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Seminario di Daniel Parisi - 4 dicembre, Sapienza Università di Roma
by Giacomo Di Gesu 29 Nov '23

29 Nov '23

Buongiorno a tutti, segnalo il seguente seminario: *Lunedì 4 dicembre, ore 17:00* Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma *Speaker:* Daniel Parisi, Sapienza Università di Roma *Title:* Entropy and mixing time of non-local Markov chains. *Abstract:* We discuss the convergence to the stationary distribution for non-local Markov chains on general spin systems on arbitrary graphs. We show that the relative entropy functional of the corresponding Gibbs measure satisfies the block factorization of entropy, an inequality that controls the entropy on a given region V in terms of a weighted sum of the entropies on blocks A ⊂ V when each A is given an arbitrary nonnegative weight α_A. This inequality generalizes the approximate tensorization of entropy and provides a natural extension of the classical Shearer inequality satisfied by the Shannon entropy. As a consequence of block factorization, we obtain optimal bounds on the mixing time of a large class of sampling algorithms for the ferromagnetic Ising/Potts models, including non-local Markov chains such as the heat-bath block dynamics and the Swendsen-Wang dynamics. The methods also apply to spin systems with hard constraints such as q-colorings and the hard-core gas model. First, we consider spin systems on the d-dimensional lattice Z^d satisfying strong spatial mixing. Then we extend our analysis to spin systems on an arbitrary graph satisfying spectral independence. Finally, we show that the existence of a contractive coupling for any local Markov chain implies spectral independence. saluti, Giacomo Di Gesù

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PhD position in Hamburg
by Michele Salvi 29 Nov '23

29 Nov '23

Ricevo ed inoltro: The Institute of Mathematics of Hamburg University of Technology invites applications for a PhD position in probability theory. The position is funded via the DFG Priority Programme 2265 Random Geometric Systems and the research topic will be on the intersection of limit theorems, Stein's method and stochastic geometry. The successful candidate is expected to have a Master's degree in Mathematics or a related field, a good background in probability theory and proficiency in written and spoken English. The position (75%, TV-L 13) is for three years. The starting date should be in spring or earlier summer 2024. Please apply by December 18, 2023 online via our application portal, where you can find more information: https://stellenportal.tuhh.de/hyuhw For questions please contact Prof. Dr. Matthias Schulte at matthias.schulte(a)tuhh.de <mailto:matthias.schulte@tuhh.de>.

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Convegno in memoria di Giuseppe Da Prato
by Marco Romito 29 Nov '23

29 Nov '23

Giovedì 7 dicembre 2023, Sala Azzurra, Scuola Normale Superiore, Pisa /Una giornata scientifica in ricordo di Giuseppe Da Prato/ 9:30 saluti di Luigi Ambrosio 9:45 Mimmo Iannelli, "Ricordando Beppe, un maestro e un amico" Seguono eventuali brevi interventi liberi. 11:00 coffee break 11:30 Alessandra Lunardi, "Beppe Da Prato e 50 anni di equazioni di evoluzione" 12:30 pranzo 14:30 Lorenzo Zambotti, "Beppe Da Prato e 50 anni di SPDEs" 15:30 Chiusura di Piermarco Cannarsa ed eventuali brevi interventi. Il comitato organizzatore: Luigi Ambrosio Piermarco Cannarsa Gabriella Di Blasio Franco Flandoli Luciano Tubaro

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One world probability seminar this Thursday
by Ilya Chevyrev 28 Nov '23

