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Pisa Online Seminars - Lorenzo Dello Schiavo (Tuesday, Feb. 9 at 14:00)
by Giacomo Filippo Di Gesu 03 Feb '21

03 Feb '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 talk will be accessible under the link Click here to join the meeting<https://teams.microsoft.com/l/meetup-join/19%3A17115d7f6ef44c5e91974362906c…> Best regards, Giacomo Tuesday, Feb. 9, 14:00 Speaker: Lorenzo Dello Schiavo (IST Austria) Title: The Dirichlet—Ferguson Diffusion on the space of probability measures over a closed Riemannian manifold (1811.11598) Abstract: We construct a diffusion process on the L^2-Wasserstein space P_2(M) over a closed Riemannian manifold M. The process, which may be regarded as a candidate for the Brownian motion on P_2(M), is associated with the Dirichlet form induced by the L^2-Wasserstein gradient and by the Dirichlet–Ferguson random measure with intensity the Riemannian volume measure on M. We discuss the closability of the form via an integration-by-parts formula, which allows explicit computations for the generator and a specification of the process via a measure-valued SPDE. We comment how the construction is related to previous work of von Renesse–Sturm on the Wasserstein Diffusion and of Konarovskyi–von Renesse on the Modified Massive Arratia Flow. ************************ 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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Seminario on-line di G. Peccati a Milano-Bicocca (10 feb 2021)
by Francesco Caravenna 03 Feb '21

03 Feb '21

Ho il piacere di annunciare il seguente seminario di Giovanni Peccati (Luxembourg University): "Stopping sets and phase transitions on the Poisson space" Mercoledì 10 febbraio 2021 ore 14:30 Seguono il riassunto e il link Zoom. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%%%%%% Link Zoom: https://us02web.zoom.us/j/81567245594?pwd=OFJwNzNMYmRxYXl6T0srU2gyamdWZz09 (ID: 815 6724 5594 Passcode: 969423) Abstract: I will discuss several refinements of the Poincaré inequality on the Poisson space, based on the use of "restricted hypercontractivity", stopping sets and continuous-time decision trees. One of the main estimates presented in my talk corresponds to an intrinsic, infinite-dimensional version of the "OSSS inequality" (O'Donnel, Saks, Schramm, Servedio, 2006), allowing one to control the fluctuations of a given functional by means of its decision tree complexity. The research discussed in my talk is strongly motivated by the analysis of sharp phase transitions in continuum percolation models. If time permits, I will also discuss an intrinsic version of the Schramm-Steif inequality on the Poisson space - which is particularly adapted to capture noise sensitivity at criticality. Based on joint works with G. Last and D. Yogeshwaran (2021), and with I. Nourdin and X. Yang (2019). %%%%%%%%%%%%%%%%%%%%%%%%%%%% -- _________________________________________ 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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Fwd: [owps] One World Probability Seminar Thursday February 4, 2021
by Faggionato, Alessandra 03 Feb '21

