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Scadenza 12/6/2015: Borsa di Dottorato di Ricerca in Epidemiologia/Statistica Medica - Università di Verona
by Alessandro Marcon 08 Jun '15

08 Jun '15

*A tutti gli interessati, con preg**hiera di massima diffusione* Si informa che è stato pubblicato sull'albo di Ateneo dell'Università di Verona il bando per la partecipazione al *Dottorato in Scienze Applicate della Vita e della Salute *(XXXI ciclo). Il/la candidato/a si occuperà di sviluppare e applicare metodi statistici nel campo della ricerca epidemiologica sulle patologie respiratorie croniche (asma, rinite, broncopneumopatie). Potranno presentare domanda di partecipazione al concorso per l’ammissione al Dottorato di Ricerca i laureati (laurea magistrale o equivalente) in: Scienze statistiche, Informatica, Bioinformatica, Matematica, Medicina, Biologia, Biotecnologie, Farmacia, CTF, … * Chiusura domande: 12/6/2015 !!* Il bando è disponibile al link: http://www.dsvr.univr.it/?ent=iscrizionecs&cs=634&lang=it Contatti: roberta.vesentini(a)univr.it Durata: 3 anni Sede: Università di Verona (Strada Le Grazie, 8) Distinti saluti, Alessandro Marcon -- Alessandro Marcon, PhD Unit of Epidemiology & Medical Statistics Department of Public Health and Community Medicine University of Verona

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PhD studentships in Statistical Sciences - University of Padova, Italy - Deadline 29 June, 2015
by Patrizia Piacentini - PhD 08 Jun '15

08 Jun '15

PhD Studentships in Statistical Sciences Department of Statistical Sciences University of Padova, Italy Nine PhD studentships are available at University of Padova for candidates interested in the area of Statistical Sciences Eligibility --------- The studentship competition is open to applicants of any age or citizenship, holding a 2nd cycle degree or a single cycle degree from an Italian university or an equivalent qualification from other countries of at least four years' duration (applicants can get their qualification no later than 30th September 2015). Admission is decided on the basis of qualifications only and does not require an entry examination. Award ------- The award will be for three years, subject to satisfactory progress, at the following rate: annual grant of euros 13.638,47 with a start date of 1 October 2015. How to apply ----------------- The call is published at the page http://www.unipd.it/ricerca/dottorati-di-ricerca/bandi-e-graduatorie English version at the page http://www.unipd.it/en/node/1053 <http://www.unipd.it/en/research/doctoral-degrees-phd-programmes> (see calls and admissions) *deadline 29th June at 13:00 (Italian time) * Application must only be filled in *online* in accordance with the procedures explained on: https://dottorandi-unipd.cineca.it <https://dottorandi-unipd.cineca.it/> Further information ----------------------- See _http://www.stat.unipd.it/fare-ricerca/ammissione_ or contact phd(a)stat.unipd.it Kindest regards, Patrizia Piacentini -- Patrizia Piacentini Secretariat PhD Course in Statistics University of Padova tel +39 049 8274167 fax +39 049 8271524 dottorato(a)stat.unipd.it

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Postdoctoral and PhD position at TUM
by Giovanni Puccetti 06 Jun '15

06 Jun '15

>> =================== >> At the Chair of Mathematical Finance at Technische Universität München, a position as >> >> Postdoctoral Researcher (m/f) >> >> is available from October 1, 2015 (or on individual arrangement). >> >> Tasks: >> Participation in research projects >> Participation in teaching activities >> >> Requirements: >> PhD in Mathematics with focus on financial mathematics, stochastic analysis, or financial optimization >> Interest in independent scientific work >> Rejoiced teacher >> >> We offer: >> We offer a challenging position (TV-L 13) in an international team including various joint projects with cooperation partners from international universities and the industry on current topics in mathematical finance. The duration of the employment is 3 years (renewal for further 3 years is possible). The possibility for a habilitation is provided. >> >> Technische Universität München aims to increase the number of female employees. Qualified women are especially encouraged to apply. Handicapped applicants will be preferred if applicability and qualification are equivalent. Part-time employment is generally possible. >> >> Interested? >> Interested candidates are asked to send their application documents and the names and addresses (postal address and email) of two academic referees by July 15, 2015 in electronic form or by post to >> >> Technische Universität München >> Lehrstuhl für Finanzmathematik >> Prof. Dr. Rudi Zagst >> Parkring 11 >> 85748 Garching-Hochbrück >> zagst(a)tum.de >> >> =================== >> >> At the Chair of Mathematical Finance at Technische Universität München, a position as >> >> Research Associate (PhD position, m/f) >> >> is available from October 1, 2015 (or on individual arrangement). >> >> Tasks: >> Participation in research projects >> Participation in teaching activities >> >> Requirements: >> Excellent Master in Mathematics/Business Mathematics/Financial Mathematics or a similar discipline >> Interest in scientific work >> Rejoiced teacher >> >> We offer: >> We offer a challenging position (TV-L 13) in an international team including various joint projects with cooperation partners from international universities and the industry on current topics in mathematical finance. The duration of the employment is 3 years (renewal for further 3 years is possible). The possibility to obtain a PhD is provided. >> >> Technische Universität München aims to increase the number of female employees. Qualified women are especially encouraged to apply. Handicapped applicants will be preferred if applicability and qualification are equivalent. Part-time employment is generally possible. >> >> Interested? >> Interested candidates are asked to send their application documents and the names and addresses (postal address and email) of two academic referees by July 15, 2015 in electronic form or by post to: >> >> Technische Universität München >> Lehrstuhl für Finanzmathematik >> Prof. Dr. Rudi Zagst >> Parkring 11 >> 85748 Garching-Hochbrück >> zagst(a)tum.de >

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Seminario Ying HU
by Marco Fuhrman 05 Jun '15

05 Jun '15

>Il giorno > >giovedi' 11 giugno 2015 alle ore 10:00 > >nell'aula seminari al terzo piano del Dipartimento di Matematica >del Politecnico di Milano, il prof. > >Ying HU > >dell'IRMAR - Universite' de Rennes 1, terra' un seminario >dal titolo > >BSDEs with mean reflection > >(joint work with Ph. Briand and R. Elie). > >Tutti gli interessati sono cordialmente invitati. > >Marco Fuhrman

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Fwd: PhD studentships in Statistical Sciences - University of Padova
by Marco Romito 05 Jun '15

05 Jun '15

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seminario Teemu Pennanen in Bicocca
by Fabio Bellini 05 Jun '15

05 Jun '15

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Bando per n. 1 Assegno di Ricerca - Università degli Studi di Verona
by Simone Accordini 05 Jun '15

05 Jun '15

----------------------------------------------------------- *Bando per n. 1 Assegno di Ricerca - Università degli Studi di Verona* ----------------------------------------------------------- E’ indetta la selezione AdR2489/15 per il conferimento di n. 1 assegno di ricerca nel settore scientifico-disciplinare MED/01 STATISTICA MEDICA, dal titolo: “*Sviluppo di modelli statistici per analisi transgenerazionali*” (finanziato dalla Commissione Europea nell’ambito del programma Horizon 2020, progetto “Aging Lungs in European Cohorts - ALEC”). L’assegno di ricerca è finalizzato allo sviluppo di modelli statistici avanzati per identificare fattori di rischio della ridotta funzionalità polmonare, operanti tra più generazioni e a differenti stadi di sviluppo all'interno delle diverse generazioni. Sede: Sezione di Epidemiologia e Statistica medica, Dipartimento di Sanità Pubblica e Medicina di Comunità, Università degli Studi di Verona, Verona Durata dell’assegno: 24 mesi *Scadenza per la presentazione della domanda: 22/06/2015* LINK BANDO: http://www.univr.it/main?ent=albo Per ulteriori informazioni sul programma di ricerca: Prof. Simone Accordini, Sezione di Epidemiologia e Statistica medica, Dipartimento di Sanità Pubblica e Medicina di Comunità, Università degli Studi di Verona, Verona; Tel: 045/8027657; Email: simone.accordini(a)univr.it ------------------------------------------------ Cordiali saluti Simone Accordini Professore Associato in Statistica Medica Sezione di Epidemiologia e Statistica medica Dipartimento di Sanità Pubblica e Medicina di Comunità Università degli Studi di Verona c/o Istituti Biologici II Strada Le Grazie, 8 37134 Verona - Italy

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Seminars in Padova (Profs. Pagès and Sagna)
by Giorgia Callegaro 05 Jun '15

