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(PMS)^2 online talk: Lucia Caramellino [Monday June 28 at 5:30pm]
by Maurizia Rossi 23 Jun '21

23 Jun '21

Dear colleagues, we are happy to announce the following online talk: Speaker: *Lucia Caramellino* (Università di Roma "Tor Vergata") Title: *Regularization lemmas and convergence in total variation.* Abstract: We provide a simple abstract formalism of integration by parts under which we obtain some regularization lemmas. These lemmas apply to any sequence of random variables which are smooth and non-degenerated in some sense and enable one to upgrade the distance of convergence from a smooth (Wasserstein e.g.) distance to the total variation in a quantitative way. We provide a result removing the costly assumption that some non-degeneracy is required along the whole sequence, as we require only non-degeneracy at the limit. The price to pay is to control the smooth distance between the Malliavin matrix of the sequence and the Malliavin matrix of the limit which is particularly easy in the context of Gaussian limits as their Malliavin matrix is deterministic. We show some applications of this result. >From joint papers with Vlad Bally and Guillaume Poly. Date and time: * Monday June 28, 17:30-18:30 (Rome time zone)* *Zoom link: * https://us02web.zoom.us/j/82036797456?pwd=bFpXZndKOHFxOTNrUkd0OVhub09qZz09 ID riunione: 820 3679 7456 Passcode: t0Db9B 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, Milano-Politecnico and Milano-Statale. For more information see the dedicated *webpage:* https://paviamilanoseminars.wordpress.com/ <http://paviamilanoseminars.wordpress.com> Participation is free and welcome! (though limited to 100 participants for technical reasons). Best regards *The organizers* (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella) - - - Maurizia Rossi Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca

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Fwd: [owps] OWPS Talks June 24
by Faggionato, Alessandra 23 Jun '21

23 Jun '21

Buongiorno vi giro l'annuncio del OWPS di domani (notate che nella mail scrivono June 25 ma poi hanno mandato una seconda mail di rettifica). Buona giornata Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 23 giu 2021 alle ore 08:14 Subject: [owps] OWPS Talks June 25 To: <owps(a)lists.bath.ac.uk> Dear All, Thursday June 25 we have a session on Probability Theory and Population Genetics, Speakers: Cornelia Pokalyuk and Anton Wakolbinger. This is the last session before the summer break! (Note: the time is in UTC. Due to time changes, you should check what that translates to in your location) ------------------------------------------------ (14:00-16:00 UTC) Speakers: Cornelia Pokalyuk and Anton Wakolbinger Fixation of slightly beneficial alleles from a backward and a forward perspective Cornelia Pokalyuk and Anton Wakolbinger (Goethe Universität Frankfurt) For a slightly beneficial mutant whose mean offspring number is by a factor 1+s larger than that of the wild types, the probability of being established in a large population is \approx 2s/v^2, where v^2 is the offspring variance. This approximation has been derived (for v^2=1) by Haldane (1927). In our tandem talk we will present some mathematics behind and beyond Haldane's formula within the class of Cannings models (which in the neutral case generalize the prototypic Wright-Fisher model from multinomial to exchangeable offspring numbers). It turns out that for ``moderately strong'' selection the {\em forward perspective} of the Galton-Watson approximation helps to prove the Haldane asymptotics in the large population limit, whereas for ``moderately weak'' selection a {\em backward perspective} is appropriate, which relies on an ancestral selection graph in discrete time. These parts of the presentation are based on F. Boenkost, A. Gonz\’alez Casanova, C.P., A.W., Haldane's formula in Cannings models: - The case of moderately weak selection, Electron. J. Probab. 26(4) (2021) - The case of moderately strong selection, arXiv:2008.02225 [1] [math.PR], submitted. In the last part of the talk we will give an outlook on work in progress on analoga of Haldane's formula for a class of Cannings models with asymptotically infinite offspring variance. A. Introduction Anton Wakolbinger B. Forwards perspective Cornelia Pokalyuk C. Backwards perspective Anton Wakolbinger D. Outlook Cornelia Pokalyuk The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/67179046628 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting ID:671 7904 6628 Passcode: 160041 Best wishes, Julien and Nina -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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International Master in Economics and Finance (IMEF) 2021-2022
by Roberto Casarin 22 Jun '21

