uso degli alberi di contesto, e alle neuroscienze, sviluppando con Eva Locherbach un modello di reti neurali biologiche diventato un riferimento per il settore. Mauro Piccioni.

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SPASS Seminars: Gigliola Staffilani and Vanessa Jacquier
by Andrea Agazzi 06 Sep '23

06 Sep '23

Dear Colleagues, We would like to invite you to the following (double) SPASS seminar, jointly organized by UniPi, SNS, UniFi and UniSi (abstracts below): Some recent developments in wave turbulence theory by *Gigliola Staffilani* (MIT) Homogeneous and heterogeneous nucleation in the three-state Blume-Capel model by* Vanessa Jacquier* (University of Utrecht) The seminars will take place on *TUE, 12.9.2023* respectively at *14:00 CET and 15:00 CET *in Aula Seminari, Dipartimento di Matematica, University of 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 <https://www.google.com/url?q=https://sites.google.com/unipi.it/spass&source…> -------------------------------------------- Some recent developments in wave turbulence theory Abstract: In this talk I will present two different approaches in the study of wave turbulence theory. The first, introduced by Bourgain, consists in analyzing the long time behavior of high Sobolev norms for the defocusing, cubic NLS equation on 2D tori (periodic solutions). In this context I will emphasize how the rationality or irrationality of the torus affects the analysis. The second approach deals with the rigorous derivation of the 3-wave kinetic equation from a weakly nonlinear multidimensional KdV type equation. Homogeneous and heterogeneous nucleation in the three-state Blume-Capel model Abstract: We study the metastable behavior of the stochastic Blume–Capel model evolving according to the Glauber dynamics with zero boundary conditions. We will show that, due to the three–state character of the Blume–Capel model, the metastability scenario proven for periodic boundary conditions changes deeply when different boundary conditions are considered. The Hamiltonian of the Blume–Capel model depends on the magnetic field h and the chemical potential λ. We study the heuristic in the whole region λ,h > 0, where the chemical potential term equally favors minus and plus spins with respect to zeroes and the magnetic field favors pluses and disadvantages minuses with respect to the zeroes, and we compare our results with the Blume-Capel model with periodic boundary conditions. Then, we analyze in detail the region λ>h > 0. In this region, we identify the unique metastable state -1, we compute the energy barrier from -1 to the stable state +1, and we find an estimate for the asymptotic behavior of the transition time from the metastable to the stable state as β->∞, where β is the inverse of the temperature.

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RTT mat/07 a Roma1
by Faggionato, Alessandra 06 Sep '23

06 Sep '23

Buongiorno, dato che molti probabilisti sono interdisciplinari, riporto l'annuncio per un RTT mat/07 a Roma1: sulla Gazzetta Ufficiale - IV Serie Speciale n. 67 del 05.09.2023 è stato pubblicato il D.R. n. 2162/2023 del 07.08.2023 per n. 1 posto RTT presso il Dipartimento di Matematica “Guido Castelnuovo” SSD MAT/07. Il suddetto D.R. è stato, altresì, pubblicato sul Portale Trasparenza di Ateneo al seguente link: https://web.uniroma1.it/trasparenza/sites/default/files/Bando_2023RTTE013_w… Le domande di partecipazione dovranno pervenire entro il 05 ottobre 2023. Saluti Alessandra ************************************************* 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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Webinar on ERC Mathematics funding opportunities
by Alessandra Micheletti 06 Sep '23

06 Sep '23

Webinar announcement. ECMI together with the Committee for Applications and Interdisciplinary Relations of the EMS, in cooperation with the ERC Mathematics Panel coordinator Maria Gonzalez, organise an online webinar on ERC funding opportunities in Mathematics and on the ERC evaluation process. The presentation will include contributions of ERC grant holders. Date: September 19, 2023 at 11am (CEST) Link: https://maths-cam-ac-uk.zoom.us/j/92899777272?pwd=a2FrMS84TzlJN3EwWmV1U0swM… <https://urldefense.com/v3/__https:/maths-cam-ac-uk.zoom.us/j/92899777272?pw…> Meeting ID: 928 9977 7272 Passcode: 373722 See also this link for the detailed program https://ecmiindmath.org/2023/07/20/erc-mathematics-webinar/ ERC mathematics webinar ecmiindmath.org ------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics ECMI <https://ecmiindmath.org/> Vice President Dept. of Environmental Science and Policy - ESP Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 https://alessandramichelettiwebpage.wordpress.com/