28 Nov '23

Dear all. The next session of the One World Probability Seminar will be this Thursday (November 30) from 14:00 to 16:00 *UTC time*.The speakers of this session are Vittoria Silvestri (University of Rome La Sapienza) and James Norris (University of Cambridge). Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. Kind regards, Ilya Chevyrev and Julio Backhoff. Title: Planar aggregation with subcritical fluctuations and the Hastings-Levitov models Abstract: The ALE (Aggregate Loewner Evolution) models describe growing random clusters on the complex plane, built by iterated composition of random conformal maps. A striking feature of these models is that they can be used to define natural off-lattice analogues of several fundamental discrete models, such as Eden growth or Diffusion Limited Aggregation, by tuning the correlation between the defining maps appropriately. In this talk I will introduce the ALE models, which include Hastings-Levitov models as particular cases, and discuss their large scale behaviour. Based on joint work with James Norris (Cambridge, UK) and Amanda Turner (Leeds, UK). Speaker 1 (14:00-15:00 UTC): Vittoria Silvestri (University of Rome La Sapienza). Title: Analysis of stochastic evolutions in infinite dimensions: application to stability of the Hastings-Levitov models Abstract: Martingales play a important role in the analysis of stochastic processes, in particular in demonstrating laws of large numbers and central limit behaviour. Motivated by the Aggregate Loewner Evolution models discussed in the preceding talk, I will discuss an interplay between martingale inequalities and Lp-multiplier estimates which allows to extend the use of martingales in an infinite-dimensional setting. (This is joint work with Vittoria Silvestri (Rome, La Sapienza) and Amanda Turner (Leeds).) Speaker 2 (15:00-16:00 UTC): James Norris (University of Cambridge). Zoom-link: https://univienna.zoom.us/j/69906409670?pwd=TUNNRFRsMUtSMHA0Y3k2eVhpdVpMQT09 Meeting ID: 699 0640 9670 Passcode: 081765

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3-year Assistant Professorship in Mathematics, DCU
by Paolo Guasoni 28 Nov '23

28 Nov '23

Dear Colleagues, The School of Mathematical Sciences in Dublin City University is inviting applications for the post of Assistant Professor in Mathematics. This is a 3-year position, involving teaching and research. It is expected that the successful candidate will be in post by September 2024. Further details concerning the position may be found at https://www.dcu.ie/sites/default/files/inline-files/rc230616-advert-ap-scho… The application form for interested candidates is available to download at https://www.dcu.ie/hr/vacancies-current-vacancies-external-applicants with the closing date for applications being* Monday 8 January 2024*. Please bring this position to the attention of any interested candidates. With thanks and best wishes, John Appleby -- Professor John Appleby Head, School of Mathematical Sciences A: School of Mathematical Sciences Dublin City University Glasnevin Dublin 9 IRELAND T: +353 1 700 8232 T (secretary): +353 1 700 5293 E: John.Appleby(a)dcu.ie -- * *Séanadh Ríomhphoist/Email Disclaimer* *Tá an ríomhphost seo agus aon chomhad a sheoltar leis faoi rún agus is lena úsáid ag an seolaí agus sin amháin é. Is féidir tuilleadh a léamh anseo. <https://sites.google.com/view/seanadh-riomhphoist>* *This e-mail and any files transmitted with it are confidential and are intended solely for use by the addressee. Read more here. <https://sites.google.com/view/dcu-email-disclaimer>* * -- <https://www.facebook.com/DCU/> <https://twitter.com/DCU> <https://www.linkedin.com/company/dublin-city-university> <https://www.instagram.com/dublincityuniversity/?hl=en> <https://www.youtube.com/user/DublinCityUniversity>

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PhD Scholarships in Mathematics at Heriot Watt University, Edinburgh
by Ottobre, Michela 28 Nov '23

