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Seminario di Probabilità - Padova
by Paolo Dai Pra 06 Jun '16

06 Jun '16

Ho il piacere di invitarvi al seguente seminario, che si terrà Giovedì 9 Giugno, alle 14:30, in Sala Riunioni del VII piano (accesso scale A e B) della Torre Archimede presso il Dipartimento di Matematica dell'Università degli Studi di Padova. SPEAKER: Giuseppe Cannizzaro AFFILIATION: TU Berlin TITLE: Malliavin Calculus for Regularity Structures: the case of gPAM ABSTRACT: The theory of Regularity Structures allowed to solve a number of ill-posed stochastic partial differential equations. In this presentation, after recalling the main aspects of Hairer's work, we will show how it is possible to introduce Malliavin Calculus tools in this context in order to investigate probabilistic properties of the solutions to such equations. We will focus on one standard example of the theory, namely the generalized Parabolic Anderson Model (gPAM), and prove that its solution, when evaluated at a space-time point, admits a density with respect to the Lebesgue measure. Paolo Dai Pra Dipartimento di Matematica Via Trieste, 63 35121 Padova Tel. +39 0498271361 Fax +39 0498271428 daipra(a)math.unipd.it

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Seminari del prof. Aldo Procacci
by Massimo Campanino 03 Jun '16

03 Jun '16

I giorni venerdì 10 e lunedì 13 giugno il prof. Aldo Procacci del Dipartimento di Matematica, Universidade Federal de Minas Gerais (Brasile) terrà due seminari presso il Dipartimento di Matematica dell'Università di Bologna, pazza Porta S. Donato 5, 40126 Bologna. Ven. 10 Giu, ore 17:00 aula Seminari VIII Piano The Mayer series: two explicit expressions for its coefficients and the combinatorial problem. We derive the (formal) Mayer series of the pressure of a system of classical particles interacting via a pair potential from the standard grand canonical partition function. We give two alternative representations of its coefficients e we discuss the combinatorial problem involved towards the question of its convergence. We conclude the talk by giving a brief review on results obtained and methods proposed , since 1963, to face this combinatorial problem Lun 13 Giu, ore 15:00 aula Enriques Convergence of the Mayer and Virial expansions and the Penrose tree-graph identity We establish new lower bounds for the convergence radius of the Mayer series and the Virial series of a continuous particle system interacting via a stable and tempered pair potential. Our bounds considerably improve those given by Penrose and Ruelle in 1963 for the Mayer series and by Lebowitz and Penrose in 1964 for the Virial series. To get our results we exploit the tree-graph identity given by Penrose in 1967 using a new partition scheme based on minumum spanning trees. 5x1000 AI GIOVANI RICERCATORI DELL'UNIVERSITÀ DI BOLOGNA Codice Fiscale: 80007010376

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winterschool Numerics for SPDEs
by Erika Hausenblas 02 Jun '16

02 Jun '16

Winterschool announcment We organize a winterschool in Linz, Austria about Numerics for Stochastic Partial Differential Equations and their Applications December, 5-9. Young researcher can also apply for lodging and/or traveling grants. You will find more information at http://www.ricam.oeaw.ac.at/specsem/specsem2016/school2/ If there are any questions, please do not hesistate to contact me. Erika -- ---------------------------------------------------------------------------------------------- Professor Erika Hausenblas Lehrstuhl Angewandte Mathematik Montanuniversität Leoben Franz-Josef-Straße 18 8700 Leoben Phone.: +43 (0) 3842 402-1700 Fax: +43 (0) 3842 402-1702 http://institute.unileoben.ac.at/amat/personal.html

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Mini course in Verona: Lévy processes with applications in financial modelling, by Giulia Di Nunno
by Luca di persio 02 Jun '16