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RTT - 13/D1 Roma Sapienza, scadenza 4 ottobre 2023
by Brunero Liseo 06 Sep '23

06 Sep '23

Con preghiera di diffusione Brunero Liseo PROCEDURA SELETTIVA DI CHIAMATA PER N. 1 POSTO DI RICERCATORE A TEMPO DETERMINATO IN TENURE TRACK (RTT) RISERVATA EX ART. 24, COMMA 1-BIS, L. 240/2010 – DIP. DI METODI E MODELLI PER L’ECONOMIA, IL TERRITORIO E LA FINANZA – COD. CONCORSO 2023RTTE014 (SPC: 2023-2189-1461-208114) | Amministrazione trasparente (uniroma1.it) <https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/208114> -- ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *https://sites.google.com/a/uniroma1.it/brulis/home <https://sites.google.com/a/uniroma1.it/brulis/home>* ============================================ -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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RTD-A in Statistica (SEC-S/01) @UNIGE
by Francesco Porro 06 Sep '23

06 Sep '23

Buongiorno, è stata bandita una posizione RTD-A presso il Dipartimento di Matematica (DIMA) dell'Università degli Studi di Genova nel settore SECS-S/01 sul progetto PNC DHEAL-COM dal titolo: "Strengthening a person-centred ecosystem for the co-creation of digital health services for a smart community". Scadenza presentazione domande: 12-09-23 (ore 12:00) Bando della procedura: https://concorsi.unige.it/home/procedure/4189;jsessionid=BF131D4BA8693DDE2B… Le documentate domande di ammissione alla procedura devono essere prodotte, in via telematica, utilizzando una specifica applicazione informatica, con le modalità di cui all'art. 3 del bando. Per informazioni: Eva Riccomagno - riccomagno(a)dima.unige.it Francesco Porro - francesco.porro(a)unige.it Cordiali saluti, Francesco

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workshop announcement on "SDEs with low-regularity coefficients: theory and numerics" - 21 & 22 Sept, Torino
by Elena Issoglio 05 Sep '23

05 Sep '23

Dear colleagues, This is to announce the workshop on "SDEs with low-regularity coefficients: theory and numerics" <https://sites.google.com/view/singular-sdes2023/home> that will be held at the dept of mathematics in Torino, on 21-22 September 2023. The objective of the meeting is to exchange ideas and recent results in 'singular stochastic analysis'. In particular we study Stochastic Differential Equations with coefficients of low regularity. Such coefficients may be functions or (reasonably well-behaved) distributions. The driving noises can be Gaussian or non-Gaussian (e.g. fractional Brownian motion, Levy process, etc...) and the type of SDE may be a standard forward diffusion, a backward SDE or even a McKean-type SDE. These singular SDEs can be investigated from a theoretical perspective, hence answering fundamental questions such as existence, uniqueness and regularity of the solution, long time behaviour and other features of the solutions. They can also be addressed from a numerical approximation perspective, hence designing numerical schemes and proving their convergence and relative rate of convergence. Invited speakers are: - Mireille Bossy (Inria Sophia Antipolis) - Oleg Butkovsky (Weierstrass Institute Berlin) - Konstantinos Dareiotis (University of Leeds) - Mate Gerencser (TU Wien) - Ludovic Goudenege (CNRS) - Benjamin Jourdain (Ecole des Ponts ParisTech) - Khoa Le (University of Leeds) - Chengcheng Ling (TU Wien) - Stephane Menozzi (University of Evry) - Francesco Russo (ENSTA Paris) - Michaela Szölgyenyi (University of Klagenfurt) The registration is free but mandatory. Deadline for registering is 10th September. Please register here <https://forms.gle/D3D1CKidMGKmcQcG8>. For more info you can contact Elena Issoglio at elena.issoglio(a)unito.it. Feel free to circulate the announcement to anyone who may be interested in this workshop. Best wishes, Elena Issoglio *----------------------------------------------* *Dr Elena Issoglio* *Assistant Professor in Probability **(RTD-B)* *Department of Mathematics "G. Peano", **University of Torino* *Via Carlo Alberto 10, **10123, Torino, **Italy* *webpage: **https://sites.google.com/view/elenaissoglio/home <https://sites.google.com/view/elenaissoglio/home>* *webex personal room: **https://unito.webex.com/meet/elena.issoglio <https://unito.webex.com/meet/elena.issoglio>* *----------------------------------------------*