05 Jun '15

Dear all, two presentations/seminars in Mathematics/Probability applied to Finance will be given by Profs Gilles Pagès (LPMA, Paris) and Abass Sagna (ENSIIE, Evry) next Wednesday, the 10th June 2015, from 11am to 13 am, in room 1BC45 in "Torre Archimede" (Dep. of Mathematics, University of Padova). Titles and abstracts follow: *SEMINAR 1* *Speaker 1*: Prof. Gilles Pagès (LPMA, Paris) *Title* : Greedy vector quantization (joint work with H. Luschgy) *Abstract (en Latex) *: We investigate the greedy version of the $L^p$-optimal vector quantization problem for an $\R^d$-valued random vector $X\!\in L^p$. We show the existence of a sequence $(a_N)_{N\ge 1}$ such that $a_N$ minimizes $a\mapsto\big \|\min_{1\le i\le N-1}|X-a_i|\wedge |X-a|\big\|_{L^p}$ ($L^p$-mean quantization error at level $N$ induced by $(a_1,\ldots,a_{N-1},a)$). We show that this sequence produces $L^p$-rate optimal $N$-tuples $a^{(N)}=(a_1,\ldots,a_{_N})$ ($i.e.$ the $L^p$-mean quantization error at level $N$ induced by $a^{(N)}$ goes to $0$ at rate $N^{-\frac 1d}$). Greedy optimal sequences also satisfy, under natural additional assumptions, the distortion mismatch property: the $N$-tuples $a^{(N)}$ remain rate optimal with respect to the $L^q$-norms, $p\le q <p+d$. Finally, we propose optimization methods to compute greedy sequences, adapted from usual Lloyd's and Competitive Learning Vector Quantization procedures, either in their deterministic (implementable when $d=1$) for stochastic versions. *SEMINAR 2* *Speaker 2*: Prof. Abass Sagna (ENSIIE, Paris) *Title*: Recursive Quantization of An Euler Diffusion Process and Its Application to Finance *Abstract (en Latex):* We propose a new approach to quantize the marginals of the discrete Euler diffusion process. The method is built recursively and involves the conditional distribution of the marginals of the discrete Euler process. Analytically, the method raises several questions like the analysis of the induced quadratic quantization error between the marginals of the Euler process and the proposed quantizations. We show in particular that at every discretization step $t_k$ of the Euler scheme, this error is bounded by the cumulative quantization errors induced by the Euler operator, from times $t_0=0$ to time $t_k$. Numerical tests are carried out for the Brownian motion and for the pricing of European options in a local volatility model. A comparison with the Monte Carlo simulations shows that the proposed method may sometimes be more efficient (w.r.t. both computational precision and time complexity) than the Monte Carlo method. Thanks for your attention, Giorgia Callegaro -- Giorgia Callegaro Assistant 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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Fwd: Commercial Research Associate, University of Bath, UK
by Alessandra Micheletti 04 Jun '15

04 Jun '15

**Apologies for cross posting** I'd be very grateful if you could forward this job advert to anyone who you think might be interested in the opportunity. --------------------------------------------------------------------------------------------------------------------- Mathematician or statistician interested in using your skills to work on real problems? The Bath Institute for Mathematical Innovation is seeking a Commercial Research Associate to join its Commercial Research Centre! The successful applicant will work with the CRC team to solve short-to-medium research problems for commercial and industrial clients, with the intellectual support of the academics involved with the Institute. For more information on the vacancy (deadline 14th June) and the Institute for Mathematical Innovation please see http://www.bath.ac.uk/jobs/Vacancy.aspx?ref=SS3182 and http://www.bath.ac.uk/imi/ or feel free to contact me for an informal discussion. Best wishes, Jo Dr Joanna Jordan Commercial Research Centre Manager Bath Institute for Mathematical Innovation j.f.jordan(a)bath.ac.uk -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Fwd: FW: jobadvertisement/Eichelsbacher
by Giovanni Luca Torrisi 04 Jun '15

04 Jun '15

-------- Original Message -------- Subject: FW: jobadvertisement/Eichelsbacher Date: Thu, 4 Jun 2015 03:46:39 +0000 From: Tan Eileen <imste(a)nus.edu.sg> CC: 'peter.eichelsbacher(a)rub.de' <peter.eichelsbacher(a)rub.de> Dear All, Forwarded as request by Prof Peter Eichelsbacher. Thanks once again for your support for the Steins workshop. Regards, Eileen (Ms):: Institute for Mathematical Sciences :: National University of Singapore :: 3 Prince George's Park, Singapore 118402 :: +65-6516 1892(DID) :: +65-6873 8292 (Fax) :: imste(a)nus.edu.sg <mailto:imswwy@nus.edu.sg> (E) :: http://www2.ims.nus.edu.sg <http://www2.ims.nus.edu.sg> (W):: Company Registration No: 200604346E *From:*Peter Eichelsbacher [mailto:peter.eichelsbacher@ruhr-uni-bochum.de] *Sent:* Wednesday, 3 June, 2015 7:42 PM *To:* Tan Eileen *Subject:* jobadvertisement/Eichelsbacher Dear Eileen, could you be so kind as to circulate the job advertisement (the enclosed pdf) to all participants of the Stein meeting “New directions in Stein’s method”. I have mentioned my new research group in my talk in Singapore and the job advertisement seem to be of interest for most of the participants. Many thanks in advance and best regards Peter Eichelsbacher Peter Eichelsbacher peter.eichelsbacher(a)ruhr-uni-bochum.de <mailto:peter.eichelsbacher@ruhr-uni-bochum.de> ------------------------------------------------------------------------ Important: This email is confidential and may be privileged. If you are not the intended recipient, please delete it and notify us immediately; you should not copy or use it for any purpose, nor disclose its contents to any other person. Thank you.

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SEMINARIO - Martedi 9 giugno, 2015 h 17.30
by Consonni Guido 03 Jun '15

03 Jun '15

? Lake Como School of Advanced Studies, Dipartimento di Scienze Statistiche - Università Cattolica del Sacro Cuore, CNR-IMATI SEMINARIO Villa del Grumello, Como Martedi 9 giugno, 2015 h 17.30 Jeff Gill, Washington University in St Louis To be Bayesian, or not to be: that is the question in the social sciences In this talk I will outline the basics of Bayesian inference, discuss why quasi-frequentist approaches fail in the social sciences, and give some examples of Bayesian data analysis. The emphasis is on general concepts and statistical intuition rather than mathematical details. Villa del Grumello; Via per Cernobbio, 11 22100 Como Per motivi organizzativi si invita a comunicare la propria partecipazione al seguente indirizzo: nadia.tansini(a)fondazionealessandrovolta.it<mailto:nadia.tansini@fondazionealessandrovolta.it> ? ________________________________ ________________________________ Ricerca, Formazione, Assistenza, Cooperazione e Sviluppo: 5 ragioni per metterci la firma. Sottoscrivi il tuo 5 per mille a favore dell'Università Cattolica e ci aiuterai a sostenere borse di studio, ricerca scientifica, progetti medico-assistenziali e sociali dell'Ateneo e del Policlinico "A. Gemelli". Info: www.unicatt.it/5permille<http://www.unicatt.it/5permille/> ________________________________

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Matematica e Innovazione nei processi produttivi
by DI NARDO Elvira 03 Jun '15

03 Jun '15

La piattaforma Mathesia - sviluppata da MOXOff (spin-off del Politecnico di Milano) e Yottacle (startup di PoliHub) offre soluzioni di alto profilo grazie alla matematica applicata. SolEthEn, in collaborazione con il Dipartimento di Matematica, Informatica ed Economia dell’UniBas, propone alle aziende lucane e agli specialisti di settore un incontro di approfondimento sui temi: “MATEMATICA E INNOVAZIONE NEI PROCESSI PRODUTTIVI - MATHESIA: La piattaforma di crowdsourcing che risponde alle sfide di business con la matematica applicata”. L’evento e' realizzato col patrocinio: - della Camera di Commercio di Potenza, - di Confindustria Basilicata - della Regione Basilicata, e si terra' presso la Camera di Commercio di Potenza – Corso XVIII Agosto, 34 - giovedi' 4 giugno c.a. a partire dalle 15:30. All’evento interverranno: - “Opening dell’incontro” - Avv. Michele Somma (Presidente della Camera di Commercio di Potenza) e Prof. Giansalvatore Mecca (Prorettore con delega alla ricerca dell’UniBas) - “La matematica come strumento strategico di innovazione per l’impresa” - Paola Curci (Amministratore di SolEthEn) - “Conoscere per competere: istruzioni per l’uso delle competenze di un Dipartimento di Matematica” - Prof.ssa Elvira Di Nardo (Docente di statistica presso UniBas) - “Mathesia un nuovo modo per favorire la relazione tra imprese e mondo della ricerca” - Ottavio Crivaro (Amministratore di MOXOff) Agli interventi seguira' uno spazio di dibattito dove le aziende presenti, avranno modo di esporre bisogni/esigenze industriali specifiche o di settore che rappresentano potenziali sfide da risolvere attraverso gli strumenti presentati. Per partecipare all’evento e' preferibile registrarsi al seguente indirizzo http://www.mathesia.com/presentation/ -- ...................................................... Elvira Di Nardo Dept. Mathematics, Computer Science and Economics University of Basilicata Viale dell'Ateneo Lucano 10 I-85100 (Potenza) alternative address: dinardo.el(a)gmail.com (room) +390971205890 (cell.) +393470033068 (fax) + 390971205896 (skype) elvira.di.nardo (web) http://oldwww.unibas.it/utenti/dinardo/home.html ......................................................

