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Seminario a Bologna del prof. Macci
by Massimo Campanino 29 Oct '18

29 Oct '18

Il giorno mercoledì 7 novembre alle ore 17 nell'aula al VII piano del Dipartimento di Matematica dell'Università di Bologna in piazza Porta S. Donato 5 il prof. Claudio Macci del Dipartimento di Matematica dell'Università di Roma Tor Vergata terrà un seminario dal titolo Asymptotic behavior of some hitting probabilities for sums of IID Gaussian random sets Abstract: We consider sequences of partial sums of iid Gaussian random sets (with respect to the Minkowski sum) and we study t he asymptotic behavior of some hitting probabilities (of suitable sets of $R^d$) for these partial sums. We also illustrate the use of the importance sampling for the estimation of these hitting probabilities by Monte Carlo simulations. We obtain the analog of well-known results for level crossing probabilities of random walks, and we refer to a version of the classical Cramér's Theorem in large deviations for random compact sets existing in the literature. Joint work with Barbara Pacchiarotti

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Seminario di Probabilita`, Universita` La Sapienza
by Faggionato, Alessandra 26 Oct '18

26 Oct '18

Martedi` 30 Ottobre alle ore 14 in Aula di Consiglio, Dipartimento di Matematica, Universita` La Sapienza, ci sara' il seguente seminario: Speaker: Giacomo di Gesu' (Universita' di Vienna) Title: Small noise asymptotics for stochastic Allen-Cahn equations in finite volume Abstract: We consider lattice approximations of the Allen-Cahn equation on the torus perturbed by small space-time white noise and discuss metastable transition times between the two stable phases. Grazie per l'attenzione ************************************************* 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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Assegno di Ricerca - UNIMI
by Giacomo Aletti 25 Oct '18

25 Oct '18

Gentili Colleghi, vi segnalo che, presso il Dipartimento di Scienze e Politiche Ambientali, Università degli Studi di Milano, è stato bandito un assegno di ricerca di tipo B della durata di 12 mesi nell'ambito del scientifico-disciplinare delle Scienze matematiche e informatiche. BANDO: http://www.unimi.it/ricerca/assegni_ricerca/124378.htm SCADENZA: 16/11/2018. La ricerca si svolge nell'ambito nell’ambito del programma di ricerca dal titolo “Quantitative analysis of agricultural land use changes due to the new greening payment in Lombardy”, e richiede le attività che sono sinteticamente qui riportate: 1) Data cleaning 2) Data integration 3) Model development 4) Code writing 5) Data Analysis 6) Reports/Papers writing Si prega di darne massima diffusione. Cordialmente, Giacomo Aletti -- ------------------------------- Giacomo Aletti, Full Professor (Probability Theory and Mathematical Statistics) Department of Environmental Science and Policy (ESP) ADAMSS Centre (ex MIRIAM) Advanced Applied Mathematical and Statistical Sciences Università degli Studi di Milano Via Saldini, 50 20133 Milano, Italy Tel: +39-02-503.16158 Fax:+39-02-503.16090 Cell: +39-340-9739142

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Seminario tra Geometria e Probabilita' di Daniele Agostini a Roma Tre il 29-10-2018
by Pietro Caputo 23 Oct '18

23 Oct '18

Daniele Agostini (Max-Plank Institute fur Mathematik, Leipzig) Titolo: Discrete Gaussians, theta functions and abelian varieties Lunedi' 29 Ottobre 2018 ORE 14:30 Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre Largo San Leonardo Murialdo,1 - Pal.C - Aula 009 Abstract The Gaussian distribution is a central object in mathematics and it can be characterised as the unique probability on the real numbers that maximises entropy, for fixed mean and variance. It turns out that the same property can be used to define a discrete Gaussian distribution on the integers. Moreover, the discrete Gaussian is parametrised naturally by the Riemann theta function, and, as such, it has a natural connection to the theory of abelian varieties in algebraic geometry. The aim of the talk is to present this connection and to show how question in probability give rise to natural problems in algebraic geometry and viceversa. This is joint work with Carlos Amendola (TU Munich).

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Workshop in Financial Mathematics in Padova
by Giorgia Callegaro 22 Oct '18

22 Oct '18

Dear colleagues, we are pleased to announce that the (mini) “Workshop in Financial Mathematics” will be held the 12 November 2018 at the Department of Mathematics of the University of Padova. The Workshop will start at 2.30 pm (in “Sala Riunioni” VII floor, stairs B) and it will finish at 6pm. The list of invited speakers is available at the conference website: https://events.math.unipd.it/WFM2018/node/1 There is no registration fee, but all participants are kindly requested to register to the Workshop via the online form available here: https://events.math.unipd.it/WFM2018/node/27 See you in Padova! The organising committee Giorgia Callegaro Martino Grasselli Wolfgang Runggaldier Tiziano Vargiolu -- 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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(senza oggetto)
by Massimo Campanino 22 Oct '18

