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Seminario di Alessandra Caraceni a Roma Tre il 17/10/18
by Pietro Caputo 03 Oct '18

03 Oct '18

Alessandra Caraceni (University of Bath, UK) Titolo: Polynomial mixing time for edge flips on quadrangulations. Mercoledi' 17 Ottobre 2018 ORE 16:00 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 211 Abstract This talk will revolve around recent joint work with Alexandre Stauffer in which we give the first polynomial upper bound for the relaxation time of the edge flip Markov chain on rooted quadrangulations. A quadrangulation of size n is a connected planar graph endowed with a cellular embedding in the sphere such that all of its n faces have degree 4, considered up to orientation-preserving homeomorphisms of the sphere itself; we call it rooted when it is endowed with a distinguished oriented edge. Given a (rooted) quadrangulation of size n, a step of the Markov chain we are interested in a so-called “edge flip” consists in choosing an edge uniformly at random, deleting it and replacing it with one of the three possible edges (two when the original edge is adjacent to only one face) which, if drawn, recreate a quadrangulation. We will see how one can relate the edge flip chain on quadrangulations to a “leaf translation” chain on plane trees (which has a natural interpretation as a chain on the set of Dyck paths, and on other Catalan structures as well). Having discussed how to set up a successful comparison between the two chains which exploits the well-known bijection by Schaeffer and a specific construction of leaf translations as sequences of edge flips, we shall estimate the relaxation time of the leaf translation chain by improving on a result by Movassagh and Shor.

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4 PhD positions in Stochastics in Bochum and Essen (Germany)
by Hutzenthaler, Martin, Prof. Dr. 03 Oct '18

03 Oct '18

Dear Random, The Research Training Group High-Dimensional Phenomena in Probability - Fluctuations and Discontinuity (RTG 2131), funded by the Deutsche Forschungsgemeinschaft (DFG), invites applications for * 4 Ph.D. positions (salary scale TV-L E 13, 75%; including social benefits) for a three-year structured Ph.D. program. Start of the positions will be October 1st, 2018. The RTG is based at the faculties of mathematics at the three universities of Bochum<http://www.ruhr-uni-bochum.de/>, Dortmund<https://www.tu-dortmund.de/uni/Uni/index.html> and Duisburg/Essen<https://www.uni-due.de/>, Germany. Candidates should have obtained (or be about to obtain) a M.Sc. degree (or equivalent) in mathematics or closely related fields with excellent results, and intend to pursue graduate studies in mathematics within the research areas of the RTG. All graduate students will be expected to work towards a Ph.D. degree at one of the universities in Bochum<http://www.ruhr-uni-bochum.de/> and Duisburg/Essen<https://www.uni-due.de/>. No German language skills are required. The topics of the 4 projects are: * Probabilistic Networks * The separation of time-scales in the Buri-experiment * Applications of isomorphism theorems to continuous state Markov chains and their continuum limits * Strong convergence rates for stochastic partial differential equations For a description of the projects go to https://wiki.ruhr-uni-bochum.de/RTG2131/images/4/4b/Promotionsbeschreibunge… Applications should provide the usual documents: * letter of application * curriculum vitae * copies of certificates * Diploma/masters thesis and relevant publications if available * statement of purpose sketching the applicants' research interests The RTG particularly encourages the applications of female candidates. Disabled persons will be given preferential treatment in cases of otherwise equal qualification. Applications and inquiries should be addressed to: Prof. Dr. Peter Eichelsbacher<http://www.ruhr-uni-bochum.de/ffm/Lehrstuehle/stochastik/eichelsbacher.html>, Coordinator, GRK 2131 Faculty of Mathematics, Ruhr University of Bochum NA 3/66, Universitätsstraße 150, 44780 Bochum, Germany preferably via e-mail to peter.eichelsbacher(a)rub.de<mailto:peter.eichelsbacher@rub.de> DEADLINE: Applications are requested before august 19th 2018 Best wishes, Martin Hutzenthaler ————————————— Prof. Dr. Martin Hutzenthaler University of Duisburg Essen Thea-Leymann-Str. 9 45127 Essen, Germany Phone: +49 (0)201 183 6844 Fax: +49 (0)201 183 2381 martin.hutzenthaler(a)uni-due.de<mailto:martin.hutzenthaler@uni-due.de> https://www.uni-due.de/mathematik/ag_stochastische_analysis/

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Avviso di Seminario: Prof Leonenko
by Enrica Pirozzi 02 Oct '18

02 Oct '18

AVVISO di SEMINARIO Title: Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data. Prof. N.N. Leonenko School of Mathematics, Cardiff University, UK Abstract: Heavy tailed distributions are of considerable importance in modelling a wide range of phenomena in finance geology, hydrology, physics, queuing theory and telecommunication. We develop a new method for estimating unknown tail index for independent and dependent data. Our estimator is based on a variant of statistics sometimes called empirical structure function or partition function. Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA). Il seminario si terrà il giorno 8 Ottobre 2018 ore 15:30 nella Aula C primo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Seminario K. Colaneri - Università di Milano-Bicocca
by elena bandini 02 Oct '18