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Vacancy: Ph.D. position “Two-dimensional models in queues and risk: exact analytic methods” at Eindhoven University of Technology, The Netherlands
by Kapodistria, S. 03 Jun '15

03 Jun '15

Ph.D. position : “Two-dimensional models in queues and risk: exact analytic methods” In the framework of the project “Two-dimensional models in queues and risk”, funded by the Dutch Research Foundation NWO, there is a PhD position available in the Stochastic Operations Research group at the Department of Mathematics and Computer Science in Eindhoven University of Technology, in The Netherlands. The research topic brings together two, related, areas of applied probability: queueing theory and insurance risk. In both areas, one-dimensional stochastic processes are well understood. However, in queueing theory one is usually faced with a network of interconnected and interacting resources, or with several classes of interacting customers; and thus one needs to study multidimensional stochastic processes. Similarly, in insurance risk one often needs to study several, related, books of a company, and the capitals of different companies are often linked via reinsurance contracts -- again giving rise to multidimensional stochastic processes. In both areas, only few two- or higher-dimensional systems have allowed an exact analysis. Our main goal is to develop mathematical tools for the analysis of two-dimensional stochastic processes, and thus get a deeper insight into the intricate interactions which occur in, e.g., queueing systems and insurance risk processes. The project is methodologically oriented. We shall develop three sets of methods, viz., T1: exact analytic methods; T2: asymptotic techniques (heavy traffic); and T3: rare-event analysis and simulation. Important problem instances are coupled/parallel processors and their counterpart in insurance risk, and Ornstein-Uhlenbeck processes. Two PhD students have just started their research in T2 and T3; we have a vacancy for T1. o Job requirements: Candidates are expected to be fluent in English, both oral and in writing, and have an excellent background in (applied) mathematics, as evidenced by an MSc degree in preferably (applied) mathematics, or possibly econometrics, operations research or electrical engineering. Strong knowledge of applied probability and analysis is highly desirable. o Terms of employment: PhD candidates are appointed as temporary university employees for a four-year period (based on an initial one-year contract, with a three-year extension after a positive evaluation as to whether the research is expected to result in a PhD degree after four years). The terms of employment are governed by the Collective Labor Agreement of Universities in The Netherlands, with a monthly salary starting at 2083 Euro in the first year, and increasing to 2664 Euro in the fourth year, and an additional 8% holiday allowance and 8% end-of-year bonus. For further details, please refer, e.g., to http://w3.tue.nl/en/services/dpo/conditions_of_employment/tue_conditions_of… o Information: For further information, please contact one of the following persons: Prof.dr.ir. Onno Boxma (o.j.boxma(a)tue.nl<mailto:o.j.boxma@tue.nl>) Dr. Stella Kapodistria (s.kapodistria(a)tue.nl<mailto:s.kapodistria@tue.nl>) Prof.dr. Sindo Nunez Queija (nunezqueija(a)uva.nl<mailto:nunezqueija@uva.nl>) o Application: In order to apply, please send a detailed curriculum vitae, along with a brief cover letter motivating your interest, to one of the above-mentioned persons. o Application deadline: July 3 2015.

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messaggio tecnico
by Marco Romito 03 Jun '15

03 Jun '15

cari iscritti alla lista Random come avrete notato in questi giorni c'è stato qualche problema con la lista. Naturalmente problemi come questi emergono in occasione di festività o (come in questo caso) in occasione di ponti lunghi. Solo oggi siamo riusciti a contattare i tecnici informatici che gestiscono il server e a ripristinare le funzioni della lista. Ringraziamo innanzitutto Matteo Ruggiero che per primo si è accorto del problema. Inutile dire inoltre che i messaggi con intestazione (e contenuto) ``prova'' possono essere ragionevolmente ignorati. Preghiamo invece chiunque abbia inviato posta a Random tra il 27 maggio e questa mattina e che non abbia ricevuto riscontro dalla lista, di reinviare i propri messaggi. Nel dubbio è possibile controllare gli archivi: https://mail.dm.unipi.it/pipermail/random/summary.html scusate il disagio, Francesco Marco ps. Per chi fosse interessato a maggiori dettagli, due account del server che gestisce la lista sono stati compromessi (questo non ha conseguenze su Random, perché gli account erano di utenti ordinari) ed usati negli ultimi giorni per spedire SPAM. I tecnici sono intervenuti subito bloccando gli account, ma per cancellare gli SPAM hanno dovuto fermare il sistema di posta per alcune ore. Al riavvio del sistema di posta ``misteriosamente'' (nel senso che i tecnici su questo hanno dato spiegazioni più fumose) la lista non è ripartita e c'è stato bisogno di ulteriori smanettamenti.

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prova 6
by Marco Romito 03 Jun '15

03 Jun '15

prova 6

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prova 4
by Marco Romito 03 Jun '15

03 Jun '15

prova 4

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Postdoctoral positions in Buenos Aires
by Pietro Caputo 02 Jun '15

02 Jun '15

---------- Forwarded message ---------- From: Leonardo Rolla <leorolla(a)dm.uba.ar> Date: Thu, May 28, 2015 at 5:25 PM Subject: Postdoctoral positions in Buenos Aires To: Leonardo Rolla <leorolla(a)dm.uba.ar> Dear friends and colleagues, I would much appreciate if you could help me broadcast the announcement below. Sorry in advance for any duplicates. Best regards, Leonardo T Rolla Universidad de Buenos Aires ---------- Forwarded message ---------- Date: Thu, 28 May 2015 11:33:17 -0300 (ART) From: probab(a)dm.uba.ar Subject: Postdoctoral positions in Buenos Aires Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks. Please feel free to forward this message to other colleagues and potential candidates. Deadline: June 15. The positions last two years and have a monthly stipend of around 13000 pesos, to start in April 2016. Applicants should write to probab(a)dm.uba.ar attaching: - CV - Motivation letter - Research statement Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Thank you in advance, Buenos Aires Probability Group

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Corso Bayesian Statistics: Modelling, computation and testing
by Consonni Guido 02 Jun '15

02 Jun '15

?? ?Dottorato in Statistica e matematica per la finanza Università Bicocca Milano Bayesian Statistics: Modelling, computation and testing Part II Valen Johnson, Texas A&M University June 8-11, 2015 ________________________________ Ricerca, Formazione, Assistenza, Cooperazione e Sviluppo: 5 ragioni per metterci la firma. Sottoscrivi il tuo 5 per mille a favore dell'Università Cattolica e ci aiuterai a sostenere borse di studio, ricerca scientifica, progetti medico-assistenziali e sociali dell'Ateneo e del Policlinico "A. Gemelli". Info: www.unicatt.it/5permille<http://www.unicatt.it/5permille/> ________________________________

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Fwd: Postdoctoral positions in Buenos Aires
by Francesco Caravenna 01 Jun '15

01 Jun '15

Ricevo e inoltro. > Da: Leonardo Rolla <leorolla(a)dm.uba.ar> > Oggetto: Postdoctoral positions in Buenos Aires > Data: 28 maggio 2015 17:25:35 GMT+02:00 > A: Leonardo Rolla <leorolla(a)dm.uba.ar> > > > > Dear friends and colleagues, > > I would much appreciate if you could help me broadcast the announcement below. > > Sorry in advance for any duplicates. > > Best regards, > > Leonardo T Rolla > Universidad de Buenos Aires > > > ---------- Forwarded message ---------- > Date: Thu, 28 May 2015 11:33:17 -0300 (ART) > From: probab(a)dm.uba.ar > Subject: Postdoctoral positions in Buenos Aires > > > Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks. > > Please feel free to forward this message to other colleagues and potential candidates. > > Dealine: June 15. > > The positions last two years and have a monthly stipend of around 13000 pesos, to start in April 2016. > > Applicants should write to probab(a)dm.uba.ar attaching: > - CV > - Motivation letter > - Research statement > Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20. > > Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ > > Thank you in advance, > Buenos Aires Probability Group > > -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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Laurea Magistrale in STOCHASTICS AND DATA SCIENCE
by Matteo Ruggiero 31 May '15