22 Oct '18

Il giorno giovedì 15 novembre alle ore 16 nell'aula Seminario 2 del Dipartimento di Matematica dell'Università di Bologna (pazza Porta S. Donato 2) il dott. Gianluca Bosi dell'Università di Bologna terrà un seminario dal titolo Revolving random walks in 2D: analysis of type and winding number. We consider simple random walks on two directed versions of the $\mathbb{Z}^2$ lattice; one characteristic feature of these random walks is that they are bound to revolve, according to the orientation prescribed by the edges. The first model was studied by Campanino and Petritis(‘03) and shown to be transient; the other one appeared recently in a paper by Menshikov et al. (’17), where the authors conjectured its recurrence. We shall indeed confirm this conjecture: our proof is done by considering a continuous analogue of the random walk and then applying the Lyapunov function criteria. On the other hand, we obtain a local limit theorem for the return probabilities of the first random walk, which in particular gives a new proof of transience. Finally, we deduce some results related to the winding number for both random walks. This results are joint work with Y.Peres (Microsoft Research, Redmond) and Y.Hu (University of Washington).

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Fwd: RS&A2019
by Gustavo Posta 22 Oct '18

22 Oct '18

Begin forwarded message: > From: The 19th International Conference on Random Structures and Algorithms <rsa2019(a)amu.edu.pl> > Date: 22 ottobre 2018 13.51.37 GMT+02.00 > To: ukryci-adresaci: ; > Subject: RS&A2019 > > > > The 19th International Conference on > RANDOM STRUCTURES AND ALGORITHMS > Zurich, 15-19 July, 2019 > > > We are pleased to announce that the 19th International Conference on Random Structures and Algorithms "RS&A2019" will be held at the ETH in Zurich, 15-19 July, 2019. > > The list of invited speakers is available at the conference website: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al…; > the registration is already open: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al…. > > We have some limited funding (in terms of accommodation and a per diem) available for graduate students or postdocs. The application form can be found under the link: https://www.math.ethz.ch/fim/conferences/19th-int-conf-random-structures-al… > > More information will be available soon. > > With best regards, > The organizers > > © 2018 - RSA2019 >

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Assegno di ricerca, Università Milano-Bicocca
by andrea ongaro 22 Oct '18

22 Oct '18

Si informa che presso il Dipartimento di Economia, Metodi Quantitativi e Strategie d’Impresa dell’Università Milano-Bicocca è stato bandito un assegno di ricerca (tipo A1, Junior) della durata di 24 mesi rinnovabili sul tema: “Modelli non standard per dati ad elevata complessità”. SCADENZA: 6 novembre 2018. BANDO: https://www.unimib.it/ateneo/gare-e-concorsi/assegni-ricerca-tipo-a1-a1-typ… Cordialmente Andrea Ongaro

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Seminario BELITSER
by Matteo Ruggiero 22 Oct '18

22 Oct '18

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 26 Ottobre 2018, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Eduard BELITSER (Vrije Universiteit Amsterdam) ROBUST INFERENCE FOR GENERAL PROJECTION STRUCTURES BY EMPIRICAL BAYES AND PENALIZATION METHODS We develop a general framework of projection structures and study the problem of inference on the unknown parameter within this framework by using empirical Bayes and penalization methods. The main inference problem is the uncertainty quantification, but on the way we solve the estimation and posterior contraction problems as well (also a weak version of structure recovery problem). The approach is local in that the quality of the inference procedures is measured by the local quantity, the oracle rate, which is the best trade-off between the approximation error by a projection structure and the complexity of that approximating projection structure. The approach is also robust in that the stochastic part of the general framework is assumed to satisfy only certain mild condition, the errors may be non-iid with unknown distribution. We introduce the excessive bias restriction (EBR) under which we establish the local (oracle) confidence optimality of the constructed confidence ball. As the proposed general framework unifies a very broad class of high-dimensional models interesting and important on their own right, the obtained general results deliver a whole avenue of results (many new ones and some known in the literature) for particular models and structures as consequences, including white noise model and density estimation with smoothness structure, linear regression and dictionary learning with sparsity structures, biclustering and stochastic block models with clustering structure, covariance matrix estimation with banding and sparsity structures, and many others. Many adaptive minimax results over various scales follow from our local results. (Joint work with N. Nurushev.) ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Matteo Ruggiero --- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it

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seminar announcement
by Marco Scarsini 19 Oct '18

19 Oct '18

October 25th, 2018 12:00 Room 207 *Department of Economics and Finance* LUISS Viale Romania 32 00196 Roma *Speaker:* Bernhard von Stengel / London School of Economics *Title: * *“Equilibria in the challenge tournament”* *Abstract:* *“Arad and Rubinstein (2013) describe a challenge tournament where n players have a binary choice and play a round-robin tournament where they score against each other randomly for a stake that depends on their choices. The player with the highest total score wins, with ties resolved randomly. They conjecture that for n > 3 the only equilibrium is that all players take the riskier choice. We present work in progress on an elementary proof of this conjecture which is based on a simple dominance argument.”* The calendar of the future seminars can be found at http://economiaefinanza.luiss.it/en/seminari/prossimi-seminari ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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