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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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(senza oggetto)
by Mariani, Mauro 06 May '15

06 May '15

Cari amici vi invito a partecipare al seminario di Max Fathi (Università di Parigi Jussieu) presso il dipartimento di matematica dell'università di Roma La Sapienza (sito in piazzale Aldo Moro 5, Roma), i cui dettagli sono riportati di seguito. A presto Mauro Mariani Data ed aula: lunedì 11 maggio, ore 14:30, aula di consiglio (primo piano) Titolo: A gradient flow approach to large deviations for diffusion processes Sunto: In the 80s, De Giorgi introduced the notion of abstract gradient flows, which allowed to define a notion of solutions to ordinary differential equations of the form x' = −grad F(x) on metric spaces (rather than Riemannian manifolds for the usual definition). In 2005, Ambrosio, Gigli and Savare showed that when we consider the space of probability measures on R d endowed with the Wasserstein metric, this notion allows to give an alternate formulation for Fokker-Planck equations. These equations are the PDEs whose solutions are the flow of marginals of solutions of stochastic differential equations of the form dX = −grad H(X)dt + dB . In this talk, I will explain how we can use this notion to study large deviations for sequences of SDEs. The main result is that proving a large deviation principle is equivalent to studying the limit of a sequence of functionals that appear in the abstract gradient flow formulation for Fokker-Planck equations. As an application, I will show how to obtain large deviations from the hydrodynamic scaling limit for a system of interacting continuous spins in a random environment.

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Rettifica data e ora seminario di Thomas Richthammer a Roma Tre
by Pietro Caputo 06 May '15

06 May '15

Prof. Thomas Richthammer (Univ. Hildesheim) Title: The variance of particle positions in the hard disk model When: Giovedi' 14 Maggio 2015 ORE 14:00 Where: Dipartimento di Matematica e Fisica Universita' degli Studi Roma Tre AULA 311 (SEMINARI) Largo San L. Murialdo,1 Abstract: The hard disk model describes random configurations of disks in the plane, interacting only via hard core exclusion. It is believed that the model exhibits a weak form of crystallization for large activity (i.e. high particle density). In spite of its simplicity, there are only very few rigorous results on the hard disk model. I will present a very recent result which can be interpreted as a lower bound on the variance of particle positions in terms of the size of the system. The result is obtained via a certain tansformation on particle configurations. It builds on an earlier result concerning the absence of positional order.

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Convegno in onore di Patrizia Berti - Programma e Pagina web
by Fabrizio Leisen 05 May '15

05 May '15

Gentili Colleghi, con grande piacere vi segnalo(per la seconda volta) 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 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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