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Seminar by R. van der Hofstad at Milano-Bicocca (25 September)
by Francesco Caravenna 18 Sep '26

18 Sep '26

I am pleased to announce the following seminar at Milano-Bicocca: Remco van der Hofstad (Eindhoven University of Technology) The number and structure of connected graphs with a fixed degree sequence Friday, 25 September at 14:00 Room U9-08 (Building U9, Viale dell'Innovazione 10, Milano) Streaming (WebEx): link <https://unimib.webex.com/unimib-it/j.php?MTID=m231eb8e5e4a064481de4a585b6be…> The abstract follows below. Everyone interested is welcome. Best regards, Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%% Abstract. We study connected graphs with a fixed degree sequence, in the sparse setting where the number of edges grows linearly in the number of vertices. Using the relation to the configuration model, we identify the number of such connected graphs up to a subexponential order. We do this by viewing a connected graph with a given degree distribution as the realization of the giant component in a larger configuration model, and carefully choosing the degree distribution of the larger graph so that it is likely that its giant component has the required degree distribution. To ensure that the connected graph has exactly the correct degrees, we use a switching argument. We further identify the local structure of a uniform random graph with prescribed degrees. This is joint work with Sasha Bell and Serte Donderwinkel. Possibly I will also touch upon work with them and Luisa Andreis. %%%%%%%%%%%%%%%%%%%%%%%%%% -- __________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca https://fcaraven.github.io/ __________________________________

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Financial Engineering Position at Cornell Operations Research
by Giorgia Callegaro 18 Sep '26

18 Sep '26

Dear Colleagues, Please find below an announcement for an open faculty position at Cornell University in Operations Research / Financial Engineering: https://academicjobsonline.org/ajo/jobs/32633 <https://academicjobsonline.org/ajo/jobs/32633?utm_source=gemini> Best regards and have a great weekend -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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2027 Perspectives on Actuarial Risks in Talks of Young researchers
by Elena Vigna 18 Sep '26

18 Sep '26

Dear all The deadline for abstract submission for PARTY is approaching. * PARTY stands for /Perspectives on Actuarial Risks in Talks of Young researchers/. * This conference is targeting young researchers: PhD students and researchers, academics, practitioners within 5 years of PhD graduation. * It aims to give these young researchers the opportunity to present their findings in a friendly environment and to receive feedback from a few well-known experts (the keynote speakers) in their field about the relevance of their work both in academia and practice. * Seven keynote speakers have confirmed their participation (see the list on the attached flyer or on www.unil.ch/party/keynote-speakers/ <http://www.unil.ch/party/keynote-speakers/>). * It will take place in Pesaro, Italy, on January 24th - 29th, 2027. * The *deadline for abstract submission* is September 30^th , 2026. Additional details are provided in the attached flyer and on the 2027 PARTY website: www.unil.ch/party <https://wp.unil.ch/party/>.

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Tenure-track Faculty Position in Data Analysis and Quantitative Methods at Laval University
by Marzia Angela Cremona 17 Sep '26

17 Sep '26

The Department of Operations and Decision Systems of Laval University (Quebec City, Canada) is looking for a professor in data analysis and quantitative methods. The ideal candidate for this position possesses scientific and professional skills in probability and statistics, data analysis and quantitative methods applicable to operations management and decision systems, or a related field. Skills in statistical and probabilistic foundations of data analysis and applied statistics in management are required. Additionally, expertise in optimization, predictive or prescriptive analytics is considered an asset. The candidate is actively engaged in research, has a strong publication record, possesses a good understanding of management and organizations, and has an interest in teaching statistics and quantitative methods for business. Application deadline: November 20, 2026 Additional information: https://www.rh.ulaval.ca/emplois-disponibles/corps-professoral/professeures… Marzia Angela Cremona Professeure agrégée Chaire de recherche en apprentissage statistique FSA - Département d'opérations et systèmes de décision Université Laval 418 656-2939 <tel:+14186562939> Clavardons sur Microsoft Teams <https://teams.microsoft.com/l/chat/0/0?users=MACRE53@ulaval.ca> Pavillon Palasis-Prince , local 2449 2325, rue de la Terrasse Québec (Québec) G1V 0A6 Avis relatif à la confidentialité <https://www.ulaval.ca/notre-universite/avis-de-confidentialite.html>