22 Jun '21

Dear Colleagues, We are pleased to announce that (with our apologies for cross-posting) the *2021-2022* edition of the *International Master in Economics and Finance* (IMEF), a quantitative economics and finance program offered by Ca' Foscari University of Venice, is forthcoming! Main sponsors: *Generali Italia* and *KPMG*. * * *Deadline for application*: September 10th, 2021. For further information please visit: www.unive.it/imef <http://www.unive.it/imef> Best Regards, Roberto Casarin -- Roberto Casarin, PhD Professor of Econometrics Associate Editor - Bayesian Analysis University Ca' Foscari, Venice Address: San Giobbe 873/b, 30121 Venezia, Italy Web:http://sites.google.com/view/robertocasarin/ <http://sites.google.com/view/robertocasarin/> *25th Edition! * * includes Bloomberg Lab modules and gives the opportunity to get the *Bloomberg Certification <https://www.bloomberg.com/professional/expertise/universities/students/>**!* * offers new courses on *Real Estates*, *Finance*, *Machine Learning for Finance*, *Introduction to Coding* that will still be taught by the members of our *International Faculty <http://www.unive.it/pag/33235/> *and *Advanced Risk Management taught by KPMG.* * Students will benefit from reduced fees thanks to the sponsors contribution. *Why choose IMEF?* 1) IMEF provides a highly qualified programme thanks to its prestigious International Faculty 2) Students’ Placement is supported directly by IMEF Secretariat and Ca' Foscari Placement Office. Please have a look at Former students' experience: http://www.unive.it/pag/33229/ <http://www.unive.it/pag/33229/> 3) Attending IMEF courses will introduce you to high quality jobs, which wouldn’t be achievable with only a Master’s Degree title. 4) Preparation for the admission to PhD Programmes. Further information: Federica Varosio at imef(a)unive.it <mailto:imef@unive.it>, tel. 041 234 9108.

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Fwd: Announcemnt - OOPS 2021
by Faggionato, Alessandra 18 Jun '21

18 Jun '21

Ricevo e inoltro con piacere Saluti Alessandra ---------- Messaggio inoltrato ---------- Da: <angel(a)math.ubc.ca> Data: venerdì 18 giugno 2021 Oggetto: Announcemnt - OOPS 2021 A: Dear Friend of OOPS, Following the success of last year's open online probability school (OOPS, https://www.math.ubc/ca/Links/OOPS) and based on overwhelmingly positive replies to the poll sent out earlier this summer, we are happy to announce the 2021 edition of OOPS, which will take place this July and August. The target audience is graduate students and postdocs in probability, as well as more senior researchers who wish to expand their horizons. Please forward this information to anyone who may be interested. A tentative schedule is up at https://www.math.ubc.ca/Links/OOPS . No registration is required. We will be sending roughly weekly schedule notices to our mailing list. If you wish to be added to or removed from our mailing list, let us know at this link: https://forms.gle/i8KCFdMqe6FUEak57 best wishes, Omer Angel Other organizers: Yu-Ting Chen, Alex Fribergh, Sarai Hernandez-Torres, Thomas Hughes, James Martin, Rourab Ray, Leo Rolla -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Dottorato su "Uncertainty and stochasticity in genome replication" al Kent
by Enrico Scalas 18 Jun '21

18 Jun '21

Care colleghe e colleghi, con preghiera di diffusione a persone interessate, Vi segnalo che all'Università del Kent nel Regno Unito è disponibile una posizione di dottorato su Uncertainty and stochasticity in genome replication con il dottor Eduard Campillo-Funollet (E.Campillo-Funollet(a)sussex.ac.uk) come supervisore. Maggiori informazioni si possono trovare a questi link: https://cdn-researchkent.pressidium.com/statistics/wp-content/uploads/sites… https://www.kent.ac.uk/scholarships/search/FN17SMSASE01 La scadenza per le domande è il 27 giugno. Cordiali saluti, Enrico Scalas

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Assegno di ricerca Sapienza Università di Roma
by Claudio Durastanti 17 Jun '21

17 Jun '21

Care/i iscritte/i, il Dipartimento di Scienze di Base e Applicate per l'Ingegneria di "Sapienza Università di Roma" bandisce un *assegno di ricerca di categoria B - tipologia I* annuale (rinnovabile) dal titolo "*Analisi e sviluppo di modelli per l'interazione tra molecole di DNA e substrato nanostrutturato*" all'interno del Progetto DIANA - "DIAgnostic potential of disorder: development of an innovative NAnostructured platform for rapid, label-free and low-cost analysis of genomic DNA" (IT) Il progetto di ricerca riguarda lo sviluppo e l’applicazione di tecniche statistiche finalizzate allo studio di dati spettrali ottenuti dall’analisi per deposizione diretta della soluzione contenente le molecole target di DNA genomico su vetrini standard da microscopia appositamente ricoperti dalle nanostrutture sonda e letti da apparati Raman. In particolare, al fine di analizzare i risultati sperimentali, saranno applicati diversi metodi statistici per ridurre ed interpretare i dati ottenuti, come ad esempio l’Analisi in Componenti Principali (ACP) o l’Analisi Fattoriale (AF). L’obiettivo sarà quello di individuare eventuali clusters di dati associati a possibili esiti nell’ambito della diagnostica del DNA in campo oncologico. Ulteriore finalità sarà quindi quella di sviluppare modelli predittivi, in grado di individuare l’appartenenza ad un determinato cluster di nuovi dati. Il lavoro di analisi statistica sarà sviluppato mediante uno o più linguaggi di programmazione (R Cran, Python, Matlab...). (EN) The research project regards the development and the application of statistical techniques aimed to study spectral data obtained by the analysis of spectral data from the direct deposition of the solution containing target molecules of genomic DNA on standard microscopy slides covered by the probe nanostructures and read by Raman machines. In particular, to analyze the experimental results, several different methods will be applied to the data, such as Principal Component Analysis (PCA) and Factorial Analysis (FA). The target is to identify potential clusters of data related to possible outcomes in the setting of DNA diagnostic in the oncology framework. Another goal is to develop predictive models, to identify the belonging of new data to a given cluster. The work of statistical analysis will be performed within one or more programming languages (R Cran, Python, Matlab...) La scadenza del bando è il *17 Luglio 2021* Maggiori informazioni, bando e materiale per la domande sono reperibili qua https://web.uniroma1.it/trasparenza/dettaglio_bando_albo/178055/2021-07-17T… Cordiali saluti -- Claudio Durastanti Dipartimento di Scienze di Base Applicate per l'Ingegneria La Sapienza - Università di Roma Via Antonio Scarpa 16 00161 Roma -- ________________________________________________________ Le informazioni contenute in questo messaggio di posta elettronica sono strettamente riservate e indirizzate esclusivamente al destinatario. Si prega di non leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non si è il legittimo destinatario dello stesso. Qualora tale messaggio sia stato ricevuto per errore, si prega di restituirlo al mittente e di cancellarlo permanentemente dal proprio computer. The information contained in this e mail message is strictly confidential and intended for the use of the addressee only. If you are not the intended recipient, please do not read, copy, forward or store it on your computer. If you have received the message in error, please forward it back to the sender and delete it permanently from your computer system. -- Fai crescere i nostri giovani ricercatori dona il 5 per mille alla Sapienza *codice fiscale 80209930587*

