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Call for interest
by Domenico Marinucci 24 Jun '20

24 Jun '20

Call for interest : The Department of Mathematics at the University of Rome Tor Vergata invites expressions of interest for Senior (Tenure-Track) Assistant Professor ('RTD-B') and Tenured Associate Professor positions in the following areas of Mathematics: a) Data Analysis, Statistics and Machine Learning; b) Historical and pedagogical aspects of mathematics; c) Numerical optimization with special focus on big data and machine learning applications. More details can be found at the following link: https://www.mat.uniroma2.it/Docs_avvisi/call-of-interest.pdf Please feel free to forward this message to potentially interested candidates. -- @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Domenico Marinucci Dipartimento di Matematica Università di Roma Tor Vergata https://www.mat.uniroma2.it/~marinucc/ @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

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Fwd: [owps] One World Probability Seminar Thursday 25th June 2020
by Faggionato, Alessandra 24 Jun '20

24 Jun '20

---------- Forwarded message --------- Da: Andreas Kyprianou <ak257(a)bath.ac.uk> Date: mer 24 giu 2020 alle ore 13:23 Subject: [owps] One World Probability Seminar Thursday 25th June 2020 To: <owps(a)lists.bath.ac.uk> One World Probability Seminar Thursday 25th June 2020 Tomorrow's speakers in the One World Probability Seminar are ------------------------------------------------------------ 15.00: Augusto Teixeira (Rio): Random walks on dynamical random environments with non-uniform mixing (Part 1) 16.00: Marcelo Hilário (Belo Horizonte): Random walks on dynamical random environments with non-uniform mixing (Part 2) The first talk will be a non-technical introduction to the subject. ------------------------------------------------------------ Abstract: In these two consecutive talks we will discuss recent results on the limiting behavior of random walks on dynamical random environments. The strength of these results depends a great deal on space-time mixing properties imposed to the environment but also on other features like the dimension and the allowed transitions. In our case, we restrict ourselves to random walks evolving on one-dimensional random environments given by conservative interacting particle systems such as the simple symmetric exclusion process. For this setting, conservation of particles leads to poor-mixing conditions which complicates the applicability of some available tools. Our goal is to explain how renormalization can be used to handle these difficulties in order to obtain law of large numbers, large deviation estimates. The first talk will be a non-technical introduction to the subject. In the second talk, we provide a more detailed idea of how to prove the results. All the results were obtained on several joint works with Oriane Blondel, Frank den Hollander, Daniel Kious, Renato dos Santos and Vladas Sidoravicius. ------------------------------------------------------------ Please keep in mind that we are working with Central European summer time. As always, the Zoom-room link will appear on the OWPS seminar webpage: www.owprobability.org But you can also link to it directly by clicking this link tomorrow: https://us02web.zoom.us/j/86868081342 Meeting-ID: 868 6808 1342 Please feel free to circulate this email. We hope to see you all tomorrow! One World Probability Team For the videos you can also subscribe to the Youtube or Bilibili channels: https://www.youtube.com/channel/UCiLiEQGTp6bZEhuHDM-WNWQ https://space.bilibili.com/151014650 -- ************************************************* 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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Special Issue on "Applied Mathematical Methods in Financial Risk Management"
by Elisa Mastrogiacomo 23 Jun '20

23 Jun '20

Apologize for cross-posting ******************************* Dear colleagues, we are Guest Editors of a Special Issue on "Applied Mathematical Methods in Financial Risk Management" for the journal Mathematics. Mathematics is an Open Access journal with a section on Financial Mathematics. See https://www.mdpi.com/journal/mathematics/ for details. Topics of particular interest for the special issue may include, but are not limited to: - risk management, - risk measures, - risk minimization, - portfolio optimization, - capital allocation, actuarial theory, - insurance premia, - ambiguity, - set-valued risk measures, - systemic risk. The deadline for submission is April 15, 2021. Due to Open Access, the fee to be paid at acceptance of the paper is of 1200 CHF. Please see https://www.mdpi.com/journal/mathematics/special_issues/applied_mathematica… for further details on the Special Issue. All those concerned are welcome to submit a scientific or a review paper. Best regards, Elisa Mastrogiacomo and Emanuela Rosazza Gianin

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Probability Webminar: Lucio Galeati (University of Bonn) [Padova 26/06, 11.00]
by barbato＠math.unipd.it 22 Jun '20