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Premio de Finetti e seminario vincitore Conferenza UMI
by Claudia Ceci 05 Sep '23

05 Sep '23

Buonasera a tutt*, vi comunico che il PREMIO BRUNO de FINETTI 2023 (Premio UMI, Profilo A destinato a matematici che abbiano dato rilevanti contributi nel campo del Calcolo delle Probabilità e delle sue applicazioni) è stato conferito a Jacopo Borga. Si riporta un breve estratto del verbale della commissione giudicatrice: "Dopo lunga e approfondita discussione, decide all’unanimità di assegnare il Premio “Bruno de Finetti” 2023, a *Jacopo BORGA*. Tra i candidati che hanno presentato domanda, a parere della Commissione, meritano una menzione speciale i seguenti nominativi (in ordine alfabetico): Giorgio Ferrari, Maurizia Rossi e Bruno Toaldo." Giovedì 7 settembre, a Pisa, nello spazio del Congresso UMI dedicato ai Gruppi UMI, dalle 16:35 alle 17:05, nell'Aula 1 del Polo Carmignani, Jacopo BORGA terrà il seguente seminario: TITOLO: Geometria dei meandri aleatori ABSTRACT: Nel 1912, Henri Poincaré pose la seguente domanda: "In quanti modi una curva semplice chiusa, chiamata meandro, può attraversare una retta in un numero prefissato di punti?". Nonostante vari sforzi, questa domanda rimane ancora aperta dopo più di un secolo. Presenterò una nuova congettura per il limite di scala di un meandro aleatorio uniforme e discuterò alcuni recenti risultati che vanno nella direzione di dimostrare tale congettura. Il colloquio sarà basato su un lavoro con Ewain Gwynne e Xin Sun. Tutti gli interessati sono invitati a partecipare. Cari saluti, Claudia Ceci -- **Fai crescere le giovani ricercatrici e i giovani ricercatori* **con il 5 per mille alla Sapienza *Scrivi il codice fiscale dell'Università *80209930587 Cinque per mille <https://www.uniroma1.it/it/node/23149>*

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Expression of interest - 2 postdocs positions
by Francesco Giuseppe Cordoni 05 Sep '23

05 Sep '23

Dear colleagues, the Departments of Mathematics at the University of Trento and Politecnico of Milan are expressing a call of interest for two two-year postdoctoral fellow positions funded by the PRIN project titled "Stochastic particle-based reaction-diffusion models with heterogeneous interaction for radiation therapy" We are looking for candidates who have recently completed or are nearing completion of a Ph.D. in Mathematics, with a strong background in either stochastic particle systems or stochastic partial differential equations. The primary focus of this project is the study of stochastic multiscale systems with heterogeneous interaction and their long-term behavior. The anticipated start date for successful candidates is in the spring of 2024. If you are interested, please send to Francesco Cordoni ( francesco.cordoni(a)unitn.it) or Margherita Zanella ( margherita.zanella(a)polimi.it) your expression of interest and an updated CV. Best regards, Francesco Giuseppe Cordoni - Ph.D. Tenure track assistant professor -------------------------------------------------- Laboratory of Applied Mathematics Department of Civil, Environmental and Mechanical Engineering University of Trento Via Mesiano,77, 38123 Trento, ITALY e-mail: francesco.cordoni(a)unitn.it --------------------------------------------------

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International Conference in Venice - CALL FOR PARTICIPATION
by Monica Billio 04 Sep '23