31 May '15

Cari Colleghi, con preghiera di diffusione a tutti i potenziali interessati, siamo lieti di annunciare che dall’anno accademico prossimo sarà attiva all’Università degli Studi di Torino la Laurea Magistrale in STOCHASTICS AND DATA SCIENCE Questo nuovo percorso formativo, interamente in lingua inglese, nasce su iniziativa e con l'apporto di tre dipartimenti dell'Università di Torino, e ha come obiettivo primario quello di fornire agli studenti una solida preparazione teorica unita a competenze applicative approfondite negli ambiti probabilistico, statistico e informatico. Maggiori informazioni sono disponibili alla pagina https://sites.google.com/site/unitosds/ Cordiali saluti, Laura Sacerdote, Program Coordinator, Università di Torino Matteo Ruggiero, Deputy Program Coordinator, Università di Torino --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Dottorato in Statistica e Matematica per la Finanza
by Andrea Ongaro 30 May '15

30 May '15

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Convegno in onore di Patrizia Berti - Ultimo Annuncio
by Fabrizio Leisen 30 May '15

30 May '15

Gentili Colleghi, con grande piacere vi segnalo il seguente convegno organizzato in onore della Prof. ssa Patrizia Berti: Alcuni argomenti di Probabilita', Statistica e Teoria della Misura Modena, 8-9 giugno 2015, Aula M1.1 (Edificio di Matematica) Il programma del convegno é disponibile alla seguente pagina web: https://sites.google.com/site/convegnoprofpatriziaberti/ con alcune utili informazioni. Anche se la partecipazione al convegno é gratuita, vi chiediamo gentilmente di inviare una mail al comitato organizzatore per confermare la vostra presenza(vedi pagina web). Un cordiale saluto, Fabrizio Leisen, Pietro Rigo, Emanuele Dolera -- Fabrizio Leisen Senior Lecturer in Statistics School of Mathematics, Statistics and Actuarial Sciences Cornwallis Building, University of Kent, Canterbury, CT2 7NF http://www.kent.ac.uk/smsas/statistics/our-people/profiles/leisen_fabrizio.… http://sites.google.com/site/fabrizioleisen/

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annuncio di seminario
by Marco Scarsini 29 May '15

29 May '15

Il giorno 3/6/2015 alle ore 14.30 presso l’aula 305 b della sede Luiss in Viale Romania 32, il prof. Maciej Wilczyński terrà il seguente seminario: How to obtain a range of a nonatomic vector measure in R2 Abstract Using the Neyman–Pearson lemma we give a method for effecting a range of two nonatomic probability measures. We use this result to find an optimal partition in the cake division problem. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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conference "Constructive Renormalization Group: A conference in memory of Pierluigi Falco"
by Fabio Toninelli 29 May '15

29 May '15

Buon giorno a tutti, segnalo un'interessante conferenza su Gruppo di Rinormalizzazione Costruttivo (9-11 giugno, INFN - Laboratori Nazionali di Frascati): https://agenda.infn.it/conferenceDisplay.py?ovw=True&confId=9369 -- Fabio Toninelli Institut Camille Jordan, Universite' Lyon 1 43 bd du 11 novembre 1918 69622 Villeurbanne Cedex, France Office 105, tel: +33 (0) 4 26 23 44 41

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Fwd: Postdoctoral positions in Buenos Aires
by Elisabetta Candellero 28 May '15

28 May '15

---------- Forwarded message ---------- From: Leonardo Rolla <leorolla(a)dm.uba.ar> Date: Thu, May 28, 2015 at 4:25 PM Subject: Postdoctoral positions in Buenos Aires To: Leonardo Rolla <leorolla(a)dm.uba.ar> Dear friends and colleagues, I would much appreciate if you could help me broadcast the announcement below. Sorry in advance for any duplicates. Best regards, Leonardo T Rolla Universidad de Buenos Aires ---------- Forwarded message ---------- Date: Thu, 28 May 2015 11:33:17 -0300 (ART) From: probab(a)dm.uba.ar Subject: Postdoctoral positions in Buenos Aires Applications are invited for post-doctoral positions in Percolation, Particle Systems, and Stochastic Networks. Please feel free to forward this message to other colleagues and potential candidates. Dealine: June 15. The positions last two years and have a monthly stipend of around 13000 pesos, to start in April 2016. Applicants should write to probab(a)dm.uba.ar attaching: - CV - Motivation letter - Research statement Two recommendation letters should be sent confidentially to probab(a)dm.uba.ar by June 20. Information on the group activities and projects can be found at http://mate.dm.uba.ar/~probab/ Thank you in advance, Buenos Aires Probability Group

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Laurea Magistrale in STOCHASTICS AND DATA SCIENCE
by Matteo Ruggiero 28 May '15

28 May '15

Cari Colleghi, con preghiera di diffusione a tutti i potenziali interessati, siamo lieti di annunciare che dall’anno accademico prossimo sarà attiva all’Università degli Studi di Torino la Laurea Magistrale in STOCHASTICS AND DATA SCIENCE Questo nuovo percorso formativo nasce su iniziativa e con l'apporto di tre dipartimenti dell'Università di Torino, e ha come obiettivo primario quello di fornire agli studenti una solida preparazione teorica unita a competenze applicative approfondite negli ambiti probabilistico, statistico e informatico. Maggiori informazioni sono disponibili alla pagina https://sites.google.com/site/unitosds/ Cordiali saluti, Laura Sacerdote, Program Coordinator, Università di Torino Matteo Ruggiero, Deputy Program Coordinator, Università di Torino --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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seminario di Giovanni Zanco a Pavia
by Carbone Raffaella 27 May '15

27 May '15

Cari colleghi, vi annuncio che venerdì 29 Maggio 2015, alle ore 15 precise, presso la sala conferenze dell’IMATI-CNR di Pavia, Giovanni Zanco (Università di Pisa) terrà un seminario dal titolo: INFINITE DIMENSIONAL METHODS FOR PATH-DEPENDENT SDES: KOLMOGOROV EQUATIONS AND ITO FORMULAE nell'ambito del Seminario di Matematica Applicata (IMATI-CNR e Dipartimento di Matematica, Pavia). Tutti gli interessati sono invitati a partecipare. Abstract. Path-dependent stochastic differential equations are (non-markovian) equations whose coefficients are allowed to depend on the whole trajectory of the solution up to the present time, and are a powerful tool in modeling complex evolution systems with memory that appear in finance, engineering and biology. Even when the state space is finite dimensional, they are intrinsecally infinite dimensional. I will show how path-dependent SDEs can be studied in a product space framework (inspired by the theory for delay equations) using standard differential and topological structures. This framework is helpful to prove existence and uniqueness of classical solutions to path-dependent Kolmogorov-type PDEs on the space of continuous paths, to obtain probabilistic representation formulas for such solutions and moreover to prove Ito-type formulae for functionals of paths of continuous semimartingales, thus providing a counterpart of the functional Ito calculus developed by Dupire, Cont and Fournié. It also provides an insight on the role and the analytical structure of the so-called horizontal derivative, which is a key object in the study of path-dependent equations. The results I will present have been obtained in collaboration with Franco Flandoli (Unipi) and Francesco Russo (Ensta-ParisTech). -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Convegno Gini
by Carlo Sgarra 26 May '15

26 May '15

Segnalo all'attenzione di eventuali interessati il seguente convegno, che si svolgerà a Padova il 7 e l' 8 di settembre dell'anno in corso, in memoria di Gini: http://convegnogini.stat.unipd.it/en/index.php Mi scuso per eventuali "doppioni". Cordiali Saluti. Carlo Sgarra

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Seminar on Credit Risk by Andrea Pallavicini, Fri May 29 9:30 AM - 1:00 PM Aula Fermi @ SNS
by Giacomo Bormetti 25 May '15

