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Seminario di Giorgio Ferrari presso la Luiss, Mercoledi' 16 Novembre
by Fausto Gozzi 15 Nov '16

15 Nov '16

Luiss, Roma, Dipartimento di Economia e Finanza Viale Romania 32, Roma Mercoledi' 16 Novembre ore 18.10 aula 106 b Seminario di Giorgio Ferrari (Universitat Bielefeld) TITLE: Stochastic nonzero-sum games: a new connection between singular control and optimal stopping ABSTRACT: In this talk I present a new connection between a class of 2-player nonzero-sum games of optimal stopping and certain 2-player nonzero-sum games of singular control. I show that whenever a Nash equilibrium in the game of stopping is attained by hitting times at two separate boundaries, then such boundaries also trigger a Nash equilibrium in the game of singular control. Moreover a differential link between the players' value functions holds across the two games. An application to a problem of pollution control is finally discussed. The talk is based on a joint work with Tiziano De Angelis (The University of Leeds). Tutti gli interessati sono invitati a partecipare. Per qualsiasi richiesta di informazione scrivere a faustogozziluiss(a)gmail.com Fausto Gozzi Fausto Gozzi Dipartimento di Economia e Finanza LUISS - Guido Carli Viale Romania, 32 00197 Roma Italy tel 06.85225723 (office) FAX 06.86506513 e-mail: fgozzi(a)luiss.it webpage: http://docenti.luiss.it/gozzi/ old addresses: Fausto Gozzi Dipartimento di Matematica per le Decisioni Economiche Finanziarie e Assicurative Facolta' di Economia Universita' di Roma La Sapienza via del Castro Laurenziano 9 00161 Roma Italy tel 06/49766275 (office) FAX 06/49766765 and also Fausto Gozzi Dipartimento di Matematica Universita' di Pisa via Filippo Buonarroti n. 2 56127 Pisa Italy tel 050/2213270 FAX 050/2213224 e-mail: GOZZI(a)DM.UNIPI.IT --- Questa e-mail è stata controllata per individuare virus con Avast antivirus. https://www.avast.com/antivirus

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FCPNLO 2016
by Enrico Scalas 14 Nov '16

14 Nov '16

Car* collegh*, Vi segnalo la quarta edizione di Fractional Calculus, Probability and Non-Local Operators (FCPNLO 2016): 4th Workshop on Fractional Calculus, Probability and non-local Operators: Applications and recent Developments November 23-25, 2016 BCAM-Basque Center for Applied Mathematics, Bilbao, Basque Country, Spain http://www.bcamath.org/en/workshops/fcpnlo2016 Cordiali saluti, Enrico Scalas

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[Fwd: Post-doc position openings ERC-TRANSITION (ENS de Lyon, France)]
by davide gabrielli 14 Nov '16

14 Nov '16

---------------------------- Original Message ---------------------------- Subject: Post-doc position openings ERC-TRANSITION (ENS de Lyon, France) From: "Freddy Bouchet" <freddy.bouchet(a)ens-lyon.fr> Date: Sun, November 13, 2016 5:10 pm To: "Freddy Bouchet" <freddy.bouchet(a)ens-lyon.fr> -------------------------------------------------------------------------- Dear friends and colleagues, May I ask you to forward the following post-doc position announcement to your colleagues ? Best regards, Freddy Bouchet Post-doc position openings ERC-TRANSITION (ENS de Lyon, France) Positions 2 Postdoc positions Title Post doc 1: Large deviation theory and computation of rare events in climate dynamics Post doc 2: Computation of the probabilities of rare events in solar system dynamics TRANSITION Project The research project TRANSITION aims at developing statistical mechanics tools, mainly based on large deviation theory, in order to compute rare events which are essential in the understanding of complex dynamical systems. The problems studied span a complete range between theoretical and applied mathematics issues in developing large deviation theory for complex dynamical systems, their numerical computations, and their application to real systems. The project applications focus mainly on turbulent flows relevant for climate dynamics, but applications to other turbulent flows and the solar system dynamics are also considered. Start date Spring 2017, or Fall 2017 Please see more in the two attached descriptions. Freddy Bouchet Freddy Bouchet Laboratoire de physique (LR2 041) ENS de Lyon et CNRS 46, allée d'Italie (Site Monod) 69364 Lyon Cedex 07 Web: http://perso.ens-lyon.fr/freddy.bouchet/ Phone: (+33) (0)4 26 23 39 54 Mobile phone: (+33) (0)6 69 04 05 67 G -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.