04 Sep '23

*GRETA Associati* (Venice, Italy), *CRIF* (Bologna, Italy), *European Datawarehouse* (Frankfurt, Germany), *European Investment Bank* (Luxembourg),*European Investment Fund* (Luxembourg) and *Intesa Sanpaolo *(Milan, Italy) are partners in organising a Conference to be held in Venice on September 21-22, 2023. The *CREDIT 2023* conference will bring together academics, practitioners and PhD students working in various areas of financial and socio-economic risk with the aim of creating a unique opportunity for participants to discuss research progress and policy as well as industry-relevant insights and directions for future research. *CREDIT 2023* is the *twenty-second *in a series of events dedicated to various aspects of credit risk and organised under the auspices of: the *Department of Economics* and *VERA – Venice centre in Economic and Risk Analytics for public policies - of the Ca' Foscari University of Venice*, *ABI - Italian Banking Association*, *AIAF - Associazione Italiana per l'Analisi Finanziaria*, and *AIFIRM - Associazione Italiana Financial Industry Risk Managers*. /Recent years have seen a series of crises (from health/pandemic to climate/energy) that have not only put a strain on global mechanisms previously seen as robust, but have exacerbated existing weaknesses and so increased vulnerability in new crisis situations. The social impact of the pandemic was partially mitigated by public interventions but social conditions then worsened with the soaring costs of energy, raw materials and inflation more broadly. Social and energy costs, which inevitably weigh on invidual countries and aggravate already delicate local situations (e.g., public debts), have led to growing geopolitical tensions, with global systemic consequences. The CREDIT 2023 conference will be dedicated to Social, Sovereign and Geopolitical Risks to discuss, evaluate and address the near- and medium-term macro-financial impact of persistent crises (“permacrisis”) that can affect the stability of financial as well as socio-economic systems./ The Scientific Committee consists of: *Moritz Schularick* (Sciences Po Paris & University of Bonn, Programme Chair) *Francesca Campolongo* (Joint Research Center, European Commission) *Rajna Gibson* (University of Geneva & Geneva Finance Research Institute) *Helmut Kraemer-Eis* (European Investment Fund) *Jan Pieter Krahnen* (Leibniz Institute for Financial Research SAFE & Goethe University)* Steven Ongena* (University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR)* Loriana Pelizzon* (Ca’ Foscari University of Venice, Leibniz Institute for Financial Research SAFE & Goethe University)* Roberto Rigobon* (MIT Sloan School of Management)* Stephen Schaefer* (London Business School)* Marti Subrahmanyam* (NYU Stern Business School) * Christoph Trebesch* (Kiel Institute)** *PROGRAMME: Click here to see the conference programme <https://www.greta.it/index.php/it/general-information-credit23/programme-20…>* ** **REGISTRATION: Click here to register <https://registration.nexave.org/it/iscrizione-evento/27/22nd-international-…>** For the Registration Fees and more detailed information, please visit the *Conference website <https://www.greta.it/index.php/it/credit-2023>* -- Nota automatica aggiunta dal sistema di posta *Sostieni il futuro* Dona il tuo 5x1000 al Collegio Internazionale Ca' Foscari *FINANZIAMENTO DELLA RICERCA SCIENTIFICA E DELLA UNIVERSITÀ | CODICE FISCALE: 80007720271*

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Seminario congiunto di Probabilità e Fisica Matematica a Roma1
by Faggionato, Alessandra 04 Sep '23

04 Sep '23

Buongiorno, il seguente seminario si terrà al Dipartimento di Matematica, Università La Sapienza: *Martedì 12 Settembre, ore **14:00*, *Sala di Consiglio* *Speaker: Armand Bernou (Università di Lione)* *Title: Harris theorems for kinetic models with physical boundary conditions* Abstract: Harris theorems are powerful tools for studying the asymptotic behavior of Markovian models. Originating from the probabilistic literature, they were recently adapted to the PDE framework by Hairer-Mattingly and Cañizo-Mischler. I will present some recent works in which this method furnishes an alternative strategy for treating kinetic models with boundary conditions. I will discuss in particular the long-time behavior of the free-transport kinetic equation and of the linear Boltzmann models when the gas is enclosed in a domain with diffuse or Cercignani-Lampis boundary condition and variable temperature at the wall, which, in general, can not be handled with usual hypocoercivity methods. Cordiali saluti Alessandra -- ************************************************* 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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Seminario di Franchesca Cottini a Trento
by Michele Coghi 04 Sep '23