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concorso MAT/06 Università di Milano
by Marco Alessandro Fuhrman 16 Jun '21

16 Jun '21

Buongiorno. E' stato bandito un concorso per un posto di prima fascia nel Settore MAT/06 presso l'Università degli Studi di Milano, destinato al Dipartimento di Matematica. Il bando si trova al seguente link: https://www.unimi.it/it/ateneo/lavora-con-noi/reclutamento-professori/proce… La scadenza per la presentazione delle domande è il 12 luglio 2021 alle ore 12:00. Cordiali saluti a tutti. Marco Fuhrman

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Fwd: [owps]
by Faggionato, Alessandra 16 Jun '21

16 Jun '21

Buongiorno sotto l'annuncio del OWPS di domani. Grazie dell'attenzione Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 16 giu 2021 alle ore 08:05 Subject: [owps] To: <owps(a)lists.bath.ac.uk> Dear All, Thursday June 17 we have two talks, by Amir Dembo and Nick Cook. (Note: all times are in UTC. Due to time changes, you should check what that translates to in your location) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Amir Dembo Sparse random graphs with unusually large subgraph counts In this talk, based on joint works with Nicholas Cook, Huy Tuan Pham and Sohom Bhattacharya, I will discuss recent developments in the emerging theory of nonlinear large deviations, focusing on sharp upper tails for counts of several fixed subgraphs in a large sparse random graph (such as Erdős–Rényi or uniformly d-regular). These results allow in turn to determine the typical structure of samples from an associated class of Gibbs measures, known as Exponential Random Graph Models, which are widely used in the analysis of social networks. (14:00-15:00 UTC) Speaker: Nicholas Cook Large deviations and the regularity method for the Erdős–Rényi (hyper)graph I will describe a quantitative approach to the large deviations of random graphs and hypergraphs, emphasizing connections with graph limit theory and the regularity method from extremal combinatorics. The approach rests on new decomposition theorems and counting lemmas for sparse hypergraphs, formulated in terms of a novel class of cut-type norms for Bernoulli tensors. Based on joint work with Amir Dembo and Huy Tuan Pham. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/69798781442 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 697 9878 1442 Kenncode: 245940 Best wishes, Julien and Nina -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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Corso di Alta Formazione in Finanza Matematica, Università di Bologna - pubblicazione bando
by Andrea Pascucci 15 Jun '21

15 Jun '21

Con gentile richiesta di diffusione ------------------------------------------------------------------------ È stato pubblicato il bando di iscrizione alla *XVIII Edizione del Corso di Alta Formazione in Finanza Matematica* dell'Università di Bologna: https://site.unibo.it/finanza-matematica/it <https://site.unibo.it/finanza-matematica/it> L'esperienza delle precedenti edizioni ha evidenziato un notevole interesse da parte degli istituti finanziari nei confronti di persone con Laurea o Dottorato di Ricerca nei seguenti settori: *Fisica, Ingegneria, Matematica, Statistica, Astronomia, Informatica, Economia*. Principali caratteristiche: * compatibile con la frequenza ai corsi di Laurea o Dottorato; * al termine, permette l’acquisizione di 25 crediti formativi universitari che possono concorrere al conseguimento del titolo di Laurea; * propone una formazione avanzata sulla teoria economica e modellizzazione matematica dei mercati finanziari; * utilizza un approccio quantitativo ed attività didattiche interattive con esercitazioni, laboratori e project works; * prevede l'erogazione di borse di studio da parte di istituzioni private Il bando è disponibile all'indirizzo: https://www.unibo.it/it/didattica/corsi-di-alta-formazione/2021-2022/finanz… <https://www.unibo.it/it/didattica/corsi-di-alta-formazione/2021-2022/finanz…> *Scadenza iscrizioni: 07 Settembre 2021 * *Selezioni: 13 Settembre 2021 (in modalità telematica) * -------------------------------------------------------------------------------- Corso di Alta Formazione in Finanza Matematica https://site.unibo.it/finanza-matematica/it <https://site.unibo.it/finanza-matematica/it>// _dipmat-finanza(a)unibo.it_ Dipartimento di MatematicaUniversità di Bologna Piazza di Porta San Donato, 540126 Bologna

