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3-year junior research chair in Data Science in Grenoble
by Julyan Arbel 27 Apr '17

27 Apr '17

Dear All the newly created Grenoble Alpes Data Institute <https://data-institute.univ-grenoble-alpes.fr/> (France) is advertising a 3-year junior research chair in Data Science for Life Sciences starting in October 2017. Salary annual range is 30,000 to 35,000€. Application deadline is May 21st. Please feel free to forward the following link to potential candidates: https://data-institute.univ-grenoble-alpes.fr/job-opportunities/junior-chai… <https://data-institute.univ-grenoble-alpes.fr/job-opportunities/junior-chai…> Best regards, Julyan Arbel Inria Grenoble http://www.julyanarbel.com/

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Seminario di F. den Hollander a Milano-Bicocca (10.05.2017)
by Francesco Caravenna 27 Apr '17

27 Apr '17

Mercoledì 10 maggio 2017 alle ore 14:30, nell'ambito del Seminario Matematico e Fisico di Milano, Frank den Hollander (Leiden University) terrà un seminario dal titolo "Random walks on dynamic random graphs" Aula 3014, Dipartimento di Matematica e Applicazioni (edificio U5, via Cozzi 55, Milano) Università di Milano-Bicocca Trovate il sommario di seguito. Tutti gli interessati sono invitati a partecipare. Francesco Caravenna %%%%%%%%%%%%%%%%%%%%%%%% The mixing time of a random walk is the time it needs to approach its stationary distribution. For random walks on graphs, the characterisation of the mixing time has been the subject of intensive study. One of the motivations is the fact that the mixing time gives information about the geometry of the graph. In the last few years, much attention has been devoted to the analysis of mixing times for random walks on \emph{random graphs}, which poses interesting challenges. Many real-world networks are dynamic in nature. It is therefore natural to study random walks on \emph{dynamic random graphs}. In this talk we consider a random walk on the configuration model, i.e., a random graph with prescribed degrees. We investigate what happens when at each unit of time a fraction $\alpha_n$ of the edges is randomly relocated, where $n$ is the number of nodes. We identify \emph{three regimes} for the mixing time in the limit as $n \to \infty$, depending on the choice of $\alpha_n$. These regimes exhibit surprising behaviour. Joint work with Luca Avena (Leiden), Hakan Guldas (Leiden) and Remco van der Hofstad (Eindhoven) %%%%%%%%%%%%%%%%%%%%%%%% _________________________________________ 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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Avviso di Seminario Prof.ssa Laura Sacerdote
by Enrica Pirozzi 24 Apr '17

24 Apr '17

AVVISO di Seminario Prof.ssa Laura Sacerdote Dipartimento di Matematica Università di Torino terrà un seminario il giorno 27 Aprile 2017 ore 12:00 nella Sala Professori secondo livello del Dipartimento Matematica e Applicazioni, Università di Napoli FEDERICO II, Complesso di Monte Sant'Angelo, Via Cintia, Napoli. Titolo e abstract nel file allegato. Cari saluti Enrica Pirozzi -- Enrica Pirozzi Dipartimento di Matematica e Applicazioni Universita' di Napoli FEDERICO II Via Cintia, Monte S.Angelo, 80126, NAPOLI, ITALY Tel. 081 675634 https://www.docenti.unina.it/ENRICA.PIROZZI

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Avviso di seminario
by Piccioni, Mauro 24 Apr '17

24 Apr '17

Seminario di probabilità e statistica matematica Martedì 2 maggio, ore 14 Aula di Consiglio, Dipartimento di Matematica Guido Castelnuovo Cristina Costantini, Università D'Annunzio Chieti-Pescara LA DIFFUSIONE DI POISSON-DIRICHLET A DUE PARAMETRI COME LIMITE DI MODELLI DI GENETICA Riassunto: Oltre alle ben note applicazioni in statistica Bayesiana, teoria dei numeri, ecc., la distribuzione di Poisson-Dirichlet ha un’importante signiﬁcato in genetica: infatti e’ l’unica distribuzione stazionaria della diﬀusione che descrive il comportamento delle frequenze, ordinate in ordine decrescente, degli alleli presenti in una popolazione, al tendere all’inﬁnito della dimensione della popolazione e del numero di alleli. La distribuzione di Poisson-Dirichlet a due parametri e’ una generalizzazione della distribuzione di Poisson-Dirichlet che emerge in particolare nello studio delle escursioni del moto Browniano e nella teoria del rinnovo. Nel 2009 Petrov ha costruito una diﬀusione che ammette la distribuzione di Poisson-Dirichlet a due parametri come unica distribuzione stazionaria. Fino a oggi pero’ non era stato possibile collegare questa diﬀusione a modelli di genetica. Nel seminario esporro’ un recente risultato, ottenuto in collaborazione con P. De Blasi, S. Ethier, M. Ruggiero, D. Spano`, che dimostra che la diﬀusione costruita da Petrov e’ il limite, al tendere all’inﬁnito della dimensione della popolazione e del numero di alleli, di modelli di genetica che descrivono l’evoluzione delle frequenze, ordinate in ordine decrescente, degli alleli nella popolazione, in presenza non solo di mutazioni, ma anche di immigrazione da un’altra popolazione. Tutti gli interessati sono invitati a partecipare. Per informazioni rivolgersi a piccioni(a)mat.uniroma1.it