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[iwfos2017] Remainder: IWFOS 2017. Call for Contributions
by Enea Bongiorno 11 Nov '16

11 Nov '16

*4th International Workshop on Functional and Operatorial Statistics (IWFOS 2017)* *LOCATION AND DATES: *A Coruña (SPAIN), June 15th - 17th, 2017. *DEADLINE TO SUBMIT SHORT CONTRIBUTIONS (6-8 pages in the required format): *December 31st, 2016. *PUBLICATIONS:* *Book of Proceedings:* Short versions (6-8 pages in the required format) of the accepted contributions (oral or poster) will be collected in a book published by *Springer* <http://www.springer.com/gp/>. *Special Issues in Scientific Journals*: This meeting will be the starting point for two Special Issues devoted to Functional Data Analysis: one in the *Journal of Multivariate Analysis* <http://www.journals.elsevier.com/journal-of-multivariate-analysis/call-for-…> and one in *Computational Statistics* <http://www.springer.com/statistics/journal/180>. It is worth mentioning that these Special Issues are not only open to the best presentations in IWFOS 2017, but also to any other innovative contributions in the field. *WEBSITE: *http://iwfos2017.udc.es Thank you for your attention. Hoping to see you in A Coruña, Sincerely Yours, On behalf of the Scientific and Organizing Committees, Ricardo Cao Philippe Vieu Germán Aneiros Enea Bongiorno -- 4th International Workshop on Functional and Operatorial Statistics IWFOS 2017, A Coruña (SPAIN) http://iwfos2017.udc.es --

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seminar announcemnt
by Marco Scarsini 10 Nov '16

10 Nov '16

Thursday 17 November from 12.00 to 13.00 LUISS room 207 viale Romania 32 00197 Roma. Speaker: Sylvain Gibaud (Institut de Mathématiques de Toulouse) Title: Demographic prisoner's dilemma: A probabilistic framework Abstract: I will present an evolutionary game model based on a multi-agent system. In it the evolution will not be managed by a generation system whereby after play a new population is drawn but instead by the fact that agents who perform poorly will die. Our model represents a spatialized prisoner's dilemma where the players move on a torus and play against other players only if they are at the same location. As it is usually done in evolutionary games, the action of the players will be fixed. A player will be either a cooperative player (who always cooperates) or a defecting player (who always defects). This system has been explored using simulations (or approximations). The presentation will show a probabilistic framework in which we can prove theoretical results. ******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY URL: http://docenti.luiss.it/scarsini/

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Annuncio di seminario
by Piccioni, Mauro 09 Nov '16

09 Nov '16

Dipartimento di Matematica, Sapienza Università di Roma Martedì 15 novembre Ore 14:00, Aula di Consiglio Seminario di Probabilità e Statistica Matematica Random dynamical systems: contraction and recurrence propertie Marc Peigné, Université de Tours Abstract: Consider a proper metric space X and a sequence (Fn) of i.i.d. random continuous mappings X → X. It induces the stochastic dynamical system (SDS) Xn = Fn ◦ · · · ◦ F1(x) starting at x ∈ X. We study existence and uniqueness of invariant measures, under some assumptions of contraction on the Fn, as well as recurrence and ergodicity of this process. We will consider two main examples: the case where the Fn are affine maps of the real line and the case where Xn is the reflected random walk on the positive real line. Tutti gli interessati sono invitati a partecipare. Per qualsiasi richiesta di informazione scrivere a piccioni(a)mat.uniroma1.it