22 Jun '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on June 26, 2020 at 11 by the zoom platform. ---------------------------------------------------- Speaker: Lucio Galeati (University of Bonn) Title: Regularisation by noise and notions of irregularity June 26, 2020 (Friday) - 11:00 - zoom link: TBA The link and password to access the seminar will be available at the following webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: A natural question in the field of regularisation by noise phenomena is to understand under which conditions on a path $w$, the additively perturbed ODE $x'=b(x)+w'$ is well-posed, even when its unperturbed counterpart $x'=b(x)$ is not. In order to answer this question, Catellier and Gubinelli (SPA 2016) introduced the theory of nonlinear Young integrals and the concept of $\rho$-irregularity of $w$; they also proved that fBm paths are $\rho$-irregular. In this talk, I will first review their work and then present its more recent extensions. The property of $\rho$-irregularity can be linked to the regularity of the local time of $w$ and, in the case of Gaussian processes, can be established under a suitable local non-determinism (LND) condition. Moreover, it can be shown that $\rho$-irregular paths are necessarily nowhere $\alpha$-Holder continuous, for suitable values $\alpha=\alpha(\rho)$. This gives a rigorous proof of the frequently observed paradigm "the rougher the noise, the better the regularisation". Based on joint works with Massiliano Gubinelli. --------------- David Barbato Dip. di Matematica Università di Padova Via Trieste, 63 - 35121 Padova, Italy

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Probability Webminar: Elena Pulvirenti (University of Bonn) [Padova 03/07, 11.00]
by alessandra bianchi 22 Jun '20

22 Jun '20

Dear Colleagues, We would like to invite you to the following Probability seminar that will take place on July 3 at 11 by the zoom platform. ________________________________________________________ Speaker: Elena Pulvirenti (University of Bonn) Title: The Widom-Rowlinson model: metastability, mesoscopic and microscopic fluctuations for the critical droplet 3 JULY (Friday) - 11:00 - zoom link: TBA The link and password to access the seminar will be available at the following webpage https://www.math.unipd.it/~bianchi/seminari/ Abstract: We introduce the equilibrium Widom-Rowlinson model on a two-dimensional finite torus in which the energy of a particle configuration is attractive and determined by the union of small discs centered at the positions of the particles. We then discuss the metastable behaviour of a dynamic version of the WR model. This means that the particle configuration is viewed as a continuous time Markov process where particles are randomly created and annihilated as if the outside of the torus were an infinite reservoir with a given chemical potential. In particular, we start with the empty torus and are interested in the first time when the torus is fully covered by discs in the regime at low temperature and when the chemical potential is supercritical. In order to achieve the transition from empty to full, the system needs to create a sufficiently large droplet, called critical droplet, which triggers the crossover. We compute the distribution of the crossover time and identify the size and the shape of the critical droplet. The analysis relies on a mesoscopic and microscopic description of the surface of the critical droplet. It turns out that the critical droplet is close to a disc of a certain deterministic radius, with a boundary that is random and consists of a large number of small discs that stick out by a small distance. We will show how the analysis of surface fluctuations in the WR model allows us to derive the leading order term of the condensation time and also the correction order term. This is a joint work with Frank den Hollander (Leiden), Sabine Jansen (Munich) and Roman Kotecky (Prague & Warwick). -- 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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Phd position in mathematical statistics in Pau/Melbourne
by Ivan Kojadinovic 21 Jun '20

21 Jun '20

Dear Colleagues, Buongiorno, I hope that you are doing well in these complicated times. I would be very grateful if you could transfer the following link advertising a PhD position in mathematical statistics at the University of Pau jointly with the University of Melbourne to any of your potentially interested students or colleagues : http://ikojadin.perso.univ-pau.fr/phd-position.pdf Many thanks in advance for your help and apologies if you have already received this email by another channel. Grazie mille ! Ivan Kojadinovic

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Junior Bayes Beyond the Borders (JB^3) webinars
by Giacomo Zanella 19 Jun '20

19 Jun '20

We are delighted to announce Junior Bayes Beyond the Borders (JB^3), an online seminar series jointly organized by the BayesLab (https://www.bayeslab.unibocconi.eu/) at Bocconi University and j-ISBA (https://j-isba.github.io/) the junior section of the International Society for Bayesian Analysis. The seminar series aims at highlighting the work of outstanding junior researchers in Bayesian Statistics. The first edition (June/July 2020) will feature talks by this year's five Savage award finalists, see www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> for more details. Each seminar will include a 45 minutes presentation by the speaker and a 10 minutes discussion by a senior scholar. The first webinar will be: Date: 25 June 2020, 3pm UTC (5pm Italy time) Speaker: Francois-Xavier Briol (University College London) Title: Stein's method for Bayesian computation Discussant: Nicolas Chopin (ENSAE Paris) The link to join the seminar will be made available at www.bayeslab.unibocconi.eu/webinarseries<http://www.bayeslab.unibocconi.eu/webinarseries> a few hours before the seminar. 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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5PhD positions at Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction”
by Tiziano De Angelis 19 Jun '20