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5 postdocs fellowship at GSSI (fwd)
by Tiziano Vargiolu 22 Apr '17

22 Apr '17

---------- Forwarded message ---------- Date: Sat, 22 Apr 2017 11:36:56 +0200 From: Pierangelo Marcati <pierangelo.marcati(a)gssi.infn.it> To: undisclosed-recipients: ; Subject: 5 postdocs fellowship at GSSI APOLOGY FOR MULTIPLE E-MAILS DEADLINE MAY 15th 2017 WEB SITE http://www.gssi.it/postdoc/ Contact Information If you need assistance please email info(a)gssi.it. Application to GSSI post doctoral research grants ____________________________________________________________________________ GSSI offers 5 positions for research activity in the fields of interest of the Institute There is no age limit for applicants; however eligible candidates in Mathematics must have earned their PhD not earlier than January 1, 2012. Candidates who are preparing their doctoral thesis are eligible to apply; however, they must have obtained their Ph.D degree before taking up their appointment with GSSI. ____________________________________________________________________________ Research Grants The annual gross salary is ? 36.000,00. Each post doctoral research grant is intended for a duration of two years. ____________________________________________________________________________ Topics Stochastic Differential Equations. Particles systems and macroscopic limits, statistical mechanics and phase transitions. Mathematical theory in classical and nonclassical fluids, Turbulence, Nonlinear dispersive PDEs. Dynamics and Control on Networks. Mathematical models of collective behaviour, in biology and social sciences. Mathematical Models in continuum mechanics of solids, fluids and biological matter. Numerical methods for nonlinear PDEs. ----------------------------- * Pierangelo Marcati * ----------------------------- Scientific Director Mathematics Division GranSasso Science Institute, INFN - L'Aquila - Italy http://www.gssi.it +39(086)242-80262 Professor at DISIM Dept. of Information Engineering, Computer Science and Mathematics University of L'Aquila - Italy Skype name: p.marcati http://univaq.it/~marcati +39(086)243-3143

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Quasi-Unconference of the Probability Group at Sussex
by Enrico Scalas 20 Apr '17

20 Apr '17

Dear Colleagues, If you are in the UK, you might be interested in these presentations of the new Probability and Statistics Group at the University of Sussex. The event will take place on 25/26 May 2017 in Room 5C11, Pevensey 3 Building, University of Sussex, Falmer, Brighton, UK. Everybody is welcome and participation is free of charge, but due to limited place availability registration is compulsory. If you wish to attend, please send an e-mail to e.scalas(a)sussex.ac.uk before 15 May 2017. Places will be assigned on a first-come first-served basis. Best wishes, Enrico Scalas -- Thursday 25 May 9:00 - 9:30 Get together (coffee and cookies) 9:30 - 10:00 Opening talk presented by Charles Goldie: A lower-class criterion for discounted tail series 10:00 – 11:00 Masoumeh Dashti: Sparsity-promoting MAP estimators in non-parametric Bayesian inverse problems 11:00 - 12:00 Andrew Duncan: Bayesian Inference in Finite and Infinite Dimension using Billiard Balls 12:00 - 13:00 Nicos Georgiou: Last passage times for Bernoulli models on the lattice 13:00 - 14:30 Lunch in Bramber House 14:30 - 15:30 Federico Ciech: An inhomogeneous model of last passage percolation 15:30 - 16:30 MASS Seminar presented by Daniel Ueltschi (Warwick) 16:30 - 17:30 Sabine Jansen: Precise large and moderate deviations for heavy-tailed variables 19:00 Dinner Friday 26 May 9:30 - 10:00 Get together (coffee and cookies) 10:00 - 11:00 Enrico Scalas: Counting and Classifying. How to build theoretical science from probability theory 11:00 - 12:00 Mailan Trinh: The fractional non-homogeneous Poisson process 12:00 - 13:00 Stephen Ashton: The mathematics of human contact 13:00 - 14:30 Fish and chips 14:30 - 15:30 Dimitrios Tsagkarogiannis: Non-equilibrium processes driven by boundary action 15:30 - 16:30 Panagiota Birba: Fluctuations for an out-of-equilibrium process driven by current reservoirs 16:30 - 17:30 Vladislav Vysotskiy: Large deviations of convex hulls of planar random walks. 19:00 Dinner

