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Seminars of Tiozzo, Klippel, Jara and D'Alimonte at La Sapienza
by Faggionato, Alessandra 29 Oct '25

29 Oct '25

Dear all, In addition to the already announced seminar by Tiozzo today (*Harmonic functions on groups, random walks, and the identification of the Poisson boundary*), we will have three seminars in Probability at the Department of Mathematics of Sapienza University in the coming weeks. The speakers will be Andreas Klippel (TU Darmstadt), Milton Jara (IMPA, Rio de Janeiro), and Lucas D’Alimonte (LPSM – Sorbonne Université). Below you can find the titles and abstracts. Buona giornata Alessandra ************************************************** *Monday, November 3 2025* *16:15, Sala di Consiglio, Dipartimento di Matematica* *Speaker: *Andreas Klippel (TU Darmstadt) *Title*: Two Sides of One Coin: Approaches to the Random Loop Model *Abstract: *In the last decades, graphical representations have emerged as powerful tools to study models from statistical physics. One prominent example is the random loop model, whose two-point function encodes various spin correlations of quantum systems such as the Heisenberg ferromagnet, the antiferromagnet, and the quantum XY model. Since the model lacks monotonicity properties and correlation inequalities such as FKG, alternative techniques have been developed to analyze it. We will discuss two complementary approaches suitable for different regimes. The first concerns the absence of long loops, corresponding to the regime without a phase transition. This situation can be studied by comparing the model to a percolation process and showing that certain structural features effectively reduce the percolation parameter, leading to exponentially small loops. The second approach addresses the occurrence of a phase transition, which is typically established through the method of reflection positivity. The presentation will provide an introduction to the random loop model, outline these two analytical techniques, and present several results illustrating their application. ********************************************************************* *Monday, November 10 2025* *16:15, Sala di Consiglio, Dipartimento di Matematica* *Speaker: *Milton Jara (Impa, Rio de Janeiro) *Title*: Quantitative Hydrodynamics for a generalized contact model *Abstract: *We use the formalism of Quantitative Hydrodynamics to improve the quantitative hydrodynamic limit obtained in Chariker, De Masi, Lebowitz and Presutti (2023) for an interacting particle system inspired by integrate-and-fire neuron models. Our estimates are good enough to show that the typical fluctuations around the aforementioned hydrodynamic limit are Gaussian, and governed by an inhomogeneous stochastic linear equation. Joint work with Julian Amorim (IMPA) and Yangrui Xiang (Louisiana State University) *********************************************************************** *Monday, November 17 2025* *16:15, Sala di Consiglio, Dipartimento di Matematica* *Speaker: *Lucas D’Alimonte (LPSM - Sorbonne Université) *Title:* Ornstein—Zernike theory for the near-critical planar random cluster model *Abstract:* In this talk, we will discuss the classical Ornstein-Zernike theory for the random-cluster model (also known as FK percolation). In its modern form, it is a very robust theory, which most celebrated output is the computation of the asymptotically polynomial corrections to the pure exponential decay of the two-points correlation function of the random-cluster model in the subcritical regime. We will present an ongoing project that extends this theory to the near-critical regime of the two-dimensional random-cluster model, thus providing a precise understanding of the Ornstein-Zernike asymptotics when p approaches the critical parameter p_c. The output of this work is a formula encompassing both the critical behaviour of the system when looked at a scale negligible with respect to its correlation length, and its subcritical behaviour when looked at a scale way larger than its correlation length. Based on a joint work with Ioan Manolescu. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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A spooky week in Tor Vergata
by Michele Salvi 28 Oct '25

