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Assegno di ricerca Università Ca' Foscari di Venezia / Research position Ca' Foscari University of Venice.
by Carlo Gaetan 04 Jun '21

04 Jun '21

(An English version follows) Care/i iscritte/i, l'Università Ca’ Foscari di Venezia bandisce un assegno annuale di ricerca presso il Dipartimento di Scienze Ambientali, Informatica e Statistica (DAIS) dal titolo Metodi di previsione di eventi meteorologici estremi. L' obiettivo del progetto di ricerca è, in breve, quello di valutare diversi aspetti delle distribuzioni predittive comunemente in uso e di proporne di nuove e più adatte alla previsione nelle code. Contestualmente allo sviluppo teorico delle metodologie si prospetta la produzione di un pacchetto applicativo per il software statistico R con cui poter analizzare i casi concreti. SCADENZA: 21/06/2021 ORE 12:00 ORA ITALIANA. Info e portale per la domanda: https://www.unive.it/data/17574/ Vi sarei grato se poteste diffondere la notizia presso i vostri contatti. Per maggiori dettagli sentitevi liberi di contattare me (gaetan(a)unive.it) o la Prof.ssa Federica Giummolé (giummole(a)unive.it) Cordiali saluti, Carlo Gaetan ================= ENGLISH VERSION ====================================== Dear all, Ca' Foscari University of Venice (Italy) has opened an annual research position at Department of Environmental Sciences, Informatics and Statistics on prediction of extreme events. The aim of the research project is the verification of commonly used forecast methods and the introduction of new improved solutions for prediction of heavy-tailed distributions. Furthermore, the theoretical development of new methodologies will be supported by the production of a suitable R package for use in the applications. DEADLINE June 21 2021 AT 12:00 PM ITALIAN TIME. Info and on-line application: https://www.unive.it/data/17574/ I would be grateful if you could circulate the information to your contacts. Please, feel free to get in touch for any question (me: gaetan(a)unive.it or Professor Federica Giummolé: giummole(a)unive.it). Kind regards, Carlo Gaetan -- https://www.google.com/search?q=andr%C3%A0+tutto+bene&tbm=isch `Andrà tutto bene’ translates as ‘everything will be ok’, and has been adopted here in Italy as the slogan of solidarity against the virus. Feel free to spread this positive message. Dipartimento di Scienze Ambientali, Informatica e Statistica - DAIS Università Ca' Foscari - Venezia Z.A12 - Edificio Zeta Via Torino, 155 I-30172 Mestre (VE) ITALY phone: ++39 041 234 8404 e-mail:[gaetan"at"unive"dot"it] web:[http://www.dais.unive.it/~gaetan] Please don't print this e-mail unless you really need to. Please avoid sending me Word, Excel or PowerPoint attachments. See http://www.gnu.org/philosophy/no-word-attachments.html. Per favore non stampate questo messaggio se non è proprio necessario. Per favore non mandatemi allegati in Word, Excel o PowerPoint. Le ragioni sono spiegate qui http://www.gnu.org/philosophy/no-word-attachments.it.html

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Fwd: researcher position in stochastic control theory, Uppsala University
by Giorgio Ferrari 03 Jun '21

03 Jun '21

Dear All, I forward the following interesting announcement. Best wishes, Giorgio Ferrari -------- Weitergeleitete Nachricht -------- Betreff: researcher position in stochastic control theory, Uppsala University Datum: Thu, 3 Jun 2021 07:20:13 +0000 Von: Erik Ekström <erik.ekstrom(a)math.uu.se> An: Erik Ekström <erik.ekstrom(a)math.uu.se> Dear colleagues, I would like to draw your attention to the following two-year researcher position in stochastic control theory, with deadline June 15. https://math.uu.se/the-department/vacant-positions/?positionId=406642 <https://math.uu.se/the-department/vacant-positions/?positionId=406642> Please forward this announcement to potential candidates in your network! <https://math.uu.se/the-department/vacant-positions/?positionId=406642> Thanks in advance, and best regards, Erik Vacant positions - Department of Mathematics - Uppsala University, Sweden <https://math.uu.se/the-department/vacant-positions/?positionId=406642> math.uu.se Researcher in stochastic control theory, Uppsala University, Department of Mathematics, Uppsala University Page Title När du har kontakt med oss på Uppsala universitet med e-post så innebär det att vi behandlar dina personuppgifter. För att läsa mer om hur vi gör det kan du läsa här: http://www.uu.se/om-uu/dataskydd-personuppgifter/ E-mailing Uppsala University means that we will process your personal data. For more information on how this is performed, please read here: http://www.uu.se/en/about-uu/data-protection-policy -- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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Fwd: [owps] OWPS: two talks thursday June 3
by Faggionato, Alessandra 02 Jun '21