03 Feb '21

Buongiorno giro l'annuncio del OWPS di domani Grazie Saluti Alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: mer 3 feb 2021 alle ore 12:12 Subject: [owps] One World Probability Seminar Thursday February 4, 2021 To: <owps(a)lists.bath.ac.uk> Tomorrow's speakers in the One World Probability Seminar are (Note: all times are in UTC. *Due to time changes, you should check what that translates to in your location*) ------------------------------------------------ (14:00-15:00 UTC) Speaker: Davide Gabrielli (L'Aquila) Title: Soliton decomposition of the Box Ball System Abstract: The Box-Ball System (BBS) is a one-dimensional cellular automaton on the integer lattice. It is related to the Korteweg-de Vries (KdV) equation and exhibits solitonic behaviour. It was introduced by Takahashi and Satsuma who identified conserved quantities called solitons. We illustrate equivalent definitions of the system and we describe the Takahashi and Satsuma algorithm of identification of the solitons. We propose a different soliton decomposition which is equivalent to a branch decomposition of the tree associated to the excursions of the walk constructed starting from the ball configuration. Ferrari, Nguyen, Rolla and Wang (FNRW) map a ball configuration to a family of "soliton components" indexed by the soliton sizes. Building over this decomposition, we give an explicit construction of a large family of invariant measures for the BBS that are also shift invariant, including Markov and Bernoulli product measures. The construction is based on the concatenation of iid excursions in the associated walk trajectory. (15:00-16:00 UTC) Speaker: Pablo A. Ferrari (Universidad de Buenos Aires) Title: Soliton dynamics in the Box-Ball system Abstract: A soliton is a solitary wave that in absence of other solitons moves at speed proportional to its size and conserves shape and speed even after colliding with other solitons. The FNRW soliton decomposition of a ball configuration is based on the k-slots, boxes determined by the configuration where size k solitons can be inserted. The components of a configuration η are denoted ζk∈N^Z, where ζk(i)=n means that there are n size k solitons in slot i of the kth component. The dynamics of the components reduce to a hierarchic translation; the shift of a component depending on the larger size components. Shift invariant ball distributions with independent components are time invariant for the dynamics. For space-ergodic initial distributions, the asymptotic speeds of solitons are shown to satisfy an universal system of linear equations related to the Generalized Gibbs Ensemble hydrodynamics. ------------------------------------------------ The zoom link will appear the day before on the OWPS website: https://www.owprobability.org/one-world-probability-seminar <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> It can also be directly accessed through the link below: https://uniroma1.zoom.us/j/89695339114?pwd=QTdVVC9ybjNoaVlTKy9CbGJBUEVsQT09 <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> Meeting-ID: 896 9533 9114 Passcode: 246188 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team -- ************************************************* 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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Tomas Bjork
by Tiziano Vargiolu 01 Feb '21

01 Feb '21

Carissimi, e' con gran dolore che vi dobbiamo informare del fatto che Tomas Bjork e' mancato ieri 31 gennaio. Ecco le parole di Catriona Byrne, Editorial Director a Springer: We mourn the passing, on January 31, 2021, as a result of serious illness, of Tomas Bjork, emeritus professor of Mathematical Finance of the Stockholm School of Economics, and with it the loss of an esteemed scientist, adviser, colleague, friend. Cordiali saluti a tutti Wolfgang Runggaldier Tiziano Vargiolu -------------------------------------------------------------------------- Tiziano Vargiolu Dipartimento di Matematica Phone: +39 049 8271383 Universita' di Padova Fax: +39 049 8271428 Via Trieste, 63 E-mail: vargiolu(a)math.unipd.it I-35121 Padova (Italy) WWW: http://www.math.unipd.it/~vargiolu --------------------------------------------------------------------------

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Graduate course in February
by Stefania Ugolini 30 Jan '21

30 Jan '21

Università degli Studi di Milano: PhD program Stochastic quantization of the Euclidean quantum field theory Lecturer: Prof. Dr. Massimiliano Gubinelli The goal of Euclidean quantum field theory is to build probability measures on the space of distributions satisfying properties such as Euclidean invariance, reflection positivity and non-triviality, that allows to recover an interacting relativistic quantum field satisfying Wightman axioms. Stochastic quantization, first proposed by Parisi–Wu and Nelson, is a method of construction of such measures via stationary solutions of a stochastic partial differential equations driven by additive Gaussian white noise. In this course we will learn about the stochastic quantization of the Euclidean quantum field theory of a scalar boson with quartic interaction and its main properties. We introduce the Φ43 measure as the limit of the invariant measure of a finite dimensional system of stochastic differential equations. The proof proposed uses several analytic and probabilistic techniques, such as white noise analysis, weighted Besov spaces on lattice and paraproducts, which also find applications in other problems arising in the study of deterministic and stochastic singular differential equations. All these tools and ideas will be gradually introduced and explained during the lectures. The course is as much as possible self-contained and requires as a prerequisite only basic knowledge of stochastic and functional analysis. Scheduling: February 15, 16, 18, 22, 25 from 10:00 to 12:00 and from 14:00 to 16:00 Online via Zoom (see the following link) Course page: https://www.iam.uni-bonn.de/abteilung-gubinelli/sq-lectures-milan-ws2021 <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Seminario Antonio Agresti RM1
by Nappo, Giovanna 29 Jan '21