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Padova Online Seminar by Paolo Dai Pra (Università di Verona) [Friday, June 25 at 14.30]
by alessandra bianchi 14 Jun '21

14 Jun '21

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on June 25 at 14.30 by the zoom platform. ________________________________________________________ Speaker: Paolo Dai Pra (Università di Verona) Title: The social dilemma of stubborness vs. herding in social decisions: a mean field (game) model. 25 JUNE (Friday) - 14:30 zoom link: TBA available on the webpage https://www.math.unipd.it/~bianchi/seminari/ ) Abstract: We study a mean field game in continuous time over a finite horizon, T, where the state of each agent is binary and where players base their strategic decisions on two, possibly competing, factors: the willingness to align with the majority (herding) and the aspiration of sticking with the own type (stubbornness). While the corresponding N-player game possesses a unique Nash equilibrium, the mean field game has a variety of equilibria and phase transitions. The large N limit of the unique equilibrium of the N-player game selects one equilibrium of the mean field game; this selection appears to be highly nontrivial and will be discussed mostly on the base of simulations. -- Alessandra Bianchi Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy phone: +39 049 827 14 06 fax: +39 049 827 14 28 e-mail: bianchi(a)math.unipd.it http://www.math.unipd.it/~bianchi/

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Seminar announcement Thursday 24 - Limit theorems for exponential random graphs (dr. Elena Magnanini)
by Gianmarco Bet 14 Jun '21

14 Jun '21

Dear colleagues, On June Thursday 24 at 15:30, dr. Elena Magnanini (Università degli Studi di Padova) will give a virtual seminar “in Florence”, to which you are all invited. You can find title and abstract below. Title: Limit theorems for exponential random graphs Abstract: In the present talk we focus on the derivation of some asymptotic properties for the family of exponential random graphs. This model can be seen as the generalization of the dense Erdӧs-Rényi random graph and follows the statistical mechanics approach of defining a Hamiltonian to weight the probability measure on the space of graphs, assigning higher mass to graphs with “desirable” properties. In particular our analysis will be focused on the edge-triangle model, a two-parameter family of exponential random graphs where the Hamiltonian only includes edge and triangle densities. We borrow tools from statistical mechanics together with large deviations techniques to obtain limit theorems for the edge density in the so-called replica symmetric regime, where the limiting free energy of the model is known together with a complete characterization of the phase diagram. First, we determine the asymptotic distribution of the edge density, as the graph size n tends to infinity, in the entire replica symmetric regime. We then study the fluctuations of the edge density around its average for all parameter values outside the critical curve and off the critical point and we formulate conjectures about the behavior at criticality based on the analysis of a mean-field approximation of the model. Some of our results can be extended with no substantial changes to more general classes of exponential random graphs. Joint work with Alessandra Bianchi and Francesca Collet. The seminar will be on Zoom. You can find the information to join below. Time: Jun 24, 2021 03:30 PM Rome Join Zoom Meeting https://us02web.zoom.us/j/86107880384?pwd=UllNZWhmM1FZclB1TnF0U2p1QVZtUT09 Meeting ID: 861 0788 0384 Passcode: 149060 If you know of someone who might be interested and is not subscribed to the random mailing list, please do not hesitate to forward this announcement to them. Kind regards, Gianmarco ---------------------------------------------------------------------- Gianmarco Bet (he/him) Junior researcher https://gianmarco.bet Phone: (+39) 055 2751491 Department of Mathematics and Informatics "U. Dini" University of Florence Viale Morgagni, 65 50134 Firenze, Italy Office 64 ----------------------------------------------------------------------

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4-year doctoral position in Bielefeld, deadline June 22
by Giorgio Ferrari 14 Jun '21

14 Jun '21

Dear All, this is to remind the approaching deadline (June 22) for applications to a *4-year doctoral position***(75% salary level 13 TV-L; starting salary circa 1800 Euros per month after taxes) at Bielefeld University within the Research Project C4 "/Stochastic Games of Singular Control and Games of Stopping/" of the SFB 1283 (see: https://www.sfb1283.uni-bielefeld.de/Pages/home and https://www.sfb1283.uni-bielefeld.de/projects/view/49 ). The PhD candidate will do research in my group by investigating stochastic games (N-player or mean-field) involving singular controls and optimal stopping rules, as well as multi-dimensional singular control and optimal stopping problems arising in applications. The PhD student of Project C4 will have the possibility to interact with international young researchers at doctoral and post-doctoral level, to gain from the frequent visits of leading academics in the field, to attend weekly seminars, workshops, conferences and summer schools, as well as to participate in the organization of scientific events. _Further information about the post and the application procedure can be found here:_ https://uni-bielefeld.hr4you.org/job/view/475/research-assistant?page_lang=… *DEADLINE* *for application:* June 22, 2021. *STARTING DATE:* as soon as possible. Please do not hesitate to write me for any queries. Best Regards, Giorgio Ferrari -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Tenure track position/Complex Systems/Finland/DL 23.6.2021
by Juho Kanniainen (TAU) 13 Jun '21

