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A WINTER DAY IN PROBABILITY AND STATISTICAL PHYSICS - 6 MARCH 2020 (Gubinelli e Komjathy)
by Francesca Romana Nardi 24 Feb '20

24 Feb '20

Carissimi, Vi annunciamo che prossimamente si terrà la decima giornata di seminari (notare la location differente dal solito!) : A WINTER DAY IN PROBABILITY AND STATISTICAL PHYSICS University of Florence Friday 6 March 2020 Lecturers: Massimiliano Gubinelli (Bonn) and Julia Komjathy (Eindhoven) Location: Aula Magna 327 Viale Morgagni 40, Firenze Link alla mappa: https://goo.gl/maps/zpsC9oGMeqw695jGA Note pratiche: Stiamo prenotando un catering con cibi vegerariani e non, percio` abbiamo bisogno del numero di persone che vogliono mangiare insieme. A coloro che fossero interessati (per una migliore organizzazione) chiediamo di mandare un email a francescaromana.nardi(a)unifi.it; gianmarco.bet(a)unifi.it; angela.caporicci(a)unifi.it con l'intenzione di partecipare al seminario, al coffe break e al pranzo. PROGRAMMA Prof. Massimiliano Gubinelli (Hausdorff Center for Mathematics) Title: Universality in slow growth phenomena and singular martingale problems Abstract: In the last years there have been steady progress in understanding the large scale properties of one dimensional growing interfaces. In the regime where the growth is comparable to thermal fluctuations the interface are described via the Kardar-Parisi-Zhang equation (KPZ). This is a stochastic partial differential equation which contains a non-linearity whose precise meaning is not apriori clear. There are various analytic approaches to make sense of such an equation like regularity structures, paracontrolled distributions, rough paths. In this talk we will describe a further approach to the KPZ equation based on the probabilistic notion of martingale problem. This approach can be used to prove the scaling limit of interface fluctuations in a wide class of models. Due to the singular nature of the equation, the martingale problem has to be formulated in a non-standard way and several new ideas are needed to obtain a mathematically satisfactory theory. The aim of the first part of talk will be to give a wide perspective on the phenomenon of universality of the KPZ and related equations and in the issues involved in their definition. In the second part we will discuss more in details the well-posedness of the martingale problem, in particular the uniqueness problem. Prof. Julia Komjathy (Eindhoven University of Technology) Title: How to stop explosion by penalising transmission to hubs Abstract: In this talk we study the spread of information on infinite inhomogeneous spatial random graphs. We take a scale-free spatial random graph, where the degree of a vertex follows a power law with exponent tau >1. Examples of such graphs include: Scale free percolation, Geometric Inhomogeneous Random Graphs, and Hyperbolic Random Graphs. Then we equip each edge with a random and iid transmission delay L, and study the ball-growth of the first-passage infected cluster around the source vertex as a function of time. For a second, more realistic spreading model, the iid random transmission delay L through an edge with expected degrees W and Z is multiplied by a factor that is a polynomial of W,Z, (the penalty factor). We call the model outwards (inwards) explosive if it is possible to reach infinitely many vertices within finite time (if infinitely many vertices can reach a target vertex within finite time). We will discuss the criterion for explosion in the original model (no penalty factor) and in the penalised model. In particular, we will discuss that asymmetric penalty functions can lead to `outwards' explosion but no `inwards' explosion or the other way round. Joint work with John Lapinskas and Johannes Lengler. Program: 11.00-11.45 Introductory lecture: Gubinelli 11.45-12.00 Break 12.00-12.45 Seminar: Gubinelli 13.00-14.30 Lunch 14.30-15.15 Introductory lecture: Komjathy 15.15-15.30 Break 15.30-16.30 Seminar: Komjathy Organizers: G. Bet, F. Caravenna, N. Cancrini, E.N.M. Cirillo, F. Colomo, P. Dai Pra, A. De Masi, D. Fanelli, F. Flandoli, C. Giardina`, R. Livi, F. Martinelli, I.G. Minelli, F.R. Nardi, E. Presutti, B. Scoppola, E. Scoppola. Ricordiamo che ciascun oratore fara` una lezione introduttiva e divulgativa di 45 minuti pensata proprio per i non esperti, seguita da altri 45 minuti di tipo seminario (vedi programma). Maggiori informazioni e aggiornamenti sono reperibili alle pagine web http://web.math.unifi.it/users/fnardi/seminari/ o http://silicio.math.unifi.it/wordpress/probability/days-in-probability-and-… Vi aspettiamo numerosi Gianmarco Bet e Francesca R. Nardi Dipartimento di Matematica e Informatica Università degli Studi di Firenze Viale Morgagni 67, Firenze, Italy _______________________________________________ Dimai-news mailing list Dimai-news(a)lists.math.unifi.it https://lists.math.unifi.it/mailman/listinfo/dimai-news