02 Oct '18

Annuncio di Seminario Speaker: Katia Colaneri (University of Leeds) Titolo: Indifference pricing of life insurance contracts in a market with longevity bounds via BSDEs under partial informations. Giovedì' 04 Ottobre 2018, ore 12:00 Dipartimento di Matematica e Applicazioni Università di Milano-Bicocca Via Cozzi 55, Milano - edificio U5 - Aula 3014 Abstract: We investigate the pricing problem of a pure endowment contract when the insurer has a limited information on the mortality intensity of the policyholder. We consider a financial market, where investments in a riskless asset, a risky asset and a longevity bond are allowed. Our modelling framework that takes into account mutual dependence between the financial and the insurance markets via an observable stochastic process, which affects the risky asset and the mortality index dynamics. Computing indifference price amounts to solve a stochastic control problem. Under partial information this methodology requires filtering techniques that can reduce the original control problem to an equivalent problem in complete information. We characterize the value function as well as the indifference price in terms of the solution to a quadratic-exponential backward stochastic differential equation. Tutti gli interessati sono invitati a partecipare. Cordialmente, Elena Bandini

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de Finetti Risk Seminar - October 2018
by Emanuela Rosazza 01 Oct '18

01 Oct '18

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture (Boundary) regularity for solutions of the Plateau problem Guido De Philippis Scuola Internazionale Superiore di Studi Avanzati Abstract: Plateau problem consists in finding the surface of minima area spanning a given boundary. Since the beginning of the 50’s the study of this problem led to the development of fundamental tools in Geometric Analysis and in the Calculus of Variations. Aim of the talk is to give an overview of the problem and of the techniques used to solve it. In the end I will also present some recent results concerning boundary regularity. LOCATION: The seminar will be held on Wednesday, October 3, at 18.00 at room 3-E4-SR03, Bocconi University, Via Rontgen 1, 3rd floor, Milano. A refreshment will be offered at 17.30. Scientific Committee: Prof. Simone Cerreia-Voglio (Univ. Bocconi) Prof. Marco Frittelli (Univ. degli Studi di Milano) Prof. Fabio Maccheroni (Univ. Bocconi) Prof. Massimo Marinacci (Univ. Bocconi) Prof. Emanuela Rosazza Gianin (Univ. Milano-Bicocca) Dott. Marco Maggis (Univ. degli Studi di Milano) ******************************************************************************************* Emanuela Rosazza Gianin Dipartimento di Statistica e Metodi Quantitativi Università di Milano-Bicocca Edificio U7 – 4° Piano Via Bicocca degli Arcimboldi, 8 20126 Milano Tel. 02 64483208 Fax. 02 64483105 e-mail: emanuela.rosazza1(a)unimib.it *******************************************************************************************

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Call for Interest: 2 Associate Professor positions
by Roberto Casarin 29 Sep '18

29 Sep '18

Dear Colleagues, The Department of Economics at the Ca’ Foscari University of Venice (DEC) invites expressions of interest for two Associate Professor positions in any area of *Economics*, *Econometrics *and *Finance*. Our Department is devoted to promoting high quality research, seminars and conference activities, with the aim of contributing to the national and international policy debate. QS ranks our Department as top 250 worldwide, Shanghai Ranking as top 300, the most recent Italian National Research Assessment ranked us as fifth economics department in Italy. The Department has been recently financed by the Italian Ministry of Education, University and Research under the program “Departments of Excellence” for the 2018/2022 period. More information about the DEC can be found at http://www.unive.it/pag/28365/. The Associate Professorships are tenured positions. Applicants should have an established track record of publications in top international journals and evidence of recognition in the international academic community, including grant application and project management. Standards of excellence in teaching are also expected. All positions will start in 2019. Applications from scholars working abroad are welcome and treated under a favorable tax waiver scheme. Knowledge of Italian is not required. *Application Instructions** *Applications should be received by October 31st, 2018. They should include a CV, and should be sent to *recruiting.dec(a)unive.it.** * There are no restrictions regarding the nationality of the applicants. DEC is an equal opportunity employer. Please note that this is a call for interest, not a job vacancy announcement. The Department will advertise job vacancies later in the year. best regards Roberto -- Roberto Casarin Professor of Econometrics IMEF Director University Ca' Foscari, Venice Address: San Giobbe 873/b 30121 Venezia, Italy Phone: +39 041.234.91.49 Web: http://venus.unive.it/r.casarin/ IMEF: http://www.unive.it/imef/ -- Nota automatica aggiunta dal sistema di posta.