02 Jun '16

*Mini course announcement* Prof. Giulia Di Nunno [ UiO - Department of Mathematics - Oslo ] will give a mini course on *Lévy processes with applications in financial modelling*, at the Department of Computer Science, University of Verona, according with the following calendar Monday, 6th of June 14.30 -17.30 Tuesday, 7th of June 13.30 -16.30 Wednesday, 8th of June 14.30 -17.30 All the lessons will take place at the Dept. of Computer Science, Strada le Grazie, 15 - Verona Ca' Vignal 2, first floor , Room M. located here https://goo.gl/maps/Yx2JU The* tentative programme* is the following: 1. Lévy processes an introduction – infinitely divisible distributions, characteristic function and Lévy-Khinchine formula – Lévy-Ito decomposition – Lévy measure, path and moment properties. – Some classes of Lévy processes of particular interest 2. Lévy processes and stochastic calculus – Ito formula for Lévy processes – Girsanov theorem, Esscher transform 3. Asset price modelling – price models based on exponential Lévy process – real-world measure and risk-neutral measure, market incompleteness – examples of models 4. Pricing of financial derivatives in the models introduced 5. (if time permits) Introduction to hedging and portfolio representations Do not hesitate to contact me for further details: luca.dipersio(a)univr.it LuCa __ Luca Di Persio - PhD assistant professor of Probability and Mathematical Finance Dept. Informatics University of Verona strada le Grazie 15 - 37134 Verona - Italy Tel : +39 045 802 7968 Dept. Math University of Trento V. Sommarive, 14 - 38123 Povo - Italy Tel : +39 0461 281686

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Annual European Seminar on Bayesian Econometrics - Venice October 2016 - Call for papers
by Monica Billio 02 Jun '16

02 Jun '16

7^th ANNUAL EUROPEAN SEMINAR ON BAYESIAN ECONOMETRICS *ESOBE 2016* * *Venice, Italy 27 - 28 October 2016 The workshop is organised by the *Department of Economics of the University Ca’ Foscari of Venice *(Venice, Italy), and is co-sponsored by the *European Central Bank *(Frankfurt) and *GRETA Associati *(Venice, Italy). The ESOBE meetings aim at bringing together researchers and professionals interested in the application of Bayesian inference. Ever since the pioneering work of Arnold Zellner, Bayesian econometrics has expanded enormously in areas such as economics, finance, business, and marketing. Empirical applications of Bayesian econometrics deal with issues such as financial time series analysis, risk management, economic growth analysis, measurement of policy effectiveness, individual decision making in marketing, labour market analysis, forecasting in monetary policy, just to name a few. The computational revolution in simulation techniques is a key ingredient in this expansion and allows the application of Bayesian methods to increasingly complex models and high-dimensional data environments. The ESOBE meetings are intended as a discussion forum for new and recent research methods that are capable to face these challenges. These techniques include, among others, semi-parametric modelling based on mixtures, shrinkage estimators, and variable selection methods. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: ·Bayesian financial econometrics ·Bayesian microeconometrics and program evaluation ·Bayesian nonparametric and semi-parametric methods based on countably infinite mixtures ·Shrinkage estimation and variable selection in high-dimensional data environments ·Computational methods for large datasets ·Efficient MCMC and SMC methods for complex models The keynote speakers of ESOBE 2016 are: ** *Christian P. Robert*(University Paris Dauphine and University of Warwick) *Thomas J. Sargent*(New York University) The Scientific Committee for the Conference consists of: *Monica Billio *(Ca’ Foscari University of Venice) *Fabio Canova*(BI Norwegian Business School) *Roberto Casarin *(Ca’ Foscari University of Venice) *Sylvia Frühwirth-Schnatter *(Wirtschaftsuniversität Wien) *Sylvia Kaufmann *(Study Center Gerzensee) *Gary Koop *(Strathclyde Business School) *Francesco Ravazzolo *(Free University of Bozen/Bolzano) *Herman K. van Dijk *(Erasmus University Rotterdam and VU University Amsterdam) CALL FOR PAPERS The final program will include both submitted and invited papers. In addition to invited presentations, the workshop will have: * contributed sessions; * a special session by junior scientist presentations; * a poster presentations. We would welcome submissions for these sessions. Submissions for the contributed sessions should be sent to ** <mailto:esobe2016@unive.it>*esobe2016(a)unive.it <mailto:esobe2016@unive.it>*by*July 15, 2016*. Researchers who received their Ph.D. after *October 2013 *or *expect to graduate by November 2016*, may register as "junior scientist" (a detailed CV has to be submitted during registration). Junior scientists may apply for a travel award (more detailed information will be soon available). Papers submitted by junior scientists will be eligible for the Special Session of Junior Scientist Presentations. IMPORTANT DATES July 15, 2016: Papers submission deadline August 20, 2016: Paper acceptance notification September 30, 2016: Deadline for registration More detailed information available on the Conference website: <http://virgo.unive.it/esobe2016/index.htm>http://virgo.unive.it/esobe2016/index.htm <http://www.greta.it/credit/credit2015/credit2015.htm> * Apologies for post-crossing.