13 Jun '21

Hi, Tampere University (Finland) has an open tenure position in Complex Systems in Tampere (Dept of Computing Sciences): https://tuni.rekrytointi.com/paikat/?o=A_RJ&jgid=1&jid=1064 We are looking for a computationally orientated candidate with expertise at least in one of the complex systems topics, especially in complex adaptive systems or complex networks. Candidate’s research can be exploratory and data-driven and/or model-based with various application areas, such as social sciences, computer science, economics, health, biology, or climate research. Applicants are encouraged to pursue an ambitious yet realistic research plan, emphasizing methodological, applied, and multidisciplinary aspects of their research. If you find this position interesting, don’t hesitate to apply for it! You may also share information on this position to potential candidates. The closing date for applications is Wednesday 23.6.2021 (at 23.59 EEST, GMT+2 / 21.59 UTC). Kind regards, Juho Kanniainen -- Juho Kanniainen Professor, PhD Tampere University Computing Sciences/Statistical Data Analytics Group for Financial Computing and Data Analytics<https://www.tuni.fi/en/research/financial-computing-and-data-analytics> Mobile: +358 40 707 4532 E-mail: juho.kanniainen(a)tuni.fi<mailto:juho.kanniainen@tuni.fi> www.sites.google.com/site/juhokanniainen<http://www.sites.google.com/site/juhokanniainen> Coordinator of BigDataFinance EU Program www.bigdatafinance.eu<http://www.bigdatafinance.eu>

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Seminario G. Cipolloni a Roma Tre, 24/06/2021
by Davide Macera 11 Jun '21

11 Jun '21

Ricevo ed inoltro ricercaMatFis(a)mat.uniroma3.it > gio 10/06/2021 15:38 > A: > > - ricercaMatFis(a)mat.uniroma3.it > > SEMINARIO > Probabilita' > Giorgio Cipolloni > (IST Austria) > Titolo: Fluctuation in the spectrum of non-Hermitian i.i.d. random > matrices. > Giovedi' 24 Giugno 2021 ORE 14:30 > Dipartimento di Matematica e Fisica > Universita' degli Studi Roma Tre > Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 > Abstract > We consider a large non-Hermitian i.i.d. matrix X with real or complex > entries, and we analyse its spectrum using Girko's formula. We will > then show some applications of this approach proving: (i) edge > universality (the non-Hermitian analogue of Tracy-Widom universality); > (ii) Gaussian fluctuation of linear statistics of the eigenvalues for > general test functions. The proof relies on three main ingredients: > (i) local law for product of resolvents of the Hermitisation of X, > (ii) coupling of several weakly dependent Dyson Brownian motion, (iii) > rigorous supersymmetric analysis. >

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Second call: „Junior female researchers in probability“ 4-6 October 2021
by Luisa Andreis 11 Jun '21

11 Jun '21

Second call: „Junior female researchers in probability“ Dear colleagues, we would like to draw your attention to the third conference for "Junior female researchers in probability”, 4-6 October 2021 (postponed from last year due to the pandemic). The aim of this workshop is to promote young female researchers by giving them an opportunity to present their own work, and hear distinguished mathematicians who can inspire them to pursue a fulfilling career in probability. Keynote speakers: Nina Gantert (TU München) Eva Löcherbach (Paris) Invited speakers: Sigrid Källblad (Stockholm) Annika Lang (Göteborg) Elena Pulvirenti (Delft) Maite Wilke Berenguer (Berlin) The workshop will take place online and, if possible, as a hybrid event in Berlin. We warmly invite those who identify as female to submit abstracts for contributed talks, and apply for financial support for traveling to Berlin in case we can have a hybrid event. However, please be aware that being unable to travel should not restrain from submitting an abstract. There are special travel grants for female master students interested in gaining some insight into research and get in touch with researchers.. Of course everybody is very welcome to participate, but presentations and financial support are reserved for female participants. Deadline for submission of abstracts and funding requests: June 30, 2021. Please pass this information on to interested master students, PhD students and postdocs as well as your colleagues! More details can be found on our website: https://www.wias-berlin.de/workshops/JFRP21/ <https://www.wias-berlin.de/workshops/JFRP21/> Best regards, Luisa Andreis, Peter Bank, Dörte Kreher, Laura Körber, Noemi Kurt, Alexandra Quitmann and Weile Weng

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6th Berlin Workshop for Young Researchers
by Tiziano De Angelis 11 Jun '21