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Conference on "Stochastic Control, Ambiguity and Games" - Leeds 4-5 Sept. 2017
by Tiziano De Angelis 20 Apr '17

20 Apr '17

Dear All, We are pleased to announce the conference "Stochastic Control, Ambiguity and Games" which will be held at the University of Leeds on 4th - 5th September 2017. This event aims to bring experts in stochastic control, robust optimisation and stochastic games in order to explore links between these areas. Registration will open on 25th April and close on 9th July. There is a £50 registration fee which will cover lunch and coffee breaks for the two days, and a buffet dinner on the first evening of the conference. All necessary information can be found at http://ambiguity2017.leeds.ac.uk with the list of invited speakers at http://ambiguity2017.leeds.ac.uk/participants/ If you would like to contribute a talk or a poster please contact us as soon as possible but not later than 6th June. We will notify you about acceptance of your talk by 14th June. All queries should be addressed to: Tiziano De Angelis: t.deangelis(a)leeds.ac.uk Jan Palczewski: j.palczewski(a)leeds.ac.uk We would be most grateful if you forwarded this announcement to anyone potentially interested. Best regards, Tiziano De Angelis and Jan Palczewski

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The IV AMMCS International Conference, Waterloo, Canada: Second Call for Abstracts
by Enrico Scalas 18 Apr '17

18 Apr '17

Dear Colleagues: The IV AMMCS International Conference will take place in Waterloo, Canada, August 20-25, 2017 (http://www.ammcs2017.wlu.ca/) The deadline for abstract submission is May 1, 2017 (http://www.ammcs2017.wlu.ca) The Conference features many special and contributed sessions to choose from. Please go directly to the submission page at http://www.ammcs2017.wlu.ca/submit-abstracts/ If you need a visa to travel to Canada, please submit your abstract asap. In particular, I am organising two sessions of potential interest for probabilists: 1. Fractional Calculus and Applications http://www.ammcs2017.wlu.ca/special-sessions/fca/ 2. Modelling of socio economic dynamics http://www.ammcs2017.wlu.ca/special-sessions/msed/ Further details are at the conference website: http://www.ammcs2017.wlu.ca (e-mail: ammcs-2017(a)wlu.ca) Best regards, Enrico Scalas

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Assegno di ricerca presso CNR IMATI, Milano
by antonio.pievatolo＠cnr.it 18 Apr '17

18 Apr '17

Gentili colleghi, segnalo un bando per un assegno di ricerca riguardante la seguente tematica: modelli stocastici, con applicazioni a problemi di programmazione dinamica stocastica, nell’ambito del Progetto “I-ZEB Verso Edifici Intelligenti a Energia Zero per la crescita della città Intelligente”. Scadenza: 26 aprile. Link al bando: http://www.imati.cnr.it/index.php/opportunities?layout=edit&id=539 http://bandi.urp.cnr.it/doc-assegni/documentazione/7136_DOC_IT.pdf Cordiali saluti Antonio Pievatolo -- Dr Antonio Pievatolo IMATI-CNR http://www.imati.cnr.it/joomla/index.php/people?layout=edit&id=101

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Seminario Fausto Gozzi 20 aprile 2017 presso Università Cattolica sede di Milano
by Marina Di Giacinto 13 Apr '17

13 Apr '17

Seminario di Fausto Gozzi (Dipartimento di Economia e Finanza - Università LUISS Guido Carli) Giovedi' 20 aprile 2017 - ore 10:30 - aula 200 Università Cattolica del Sacro cuore, Milano, Dipartimento di Discipline matematiche, Finanza matematica ed Econometria Via Necchi, 9 - Milano TITLE: Optimal portfolio choice with path dependent labor income: The infinite horizon case ABSTRACT: We consider an infinite horizon portfolio choice problem with borrowing constraints where an agent receives labor income that adjusts slowly to financial market shocks. The novelty of the model is the path-dependence of the wage income process, which leads to an infinite dimensional stochastic optimal control problem. We solve completely the problem, and find explicitly the optimal controls in feedback form. This is possible because we are able to find an explicit solution to the associated infinite dimensional Hamilton-Jacobi-Bellman (HJB) equation, even if state constraints are present. To the best of our knowledge, this is the first infinite dimensional generalization of Merton's optimal portfolio problem where explicit solutions can be found. The explicit solution allows us to study and discuss the behavior of optimal solutions. We conclude, if there is time, by showing how the solution strategy used here can be deployed to solve other problems, such as the finite horizon version of the model. Joint work with Enrico Biffis and Cecilia Prosdocimi Tutti gli interessati sono invitati a partecipare.

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