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CEMRACS 2017 - Announcement (fwd)
by Tiziano Vargiolu 07 Nov '16

07 Nov '16

********************************************** ** ** CEMRACS 2017 SUMMER SCHOOL ** ** July 17 - August 25 ** MARSEILLE FRANCE ** ********************************************** The 2017 session of the CEMRACS summer school will be held from July 17 to August 25, at CIRM, Luminy (Marseille). This annual summer school on numerical methods has been existing for 20 years. The 2017 session will be dedicated to numerical methods for stochastic problems, including: * control problems, * uncertainty quantification, * mean field models, see the web page of the school for more information: http://smai.emath.fr/cemracs/cemracs17/ The summer school is organized as follows: * The first ten days are dedicated to lectures on numerical methods, including HPC training on computers. * During the next five weeks, Phd or Postdoc students work in groups of 2 or 3 on a numerical project that has been proposed by an industrial or a research department. Specialists of numerical methods and IT will support them. We are currently making three calls: *Call 1. Call 1 is for attending the lectures of the summer school (July 17-26), see the program at http://smai.emath.fr/cemracs/cemracs17/summerschool.html. *Call 2. Call 2 regards the submission of numerical projects: research departments and industrials can submit their own numerical projects. It is a way for them to accelerate the study of a numerical problem or of a numerical method. A project may include students who will work on it, or it may not include students. In the latter case, we will assign students to the project, see Call 3 below. More information is available at http://smai.emath.fr/cemracs/cemracs17/projects.html. Examples from the 2016 edition can be found at http://smai.emath.fr/cemracs/cemracs16/research/conf.php. *Call 3. Call 3 concerns students without a project who would like to work on a project, as defined in Call 2. So, this call is dedicated to Phd students and postdoc students that are not already part of a submitted project. They will be assigned to one of the projects without students (or with not enough students). Projects may end up with a publication, on the underlying numerical method or on some corresponding application. Proceedings will be edited after the event. The registration/accommodation fees are detailed on http://smai.emath.fr/cemracs/cemracs17/. For hosting a project, a participation to global expenses of CEMRACS is asked. For further details, please contact us. Emails should be sent to one of the organizers (see the list below) or at the email address cemracs17(a)smai.emath.fr Could you please circulate the information to colleagues and to industrial contacts that might be interested ? Best regards, the organizing committee: Bruno Bouchard (bouchard(a)ceremade.dauphine.fr) Jean-Fran?ois Chassagneux (chassagneux(a)univ-paris-diderot.fr) Fran?ois Delarue (delarue(a)unice.fr) Emmanuel Gobet (emmanuel.gobet(a)polytechnique.edu) Jer?me Lelong (jerome.lelong(a)imag.fr) - - - - - - - - - - - - - - - - - - - - - - - - - - Fran?ois Delarue Professeur Universit? Nice Sophia-Antipolis Laboratoire Dieudonn? Parc Valrose France-06108 Nice Cedex 02 (33) (0)4 92 07 62 80 http://math.unice.fr/~delarue

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Annuncio Sisbayes 2017 Workshop, Roma 7-8 febbraio 2017
by Brunero Liseo 07 Nov '16