28 Nov '23

Dear all, Heriot Watt and the Maxwell Institute for Mathematical Sciences, Edinburgh, are advertising a number of fully funded PhD Scholarships, of the duration of 3 and a half to 4 years. The research activities in Mathematics of Heriot watt and of the Maxwell Institute have an established record across the range of mathematical sciences. The Maxwell Institute is a recognised center for excellence, which ranked 3rd in the UK for quality and breadth of its research at REF2021. Our vibrant research environment is further enhanced by the presence of the International Center for Mathematical Sciences, which attracts a constant flow of national and international high calibre visitors. Applications are open in any area of Pure and Applied Mathematics, including (but not restricted to) Algebra, Mathematical Physics, Analysis of PDEs, Inverse Problems, Uncertainty Quantification, Calculus of Variations, Probability, Stochastic Analysis, Numerical Analysis, Mathematical Biology and Ecology, Modelling, Statistics, Computational Science, Actuarial Mathematics etc. A first deadline for applications is the 22nd of January 2024. After that, the online application system will remain open until end of June, but best chances are for students that apply before January 2022. For information on our programmes, see the link below https://www.maxwell.ac.uk/graduate-school/ A description of (many of) the PhD projects offered by the HW research groups can be found here https://www.hw.ac.uk/uk/schools/mathematical-computer-sciences/research/phd… We actively promote Equality, Diversity and Inclusion and welcome applications from all qualified applicants. All the Best, Michela -------------------------------------- Michela Ottobre Associate Professor of Mathematics Heriot-Watt University https://www.macs.hw.ac.uk/~mo3/ My working hours are flexible. I do not expect a reply outside of your normal working hours ________________________________ Founded in 1821, Heriot-Watt is a leader in ideas and solutions. With campuses and students across the entire globe we span the world, delivering innovation and educational excellence in business, engineering, design and the physical, social and life sciences. This email is generated from the Heriot-Watt University Group, which includes: 1. Heriot-Watt University, a Scottish charity registered under number SC000278 2. Heriot- Watt Services Limited (Oriam), Scotland's national performance centre for sport. Heriot-Watt Services Limited is a private limited company registered is Scotland with registered number SC271030 and registered office at Research & Enterprise Services Heriot-Watt University, Riccarton, Edinburgh, EH14 4AS. The contents (including any attachments) are confidential. If you are not the intended recipient of this e-mail, any disclosure, copying, distribution or use of its contents is strictly prohibited, and you should please notify the sender immediately and then delete it (including any attachments) from your system.

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Course by Ismael CASTILLO (Sorbonne University)
by Matteo Ruggiero 28 Nov '23

28 Nov '23

Dear Colleagues, as part of the Visiting Professors program of the Master's Degree in Stochastics and Data Science at the University of Torino (full program available at https://www.master-sds.unito.it/go/visiting), we are pleased to announce the following course: -------------------------------------- Ismael CASTILLO (Sorbonne University) ASYMPTOTICS IN BAYESIAN NONPARAMETRICS. Syllabus: - Frequentist analysis of posterior distributions, dominated case, generic convergence theorem - Gaussian process priors and adaptation to smoothness - Deep neural network priors and deep GPs: adaptation to smoothness and structure - Variational Bayes: convergence of variational approximations -------------------------------------- The course will be held exclusively in-person, according to the following schedule: - Tue 12/12, h.16-18 - Wed 13/12, h.14-16 - Thu 14/12, h.9.15-11.15 - Thu 14/12, h.14-16 Course location: Room 30, third floor, Corso Unione Sovietica 218/bis, 10134, Turin. Participation is open to all interested. Best regards, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Course Financial Risk Management by Kim Christensen in Verona, 3 lectures in presence
by Cecilia Mancini 27 Nov '23

27 Nov '23

Dear all, Professor Kim Christensen, from Aarhus University, will hold 3 lectures on the topic “Financial Risk Management ”, for master and PhD students, only IN PRESENCE. The activity is part of the PhD program at the Department of Economics, University of Verona, track Data Analysis and Finance Registration is required, deadline: Tuesday 28 November 2023, 24.00 hrs Here is the timetable 05.12.2023 14.00 – 16.30 Historical simulation, Expected shortfall, room Lab SMS8 (Santa Marta) 06.12.2023 10.00 – 12.30 Probability theory, Time series analysis, room SMT04 (Santa Marta) 06.12.2023 14.00 – 16.30 Volatility modeling, room SMT04 (Santa Marta) Department of Economics (Santa Marta), via Cantarane 24, Verona All interested people are invited to attend In case introductory and summary material on basic concepts and on Value-at-Risk is needed, we can indicate some preliminary references Description: Every day, companies around the world are exposed to various sources of financial risk. Risk management is the process by which such risk exposures are identified, measured and controlled. This course intends to introduce students to basic elements of financial risk management, including how to define risk, how we can measure risk from historical returns data, and how we can exploit stylized features of empirical risk measures to construct time series forecasts of the risk we expect to face in the future. Topics covered: - Coherent risk measures - Expected Shortfall - Historical simulation - Basic time series analysis - Time-varying volatility - Volatility modeling and forecasting - RiskMetrics - The GARCH(1,1) model Prerequisites - introduction to financial risk management, - sources of financial risk - Value-at-risk Reference text: Christofferson, P. F. (2012): Elements of Financial Risk Management. Elsevier Academic Press. Best regards, Cecilia Mancini