25 May '15

Dear all, Friday May 29 2015, 9:30 - 11:00 AM and 11:30 AM - 1:00 PM in Aula Fermi, Scuola Normale Superiore Pisa Andrea Pallavicini Banca IMI, Milano and Imperial College, London will deliver the seminar "Credit Risk Modelling Before and After the Crisis" Abstract: The financial crisis started in 2007 has shown that any pricing framework must include from the very beginning the possibility of default of any market player. As a consequence derivative valuation and risk analysis have moved from exotic derivatives managed on simple single-asset classes to simple derivatives embedding credit risk and new, or previously neglected, types of complex and interconnected non-linear effects. Derivative valuation is adjusted to include counterparty credit risk and contagion effects along with funding costs due to collateral posting, treasury policies, and regulatory constraints. A second level of complexity is produced by moving from a single trade to the whole bank portfolio. Aggregation-dependent valuation processes, and theirs operational challenges, arising from non-linearities are discussed both from a mathematical and practical point of view. All interested people are kindly invited. Best, Giacomo -- Giacomo Bormetti Assistant Professor of Financial Mathematics -------------------------- Faculty of Mathematical and Natural Sciences Scuola Normale Superiore Pisa Piazza dei Cavalieri, 7 56126 Pisa - Italy email: giacomo.bormetti(a)sns.it http://mathfinance.sns.it/index.php/people/41-group-members/51-giacomo-borm… phone: +39 050 509248

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SUMMER SCHOOL - Stochastic Analysis with applications - Levico Terme
by Paolo Dai Pra 25 May '15

25 May '15

SUMMER SCHOOL - Stochastic Analysis with applications in biology, finance and physics Ho il piacere di annunciarvi che il gruppo di ricerca “Stochastic Analysis with applications in biology, finance and physics” delle Università di Berlino-Potsdam (RTG 1845) ha organizzato, in collaborazione con i probabilisti dell’Università di Padova, una Scuola Estiva che si terrà a Levico Terme (TN) dal 28 Settembre al 3 Ottobre 2015. Il programma consiste di due minicorsi e comunicazioni brevi. I minicorsi saranno tenuti da: Francesco Caravenna, University of Milano-Bicocca "Polynomial Chaos and Scaling Limits of Disordered Systems" Massimiliano Gubinelli, Université Paris Dauphine "Applications of paracontrolled distributions" È possibile vedere i rispettivi abstract alla pagina https://www.mathematik.hu-berlin.de/de/rtg1845/qualprog/sumschool Le comunicazioni brevi saranno tenute esclusivamente da dottorandi e postdocs. In base alle richieste di partecipazione valuteremo se organizzare una sezione di poster. La partecipazione di dottorandi e postdocs è perciò fortemente incoraggiata: invito i colleghi a diffondere l’annuncio. È previsto un contributo alle spese di alloggio e vitto. Coloro che intendono partecipare sono pregati di scrivere a Paolo Dai Pra (daipra(a)math.unipd.it) entro il 30 Giugno 2015, indicando: - dati anagrafici e affiliazione; - eventuale proposta di una comunicazione; - eventuale richiesta di contributo alle spese. 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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Avviso: new ECMI website and blog
by Alessandra Micheletti 23 May '15

23 May '15

We are pleased to announce that the new web page of ECMI (European Consortium for Mathematics in Industry) is now online at http://ecmiindmath.org and it now contains a blog. The pages will contain up-to-date information about events and opportunities and will feature the different ECMI centres, who will have the chance to present themselves and their activities. An advantage of the blog concept is that you can subscribe to news by email, so that you need not worry about missing anything. You'll receive a notification for all new posts by email. To subscribe you just have to enter your email address in the field at the bottom of the page and click *FOLLOW*. Please pass this information also around your institution and encourage everyone to subscribe. Alessandra Micheletti Member of the ECMI Council -- ------------------------------------ Alessandra Micheletti Associate Professor - Probability and Mathematical Statistics Dept. of Mathematics Università degli Studi di Milano via Saldini 50, 20133 Milano, Italy phone: +39-02503-16130 fax: +39-02503-16090 http://users.mat.unimi.it/users/michel <http://www.mat.unimi.it/users/michel>

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Bozen-Bolzano Risk School
by Durante Fabrizio 22 May '15

22 May '15

Dear Colleague, the Faculty of Economics and Management is organizing the BOZEN-BOLZANO RISK SCHOOL, which will be held in Bolzano, Italy, on September, 22nd-23rd 2015. The event will aim at providing to PhD students and to early researchers overview lectures about basic aspects of risk quantification, like multivariate risk models, risk measures and set-optimization methods. There will be also the possibility for young researchers to present their results. For more information, see http://pro1.unibz.it/projects/bz_risk_school/index.html Please, do not hesitate to contact me for more details. Thanks in advance for your interest! Best regards Fabrizio Durante ***************************************************************** Fabrizio Durante Faculty of Economics and Management Free University of Bozen-Bolzano Piazza Università 1 - Universitätplatz 1 I-39100 Bozen-Bolzano T: +39 04710 13493 E-mail: Fabrizio.durante(a)unibz.it<mailto:Fabrizio.durante@unibz.it> Web: sites.google.com/site/fbdurante According to the Legislative Decree No. 196/2003, you are hereby informed that this message contains confidential information that is intended only for the use of the addressee. If you are not the addressee, and have received this message by mistake, please delete it and immediately notify us. In any case you may not copy or disseminate this message to anyone. Thank you.

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Seminario di Robert Morris a Roma Tre il 29/05/15
by Pietro Caputo 21 May '15

21 May '15

Prof. R. Morris (IMPA, Brasile) Titolo: Universality for bootstrap percolation in two dimensions Venerdi' 29 Maggio 2015 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 211 (Largo San L. Murialdo,1 - Palazzina C) Abstract: In the classical r-neighbour bootstrap percolation model on a graph G, vertices are initially infected independently at random with probability p, and subsequently vertices become infected as soon as they have at least r already-infected neighbours. In this talk we will discuss a vast generalization of this model on the lattice Z^d, which was introduced recently by Bollobas, Smith and Uzzell. Somewhat surprisingly, it turns out that in two dimensions there are only a small number of possible behaviours. We will discuss what is known so far, and the many open questions in higher dimensions. This is joint work with Bela Bollobas, Hugo Duminil-Copin and Paul Smith.

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Workshop - Reciprocal processes
by Dai PRA Paolo 21 May '15

21 May '15

Il 29 Maggio 2015, presso il Dipartimento di Matematica dell'Università di Padova, si svolgerà il Workshop New challenges in reciprocal processes, Schrödinger bridges and optimal transport with applications to control engineering problems for classical and quantum systems Il programma dettagliato e altre informazioni si possono trovare al sito: www.math.unipd.it/~daipra/reciprocal Invited lectures Yongxin Chen (Department of Electrical and Computer Engineering University of Minnesota) Giovanni Conforti (Institut fur Mathematik, Universitat Potsdam) Markus Fischer (Department of Mathematics, University of Padova) Tryphon T. Georgiou (Department of Electrical and Computer Engineering University of Minnesota) Christian Leonard (Departement de Mathematiques et Informatique Universite ́ Paris Ouest) Sylvie Roelly (Institut fuer Mathematik, Universitaet Potsdam) Francesco Ticozzi (Department of Information Engineering University of Padova Paolo Dai Pra Dipartimento di Matematica Università di Padova Via Trieste, 63 - 35121 Padova (Italy) Tel: +390498271361 Fax: +390498271428 daipra(a)math.unipd.it > Paolo Dai Pra > Dipartimento di Matematica > Università di Padova > Via Trieste, 63 - 35121 Padova (Italy) > Tel: +390498271361 > Fax: +390498271428 > daipra(a)math.unipd.it

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2015/16 PhD program at IMT Institute for Advanced Studies Lucca
by Irene Crimaldi 21 May '15