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Seminario QUINTANA
by Matteo Ruggiero 28 Sep '18

28 Sep '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 5 Ottobre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Fernando A. QUINTANA (Pontificia Universidad Catolica de Chile) DISCOVERING INTERACTIONS USING COVARIATE INFORMED RANDOM PARTITION MODELS Combination chemotherapy treatment regimens created for patients diagnosedwith childhood acute lymphoblastic leukemia have had great success inimproving cure rates. Unfortunately, patients prescribed these types oftreatment regimens have displayed susceptibility to the onset ofosteonecrosis. Some have suggested that this is due to pharmacokineticinteraction between two agents in the treatment regimen (asparaginase anddexamethasone) and other physiological variables. Determining whichphysiological variables to consider when searching for interactions inscenarios like these, minus a priori guidance, has proved to be achallenging problem, particularly if interactions influence the responsedistribution in ways beyond shifts in expectation or dispersion only. We propose an exploratory technique that is able to discoverassociations between covariates and responses in a very general way. Theprocedure connects covariates to responses very flexibly through dependentrandom partition prior distributions, and then employs machine learningtechniques to highlight potential associations found in each cluster. Weapply the method to data produced from a study dedicated to learning whichphysiological predictors influence severity of osteonecrosis multiplicatively. ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario Prof. N. Leonenko - Roma
by Luisa Beghin 28 Sep '18

28 Sep '18

*Seminario congiunto Università Sapienza - Tor Vergata, Roma* *Mercoledì 3 ottobre 2018* Ore 15:00, Aula 34 (iv piano) Dipartimento di Scienze Statistiche, Sapienza *Titolo: *Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes *Speaker:* Prof. N. Leonenko (Cardiff University, UK) *Abstract:* Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently. In this paper we investigate the limiting behavior of integrated supOU processes with finite variance. We show that after suitable normalization four different limiting processes may arise. The type of limit depends on the decay of the correlation function as well as on the characteristic triplet of the marginal distribution. SupOU processes, moreover, may exhibit intermittency, a phenomenon affecting the rate of growth of moments. We establish this rate for each of the four limiting scenarios. The rate changes at some point indicating that there is a change-point in the asymptotic behavior of absolute moments. For such a behavior to be possible, the moments in the limit theorem do not converge beyond some critical point. We show that this point is related to the dependence structure of the supOU process. The intermittency phenomenon appears also in some other models, for example, Intermittency of trawl processes. Joint work with D. Grahovac (Osijek University, Croatia) and M. Taqqu (Boston University, USA). Tutti gli interessati sono invitati ad intervenire. Cordiali saluti. Luisa Beghin *************************************************************** Luisa Beghin Dipartimento di Scienze Statistiche Fac. Ingegneria dell'Informazione, Informatica e Statistica "SAPIENZA" Università di Roma Piazzale Aldo Moro 5, 00185 Roma T (+39) 06 49910543 F (+39) 06 4959241 https://sites.google.com/site/luisabeghin/ *****************************************************************

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Annuncio di seminario a Roma La Sapienza
by Faggionato, Alessandra 27 Sep '18

27 Sep '18

Martedi` 2 Ottobre, ore 14.00 Aula di Consiglio, Dipartimento di Matematica, La Sapienza Speaker: F. Patras (University of Nice) Title: Revisiting chaos expansions and Wick products Abstract: Recently, the interest in the structure of cumulants and Wick products for non-Gaussian variables has been revived, since they both play important roles in M. Hairer’s theory of regularity structures. We present a new approach to the theory based on tools (group actions, Hopf algebras) that allow to understand the theory of Wick products as a deformation, a presentation from which many of their properties follow easily. We also discuss how these ideas appear in the theory of regularity structures. Based on j.w. with K. Ebrahimi-Fard, N. Tapia, L. Zambotti. Cordiali saluti Alessandra Faggionato ************************************************* 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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Premio Cuozzo
by Lucia Caramellino 27 Sep '18

27 Sep '18

L’Università di Roma “Tor Vergata” indice una selezione pubblica, per titoli ed eventuale colloquio, per il conferimento di un premio di studio intitolato “Michele Cuozzo” (11° edizione) destinato ai candidati che abbiano conseguito il titolo di dottore di Ricerca in Matematica presso un’università italiana. Il bando è disponibile all'indirizzo https://www.mat.uniroma2.it/~lucia/Docs_avvisi-dip/PremioCuozzo2018_prot.pdf <https://www.mat.uniroma2.it/~lucia/Docs_avvisi-dip/PremioCuozzo2018_prot.pdf> Scadenza: 26 Ottobre 2018, ore 12:00 +++++++++++++++++++++++++++++ Lucia Caramellino Dipartimento di Matematica Università di Roma “Tor Vergata” Via della Ricerca Scientifica 1 00133 Roma www.mat.uniroma2.it/~caramell <http://www.mat.uniroma2.it/~caramell>

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