04 Sep '23

Cari colleghi, giovedì Francesca Cottini kerrà un seminario presso l'Università di Trento. Trovate tutti i dettagli in calce a questa email. Saluti, Michele Coghi *Luogo:* l'evento si terrà in presenza in *Aula Seminari 1 – PovoZero* – Via Sommarive 14 e per via telematica attraverso collegamento alla *piattaforma Zoom*. Per partecipare sarà necessario collegarsi al link seguente e inserire i codici di accesso (da condividere solo con contatti fidati): https://unitn.zoom.us/j/82578903026 ID riunione: 825 7890 3026 Passcode: 978062 *Data:* Giovedì 7 settembre 2023 *Ore:* 14:30 *Gaussian fluctuations for 2d directed polymers* *Relatrice:* - *Francesca Cottini *(University of Luxembourg e National University of Singapore) *Abstract: * The model of directed polymer in random environment describes a perturbation of the simple random walk caused by a random environment (disorder). In recent years, there has been extensive research on the partition functions of this model and its asymptotic behavior on large scale, also motivated by their link with the solution of the Stochastic Heat Equation. After introducing the model and its motivations, we will focus on the 2d case. We will provide an overview of the main results regarding the fluctuations of the partition functions in both the sub-critical regime (where a deep understanding has by now been obtained) and the critical regime (where many key questions are still open). We will also highlight the distinctions between these observed phenomena. We will then present an alternative and convenient technique to recover both existing and new results. This method is based on a novel CLT for polynomial chaos (i.e. a multi-linear polynomial of independent random variables) which only requires second moment computations. If time allows, we will also discuss the so-called quasi-critical regime, which bridges the gap between the sub-critical and the critical regime and identifies the most extended range where Gaussian fluctuations hold, before reaching the critical regime where they fail. The talk is based on joint works with Francesco Caravenna and Maurizia Rossi (University of Milano-Bicocca). *Referenti: *Stefano Bonaccorsi e Michele Coghi https://webmagazine.unitn.it/evento/dmath/117702/gaussian-fluctuations-for-… [image: Università di Trento] <http://www.unitn.it/> *Staff di Dipartimento-Matematica* Università degli Studi di Trento Via Sommarive, 14 - 38123 Povo (TN) Tel. +39 0461 283898 - Francesca Stanca Tel. +39 0461 281980 - Michela Vinotti Tel. +39 0461 281511 - Davide Bortoli Tel. +39 0461 281625 - Orietta Osele Tel. +39 0461 281701 - Cinzia Parolari -- Dr. Michele Coghi University of Trento, Math Department via Sommarive 14 - 38123 Povo (Trento) - I Povo 0, Room 2.91 E-Mail: michele.coghi(a)unitn.it

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Two talks at UniMiB: Marco Carfagnini and Willem Van Zuijlen [7 September]
by Tal Orenshtein 02 Sep '23

02 Sep '23

Dear colleagues, I am glad to announce the following hybrid probability seminar with *two* *speakers* at Milano-Bicocca. Date and time: *Thursday September 7, 10:00-12:00 *(Rome time, zone)*, * *Aula 3014* Building *U5*/RATIO, Univ. *Milano-Bicocca*. Zoom link: https://us02web.zoom.us/j/84444882953?pwd=QkVweTJ4RDJMamN3cjExblViUExMZz09 ID riunione: *844 4488 2953, *Passcode: *835623* *10:00-11:00 Marco Carfagnini (*University of California San Diego) Title: Spectral gaps via small deviations. Abstract: In this talk we will discuss spectral gaps of second order differential operators and their connection to limit laws such as small deviations and Chung’s laws of the iterated logarithm. The main focus is on hypoelliptic diffusions such as the Kolmogorov diffusion and horizontal Brownian motions on Carnot groups. If time permits, we will discuss spectral properties and existence of spectral gaps on general Dirichlet metric measure spaces.This talk is based on joint works with Maria (Masha) Gordina and Alexander (Sasha) Teplyaev. *11:00-12:00 Willem Van Zuijlen* (Weierstrass Institute Berlin) Title: Weakly self avoiding walk in a random potential. Abstract: We investigate a model of simple-random walk paths in a random environment that has two competing features: an attractive one towards the highest values of a random potential, and a self-repellent one in the spirit of the well-known weakly self-avoiding random walk. We tune the strength of the second effect such that they both contribute on the same scale as the time variable tends to infinity. In this talk I will discuss our results on the identification of (1) the logarithmic asymptotics of the partition function, and (2) of the path behaviour that gives the overwhelming contribution to the partition function. This is joint work with Wolfgang König, Nicolas Pétrélis and Renato Soares dos Santos. Best regards, Tal Orenshtein -- Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://sites.google.com/site/talorenshtein314159/