19 Jun '20

Dear All, I was asked to circulate the advert below. It looks like a very good opportunity for bright students. Best wishes Tiziano --------------------- The recently established Berlin-Oxford International Research Training Group (IRTG) 2544 “Stochastic Analysis in Interaction” offers 5 PhD positions (75% TVL E 13, about 1700 EUR p.m. after taxes, social security...) for 3 years starting October 1, 2020, or soon thereafter. Funded by the Deutsche Forschungsgemeinschaft (DFG), the IRTG is a joint research initiative of the stochastic analysis group of FU, HU, TU and WIAS Berlin with its counterpart at the University of Oxford. The advertised positions will be based in Berlin and will offer ample opportunities to interact also with members of the Oxford team, most notably in a 6-months exchange. Embedded in a truly international environment, the IRTG students will get excellent research training in a structured programme focussing on challenges at the mathematical foundations of Stochastic Analysis as well as on challenges arising from its various applications, e.g., in physics, biology, finance or data science. The combined expertise from the Berlin and Oxford groups will provide a significant breadth in depth and fertile ground for our students' ambitious research ideas. Successful candidates will have an MSc degree (or equivalent) in Mathematics (or a closely related field), strong knowledge of stochastic analysis, and feel eager to engage in the exchange of ideas with the teams in both Berlin and Oxford. Deadline for applications is August 10, 2020. Please see https://tub.stellenticket.de/de/offers/80625/ for the official job ad and for instructions how to apply. Our IRTG webpage www.math.tu-berlin.de/irtg offers more information on the Berlin-Oxford IRTG 2544.

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PhD Position in Mathematical Statistics at the University of Twente
by Gianluca Finocchio 17 Jun '20

17 Jun '20

The department of Electrical Engineering, Mathematics, and Computer Science (EEMCS) of the University of Twente (UT) has an opening for three full-time, 4-year, fully-funded PhD positions to strengthen the newly started Theme Team in Sports, Data and Interaction. The PhD candidates will work closely together on an interdisciplinary project, combining the fields of Statistics, Human Media Interaction and Biomedical Signals and Systems. The focus of the position in statistics (Position 2: Statistical tools for modeling sports data) is on developing new statistical tools and approaches to model the sports data in a way that is suitable for use in interactive applications. The candidate will also collaborate to integrate these tools into a computational system for real-time analysis, in close collaboration with the other candidates.Possible directions to shape the research project are - Anomaly detection - nonparametric statistics and machine learning - time series analysis, specifically change-point detection - Simultaneous inference Candidates should have acquired a Master’s degree in mathematics, statistics, data science or a closely related domain with a strong background in probability and statistics, as well as some programming skills in R or Python.Further information can be found here https://www.utwente.nl/en/organisation/careers/!/1215111/3-phd-positions-at… apply online until June 30, 2020 using the webform provided on the above page. The intended starting date for all three candidates is September 1, 2020.For further information, please do not hesitate to contact Katharina Proksch (k.proksch(a)utwente.nl)

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6 fully funded PhD positions in MODELING AND ENGINEERING RISK AND COMPLEXITY
by Maria CHIAROLLA 16 Jun '20

16 Jun '20

N*ew 4-year PhD program in MODELING AND ENGINEERING RISK AND COMPLEXITY at a new School for Advanced** Studies of the University of Naples "Federico II"- ITALY* >From climate change and sustainability to seismic engineering and Industry 4.0, all the crucial challenges facing mankind today require the ability to understand and engineer ever growing reliable interdependent, complex and interconnected systems and infrastructures. The Call for Applications for the new 4 year PhD Program in Modeling and Engineering Risk and Complexity of the Scuola Superiore Meridionale (a brand new School for Advanced Studies in Naples) is now out and available at http://www.ssm.unina.it/en/calls-and-news/ We are looking for bright and ambitious students from any area of Mathematics, Science and Engineering to join this exciting new program. *6 fully funded 4-year scholarships are available this year* Each scholarship includes a stipend of EUR 19,000 per year which is increased by 50% when the student is spending time abroad Students are expected to spend at least 9-12 months abroad during their PhD. Each Scholarship also includes approx EUR 4,000 for research costs/travel per year Applicants must submit a brief scientific report (description of their MSc thesis work, CV, personal statement and reference letters) following the instructions provided at the website above *by* *no later than 30th June 2020.* Successful candidates will be announced the end of July 2020 with course officially starting on 2nd November 2020. For any further information contact the PhD Coordinator, Prof Mario di Bernardo, at merc(a)unina.it or check out the PhD website at: http://www.ssm.unina.it/en/modeling-and-engineering-risk-eng-and-complexity… -- Maria Chiarolla Full Professor of Mathematical Methods of Economics, Finance and Actuarial Sciences Dipartimento di Scienze dell'Economia Centro Ecotekne, Università del Salento, Lecce - ITALY --

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