11 Jun '21

Dear All, I am forwarding the announcement below from Dirk Becherer. Best wishes Tiziano ----------------------------------- ----------------------------------- The 6th BERLIN WORKSHOP FOR YOUNG RESEARCHERS in Mathematical Finance and Stochastic Analysis will take place online from 23-25.Aug.2021 and offers an excellent opportunity for young researchers to present their research to an international audience - alongside to keynote speakers Christa Cuchiero, Beatrice Acciaio, Johannes Muhle-Karbe, Xunyu Zhou, Ludovic Tangpi and Julio Backhoff. Here is the *** CALL FOR CONTRIBUTED TALKS *** : https://t1p.de/YoungResearchersBerlin2021 It would be great if you could make excellent young researchers (phd, postdoc or shortly after) at your place aware of this opportunity to present their research. We are looking forward to welcoming many young talents to this workshop in Berlin, even if only virtually this time! Participation at the workshop is free but registration is required. For the organizers, Dirk Becherer

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LTI@Unito webinar Lorenzo Schoenleber (CCA): “Investor Behavior under Prospect Theory: Evidence from Mutual Funds” | June 14, 2021 @12:45
by Luca Regis 10 Jun '21

10 Jun '21

Dear Colleagues, I am happy to share with you the following invitation to the Quantative Finance webinar organized by LTI@UniTO and Collegio Carlo Alberto, “Investor Behavior under Prospect Theory: Evidence from Mutual Funds” by Lorenzo Schoenleber (CCA), which will take place on Zoom on June 14th, at 12.45. Below you find the Zoom link and an abstract of the presentation. Best regards, Luca Regis <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/CkeqzI9VH3wAjL0mIewldcmVdn9Kyki4A1…> <#> LTI@Unito and Fondazione Collegio Carlo Alberto are pleased to invite you to the following webinar <#> *June 14, 2021 | 12:45 - 13:45* *“Investor Behavior under Prospect Theory: Evidence from Mutual Funds”* *Lorenzo Schoenleber (Collegio Carlo Alberto)* <#> *Abstract. *This paper studies the investment behavior of investors and fund managers within the mutual funds industry. We find that investors are biased in their mutual fund purchase decisions in a way described by prospect theory: The prospect theory value predicts future mutual fund flows, despite the fact that it is not related to the mutual funds’ future performance. We show that the mutual funds’ prospect theory value contains incremental information compared to historical performance measures already discovered in the mutual fund flow literature, and subsumes the information content of variables related to the convexity in the flow-performance relationship. We find that mutual fund managers are not subject to any behavioral bias identifiable by prospect theory when selecting stocks for their mutual fund portfolio. The results are robust to various specifications. *Zoom Link:* *https://us02web.zoom.us/j/85611292343?pwd=U1dwYXZrZFQvR0RaZGwvZmplS2tFUT09 <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/79Qh76oDew-iI1lTKKd-JiGNLs42TkHRfm…>* Meeting ID: 856 1129 2343 Passcode: 401236 <#> <#> <#> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/YmtAmHu7JhL3tEkSBLOh9PvpHnMR_PZzOe…> <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/AWpDX3iRxSwhx4MX6D5K64D_f2W6jUS_f2…> <#> FONDAZIONE COLLEGIO CARLO ALBERTO Piazza Arbarello 8 - 10122 Torino, Italy phone: +390116705000 segreteria(a)carloalberto.org - www.carloalberto.org Facebook <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/4RHP7RFelHmPbN3l7D0GqNF1iSMpQHHnP4…> Twitter <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/EPbbUwncGLMOBC2qw2aNITsMvBTfaFVZcL…> LinkedIn <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/DcHnPK_RQAOSwsn5P0Ykl5hEaDyjahuL3n…> Instagram <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/EUM8gEcq3q4LvNepOA15xKXC8xWWbOaKbx…> Youtube <https://4z5y5.r.a.d.sendibm1.com/mk/cl/f/9VeN44_sxivBMcSIflgJy1DuZHDI0j6YLh…> <#> *INFORMATION UNDER THE NEW GENERAL DATA PROTECTION REGULATION (GDPR)* Your personal information has been gathered for the exclusive purpose of informing you about the Collegio's initiatives, considering our and your legitimate interest or your consent. If you wish to have your personal data modified please contact Fondazione Collegio Carlo Alberto, piazza Arbarello 8, 1022 Torino, Italy - phone: +390116705000 - privacy(a)carloalberto.org *Unsubscribe* <https://4z5y5.r.a.d.sendibm1.com/mk/un/M20yHigHLYrRzldRVQQLRo4rkGtNRPqHqaQt…> <#> © 2021 Fondazione Collegio Carlo Alberto

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Concorso RTDb in MAT/06 presso l'Università di Trento
by Stefano Bonaccorsi 10 Jun '21