02 Jun '21

Buongiorno, inoltro l'annuncio del OWPS per chi fosse interessato. Grazie per l'attenzione. Saluti Alessandra ---------- Messaggio inoltrato ---------- Da: *One World Probability* <ow.probability(a)gmail.com> Data: mercoledì 2 giugno 2021 Oggetto: [owps] OWPS: two talks thursday June 3 A: owps(a)lists.bath.ac.uk Dear All, we have two talks tomorrow, by Gerard Ben Arous and Benjamin McKenna, see below. Remember that we start 14:00 UTC which is 16:00 CET! 14:00-15:00 Gerard Ben Arous The topology of the elastic manifold This is joint work with Paul Bourgade and Benjamin McKenna (both Courant Institute, NYU) and relies on the joint recent papers arXiv:2105.05051 and arXiv:2105.05000. The elastic manifold is a paradigmatic representative of the class of disordered elastic systems. These models describe random surfaces with rugged shapes resulting from a competition between random spatial impurities (preferring disordered configurations), on the one hand, and elastic self-interactions (preferring ordered configurations), on the other. The elastic manifold model is interesting because it displays a depinning phase transition and has a long history as a testing ground for new approaches in statistical physics of disordered media, for example for fixed dimension by Fisher (1986) using functional renormalization group methods, and in the high-dimensional limit by Mézard and Parisi (1992) using the replica method or by Le Doussal-Mueller-Wiese (2007) which relies on functional renormalization group. We study the topology of the energy landscape of this model in the Mézard-Parisi setting, and compute the (annealed) topological complexity both of total critical points and of local minima. Our main result confirms the recent formulas obtained by Fyodorov and Le Doussal (2020). It identifies the boundary between simple and glassy phases, as well as the nature of the phase transition. The main argument relies naturally on Random Matrix Theory, through the Kac-Rice formula. 15:00 - 16:00 UTC Benjamin McKenna Random determinants beyond invariance This is partially joint work with Gérard Ben Arous and Paul Bourgade (both Courant Institute, NYU) and relies on the recent joint paper arXiv:2105.05000 and solo paper arXiv:2105.05043. To study the topology of high-dimensional random functions via the Kac-Rice formula, the core requirement is the analysis of the asymptotic behavior of large random determinants in the exponential scale. For models like the elastic manifold, these random determinants are not invariant under the usual groups of symmetries, as for usual models of spherical spin glasses for instance. Thus their asymptotic evaluation is rather delicate. We give an abstract result for the behavior of large random determinants beyond the invariant case, which cover many other interesting models beyond the elastic manifold. As an example of one such model, we discuss bipartite spherical spin glasses. The Zoom link is on the OWPS webpage. It can also be accessed directly via https://tum-conf.zoom.us/j/69822554866 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Ftum-conf.…> Meeting-ID: 698 2255 4866 Kenncode: 098960 Best wishes, Julien and Nina -- ************************************************* 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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Pisa Online Seminars - J. Corujo and W. Van Zuijlen (Tuesday, June 8 at 15:00 and 16:00)
by Giacomo Filippo Di Gesu 02 Jun '21