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RoMaDS: A day on Statistical Physics for Machine Learning
by Stefano Vigogna 01 Sep '23

01 Sep '23

Dear all, we are glad to announce the workshop RoMaDS: A day on Statistical Physics for Machine Learning http://www.mat.uniroma2.it/~rds/statphyml.php which will take place at University of Rome Tor Vergata on September 15, 2023. Speakers: Andrea Agazzi Elena Agliari Giulio Biroli Matthieu Wyart Riccardo Zecchina Registration at https://docs.google.com/forms/d/e/1FAIpQLSeXVfuC4speVe0_xjGB0h-l3p6iU57lX2_… Is free but compulsory. Thanks for sharing with those who might be interested. The organizers Domenico Marinucci, Michele Salvi, Stefano Vigogna

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Workshop "Regolare, costituire e organizzare una Comunità Energetica Rinnovabile", 14 settembre, Brescia
by Tiziano Vargiolu 01 Sep '23

01 Sep '23

Workshop: "Regolare, costituire e organizzare una Comunità Energetica Rinnovabile" Data: giovedì 14 settembre 2023 Luogo: Sala della Biblioteca, via San Faustino 74/B, Brescia Una giornata di approfondimento costruttivo con Istituti di Regolazione, amministratori pubblici locali e mondo scientifico per indirizzare al meglio la ricerca e le importanti scelte organizzative di un grande progetto di sostenibilità per la nostra società, con relatori provenienti da ANPCI, ARERA, Fondazione ENI Enrico Mattei, Ministero dell'Ambiente e della Sicurezza Energetica, Regione Veneto e dalle Universita' di Brescia, Padova e Pavia. L'evento si svolgerà in presenza ed e' gratuito, ma per ragioni organizzative e' richiesta l'iscrizione. Sarà inoltre possibile seguire i lavori online: il link per il collegamento verrà inviato agli interessati all'indirizzo indicato in iscrizione. Maggiori dettagli e modalita' di iscrizione su https://www.unibs.it/it/ateneo/comunicazione/tutte-le-news/workshop-regolar… Cordiali saluti a tutti Tiziano -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu -------------------------------------------------------------------------- Informativa sulla Privacy: https://www.unibs.it/it/node/1452

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3rd edition of: The Mathematics of Subjective Probability
by Pietro Rigo 31 Aug '23

31 Aug '23

Dear all, this is to recall the 3rd edition of the workshop on The Mathematics of Subjective Probability<https://www.msp2023.campus.unimib.it/>: Topics in economics and probability to be held at the University Milano-Bicocca in Milan on 11-13 September 2023. The three days of the workshop are devoted to: 11/09 THEORY OF DECISIONS * Vladimir Vovk (Royal Holloway, London), * Fabio Maccheroni (UNiversità Bocconi), * Lorenzo Bastianello (Università di Venezia), * Sabrina Mulinacci (Università di Bologna), * Giuseppe Attanasi (Università "La Sapienza"), * Aldo Montesano (Università Bocconi). 12/09 STOCHASTIC CONTROL * Nizar Touzi (Ecole Polytechnique), * Giorgio Fabbri (Université de Grenoble), * Max Nendel (Universitaet Bielefeld), * Alessandro Calvia (Università di Parma), * Giuseppina Guatteri (Politecnico di Milano), * Daria Ghilli (Università di Pavia), * Marta Leocata (Scuola Normale Superiore), * Cristiano Ricci (Università di Pisa). 13/09/ OPTIMAL TRANSPORT * Mathias Beiglboeck (Universitaet Wien), * Giuseppe Savaré (Università Bocconi), * Pietro Siorpaes (Imperial College, London), * Hugo Lavenant (Università Bocconi), * Giulia Cavagnari (Politecnico di Milano), * Giacomo Enrico Sodini (Universitaet Wien). The registration<https://www.msp2023.campus.unimib.it/registration> is free but mandatory. Deadline for registering is 6 September Feel free to circulate the announcement to anyone who may be interested in this workshop. Best wishes, Gianluca Cassese, Federica Masiero, Pietro Rigo, Barbara Vantaggi