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Open letter from Fellows of the Royal Society on AI existential risk
by Silvestri, Vittoria 17 Sep '26

17 Sep '26

Cari colleghi, Segnalo questa lettera <https://docs.google.com/document/d/1N6ThWhupvmH0ofSnaxqnLEMfSTQX5cTLyTMYG27…> scritta dai Fellows della Royal Society in UK sui rischi legati al rapido avanzamento dell'AI. Rispetto alle iniziative precedenti, questo breve testo denuncia i rischi che l'AI pone per l'umanità, ben oltre la ricerca matematica. Qui <https://terrytao.wordpress.com/2026/09/16/open-letter-from-fellows-of-the-r…> un blog post di Terence Tao a supporto della lettera. Tutti i matematici che ne condividano il contenuto sono invitati a firmarla a questo link <https://docs.google.com/forms/d/e/1FAIpQLSdua7W-CG7HoIHfqTNv4djbp78j0YeDHGC…> . Cordiali saluti, Vittoria Silvestri ******************************** Vittoria Silvestri Associate Professor Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome ********************************

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Mini-course by Dario Trevisan at Tor Vergata, September 24-25
by Michele Salvi 16 Sep '26

16 Sep '26

Dear all, We are glad to announce that next week RoMaDS <https://www.mat.uniroma2.it/~rds/events.php> will host at the University of Rome Tor Vergata the following mini-course: September 24-25 (10h00-12h00 and 13h30-15h30 on both days) Department of Mathematics, Aula Dal Passo Dario Trevisan (Università di Pisa) From Gaussian Limits to Feature Learning in Wide Neural Networks Abstract: Wide neural networks can be seen as random functions whose behavior simplifies in several different large-width regimes. At the scale of typical fluctuations, central-limit phenomena lead to Gaussian-process limits with recursively defined covariance kernels, while the parameter-space tangent geometry converges to the neural tangent kernel and yields a linearized description of training. These Gaussian and kernel limits provide a remarkably tractable theory of random initialization and learning, but they capture only part of the finite-width behavior. The course develops a probabilistic view of random wide neural networks across these different scales. We will study Gaussian and quantitative finite-width approximations, neural tangent kernel limits, large deviations of outputs and empirical layer kernels, and regimes in which feature learning survives at large width. Large-deviation theory provides a complementary description of rare, non-Gaussian behavior: atypical outputs can be realized through atypical internal kernels, leading to variational representations of the output rate function. Under suitable Bayesian scalings, the same viewpoint yields posterior variational problems over both predictors and kernels, providing one probabilistic mechanism for data-dependent feature learning. We will compare this with dynamical feature-learning limits such as mean-field and maximal-update regimes, emphasizing throughout how different scalings reveal different aspects of neural networks. We encourage in-person partecipation. Should you be unable to come, here is the link to the Teams streaming: Mini-corso Trevisan | Join meeting in Teams | Microsoft Teams <https://teams.microsoft.com/meet/35005768873253?p=IK9DCp8bgD0QL9P7PK> See you soon in Tor Vergata! This events are part of the Excellence Project MatMod@TOV.

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Workshop Malliavin Calculus and Applications
by Stefania Ugolini 16 Sep '26

16 Sep '26

Dear Colleagues, It is our great pleasure to invite you to the following workshop. Best regards, Stefania Ugolini on behalf of the Organizing Committee Workshop: Malliavin Calculus and its Applications Thursday 17 September 2026 Milano, Aula 208, Via Celoria 20. Schedule: 10h-11h Giulia Di Nunno (Oslo University), Malliavin calculus in Sandwich Volterra Volatility models 11h15-12h15 Vlad Bally (Université Gustave Eiffel), Integration by parts and convergence in distribution norms in the CLT. 14h30-15h30 Sonia Mazzucchi (Università di Trento), Feynman path integrals for Schrödinger equation with magnetic field: a Malliavin Calculus approach. The workshop is organized by Francesco De Vecchi (Università di Pavia), Frédéric Patras (CNRS-Université Cote d’Azur) e Stefania Ugolini (Università di Milano) as the first scientific event of the Intensive Research Trimester titled: "Algebraic & Geometric Structures in Stochastic Calculus" of the Center for Training and Research, in the framework of the Excellence Project 2023-2027 of the Department of Mathematics " “F. Enriques”, Milano. Siamo nati per chiederci perché. Il tuo 5xmille all'Università degli Studi di Milano Codice fiscale 80012650158 [https://sites.unimi.it/loghi/5x1000/5x1000.png]