02 Jun '21

Dear colleagues, I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The two talks will be accessible under the link Click here to join<https://teams.microsoft.com/l/meetup-join/19:af3d635091e049579e555a84219ab3…"Tid":"c7456b31-a220-47f5-be52-473828670aa1","Oid":"dfd1e5f6-331d-43e0-a180-4bb6ce727fb7"}> Best regards, Giacomo Tuesday, June 8, 15:00 Speaker: Josué Corujo (Université Paris Dauphine) Title: Spectrum and ergodicity of a neutral multi-allelic Moran model Abstract: We will present some recent results on the study of a neutral multi-allelic Moran model, which is a finite continuous-time Markov process. For this process, it is assumed that the individuals interact according to two processes: a mutation process where they mutate independently of each other according to an irreducible rate matrix, and a Moran type reproduction process, where two individuals are uniformly chosen, one dies and the other is duplicated. During this talk we will discuss some recent results for the spectrum of the generator of the neutral multi-allelic Moran process, providing explicit expressions for its eigenvalues in terms of the eigenvalues of the rate matrix that drives the mutation process. Our approach does not require that the mutation process be reversible, or even diagonalizable. Additionally, we will discuss some applications of these results to the study of the speed of convergence to stationarity of the Moran process for a process with general mutation scheme. We specially focus on the case where the mutation scheme satisfies the so called "parent independent" condition, where (and only where) the neutral Moran model becomes reversible. In this later case we can go further and prove the existence of a cutoff phenomenon for the convergence to stationarity. This presentation is based on a recently submitted work, for which a preprint is available at https://arxiv.org/abs/2010.08809. Tuesday, June 8, 16:00 Speaker: Willem Van Zuijlen (WIAS) Title: Total mass asymptotics of the parabolic Anderson model Abstract: We consider the parabolic Anderson model with a white noise potential in two dimensions. This model is also called the stochastic heat equation with a multiplicative noise. We study the large time asymptotics of the total mass of the solution. Due to the irregularity of the white noise, in two dimensions the equation is a priori not well-posed. Using paracontrolled calculus or regularity structures one can make sense of the equation by a renormalisation, which can be thought of as ''subtracting infinity of the potential''. To obtain the asymptotics of the total mass we use the spectral decomposition, an alternative Feynman-Kac type representation and heat-kernel estimates which come from joint works with Khalil Chouk, Wolfgang König and Nicolas Perkowski. ************************ Giacomo Di Gesù Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 56127 - Pisa, Italy giacomo.digesu(a)unipi.it<mailto:giacomo.digesu@unipi.it> https://sites.google.com/site/giacomodigesu/

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Seminar on Stochastic Games by M. MNIF "in Padova" (Zoom)
by Giorgia Callegaro 02 Jun '21

02 Jun '21

Dear colleagues, this email is to announce the Probability and Finance seminar of this week, "in Padova" (Zoom). Here are the details: * Speaker: *M. MNIF* (University of Monastir, Tunisia) * Title: *Nonzero-sum stochastic Impulse Games with an application in competitive retail energy markets* * Date: *Friday June 4*, 2021 at 3 pm (ITA time) * Abstract: We study a nonzero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. We derive the corresponding system of quasi-variational inequalities (QVIs in short). We prove, by means of the weak dynamic programming principle for the stochastic differential game, that the value function of each player is the unique viscosity solution to the associated QVIs system. We present a probabilistic numerical scheme which approximates the solution of the QVIs system and we give some numerical results. *** Zoom link: https://unipd.zoom.us/j/85706083496 Have a nice day, Giorgia Callegaro -- Giorgia Callegaro Associate Professor Department of Mathematics - University of Padova Via Trieste 63 , I-35121 Padova - ITALY Tel: +39-0498271481 Fax: +39-0498271499 E-Mail: gcallega(a)math.unipd.it <https://webmail.math.unipd.it/horde3/imp/message.php?mailbox=Sent&index=598#> Personal web-page: https://sites.google.com/site/giogiocallegaro/Home

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Seminario di Alessio Figalli il 10 giugno 2021
by Enrico Scalas 01 Jun '21

01 Jun '21

Care colleghe e colleghi, in seguito a una recente donazione al Dipartimento di Matematica dell'Universita' del Sussex abbiamo istituito il "James (Jim) Perry Browne Sussex Mathematics Colloquium". La prima lezione sara' tenuta dal Prof. Alessio Figalli dell'ETH di Zurigo il 10 giugno 2021 alle 15:00 ora UK (16:00 italiane) su Zoom. Il prof. Figalli introdurra' la teoria del trasporto ottimale per un pubblico non specialistico. Informazioni su come accedere all'evento si trovano a questo link: http://www.sussex.ac.uk/maths/about/newsandevents/events?id=55357 Il seminario puo' essere interessante per chi si occupa di probabilita' e analisi. Vi prego di diffondere l'informazione e mi scuso in anticipo se avete gia' ricevuto questo annuncio. Grazie per l'attenzione e cordiali saluti, Enrico Scalas