29 Jan '21

SEMINARIO DI PROBABILITA' E STATISTICA MATEMATICA Dipartimento di Matematica "Guido Castelnuovo" Lunedì 08 febbraio 2021 Ore 16:00 (modalità telematica con Zoom) Antonio AGRESTI (Dottorato in Matematica, Sapienza Università di Roma) Nonlinear parabolic stochastic evolution equations in critical spaces. Abstract: Critical spaces for non-linear equations are important due to scaling invariance, and in particular this plays a central role in fluid dynamics. In this talk we introduce and discuss local/global well-posedness, and blow-up criteria for stochastic parabolic evolution equations in critical spaces. Our results extend the celebrated theory of Prüss, Wilke and Simonett for deterministic PDEs. Due to the presence of noise it is unclear that a stochastic version of the theory is possible, but as we will show a suitable variation of the theory remains valid. We will also explain several features which are new in both the deterministic and stochastic framework. In particular, we discuss a new bootstrap method to prove regularization of solutions to (S)PDEs, which can also be applied in critical situations. Our theory is applicable to a large class of semilinear and quasilinear parabolic problems which includes many of the classical SPDE. During the talk we give applications to stochastic reaction-diffusion equations and stochastic Navier-Stokes equations with gradient noise. This is a joint work with Mark Veraar (TU Delft). Link Zoom https://uniroma1.zoom.us/j/81656265460?pwd=UmlZQzBDY2VmSUwrNitZbkNWMERIdz09

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MSP 2021
by Pietro Rigo 29 Jan '21

29 Jan '21

We are pleased to announce the second edition of the Workshop on The Mathematics of Subjective Probability (MSP 2021) that will take place at the University of Milano-Bicocca on September 1-3, 2021. As in the preceding edition, this workshop is intended as a forum for scholars of different fields who are interested in modeling probability as part of the behaviour of individuals rather than on a purely axiomatic basis. Papers on Probability Theory are obviously welcome as well as papers from Economic Theory, Game Theory, Statistics and Mathematics. We intend to hold the conference in the classical form, with speakers attending physically although, as of now, we cannot exclude that at least in part it will have to take place remotely The following speakers have accepted our invitation to deliver a talk: * Nabil Al-Najjar, Northwestern University; * Pierpaolo Battigalli, Università Bocconi; * K.P.S. Bhaskara-Rao, Indiana University Northwest; * Giulianella Coletti, Università di Perugia; * Massimo Marinacci, Università Bocconi; * Frank Riedel, University of Bielefeld. We invite all interested researchers to submit their papers for presentation. Papers should be submitted electronically via e-mail at the address MSP2021(a)unimib.it<mailto:MSP2021@unimib.it> . Submission will be possible until July 1st; notification of acceptance will be received by july 15th. For all details concerning the conference, please refer to the website msp2021.campus.unimib.it<https://www.msp2021.campus.unimib.it/>. Gianluca Cassese, Pietro Rigo, Barbara Vantaggi

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Seminar announcement
by Marco Scarsini 29 Jan '21

29 Jan '21

*Thursday, 4 February, 17:00 CET* *Annie Liang**, *Northwestern University Dynamically Aggregating Diverse Information <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYCSAUGBgBOVgFdBQs> Discussants: Jacopo Perego and Weijie Zhong The paper can be found here <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3385451>. This is the link to the Virtual Room <http://mailsender.luiss.it/lists/lt.php?id=cRpQAAYBSAUGBgBOVgFdBQs>. The schedule of the upcoming seminars can be found here <https://economiaefinanza.luiss.it/en/seminari/prossimi-seminari>. If you want to receive announcements of future seminars, please fill out this form <https://docs.google.com/forms/d/e/1FAIpQLSeDxM-M5ogG43elgjC-lNCp0BDhISiZHG0…> . ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza Luiss Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Fwd: [owps] One World Probability Seminar Thursday January 28, 2021
by Faggionato, Alessandra 28 Jan '21