21 May '15

*2015/16 PhD program at IMT Institute for Advanced Studies LuccaDeadline for applications – June 29 th 2015, 6 pm Italian time* To apply: www.imtlucca.it/phd/prospective/application Applications are now being accepted for the 2015/16 PhD program at the IMT Institute for Advanced Studies Lucca (www.imtlucca.it) Highly motivated candidates are invited to apply for one of the *35 fully-funded scholarships* within a doctoral program that integrates scientific competences of economics, engineering, computer science, physics, applied mathematics, statistics, history and sciences of cultural heritage. The three-year program is articulated in *3 field-specific curricula *which, in many instances, share a common scientific background. IMT Lucca PhD students will focus their academic experiences in one of the 10 different research units. This concentrated approach enables students to gain the maximum benefit from their time in the program and to effectively prepare themselves to excel in careers in research and academia in their chosen field. Candidates can apply for one (or more) of the following curricula: *- Computer Science and Systems Engineering (CSSE)- Economics, Management and Data Science (EMDS)- Analysis and Management of Cultural Heritage (AMCH)* Courses are led by world-renowned researchers and provide students with the necessary theoretical skills and advanced tools for rigorously tackling a multitude of analysis, design and management problems within the broad framework of systems analysis. Specialized faculty and staff create a network that provides key guidance and support throughout the PhD Program. Working closely with faculty, both in the classroom and in the development of research, students reach the highest levels of scholarly achievement. In fact, IMT's outgoing PhDs will be able to use the skills they obtained during their studies to recognize and resolve complex problems to choose the most appropriate method or instrument to utilize when affronting these problems, even in disciplines outside of their primary field of research. *All students are based in the recently restored San Francesco complex, a fully integrated campus in the historical center of the beautiful Tuscan city of Lucca. *The campus *includes residential facilities, an on-site canteen, study and living rooms, and outdoor recreational spaces*; all serving to add a cultural and social dimension to the professional experience of our doctoral program. Eligible students will also receive a *research scholarship *which amounts to approximately €13,600/year. Our PhD program attracts students from around the world, providing a truly international environment. *English is the official language of the Institute.* Besides, to further enhance the internationality of the program, all students have the opportunity to *spend periods abroad *at research institutes or laboratories or universities, both within the Erasmus+ framework or through ad hoc mobility agreements. To find out more about the Institute, the admission requirements and how to apply; please see www.imtlucca.it/phd *The deadline for applications is June 29 th 2015, 6 pm Italian time.* Find IMT on Facebook, Twitter, LinkedIn and YouTube for the latest news.

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[amases-soci] Fwd: Concorso di ricercatore a tempo determinato (fwd)
by Tiziano Vargiolu 20 May '15

20 May '15

---------- Messaggio inoltrato ---------- Da: "Anna Rita Bacinello" <bacinel(a)units.it> Data: 20/Mag/2015 15:34 Oggetto: Concorso di ricercatore a tempo determinato Cc: Carissimi, Sull'Albo Ufficiale d'Ateneo (http://www.units.it/ateneo/albo/) il giorno 18/05/2015 ? stato pubblicato il bando relativo alla pubblica selezione per l'assunzione di un ricercatore a tempo determinato presso l?Universit? di Trieste, ai sensi dell'art. 24 della legge 30 dicembre 2010 n. 240, nel Settore concorsuale 13/D4 - Settore scientifico-disciplinare: SECS-S/06 (la registrazione all?albo porta il numero 395, il relativo Decreto ha il numero 427). Potresti per cortesia far circolare la notizia fra i soci? Grazie. Un caro saluto, a presto, Anna Rita

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Postdoc position in Gottingen
by Alessio Farcomeni 20 May '15

20 May '15

With apologies for cross-posting. Alessio

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Avviso di mini-corso :: Sartori@DSS (Scienze Statistiche, Sapienza)
by Pierpaolo Brutti 19 May '15

19 May '15

----------------------------------------------------------------------------- A v v i s o d i M i n i - C o r s o ----------------------------------------------------------------------------- Giovedì, 18 Giugno, ore 10:00-13:00 e 14:00-16:00 Venerdì, 19 Giugno, ore 10:00-13:00 e 14:00-16:00 ----------------------------------------------------------------------------- Aula VII (laboratorio informatica, piano terra) Dipartimento di Scienze Statistiche Sapienza Università di Roma NICOLA SARTORI (Dipartimento di Scienze Statistiche, Università di Padova) terrà un mini-corso rivolto principalmente (ma non solo) agli studenti di dottorato dal titolo L I K E L I H O O D A S Y M P T O T I C S Il corso è gratuito ma, dato il numero limitato di postazioni disponibili in laboratorio, tutti gli interessati sono invitati a **prenotarsi** compilando il seguente form on line: url: https://goo.gl/iw2k7J Al più tardi entro Mercoledì 3/6 verrà inviata conferma definitiva dell'effettiva disponibilità del posto richiesto all’indirizzo email fornito. Ovviamente “first come, first served”, con possibile piccolo bias (as usual) in favore di studenti di dottorato. ----------------------------------------------------------------------------- Maggiori informazioni sui seminari e mini-corsi presso il DSS sono consultabili a quest'indirizzo: http://goo.gl/Y6OQYm Saluti Pierpaolo Brutti --- Syllabus sintetico (esteso allegato): - Likelihood inference (first-order asymptotics) - Numerical and graphical aspects in R - Higher order asymptotics - Asymptotic theory for estimating equations and pseudolikelihoods

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Seminario PERIN (RGS, ADAMSS, CIMAB & Matematica Applicata)
by Giacomo Aletti 18 May '15

18 May '15

Con preghiera di diffusione tra tutti i possibili interessati, scusandomi per invii multipli. Cordialmente, Giacomo Aletti -------------- Nell'ambito dei Reading Group Seminars e del Seminario di Matematica Applicata, in collaborazione col centro ADAMSS e il CIMAB, il giorno lunedì 25 Maggio 2015, alle ore 14.30, nell'Aula C del Dipartimento di Matematica dell'Universita' degli Studi di Milano, Via C. Saldini, 50, Milano, "Information coding in vestibular hair cells" Paola PERIN University of Pavia Abstract: Hair cells are the mechanoreceptors in our auditory and vestibular systems. Vestibular afferent neurons are classified on the basis of their motion selectivity (direction, response to linear vs. angular motion), discharge regularity, gain and dynamics (tonic vs. phasic). The properties of vestibular hair cells and afferent fibers are optimized for the transduction for low frequency stimuli (head motion, mostly below 50 Hz). Moreover, vestibular hair cells display a resting transmitter release rate which is used to set a baseline: increases above resting discharge signal movements in one direction, decreases signal movements in the opposite direction. Whereas discharge regularity appears to be a postsynaptic property, afferent dynamics is determined presynaptically, but the mechanisms involved are still unclear. In our work we have recorded currents, voltages and release from vestibular hair cells from the frog utricle and built a model of a hair cell connected to an afferent fiber upon mechanical stimulation. Our results suggest that dynamics is affected by ion currents (especially BK and IA) whereas presynaptic release properties affect resting discharge but not postsynaptic dynamics. ================ Per chi volesse seguire il seminario in remoto ricordo inoltre che sarà possibile dopo aver segnalato il proprio interessamento entro le 12 del giorno del seminario. ================= Reading Group Seminars: The Reading Group Seminars (RGS) are organized within an open community of researchers interested in applying up to date mathematical modeling and data analysis approaches to the study of biological systems. The RGS take place at the Math. Department in Milan (via Saldini). Initiatives and updates are published on the website: http:// rgs.mat.unimi.it/.

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Seminario TARDELLA
by Matteo Ruggiero 15 May '15

15 May '15

**************************************************************** STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO **************************************************************** Venerdi 22 Maggio 2015 alle ore 12:00, presso l’Aula Rossa del Collegio Carlo Alberto, Moncalieri (TO), si terra' il seguente seminario: Luca TARDELLA (Università di Roma "La Sapienza”) FLEXIBLE BEHAVIORAL CAPTURE-RECAPTURE MODELLING Abstract: We develop some new strategies for building and fitting new flexible classes of para- metric capture-recapture models for closed populations which can be used to address a better understanding of behavioural patterns. We first rely on previous approaches based on a conditional probability parameterization and review how to regard a large subset of standard capture-recapture models as a suitable partitioning in equivalence classes of the full set of conditional probability parameters. We then propose a regression approach combined with the use of new suitable quan- tifications of the conditioning binary partial capture histories as a device for enlarging the scope of flexible behavioural models and also exploring the range of all possible partitions. We show how one can easily find unconditional MLE of such models within a generalized linear model framework. We illustrate the potential of our approach with the analysis of some known datasets and a simulation study. Tutti gli interessati sono invitati a partecipare. Il seminario e' organizzato dalla "de Castro" Statistics Initiative (http://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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de Finetti Risk Seminar - May 2015
by Emanuela Rosazza 14 May '15