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2-day online workshop on "Stochastic Games with Partial and Asymmetric Information"
by Tiziano De Angelis 01 Jun '21

01 Jun '21

Dear All, We are pleased to announce a 2-day online workshop on "Stochastic Games with Partial and Asymmetric Information", which will be held on 6 - 7 July via Zoom and hosted by Collegio Carlo Alberto in Turin. Registration is free but compulsory via the dedicated website https://www.carloalberto.org/event/workshop-on-stochastic-games-with-partia… On the website you can also find the list of guest speakers, titles of their talks and a tentative schedule. Further information and the relevant Zoom links will be sent to registered participants closer to the date. Best wishes Tiziano De Angelis and Jan Palczewski

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Ph.D. position on copula theory at TU Eindhoven (NL)
by Elisa Perrone 31 May '21

31 May '21

Dear Everyone, The Department of Mathematics and Computer Science of TU Eindhoven (Netherlands) has an open Ph.D. position in Mathematical Statistics. We are looking for a motivated candidate with a solid theoretical background in Probability/Statistics to join our group and conduct research in the area of dependence modeling and copulas under my supervision. Salary Range: EUR 2395 to EUR 3061 gross per month Duration: 4 year Application deadline: July 11, 2021 Job description and how to apply: https://jobs.tue.nl/en/vacancy/phd-on-positive-dependence-and-copulas-87980… <https://jobs.tue.nl/en/vacancy/phd-on-positive-dependence-and-copulas-87980…> Please forward this email to any potential candidate, and reach out to me at e.perrone(a)tue.nl <mailto:e.perrone@tue.nl> for further information on the position. Thanks and best regards, Elisa --- Elisa Perrone, Ph.D. Assistant Professor Department of Mathematics and Computer Science Eindhoven University of Technology elisaperrone.info <http://elisaperrone.info/>

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Webinar Volgushev @Bocconi
by Giacomo Zanella 31 May '21

31 May '21

We announce the following webinar from the Statistics Series at Università Bocconi: Date: Thursday, June 3rd, h17:00 (Italy time) Speaker: Stanislav Volgushev (University of Toronto) Title: Structure learning for Extremes Abstract: Extremal graphical models are sparse statistical models for multivariate extreme events. The underlying graph encodes conditional independencies and enables a visual interpretation of the complex extremal dependence structure. For the important case of tree models, we provide a data-driven methodology for learning the graphical structure. We show that sample versions of the extremal correlation and a new summary statistic, which we call the extremal variogram, can be used as weights for a minimum spanning tree to consistently recover the true underlying tree. Remarkably, this implies that extremal tree models can be learned in a completely non-parametric fashion by using simple summary statistics and without the need to assume discrete distributions, existence of densities, or parametric models for marginal or bivariate distributions. Extensions to more general graphs are also discussed. The webinar will be on zoom at: https://zoom.us/j/97942632075?pwd=eDhNTlREdU5UVGpMcDVPSWV2bU5nQT09 Meeting ID: 979 4263 2075 Passcode: 627490 Kind regards, Giacomo Zanella [La tua firma può scrivere un futuro. Aiuta gli studenti meritevoli a costruire il proprio. Dai il tuo 5x1000 alla Bocconi C.F. 80024610158] Please note that the above message is addressed only to individuals filing Italian income tax returns. 5x1000 is a percentage of Italian personal income tax that taxpayers can allocate to Universities, scientific research and non profit organizations.

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Online conference "Algebraic Duality Methods in Probability"
by GIOIA CARINCI 31 May '21

31 May '21

Dear colleagues, I forward this conference announcement I’ve just received. Best regards, Gioia Carinci %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Dear colleagues, We are writing to announce an online conference on the topic of algebraic duality methods in probability. There are 9 talks that will be held at 10am and 11am central standard time on June 2, 4, 7, 8; and 5pm central standard time on June 3. The website, containing the zoom link, titles and abstracts can be found here: https://www.math.tamu.edu/~jkuan/AlgebraicDualityConference.html Please feel free to circulate this announcement to anyone else you think might be interested in attending these talks. Best, Ivan Corwin and Jeffrey Kuan _______________________________________________ Probability mailing list Probability(a)math.columbia.edu http://www.math.columbia.edu/cgi-bin/mailman/listinfo/probability

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