10 Jun '21

Care colleghe e colleghi, vi informo che è uscito in Gazzetta Ufficiale un bando da RTDb in S.C. 01/A3 Analisi matematica, Probabilità e Statistica matematica - S.S.D. MAT/06 Probabilità e Statistica matematica presso il Dipartimento di Ingegneria Civile, Ambientale e Meccanica dell'Università di Trento. L'iscrizione al bando dovrà essere completata entro le ore 13:00 del giorno 8 luglio 2021, tramite la procedura di compilazione e presentazione della domanda per via telematica a cui si accede attraverso il collegamento sottostante https://www.unitn.it/ateneo/bando-dr-valcomp/68453/valutazione-comparativa-… Stefano Bonaccorsi

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Summer School on Semiparametric Learning 26-30 July 2021, Trento
by Claudio Agostinelli 10 Jun '21

10 Jun '21

The Mathematical Statistics and Data Science research group at the Department of Mathematics, University of Trento, organizes a summer school in Semiparametric Learning. The school will take place in hybrid mode, with a maximum of 30 persons in presence. The Summer School will be held in Povo, on 26-30 July 2021. The school is free and includes lunches. Support for accommodation is available for some participants. In case of impediments due to the COVID-19 pandemic, the school will run completely from remote on the same dates. Information and registration: http://datascience.maths.unitn.it/events/spl2021/ Registration deadline: 10 July 2021 Kind regards, Claudio Agostinelli -- ------------------------------------------------------------- Claudio Agostinelli Dipartimento di Matematica Universita' di Trento email: claudio.agostinelli(a)unitn.it ------------------------------------------------------------ Per favore non mandatemi documenti in Microsoft Office/Apple iWork. Spediscimi invece OpenDocument! http://fsf.org/campaigns/opendocument/ Please do not send me Microsoft Office/Apple iWork documents. Send OpenDocument instead! http://fsf.org/campaigns/opendocument/ ------------------------------------------------------------

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(PMS)^2 online talk: Vincent Martinez, Monday June 14 at 17.30
by Margherita Zanella 09 Jun '21

09 Jun '21

Dear colleagues, we are happy to announce the following online talk: Speaker: Vincent Martinez (CUNY Hunter College) Title: On unique ergodicity, regularity, and mixing for the weakly-damped stochastic KdV equation. Abstract: We discuss the existence, uniqueness, and regularity of invariant measures for the damped-driven stochastic Korteweg-de Vries equation, where the noise is additive and sufficiently non-degenerate. It is shown that a simple, but versatile control strategy, typically employed to establish exponential mixing for strongly dissipative systems such as the 2D Navier-Stokes equations, can nevertheless be applied in this weakly dissipative setting to establish elementary proofs of both unique ergodicity, albeit without mixing rates, as well as regularity of the support of the invariant measure. Under the assumption of large damping, however, a one-force, one-solution principle is established, from which we are able to deduce the existence of a spectral gap with respect to a Wasserstein distance-like function. Date and time: Monday June 14, 17:30-18:30 (Rome time zone) Zoom link: https://us02web.zoom.us/j/85740643260?pwd=SzFjTXo0bWE3YjI3VWo0b3krT09kdz09 ID riunione: 857 4064 3260 Passcode: w7yJLi This talk is the fourth of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. Participation is free and welcome! (though limited to 100 participants for technical reasons). Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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(PMS)^2 online talk: Vincent Martinez, Monday June 14 at 17.30
by Margherita Zanella 09 Jun '21

09 Jun '21

Dear colleagues, we are happy to announce the following online talk: Speaker: Vincent Martinez (CUNY Hunter College) Title: On unique ergodicity, regularity, and mixing for the weakly-damped stochastic KdV equation. Abstract: We discuss the existence, uniqueness, and regularity of invariant measures for the damped-driven stochastic Korteweg-de Vries equation, where the noise is additive and sufficiently non-degenerate. It is shown that a simple, but versatile control strategy, typically employed to establish exponential mixing for strongly dissipative systems such as the 2D Navier-Stokes equations, can nevertheless be applied in this weakly dissipative setting to establish elementary proofs of both unique ergodicity, albeit without mixing rates, as well as regularity of the support of the invariant measure. Under the assumption of large damping, however, a one-force, one-solution principle is established, from which we are able to deduce the existence of a spectral gap with respect to a Wasserstein distance-like function. Date and time: Monday June 14, 17:30-18:30 (Rome time zone) Zoom link: https://us02web.zoom.us/j/85740643260?pwd=SzFjTXo0bWE3YjI3VWo0b3krT09kdz09 ID riunione: 857 4064 3260 Passcode: w7yJLi This talk is the fourth of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale. Participation is free and welcome! (though limited to 100 participants for technical reasons). Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)

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Fwd: [owps] One World Probability Seminar Thursday June 10 2021
by Faggionato, Alessandra 09 Jun '21