14 May '15

On behalf of the Scientific Committee of the de Finetti Risk Seminars, we are glad to invite you to participate at the following Lecture Financial Models with Defaultable Numeraires Johannes Ruf University College London ABSTRACT Financial models are studied where each asset may potentially lose value relative to any other. To this end, the paradigm of a pre-determined nume raire is abandoned in favour of a symmet- rical point of view where all assets have equal priority. This approach yields novel versions of the Fundamental Theorems of Asset Pricing, which clarify and extend non-classical pricing formulas used in the financial community. Furthermore, conditioning on non-devaluation, each asset can serve as nume raire and a classical no-arbitrage condition be formulated. It is shown when and how these local conditions can be aggregated to a global no-arbitrage condition. Joint work with Travis Fisher and Sergio Pulido LOCATION: The seminar will be held on Wednesday, May 20, at 18.00, Aula di Rappresentanza, Dipartimento di Matematica, Università di Milano, Via Saldini 50, Milano. A refreshment will be offered at 17.30. Scientific Committee: 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. Simone Cerreia-Voglio (Univ. Bocconi) 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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Seminario di Probabilita' - Universita' di Padova
by alessandra bianchi 12 May '15

12 May '15

Ho il piacere di invitarvi al seguente seminario, che si terrà lunedì 18 maggio alle ore 14:30 nell'aula 2BC30 del Dipartimento di Matematica dell'Universita' degli Studi di Padova. SPEAKER: Stefan Grosskinsky (Mathematics Institute, University of Warwick) TITLE: Metastability in condensing zero-range processes ABSTRACT: We consider a zero-range process with jump rates decreasing with the occupation number, which is known to exhibit a condensation phenomenon where a finite fraction of all particles concentrates on a single lattice site. We derive a scaling limit for the asymptotic stationary dynamics of the condensate location in the thermodynamic limit on a one-dimensional torus. Our proof follows previously developed methods using potential theory and a martingale approach, which have been applied to zero-range processes on finite lattices. The main challenge and novelty of our paper arises from the absence of attractor states which complicates the proof of equilibration within metastable wells and requires a coupling argument to get uniform bounds on exit rates from wells. This is joint work with Ines Armendariz and Michalis Loulakis. -- 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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Seminario di Petr Veverka a Pavia
by Carbone Raffaella 11 May '15

11 May '15

Cari colleghi, vi annuncio che giovedì 14 Maggio 2015, alle ore 15 precise, presso la sala conferenze dell’IMATI-CNR di Pavia, il Dr. Petr Veverka (Politecnico di Milano) terrà un seminario dal titolo: STOCHASTIC MAXIMUM PRINCIPLE FOR NEAR-OPTIMALITY AND ITS APPLICATION TO FORWARD-BACKWARD STOCHASTIC SYSTEMS WITH JUMPS Abstract. In the talk, Zhou's near-optimal stochastic maximum principle will be recalled and used for deriving the necessary and sufficient conditions for near-optimality of controlled nonlinear stochastic systems governed by Forward-Backward Stochastic Differential Equation with jumps. The result is a joint work of P.V., M. Hafayed and S. Abbas. -- Raffaella Carbone, PhD Ricercatore di Probabilità e Statistica Matematica Dipartimento di Matematica dell'Università degli Studi di Pavia

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Seminario Dott.Torrisi (presso Dip. Scienze Statistiche, Roma)
by Alessandro Degregorio 11 May '15

11 May '15

----------------------------------------------------------------------------- A v v i s o d i S e m i n a r i o ----------------------------------------------------------------------------- Venerdì 15 Maggio, ore 10,30 ----------------------------------------------------------------------------- Stanza 34 Dipartimento di Scienze Statistiche Sapienza Università di Roma Dott. Giovanni Luca Torrisi (CNR-Istituto per le Applicazioni del Calcolo) Title Probability approximation of spatial point processes Abstract: We give a quantitative Gaussian and Poisson approximation for the first chaos (or innovation) of spatial point processes with conditional intensity. To this aim we use a Malliavin-Stein-Chen approach. This method is essentially based on the following two steps. First, we provide an integration by parts (IBP) formula which relates the first chaos with the discrete Malliavin operator. Second, we derive the probability approximations by combining the IBP formula with the Stein and Chen methods. Our findings extend the corresponding results on the Poisson space due to Peccati, Solè, Taqqu and Utzet (2010) and Peccati (2011). The general bounds presented in this talk are applied to stationary, inhibitory and finite range Gibbs point processes with pair potential, providing explicit error bounds and quantitative limit theorems. Tutti gli interessati sono invitati a partecipare. Saluti Alessandro De Gregorio

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3 PhD programs in Mathematics in Rome
by Domenico Marinucci 08 May '15

08 May '15

Apologies for cross-posting Please forward to whom it might be interested *********************************************************** Starting this year the three public Universities of Rome (Roma La Sapienza, Roma Tor Vergata, Roma 3) are collaborating to create a unique global environment for PhD studies in Mathematics. There are a total of 19 fellowships available. More information and applications at http://www.rome-phd-math-programs.it All interested perspective PhD students are invited to apply. ***********************************************************

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International Conference in Venice - CALL FOR PAPERS - deadline 15th of May
by Monica Billio 07 May '15

07 May '15

14th INTERNATIONAL CONFERENCE C R E D I T 2015 *Societal Fault Lines and Credit Risk: The Impact of Current Economic, Institutional and Political Developments on Credit and Risk* Venice, Italy 1 - 2 October 2015 *GRETA Associati *(Venice, Italy), *Center on Sustainable Architecture for Finance (SAFE) at Goethe University Frankfurt* (Frankfurt, Germany), the *University of Zurich* (Zurich, Switzerland) and *Intesa Sanpaolo *(Milan, Italy) are co-sponsors of a Conference to be held in Venice on October 1-2, 2015. The objective of the Conference is to bring together academics, practitioners and PhD students working in the area of risk management. The conference will provide an opportunity for participants engaged in research at the forefront of this area to discuss both the causes and implications of recent events in financial markets and may, in turn, suggest fruitful directions for future research. The Conference, organised under the auspices of the *Department of Economics of the University Ca Foscari of Venice*, *ABI - Italian Banking Association *and *European Investment Bank*, is the *fourteenth* of a series dedicated to various aspects of credit risk. The organizers encourage submissions of papers on any topic within the overall theme of the conference and in the following areas in particular: * *Wealth inequality, firm financing and credit risk* o Is local wealth inequality affecting the quality of institutions and the choice over market versus bank finance, and thereby determining corporate finance and credit risk outcomes? * *Home ownership and credit risk* o Are measures promoting home ownership or financial innovations responding to an increase in ownership demand, for example, resulting in more credit risk? * *Collateral availability, credit and risk* o Is the availability of collateral determining credit granting and credit risk? * *Banking supervision and credit risk* o Is the level and quality of bank supervision leading to an optimal level of credit risk? o What is the impact of the institutional organization of banking supervision on credit risk? * *Central bank policies and credit risk* o Are monetary conditions drivers of bank credit risk taking? Under all circumstances? The Scientific Committee for the Conference consists of: *Steven Ongena*, University of Zurich, Programme Chair *Mark Carey, *Board of Governors of the Federal Reserve System *Hans Degryse*, KU Leuven *Jan Krahnen*, Goethe University *André Lucas*, VU University Amsterdam *Loriana Pelizzon*, Ca Foscari University of Venice and Goethe University *Stephen Schaefer*, London Business School The final program will include both submitted and invited papers. Acceptances received from invited speakers include *Viral Acharya* (New York University), *Mark Carey* (Board of Governors of the Federal Reserve System), *Hayne Leland* (University of California, Berkeley), *Jean Charles Rochet* (University of Zurich) and *Vikrant Vig* (London Business School). The Conference will also feature a panel discussion on researchers' and practitioners' views of the major outstanding problems. CALL FOR PAPERS Those wishing to present a paper at the Conference should submit by *May 15, 2015 *to the address given below (preferably in electronic format). Please indicate to whom correspondence should be addressed. Decisions regarding acceptance will be made by *July 10, 2015*. The final version of accepted papers must be received by August 31, 2015. Please send papers to: GRETA Associati San Polo, 2605 - 30125 Venice, ITALY Phone : +39 041 5238178 - Fax : +39 041 5286166 e-mail: credit(a)greta.it <mailto:credit@greta.it>

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Fwd: Announcing Workshop Disordered Models in Mathematical Physics
by Francesco Caravenna 06 May '15