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CALL FOR PAPERS "5th International Conference in Memory of Carlo Giannini, 25 – 26 Novembre 2016" (fwd)
by Tiziano Vargiolu 01 Jun '16

01 Jun '16

---------- Forwarded message ---------- Date: Wed, 25 May 2016 09:38:13 +0000 From: "Urga, Giovanni" <G.Urga(a)city.ac.uk> To: Tiziano Vargiolu <vargiolu(a)math.unipd.it> Cc: "Urga, Giovanni" <G.Urga(a)city.ac.uk> Subject: CALL FOR PAPERS "5th International Conference in Memory of Carlo Giannini, 25 ? 26 Novembre 2016" Caro Tiziano TI chiedo cortesemente di far circolare la locandina in allegato contenente il Call for Papers della conferenza 2016 in memoria di Carlo Giannini. Grazie in anticipo. Saluti Giovanni **************************************************************** Please use both addresses: giovanni.urga(a)unibg.it and g.urga(a)city.ac.uk **************************************************************** Giovanni Urga Professor of Finance and Econometrics Faculty of Finance Cass Business School 106 Bunhill Row London EC1Y 8TZ (U.K.) Tel.+/44/(0)20/70408698 Fax.+/44/(0)20/70408881 www.cass.city.ac.uk/experts/G.Urga https://sites.google.com/site/urgagiovanni/ Director, Centre for Econometric Analysis (CEA@Cass) http://www.cass.city.ac.uk/cea/index.html Professore di Econometria, Department of Management, Economics and Quantitative Methods, Bergamo University (Italy) http://www00.unibg.it/struttura/strutturasmst.asp?rubrica=1&persona=689&nom e=Giovanni&cognome=Urga&titolo=Prof.

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Fwd: I: Selezione per un RTD tipo B in Statistica Economica a Tor Vergata (fwd)
by Tiziano Vargiolu 01 Jun '16

01 Jun '16

---------- Forwarded message ---------- From: Gianluca Cubadda <gianluca.cubadda(a)uniroma2.it> Date: 2016-05-30 8:23 GMT+02:00 Subject: I: Selezione per un RTD tipo B in Statistica Economica a Tor Vergata Con preghiera di massima diffusione: Si informa che ? stato indetta una selezione per il reclutamento di un ricercatore a tempo determinato di tipo B nel Settore concorsuale 13/D2, Settore scientifico-disciplinare SECS-S/03 - Statistica Economica - presso il Dipartimento di Economia e Finanza dell'Universit? degli Studi di Roma "Tor Vergata" L?attivit? di ricerca prevista dovr? riguardare lo sviluppo e l?impiego di appropriati metodi statistici per la misurazione e l'analisi dei fenomeni in ambito economico e finanziario. I principali campi di ricerca del candidato ideale saranno: la metodologia statistica per dati di grandi dimensioni, l'analisi e la previsione delle serie storiche economiche e finanziarie. Il bando, che scade il 13/06/2016, ? disponibile all'indirizzo: http://concorsi.uniroma2.it/php/viewbando.php?id=2167 Cordiali saluti, Gianluca Cubadda --- Gianluca Cubadda Department of Economics and Finance University of Rome "Tor Vergata" Via Columbia 2, 00133 Rome - Italy Tel. +39 06 7259 5847 Fax. +39 06 2040219 WEB page: http://directory.uniroma2.it/index.php/chart/dettagliDocente/3916

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Workshop on Probability, Non-Local Operators and Applications
by Enrico Scalas 31 May '16

31 May '16

Car* collegh*, chi si trovasse dalle parti di Londra potrebbe essere interessato a questo "Workshop" informale: Probability, Non-Local Operators and Applications organizzato da Jozsef Lorinczi e dal sottoscritto che si terra' il 2 e il 3 giugno 2016 presso il dipartimento di matematica dell'Universita' del Sussex. Maggiori informazioni sono disponibili al seguente link: http://www.sussex.ac.uk/maths/research alla voce Forthcoming Events. Cordiali saluti, Enrico Scalas