07 Nov '16

SISbayes 2017 Workshop, Roma 7-8 February 2017. SISbayes 2017 is the first Workshop organized by the section on Bayesian Statistics of the Italian Statistical Society. SISbayes main goals are - To promote and coordinate applied and theoretical research in the statistical field - To encourage and organize specialized sessions and ad hoc tutorials at national and international statistical meetings - To disseminate Bayesian ideas and methods among young students and scholars in both Statistics and other fields. - To foster the application of the Bayesian paradigm in science, industry, business, finance, and official statistics. The workshop will consists of * Two tutorials delivered by prof. Alessandra Guglielmi - Politecnico di Milano: Bayesian Nonparametrics. prof. Michela Cameletti - Università di Bergamo: An Introduction to Bayesian Computing with INLA. * Five invited sessions * A Poster presentation session followed by a Poster exhibition. The website http://stat-events.wixsite.com/sisbayes2017 contains all the necessary information and it will be periodically updated. SISbayes 2017 is hosted and financially supported by Sapienza Università di Roma. Participants can register on the website. The registration fee (100 Euros; 60 Euros for students) includes admission to tutorials and conference sessions, congress materials, coffee breaks, poster session aperitif (Tuesday 7th) and lunch (Wednesday 8th) Brunero Liseo (on behalf of the Scientific Committee and the Organizing Committee) -- Organizing Committee S. Arima (Sapienza) M. Barbieri (Roma Tre) P. Brutti (Sapienza) F. De Santis (Sapienza) C. Grazian (Sapienza) S. Gubbiotti (Sapienza) B. Liseo (Sapienza) M. Perone Pacifico (Sapienza) S. Polettini (Sapienza) V. Sambucini (Sapienza) A. Tancredi(Sapienza) L. Tardella (Sapienza) Scientific Committee F. Corradi (Firenze) B. Liseo (Sapienza) A. Mattei (Firenze) A. Mira (Lugano) A. Ongaro (Milano Bicocca) S. Petrone (Bocconi) L. Ventura (Padova) ============================================ Brunero Liseo *Dip. di metodi e modelli per il territorio, l'economia e la finanza * *Sapienza Università di Roma* *Viale Castro Laurenziano, 9 Roma I-00161 *Tel. +39 06 49766973 Fax +39 06 4957606 *http://www.memotef.uniroma1.it/users/liseo-brunero <http://www.memotef.uniroma1.it/users/liseo-brunero>* =============================================

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Giornata di studi in onore di Gabriella Salinetti
by Luca Tardella 07 Nov '16

07 Nov '16

Il giorno 6 febbraio 2017 si terra' presso il Dipartimento di Scienze Statistiche di Sapienza Università di Roma la giornata di studi: "Advances in Probability, Statistics and Decision Theory" *** A Conference in Honor of Gabriella Salinetti*** E' disponibile il seguente sito web dedicato alla giornata con l'elenco dei relatori invitati e un programma preliminare http://stat-events.wixsite.com/gabriellaconference Nelle prossime settimane sarà aggiornato con ulteriori dettagli. L'iscrizione al convegno è gratuita, ma necessaria per ragioni organizzative. E' già possibile registrarsi sul sito compilando un semplice modulo on line. E' inoltre possibile contattare gli organizzatori al seguente indirizzo: gabriellaconference(a)gmail.com. Cordiali saluti

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Second Announcement : Third STAR workshop on Random Graphs
by Ben Hansen 04 Nov '16

04 Nov '16

Second Announcement : Third STAR workshop on Random Graphs The workshop will take place on Thursday 26 and Friday 27 January 2017 on the campus of the University of Utrecht (more details of the location and schedule will be added later). This will be the 3rd STAR Workshop on Random Graphs. The first took place in 2012 and the second in 2015. We are very pleased to announce the following prominent researchers have agreed to deliver plenary talks: - Marián Boguñá (Barcelona) - Mihyun Kang (Graz) - Vincent Tassion (Geneva/Zürich) - Nick Wormald (Melbourne) A limited number of slots for contributed talks are available. If you would like to propose a short talk, please let us know by e-mailing Ben Hansen at benhansen09(a)gmail.com. (In case of too much interest, selection will be based on relevance of the talk and the career stage of the speaker.) The workshop is open to all and free of charge, but please register to let us know that you are coming by sending an e-mail to: benhansen09(a)gmail.com The website of the workshop can be found at the address : http://www.math.uu.nl/stochsem/WorkshopRGs2017/

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