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Postdoc Positions at University of Verona: Expression of interest
by Giuseppe Buccheri 30 Aug '23

30 Aug '23

Dear all, the Department of Economics of the University of Verona is expressing a Call of Interest for Postdoctoral Fellows funded under the following research projects: - Realized Random Graphs: A New Econometric Methodology for the Inference of Dynamic Networks, PI: Prof. Giuseppe Buccheri, funded by PRIN 2022 - A New Paradigm for High-Frequency Finance, PI: Prof. Roberto Reno, funded by FIS 2021 and PRIN 2022 The postdoctoral fellows should have completed, or be close to completing, a PhD with substantial training in quantitative skills (statistics, econometrics, math, physics). Some experience in economics and finance is preferred but not strictly necessary. The projects involve theoretical and empirical research. We are willing to open 2+ positions (depending on available candidates), to work on both projects as well as to related research in time series, financial econometrics, asset pricing. The candidate will join a strong and vibrant quantitative group which includes 10+ researchers. Interaction with the group is encouraged. Job duration: 18 months, extendible up to 4 years under specific conditions. Start date: January 2024, with some flexibility. Teaching: none. The remuneration scheme is competitive, based on job experience and negotiable. Interested candidates can contact Prof. Buccheri (giuseppe.buccheri(a)univr.it) and Prof. Reno (roberto.reno(a)univr.it) for questions/clarifications, or to send a cv, as soon as possible. Giuseppe Buccheri Assistant Professor of Econometrics (RTDB) Department of Economics University of Verona Polo Santa Marta, Floor 1, Room 1.70 Via Cantarane, 24, 37129 Verona VR

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Workshop in Turin - September 12 and 13, 2023
by Giuseppe D'Onofrio 29 Aug '23

29 Aug '23

Dear all, we are happy to announce the workshop titled “*Stochastic Models of the Brain and related Topics*”, which will take place at the Department of Mathematics of the University of Torino on *September 12 and 13, 2023*. List of speakers: - *Markus Diesmann* (Jülich Research Centre, Germany) - *Sonja Grün* (Jülich Research Centre - RWTH Aachen University, Germany) - *Ryota Kobayashi* (The University of Tokyo, Japan) - *Lubomir Kostal* (Czech Academy of Sciences, Czech Republic) - *Kristýna Kováčová* (Czech Academy of Sciences, Czech Republic) - *Shigeru Shinomoto* (ATR Institute International, Japan) - *Alessandra Stella* (Università di Torino, Italy) - *Irene Tubikanec* ( University of Klagenfurt, Austria) For more information, please visit the webpage https://sites.google.com/view/stochasticsinthebrain/home-page Registration is free and welcome, but mandatory. We are looking forward to seeing you in Turin! Best regards, The organizers

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Rinnovo Commissione ASN (Abilitazione Scientifica Nazionale)
by Francesco Caravenna 25 Aug '23

25 Aug '23

Segnaliamo che è aperto il bando per la formazione delle commissioni nazionali 2023-2025 per il conferimento dell'Abilitazione Scientifica Nazionale (ASN): https://www.mur.gov.it/it/atti-e-normativa/decreto-direttoriale-n-1211-del-… La scadenza per fare domanda è fissata per venerdì 15 settembre 2023 alle 15:00. È auspicabile un'ampia partecipazione da parte degli aspiranti commissari, come garanzia di pluralità. Gli amministratori

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