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SPASS seminar: Lorenzo Marino - Tue 15 Sept at 15.00 CET
by Andrea DI PRIMIO 14 Sep '26

14 Sep '26

Dear Colleagues, We are pleased to invite you to the following SPASS seminar https://sites.google.com/unipi.it/spass/seminars?authuser=0 <https://sites.google.com/unipi.it/spass/seminars?authuser=0%3E> (jointly organised by UniPi, SNS, UniFi and UniSi): Speaker: Lorenzo Marino (Scuola Normale Superiore, Pisa) Title: Stochastic Transport by Heavy-Tailed Jump Processes Date and time: Tuesday, September 15th at 15:00 CET Place: Aula Mancini, Palazzo della Carovana, Scuola Normale Superiore, Pisa Abstract: In the study of turbulent fluid dynamics, modeling the velocity field as a superposition of divergence-free vector fields with stochastic weights provides crucial insights into the effect of small-scale turbulence on large-scale dynamics. Indeed, under suitable conditions, such transport noise can produce an additional dissipation effect on dynamics via a certain scaling limit. While previous results have mainly focused on the diffusive scaling regime (i.e. when the random weights are described by Gaussian or other light-tailed noises), I will present some recent results, exploring the advection of a passive scalar by a turbulent fluid when the driving noise exhibits heavy-tailed jump statistics. On behalf of the organisers, Andrea Di Primio

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AI and Mathematics
by Faggionato, Alessandra 14 Sep '26

14 Sep '26

Buongiorno, I’m sharing a link where you can sign (if you're interested) a document entitled *“A Severe Misalignment of AI in Mathematics,”* which has already been signed by several Fields Medal winners: https://mathandai.org/ I apologize for any repetitions that I may have overlooked. Grazie dell'attenzione Saluti Alessandra -- ****************************************************************************** Prof. Alessandra Faggionato https://sites.google.com/mat.uniroma1.it/alessandrafaggionato/home Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor ******************************************************************************

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SPASS seminar: Francesco Russo - Tue 15 Sept at 14.00
by Lorenzo Marino 11 Sep '26

11 Sep '26

Dear Colleagues, We are pleased to invite you to the following SPASS seminar <https://sites.google.com/unipi.it/spass/seminars?authuser=0> (jointly organised by UniPi, SNS, UniFi and UniSi): _Speaker_: *Francesco Russo* (ENSTA Paris, Institut Polytechnique de Paris) _Title_: *Exponential twist of probability measures: drift correction in term of a generalized gradient* _Date and time_: *Tue, September 15th* at *14:00 CET* _Place_: Aula Mancini, Palazzo della Carovana, Scuola Normale Superiore, Pisa On behalf of the organisers, Lorenzo Marino ********************* _Abstract_: \This talk will concern the exponential twist, i.e. a path-integral exponential change of measure, of a Markovian reference probability measure P. This type of transformation naturally appears in variational representation formulae originating from the theory of large deviations and can be interpreted in some cases, as the solution of a specific stochastic control problem. Under a very general Markovian assumption on P, we fully characterize the exponential twist probability measure as the solution of a martingale problem and prove that it inherits the Markov property of the reference measure. The ”generator” of the martingale problem shows a drift depending on a generalized gradient of some suitable value function v. Applications of this work refer to an entropy minimization algorithm, see e.g. [1] and [2].\ \This work is based on a collaboration with Th. Bourdais (ENSTA and Mazars), and N. Oudjane (EDF). It is the object of [3].\ *References* [1] T. Bourdais, N. Oudjane, and F. Russo. An entropy penalized approach for stochastic control problem. Complete Version. Preprint HAL-04193113 v3, 2025. [2] T. Bourdais, N. Oudjane, and F. Russo. An entropy penalized approach for stochastic control problem. SIAM Journal on Control and Optimization (SICON), 64 (1):363–386, 2026. [3] T. Bourdais, N. Oudjane, and F. Russo. Exponential twist of probability measures: drift correction in term of a generalized gradient. Stochastic Processes Appl., 201:28, 2026. Id/No 105064.

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