09 Jun '21

Buongiorno, Inoltro l'annuncio del OWPS di domani. Grazie dell'attenzione Saluti Alessandra ---------- Messaggio inoltrato ---------- Da: *One World Probability* <ow.probability(a)gmail.com> Data: mercoledì 9 giugno 2021 Oggetto: [owps] One World Probability Seminar Thursday June 10 2021 A: owps(a)lists.bath.ac.uk Dear All, Thursday June 10 we have two talks, by Allan Sly and Nike Sun. (Note: all times are in UTC. Due to time changes, you should check what that translates to in your location) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Allan Sly Phase transitions in random constraint satisfaction problems - part I (14:00-15:00 UTC) Speaker: Nike Sun Phase transitions in random constraint satisfaction problems - part II Abstract: We will survey recent progress in determination of asymptotic behavior for random constraint satisfaction problems, including phase transitions and some refined understanding of solution geometry (the condensation phenomenon), particularly in the setting of the random regular NAE-SAT problem. We will discuss two ideas that played important roles in results obtained so far: (1) combinatorial models for the solution geometry, and (2) contractivity of tree recursions as a tool for calculating expected partition functions on sparse random graphs. This lecture is based in part on joint works with Zsolt Bartha, Jian Ding, Danny Nam, Youngtak Sohn, and Yumeng Zhang. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/63864070779 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 638 6407 0779 Kenncode: 726909 Best wishes, Julien and Nina -- ************************************************* Prof. Alessandra Faggionato http://www1.mat.uniroma1.it/~faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 5, Phone (0039) 06 49913252 *************************************************

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BISP12: videos of talks and virtual posters now available
by elisa varini 09 Jun '21

09 Jun '21

The *Twelfth Workshop on Bayesian Inference in Stochastic Processes* was successfully held on 27-28 May, 2021. We inform you that the entire event has been recorded and videos of the invited talks with discussions as well as the virtual posters are uploaded to the BISP12 website: https://bisp12.imati.cnr.it/ <https://bisp12.imati.cnr.it/> They will be available for some months. If you have questions or comments for the speakers, you are warmly invited to contact them. We had 10 junior invited speakers and 10 more senior discussants (within parentheses): • Atilla Ay, USA (Melike Baykal-Gursoy, USA) • Clara Grazian, Australia (Maria Concepcion Ausin, Spain) • Andrew Holbrook, USA (Katja Ickstadt, Germany) • Kaoru Irie, Japan (Sylvia Frühwirth-Schnatter, Austria) • Roi Naveiro, Spain (Mike West, USA) • Giovanni Rebaudo , USA (Bernardo Nipoti, Italy) • Claudia Solis-Lemus, USA (Nicholas Polson, USA) • Stéphanie Van Der Pas, The Netherlands (Antonio Lijoi, Italy) • Andi Wang, UK (Giacomo Zanella, Italy) • Paul Wu, Australia (David Banks, USA) We also had seventeen contributors who uploaded 20-minutes virtual posters and short videopresentations. We would also like to thank speakers, discussants and participants for the success of BISP12. Best regards and see you at the next BISP13 workshop in 2023. Elisa Varini and Fabrizio Ruggeri Chairs, Organising and Scientific Committees

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Fwd: Postdoc positions at Bielefeld University
by Marco Romito 08 Jun '21

08 Jun '21

-------- Forwarded Message -------- Subject: Postdoc positions at Bielefeld University Date: Tue, 8 Jun 2021 20:13:40 +0200 From: Benjamin Gess <benjamin.gess(a)gmail.com> To: Benjamin Gess <bgess(a)math.uni-bielefeld.de> Dear colleagues, at Bielefeld University, Faculty of Mathematics, two Postdoc positions (100%, E13 TV-L) are available in the research group of Prof. Dr. Benjamin Gess. The successful candidate(s) will work on projects in stochastic partial differential equations with application to statistical mechanics and interacting particle systems, or on aspects of the mathematics of machine learning. I would be happy if you could share the information further and forward it to possible candidates. More details can be found at: https://uni-bielefeld.hr4you.org/job/view/460/research-assistant-postdoc?pa… https://uni-bielefeld.hr4you.org/job/view/486/wissenschaftliche-r-mitarbeit… For questions, please contact Benjamin Gess at bgess(a)math.uni-bielefeld.de <mailto:bgess@math.uni-bielefeld.de>. Thank you in advance and my apologies for possible double postings. Best regards Benjamin Gess -- Prof. Dr. Benjamin Gess (www.bgess.de <http://www.bgess.de/>) Max Planck Institute for Mathematics in the Sciences <http://www.mis.mpg.de/index.html>, Leipzig Universität Bielefeld <https://www.math.uni-bielefeld.de/>, Fakultät für Mathematik

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2022 IMS Annual Meeting -- Probability & Statistics
by Elisabetta Candellero 08 Jun '21

08 Jun '21

A tutti gli interessati. --- Dear all, The 2022 IMS Annual Meeting in Probability and Statistics will be held in London, UK, on June 27-30 (with an online video option), here is the website of the conference: https://www.imsannualmeeting-london2022.com/ . I'd like to draw your attention to the current call for invited sessions in probability and statistics: https://www.imsannualmeeting-london2022.com/invited-sessions . Proposal submission is open, and will close on 1 September 2021, acceptance decisions will be made by 1 October 2021. There are 15 slots in probability and 15 in statistics to be filled as a result of this open call, each speaker will have 30 minutes, including Q&A. Further information is available on the website https://www.imsannualmeeting-london2022.com/invited-sessions . Best regards, Elisabetta

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