28 Jan '21

inoltro per problemi tecnici grazie alessandra ---------- Forwarded message --------- Da: One World Probability <ow.probability(a)gmail.com> Date: gio 28 gen 2021 alle ore 15:03 Subject: Re: [owps] One World Probability Seminar Thursday January 28, 2021 To: <owps(a)lists.bath.ac.uk> Dear All, If you have trouble joining the meeting using the zoom link below, please try using the link on the website. We apologise for any problems. Amanda and Alessandra On Wed, Jan 27, 2021 at 8:26 AM One World Probability < ow.probability(a)gmail.com> wrote: > Tomorrow's speakers in the One World Probability Seminar are > (Note: all times are in UTC. *Due to time changes, you should check what > that translates to in your location*) > ------------------------------------------------ > > (14:00-15:00 UTC) Speaker: Cristina Toninelli (Université Paris Dauphine) > Title: Universality results for interacting particle systems with > dynamical constraints > Abstract: We introduce the kinetically constrained models (KCM), a class > of interacting particle systems with a simple spin flip dynamics subject to > local dynamical constraints. Each vertex is resampled (independently) at > rate one by tossing a (1-q)-coin iff a certain neighbourhood of the vertex > contains no particles. In other words, the holes (empty vertices) act as > facilitating sites. When q shrinks to 0, the presence of the constraints > gives rise to glassy dynamics, in particular to an anomalous divergence of > the characteristic time scales. Thus, KCM are extensively used in physics > literature to model the liquid-glass transition, a longstanding open > problem in condensed matter physics. > > We focus on the behavior of E(T_0), the mean over the stationary process > of the first time at which the origin becomes empty. Our results establish > the universality classes of KCM in two dimensions: we group all possible > constraints into distinct classes with all models in a class featuring the > same divergence for E(T_0) as q->0. Within each class, we present an > efficient relaxation mechanism that involves the cooperative motion of > large rare patches of empty sites and we use it to determine matching upper > and lower bounds for E(T_0). > > Joint work with L.Marêché, I.Hartarsky, F.Martinelli and R.Morris > > (15:00-16:00 UTC) Fabio Martinelli (Università Roma Tre) > Title: Sharp threshold for the FA-2f kinetically constrained model > Abstract: > The Fredrickson-Andersen 2-spin facilitated model (FA-2f) on the > d-dimensional lattice, d ≥ 2, is a paradigmatic interacting particle system > with kinetic constraints (KCM) featuring "dynamical facilitation", an > important mechanism in condensed matter physics. In FA-2f a site may change > its state only if at least two of its nearest neighbors are empty. The > process, while reversible w.r.t. a product Bernoulli measure, has > degenerate jumps rates and it is non-attractive, with an anomalous > divergence of characteristic time scales as the density q of the empty > sites tends to zero. A natural random variable encoding the above features > is the first time T at which the origin becomes empty for the stationary > process. Our main result is the sharp threshold T ≍ Exp[ d > λ(d,2)/q^(1/(d-1)) ] w.h.p. as q → 0, with λ(d,2) the threshold constant > for the 2-neighbor bootstrap percolation, the monotone deterministic > cellular automaton counterpart of FA-2f. This is the first sharp result for > a critical KCM. Besides settling various controversies accumulated in the > physics literature over the last four decades, our novel techniques enable > completing the recent ambitious program on the universality phenomenon for > critical KCM and establishing sharp thresholds for other two-dimensional > KCM. > > Joint work with I. Hartarski and C. Toninelli > > ------------------------------------------------ > > The zoom link will appear the day before on the OWPS website: > https://www.owprobability.org/one-world-probability-seminar > <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fwww.owpro…> > > It can also be directly accessed through the link below: > https://uniroma1.zoom.us/j/83154591101?pwd=dkZyekxwa1Z1b2w2bW5SOWY3L21Xdz09 > <https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Funiroma1.…> > > Please feel free to circulate this email. > > We hope to see you all tomorrow! > One World Probability Team > -- ************************************************* 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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ABC in Svalbard, 12-13 April, 2021 - Mirror in Grenoble
by Julyan Arbel 27 Jan '21

27 Jan '21

Dear all, The approximate Bayesian computation (ABC) conference is planned to be held in Svalbard on 12-13 April, 2021, in a hybrid way: on top to the on-site meeting, there will be two physical mirrors (one in Brisbane and one in Grenoble), and all talks will be live-streamed. If you wish to participate to the virtual event, stay tuned for further information on: https://sites.google.com/view/abcinsvalbard/home If you consider participating to Grenoble mirror (free of charge), please fill the form here: https://sites.google.com/view/abcinsvalbard-grenoble-mirror/ in order to receive further notice about the organisation. Best, Julyan Arbel and Christian Robert

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