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corso di dottorato M. Maurelli
by Marco Alessandro Fuhrman 24 Feb '20

24 Feb '20

Buongiorno a tutti. Il seguente corso di dottorato verrà tenuto prossimamente dal dott. Mario Maurelli (Università di Milano). Cordiali saluti. Marco Fuhrman ----------------- Title: Regularization by noise Abstract: We say that a regularization by noise occurs if a possibly ill-posed ODE or PDE becomes well-posed with the addition of a suitable noise term. The aim of the course is to introduce regularization by noise and show this phenomenon in some instructive examples, mostly for ODEs and linear transport-type PDEs. In particular, we will show the intuition behind and the techniques used for regularization by noise. During the course, we will also introduce some needed tools from analysis (like PDE estimates, Young integration) and stochastic analysis (like Ito formula). Luogo e orario delle lezioni: aula Dottorato (primo piano) del Dipartimento di Matematica dell'Università degli Studi di Milano, via Saldini 50, 20133 Milano lunedì 9 marzo, lunedì 16 marzo, lunedì 23 marzo, lunedì 30 marzo, lunedì 6 aprile dalle 10:00 alle 13:00 ------------------------------- <signaturebeforequotedtext></signaturebeforequotedtext><signatureafterquotedtext></signatureafterquotedtext>

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Rinvio seminario di Dario Trevisan al Collegio Carlo Alberto
by Stefano Favaro 24 Feb '20

24 Feb '20

Nell’ambito delle misure di massima precauzione per contrastare la diffusione del coronavirus, comunico che Il seminario di Dario Trevisan al Collegio Carlo Alberto, previsto per venerdì 28 febbraio alle ore 12.00, è rinviato a data da destinarsi. Cordial saluti, Stefano Favaro

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workshop (fwd)
by Tiziano Vargiolu 24 Feb '20

24 Feb '20

---------- Forwarded message ---------- Date: Sun, 23 Feb 2020 22:58:01 +0000 From: Beatrice Acciaio <dre(a)math.beatrice-acciaio.net> To: vargiolu(a)math.unipd.it Subject: workshop Workshop announcement: "Advances in Mathematical Finance and Optimal Transport" June 22-26, 2020 at Centro di Giorgi, Pisa, Italy This conference brings together an interdisciplinary group of leading researches with interest in Mathematical Finance and related fields. Particular emphasis will be given to Robust Finance, the pathwise approach to Wasserstein geometry and Otto calculus, non-classical approaches to Portfolio Optimization, and Mathematical Economics. Additionally, Professor Walter Schachermayer's work will be honored as we also come together to celebrate his 70th birthday. Scientific Committee: Beatrice Acciaio (LSE), Mathias Beiglboeck (Vienna University), Christa Cuchiero (Vienna University), Irene Klein (Vienna University), Josef Teichmann (ETH Zurich) http://www.crm.sns.it/event/448/ Registration is free but required online in advance (http://www.crm.sns.it/event/448/registration.html)

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Rinvio seminario di Maurizia Rossi a Milano-Bicocca
by Francesco Caravenna 24 Feb '20

24 Feb '20

Nell'ambito delle misure precauzionali per contrastare la diffusione del coronavirus, comunico che il seminario di Maurizia Rossi a Milano-Bicocca, previsto per mercoledì 26 febbraio 2020, è rinviato a data da destinarsi. Cordiali saluti, Francesco Caravenna -- _________________________________________ 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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Fwd: Workshop on Randomness and PDEs
by Giuseppe Cannizzaro 22 Feb '20

22 Feb '20

Ricevo e inoltro. ---------- Forwarded message --------- Da: Weijun Xu <weijunx(a)gmail.com> Date: sab 22 feb 2020 alle ore 17:11 Subject: Workshop on Randomness and PDEs To: Giuseppe Cannizzaro <giuse.cannizzaro(a)gmail.com> Hi Giuseppe, As you know, we are organising the workshop *Randomness and PDEs* at Oxford from 29 June to 3 July. It includes three mini-courses by Nicolas Perkowski, Nikolay Tzvetkov and Hendrik Weber, and a few invited talks by experts in the field. More information can be found at: https://sites.google.com/view/randomness-pdes-2020 We have reserved a few accommodations for junior participants. I would be grateful if you could forward the information to the relevant mailing list. Best wishes, Weijun

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Seminario TREVISAN
by Stefano Favaro 21 Feb '20