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One world probability seminar on Thursday 30 November
by Ilya Chevyrev 24 Nov '23

24 Nov '23

Dear all. The next session of the One World Probability Seminar will be next week on Thursday (November 30) from 14:00 to 16:00 *UTC time*. The speakers of this session are Vittoria Silvestri (University of Rome La Sapienza) and James Norris (University of Cambridge). Title, abstract and the zoom link are below the signature and can be also found on the website https://www.owprobability.org/one-world-probability-seminar. Kind regards, Ilya Chevyrev and Julio Backhoff. Title: Planar aggregation with subcritical fluctuations and the Hastings-Levitov models Abstract: The ALE (Aggregate Loewner Evolution) models describe growing random clusters on the complex plane, built by iterated composition of random conformal maps. A striking feature of these models is that they can be used to define natural off-lattice analogues of several fundamental discrete models, such as Eden growth or Diffusion Limited Aggregation, by tuning the correlation between the defining maps appropriately. In this talk I will introduce the ALE models, which include Hastings-Levitov models as particular cases, and discuss their large scale behaviour. Based on joint work with James Norris (Cambridge, UK) and Amanda Turner (Leeds, UK). Speaker 1 (14:00-15:00 UTC): Vittoria Silvestri (University of Rome La Sapienza). Title: Analysis of stochastic evolutions in infinite dimensions: application to stability of the Hastings-Levitov models Abstract: Martingales play a important role in the analysis of stochastic processes, in particular in demonstrating laws of large numbers and central limit behaviour. Motivated by the Aggregate Loewner Evolution models discussed in the preceding talk, I will discuss an interplay between martingale inequalities and Lp-multiplier estimates which allows to extend the use of martingales in an infinite-dimensional setting. (This is joint work with Vittoria Silvestri (Rome, La Sapienza) and Amanda Turner (Leeds).) Speaker 2 (15:00-16:00 UTC): James Norris (University of Cambridge). Zoom-link: https://univienna.zoom.us/j/69906409670?pwd=TUNNRFRsMUtSMHA0Y3k2eVhpdVpMQT09 Meeting ID: 699 0640 9670 Passcode: 081765

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Workshop EFI9 - deadline(s) approaching (fwd)
by Tiziano Vargiolu 24 Nov '23

24 Nov '23

Dear all, we invite you to submit contributions to the 9th edition of the Energy Finance Italia conference (EFI9) that will be held on February 12-14, 2024 at the University of Bari. The conference puts together researchers and practitioners working in all areas of Energy-Finance & Climate-Change related research in economics, finance, engineering, data science and mathematics. Young researchers and practitioners are especially welcome. Keynote speaker: Ruediger Kiesel (University of Duisburg/Essen). Best paper prize: EFI prize, for authors born after January 1st, 1994 A special issue of "Energy Economics" will be associated with this conference. More information on the website https://events.math.unipd.it/EFI9/home IMPORTANT DATES: - Deadline for proposals of organized sessions: Nov. 27, 2023 (NEXT MONDAY!) - Deadline for abstracts/papers submissions: Dec. 4, 2023, - Notification of abstract/paper acceptance: Dec. 18, 2023. - Early bird registration: Dec. 22, 2023 VENUE: Department of Business and Law Studies Largo Abbazia Santa Scolastica 53, Bari Looking forward to meet you in Bari! Best Regards for the Organizing committee: Viviana Fanelli and Tiziano Vargiolu

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