06 May '15

> Da: Leonardo Rolla <leonardo.rolla(a)gmail.com> > Oggetto: I: Announcing Workshop Disordered Models in Mathematical Physics > Data: 04 maggio 2015 18:28:07 GMT+02:00 > A: undisclosed-recipients:; > > > Dear colleagues and friends, > > Please find below the announcement of the workshop Disordered Models of Mathematical Physics. > > Feel free to pass it forward. > > Many thanks, > Leo > > > ---------- Forwarded message ---------- > From: Joaquín Fontbona <fontbona(a)dim.uchile.cl> > Date: Wed, Apr 8, 2015 at 3:37 PM > Subject: Announcing Workshop Disordered Models in Mathematical Physics > > Dear colleagues and friends, > > We are pleased to announce the workshop Disordered Models of Mathematical Physics, which will take place in July 21-24, 2015, in Valparaíso, Chile. This workshop is a Satellite Meeting of the XVIII International Congress on Mathematical Physics, which will take place in Santiago, Chile, between July 27 and August 1, 2015. > > The main focus of the workshop will be recent developments in probabilistic models arising from problems in mathematical physics. The meeting is sponsored by Nucleus Millenium Stochastic Models of Complex and Disordered Systems together with the Center for Mathematical Modeling – U. de Chile and the Faculty of Mathematics – PUC. > > > CONFIRMED SPEAKERS > Elie Aïdékon (U. Paris 6) > Daniel Ahlberg (IMPA) > Louis-Pierre Arguin (U. Montréal) > Antonio Auffinger (Northwestern U.) > Yuri Bakhtin (Courant I.) > Paul Bourgade (Courant I.) > Anton Bovier (U. Bonn) > Nicolas Curien (U. Paris-Sud) > Pablo Ferrari (U. Buenos Aires) > Leonid Koralov (U. Maryland) > Davar Khoshnevisan (U. Utah) > Brian Rider (Temple U.) > Leonardo Rolla (U. Buenos Aires) > Arnab Sen (U. Minnesota) > Alexandre Stauffer (U. Bath) > Laurent Tournier (U. Paris 13) > Maria Eulalia Vares (U. F. Rio de Janeiro) > Jun Yin (U. Wisconsin-Madison) > Ofer Zeitouni (Courant I. / Weizmann I.) > > SCIENTIFIC COMMITTEE: Charles Newman (Courant I.), Jeremy Quastel (U. Toronto), Vladas Sidoravicius (IMPA). > > ORGANIZING COMMITTEE: Joaquín Fontbona (U. Chile), Gregorio Moreno (PUC), Alejandro Ramírez (PUC) and Daniel Remenik (U. Chile). > > > We expect to have partial funding for students and young researchers (specially from Latin America) interested in attending the workshop. More details about this will be included in a future announcement. We suggest those who are interested to write to dmmp2015(a)dim.uchile.cl or any of the organizers. > For more details about the workshop you can visit http://eventos.cmm.uchile.cl/dmmp2015/, which we will be updating regularly with information about speakers, program, hotels, etc. > > We hope to see you in Valparaíso! > > Organizing committee > > -- _________________________________________ Francesco Caravenna Dipartimento di Matematica e Applicazioni Università degli Studi di Milano-Bicocca Via Cozzi 55, 20125 Milano, Italy http://www.matapp.unimib.it/~fcaraven/ _________________________________________

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2 seminari di Andreas Kyprianou
by Matteo Ruggiero 06 May '15

06 May '15

****************************************************************** LAGRANGE LECTURES meet STATISTICS SEMINARS ****************************************************************** Nell’ambito: - delle Lezioni Lagrangiane del Dipartimento di Matematica "G. Peano” dell'Università di Torino; - della Statistics Seminar Series del Collegio Carlo Alberto; ANDREAS KYPRIANOU (University of Bath) terrà due seminari dal titolo DEEP FACTORISATION OF THE STABLE PROCESS I due seminari sono organizzati come consecutivi, il primo più divulgativo e il secondo fruibile da un pubblico più esperto anche senza aver seguito il primo, e si svolgeranno rispettivamente - Giovedì 14 Maggio 2015, ore 15.00, Aula Magna, Dipartimento di Matematica, Via Carlo Alberto 10, Torino - Venerdì 15 Maggio 2015, ore 11.30, Aula Rossa, Collegio Carlo Alberto, via Real Collegio 30, Moncalieri Tutti gli interessati sono invitati a partecipare. I seminari sono organizzati - dal Dipartimento di Matematica "G. Peano” dell’Università di Torino - dalla "de Castro" Statistics Initiative (http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Segue l’abstract del doppio seminario. Cordiali saluti, Matteo Ruggiero (Università di Torino e Collegio Carlo Alberto) Laura Sacerdote (Università di Torino) Abstract: The Lamperti-Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, is a Markov additive process (MAP). In the case that the rssMp is taken to be an α-stable process with α ∈ (0,2), the characteristics of the matrix exponent of the semi-group of the embedded MAP (the Lamperti-stable MAP) are computed. Specifically, the matrix exponent of the Lamperti-stable MAP’s transition semi-group can be written in a compact form using only gamma functions. Just as with Lévy processes, there exists a factorisation of the (matrix) exponents of MAPs, with each of the two factors uniquely characterising the ascending and descending ladder processes, which themselves are again MAPs. To our knowledge, not a single example of such a factorisation currently exists in the literature. In this talk we provide a completely explicit Wiener-Hopf factorisation for the Lamperti-stable MAP. As a consequence of our methodology, we also get additional new results concerning space-time invariance properties of stable processes. --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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Seminario Prof. Y. Rinott a ROMA 1
by Nappo, Giovanna 06 May '15

06 May '15

********************************************************************* SEMINARIO DI PROBABILITA' E STATISTICA MATEMATICA ******************************************************************** DIPARTIMENTO DI MATEMATICA UNIVERSITA' LA SAPIENZA DI ROMA ******************************************************************** piazzale Aldo Moro 2, 00185 Roma ******************************************************************* Yosi Rinott (The Hebrew University of Jerusalem and LUISS) Title: On Measuring and Comparing Usefulness of Statistical Models Aula di Consiglio del Dipartimento di Matematica Venerdi' 8 maggio, ore 14,30 Abstract: Statistical models in econometrics, biology, and most other areas, should not be expected to be "correct", and often are not very accurate, but may still be useful. The choice of a model for the analysis of data depends on the purpose of the analysis, the nature of the data, and also on the sample or data size. Erev, Roth, Slonim and Barron (2007) [Economic Theory, 33, 29–51] studied models for prediction of future play in game-theoretic experiments and proposed an approach for quantification of the value of a model. Combining ideas from the latter article and the well-known AIC criterion, we propose another quantification of the chosen model's relative predictive value, which depends on the data and its size. Our research was first motivated by data from experimental economics, and we also study the Hardy-Weinberg model in biology. Joint work with David Azriel ************************************************************************************* Tutti gli interessanti sono invitati a partecipare. Giovanna Nappo

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Seminario ANDREAS KYPRIANOU
by Federico Polito 06 May '15

06 May '15

********************************************************************* SEMINARI DI PROBABILITA' E STATISTICA MATEMATICA DIPARTIMENTO DI MATEMATICA "G. PEANO" UNIVERSITA' DEGLI STUDI DI TORINO ********************************************************************* Nell'ambito delle "Lezioni Lagrangiane" del Dipartimento di Matematica "G. Peano", Università degli Studi di Torino, Via Carlo Alberto 10, giovedì 14 Maggio 2015 alle ore 15:00 in Aula Magna, Il Prof _ANDREAS KYPRIANOU_ (Department of Mathematical Sciences, University of Bath) terrà un seminario dal titolo _DEEP FACTORISATION OF THE STABLE PROCESS_ Abstract: The Lamperti-Kiu transformation for real-valued self-similar Markov processes (rssMp) states that, associated to each rssMp via a space-time transformation, is a Markov additive process (MAP). In the case that the rssMp is taken to be an α-stable process with α ∈ (0,2), the characteristics of the matrix exponent of the semi-group of the embedded MAP (the Lamperti-stable MAP) are computed. Specifically, the matrix exponent of the Lamperti-stable MAP’s transition semi-group can be written in a compact form using only gamma functions. Just as with Lévy processes, there exists a factorisation of the (matrix) exponents of MAPs, with each of the two factors uniquely characterising the ascending and descending ladder processes, which themselves are again MAPs. To our knowledge, not a single example of such a factorisation currently exists in the literature. In this talk we provide a completely explicit Wiener-Hopf factorisation for the Lamperti-stable MAP. As a consequence of our methodology, we also get additional new results concerning space-time invariance properties of stable processes. Tutti gli interessati sono invitati a partecipare. -- Federico Polito Department of Mathematics University of Torino Via Carlo Alberto, 10 10123, Torino, Italy Email: federico.polito(a)unito.it Tel: +39 011 6702937 Web: www.federicopolito.it

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