21 Feb '20

STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO Venerdì 28 Febbraio 2020, alle ore 12:00, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario: ------------------------------------------------ Dario TREVISAN (Università di Pisa) THE LAW OF THE OPTIMAL MAP IN RANDOM EUCLIDEAN MATCHING PROBLEMS Random bipartite Euclidean matching problems can be seen as specific instances of optimal transport problems involving two random empirical measures, with a cost given by the Euclidean distance between pairs of sampled points. A heuristic approach, exploiting this connection and using a non-rigorous ``linearization'' of the problem, has been proposed in the physics literature (by Caracciolo et al. in 2014) strongly supported by numerical simulations. From a mathematical point of view, despite some partial success in the two dimensional case, many conjectures concerning asymptotics of matching/transportation costs and laws of optimal matchings/couplings remain open for a wide range of costs and geometries, especially in higher dimensional domains. Aim of this talk will be to review their current status, focusing on some recent results providing, in the two dimensional case, precise estimates on the distance between the optimal matching map and its ``linearized'' approximation (based on joint work with L. Ambrosio and F. Glaudo). ------------------------------------------------ Tutti gli interessati sono invitati a partecipare. Il seminario è organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats <http://www.carloalberto.org/stats>) in collaborazione con il Collegio Carlo Alberto. Cordiali saluti, Stefano Favaro

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Seminario di Maurizia Rossi a Milano-Bicocca (26 feb 2020)
by Francesco Caravenna 21 Feb '20

21 Feb '20

Ho il piacere di annunciare il seguente seminario di Maurizia Rossi (Università di Milano-Bicocca): "Random waves: a probabilistic overview with an accent on Geometry" che si terrà mercoledì 26 febbraio 2020 alle ore 14:00 in aula U5-3014 (Dipartimento di Matematica e Applicazioni, Università di Milano-Bicocca). Trovate l'abstract di seguito. Il seminario è rivolto a un pubblico matematico ampio. Tutti gli interessati, a partire dai dottorandi, sono invitati a partecipare. %%%%%%%%%%%%%%%% Abstract. The geometry of (deterministic) Laplace eigenfunctions on manifolds is a challenging research topic, several natural questions are still open in their full generality, for instance Yau's conjecture on nodal volumes. A probabilistic counterpart of these questions aroused great interest recently, in particular for the universal behavior of high-energy eigenfunctions (the so-called Berry's ansatz). In this talk we investigate the geometry of random waves on manifolds, i.e. geometrical properties of their excursion sets. The aim is to give an introduction to this theory and, if time permits, to present some of the most recent results in this area. %%%%%%%%%%%%%%%% _________________________________________ 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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Associate Professor Positions @ Luxembourg University
by Giovanni Peccati 20 Feb '20

20 Feb '20

Dear Colleagues, an *Associate Professor* position (with promotion track) is open at the *Department of Mathematics of Luxembourg University (DMATH)*, in the area of *Statistics and Machine Learning* The deadline for applications is *March 30, 2020*. All relevant information can be found here http://emea3.mrted.ly/2f9vz Please, do not hesitate to forward this message to any potential candidate. With my best regards, Giovanni Peccati -- Prof. Giovanni Peccati ------------------------------------------ Head of the Department of Mathematics Faculty of Science, Technology and Medicine ------------------------------------------ University of Luxembourg ----------------------------------------- homepage: http://sites.google.com/site/giovannipeccati/Home E-mail: giovanni.peccati(a)gmail.com

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Seminar announcement at LUISS - Talk by Giorgio Ferrari (Bielefeld University), 25/02/2020, 12:00
by Alessandro Calvia 20 Feb '20

20 Feb '20

Dear colleagues, on Tuesday, 25 February 2020, at 12:00, Prof. Giorgio Ferrari (Bielefeld University) will give a talk "On The Free Boundaries of Two Multi-dimensional Singular Stochastic Control Problems with Interconnected Dynamics" at LUISS "G. Carli" University, Department of Economics and Finance, viale Romania 32, room 304b. ------------ Abstract: We present two continuous-time stochastic control problems involving controls of bounded-variation. Those problems are motivated by questions arising in macroeconomic theory - as the optimal control of inflation via interest rates - and in operations research - as the optimal management of an inventory having impact on the demand of a good - and their characteristic is that the drift of a diffusive component of the two-dimensional state variable is an affine function of a purely controlled process. The objective is to minimize an expected cost functional involving a running cost function and proportional costs of control. By relying on a combination of techniques from viscosity theory and free-boundary analysis, we provide the structure of the value function and we show that it satisfies a so-called second-order smooth-fit principle. Such a regularity is then exploited in order to determine a system of functional equations solved by the two monotone continuous curves (free boundaries) that split the control problem's state space in three connected regions. In one of the two considered problems, the free boundaries are even shown to be classical solutions to a system of first-order nonlinear ODEs. This is based on joint works with Salvatore Federico (University of Siena) and Patrick Schuhmann (University of Bielefeld). ------------ All interested people are kindly invited to participate. Best regards, Alessandro Calvia Alessandro Calvia Assistant Professor Dipartimento di Economia e Finanza Luiss Libera Università Internazionale degli Studi Sociali Guido Carli Viale Romania, 32 - 00197 Roma T +39 0685225907 acalvia(a)luiss.it<mailto:acalvia@luiss.it> www.luiss.it<http://www.luiss.it>

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