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124th European Study Group with Industry, Rome, August 29th to September 2nd 2016
by Maurizio Ceseri 31 May '16

31 May '16

Dear colleagues, We are pleased to announce a unique opportunity for Research to meet Industry. Sportello Matematico per l’Industria Italiana, with the support of *MI-Net COST Action*, organizes the *124th European Study Group with Industry*. The event will take place in Rome from *August 29th to September 2nd 2016*. European Study Groups with Industry are events with a well-established international tradition <http://www.sportellomatematico.it/lists/lt.php?id=eEhVCUkESV0B>: enterprises and researchers in Applied Mathematics work and brainstorm together to solve real industrial problems. A Study Group represents a great chance for researchers that allows to: - Work on *cutting-edge* industrial problems, - Find *new connections* with industrial partners, - Explore *novel research lines*. The partecipation to the event is free for Academics. We particularly encourage Master Students, PhD Students and PostDoctoral Fellows to apply. Funds are available to support accommodation costs for a limited number of participant. All the information concerning the Programme of the week, the selected industrial problems, and the registration procedure will be soon available on the event website www.sportellomatematico.it/ESGI2016 <http://www.sportellomatematico.it/lists/lt.php?id=eEhVRAFMDF0> . For any further information feel free to contact the organization team at esgi2016(a)sportellomatematico.it . We look forward to seeing you in Rome! Maurizio Ceseri Sportello Matematico per l'Industria Italiana Istituto per le Applicazioni del Calcolo (IAC-CNR) via dei Taurini 19, 00185 Roma (Italy) Tel: (+39) 0649270969 Website: sportellomatematico.it

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PhD opportunity in Toulouse, France
by Pietro Caputo 31 May '16

31 May '16

Ricevo e inoltro il messaggio relativo a una borsa di dottorato. Gli interessati sono pregati di contattare Laurent Miclo entro il 6 giugno 2016 PhD opening Title: Study of the CSMA-QB access protocol Keywords: Convergence and long-time behavior of Markov processes, functional limit theorems, stochastic networks, independent sets Co-supervision: Laurent Miclo http://perso.math.univ-toulouse.fr/miclo/ Institut de Mathematiques de Toulouse, Universite Paul Sabatier, Toulouse Florian Simatos http://personnel.isae.fr/florian-simatos/ Departement d’Ingenierie des Systemes Complexes, ISAE–Supaero, Toulouse, et Institut de Mathematiques de Toulouse, Universite Paul Sabatier, Toulouse Contact: laurent.miclo(a)math.univ-toulouse.fr Localisation: ISAE–Supaero and Universite Paul Sabatier, Toulouse Summary of the project Context. The performance of wireless networks where users share the air as communication medium is strongly limited by the electromagnetic interference phenomenon: two users who are close and communicate on the same frequency will interfere, which may potentially lead to losing the information transmitted. Access protocols are here to mitigate this effect and thus play a key role in the performance of modern >From a scientific standpoint, this is a challenging problem that has attracted considerable attention from both the computer science and applied probability communities for more than 30 years. Recently, a new class of access protocols – called adaptive CSMA protocols – has emerged, and which seems very promising. These protocols were for instance shown to enjoy the very desirable property of being maximally stable. The goal of this project is to advance the state-of-the-art on the particular adaptive CSMA protocols called CSMA-QB protocols (where QB stands for Queue-Based), which to date is very limited. In particular, we will aim to prove theoretical results that shed light on the achievable trade-off between throughput and delay. Probabilistic model. From a technical standpoint, we will study the following model. Each user of the network is represented by the node of a graph G, called interference graph, and such that two neighboring nodes cannot be active simultaneously. Packets to be transmitted arrrive at each node over time, and the goal is to choose which nodes are active at every moment. CSMA-QB solves this problem in the following manner: when a node is active, it de-activates at a constant rate and when it is active and none of its neighbors is, then it activates at a rate that depends on the number of packets in its backlog. The dependency is given by a function ψ called activation function. The general goal of the thesis is to understand the influence of the topology G and of the choice of ψ on the protocol performance. This involves classical probabilistic tools, and we will in particular study the mixing time of Glauber dynamic as well as the stochastic averaging property, both of which play a key role in the analysis of this protocol.

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