28 Oct '25

Dear all, Next week RoMaDS <https://www.mat.uniroma2.it/~rds/events.php> will host a spooky lineup of seminars at the Mathematics Department of Tor Vergata University. Here is the program (for the abstract, see below): 03.11 Giorgio Cipolloni (Tor Vergata) "Logarithmically correlated fields from large random matrices" 14h00 in Aula Dal Passo 05.11 Milton Jara (IMPA, Rio de Janeiro) "NESS for KPZ" 16h00 in Aula D'Antoni 07.11 Maurice Duits (KTH Royal Institute of Technology, Stockholm) "Integrable Structures Behind the Aztec Diamond" 14h00 in Aula D'Antoni We encourage in-person participation. Should you be unable to come, here is the link to the Teams streaming of all of the seminars: Spooky seminars | Meeting-Join | Microsoft Teams <https://teams.microsoft.com/meet/3740857632924?p=3G7X9MF2NwcSKIQczz> Best, Michele Abstracts Giorgio Cipolloni (Tor Vergata) "Logarithmically correlated fields from large random matrices” We study the Brownian evolution of large non-Hermitian matrices and show that their log-determinant converges to a 2+1 dimensional Gaussian field in the Edwards-Wilkinson regularity class, i.e. logarithmically correlated for the parabolic distance. This gives a dynamical extension of the celebrated result by Rider and Virag (2006) proving that the fluctuations of the eigenvalues of Gaussian non-Hermitian matrices converge to the Gaussian Free Field. Milton Jara (IMPA, Rio de Janeiro) "NESS for KPZ" We show that the fluctuations of the density of boundary driven, weakly asymmetric systems are described by energy solutions of the KPZ equation with corresponding boundary conditions. Conditioned on the uniqueness of these energy solutions, we show that the non-equilibrium stationary states (NESS) of these systems are described by the invariant measures of KPZ introduced by Barraquand, Bryc, Corwin, Knizel among others. Joint work with Juan Arroyave (IMPA). Maurice Duits (KTH Royal Institute of Technology, Stockholm) "Integrable Structures Behind the Aztec Diamond" The Aztec diamond, under the uniform measure on domino tilings, is one of the classic examples of an exactly solvable model in probability and statistical mechanics. Its rich geometric features—such as limit shapes and arctic boundaries—have long made it a cornerstone of integrable probability. More recently, variants of this model with doubly periodic weights have revealed that much of the underlying structure persists far beyond the uniform case and can be used to uncover new behaviors—such as regions with smooth disorder—that were previously out of reach. At the heart of these models lies a birational map that encodes their integrable character. In this talk, I will describe how this map unifies different regimes of the Aztec diamond—from uniform and periodic settings to models in random environments. I will also discuss how integrable features survive (sometimes unexpectedly) in the presence of disorder, and how they connect to other probabilistic models such as directed polymers. The presentation is aimed at a broad mathematical audience, and no prior background in tilings or integrable systems will be assumed.

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Seminario di Kei Kobayashi
by Enrica Pirozzi 28 Oct '25

28 Oct '25

Carissimi di seguito trovate l'avviso del seminario: -- AVVISO DI SEMINARIO   Giovedì 30 ottobre, alle ore 12:30, in aula G del Dipartimento di Matematica e Fisica dell'Università della Campania Luigi Vamvitelli, in Viale Lincoln 5, Caserta, Kei Kobayashi Professor of Mathematics, Department of Mathematics, Fordham University, New York, USA, terrà un seminario dal titolo Parameter estimation for one-sided heavy-tailed distributions Abstract: Stable subordinators have been widely used in the context of subdiffusions, where particles get trapped or immobile in a number of time periods, called constant periods. The lengths of the constant periods follow a one-sided stable distribution whose first moment does not exist. In this talk, we construct an estimator for the stability index, applying the method of moments to the number of observed constant periods in a fixed time interval. The resulting estimator is asymptotically unbiased and consistent, and it is well-suited for situations where multiple observations of the same subdiffusion process are available. We present supporting numerical examples and an application to market price data for a low-volume stock. This is joint work with Phillip Kerger. -- Questo è il link da remoto: Seminario di Kei Kobayashi | Partecipazione alla riunione | Microsoft Teams<https://teams.microsoft.com/meet/3305423649328?p=buYuVJgBIf5KihIoRS> Cari saluti Enrica Pirozzi

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Seminario di Giulio Tiozzo alla Sapienza il 29 Ottobre
by Faggionato, Alessandra 27 Oct '25

27 Oct '25

Buongiorno, vi segnalo il seminario di Giulio Tiozzo organizzato dal gruppo di Algebra e Geometria per questo Mercoledi' (sotto i dettagli) Saluti Alessandra %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% *Mercoledì 29 ottobre 2025* Ore 14:00, Sala di Consiglio, Dipartimento di Matematica, Sapienza Università di Roma Seminario di Algebra e Geometria Giulio Tiozzo (Sapienza Università di Roma) *Harmonic functions on groups, random walks, and the identification of the Poisson boundary* The Poisson boundary is a measure-theoretic object attached to a group equipped with a probability measure, and is closely related to the notion of harmonic function on the group. In many cases, the group is also endowed with a topological boundary arising from its geometric structure, and a recurring research theme is to identify the Poisson boundary with the topological boundary. For instance, for lattices in hyperbolic space, it is natural to ask if the (visual, or Gromov-)boundary of the hyperbolic space is a model for the Poisson boundary. In this talk, we solve the identification problem for the Poisson boundary of a random walk with finite entropy on a hyperbolic group and on a discrete subgroup of a semisimple Lie group. The main technical novelty is that we do not require any moment assumption on the measure. Joint with K. Chawla, B. Forghani, and J. Frisch. -- ************************************************* Prof. Alessandra Faggionato https://www1.mat.uniroma1.it/people/faggionato/ Department of Mathematics University "La Sapienza" Piazzale Aldo Moro, 5 00185 - Rome Office 123, first floor *************************************************

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Reminder: OWABI talk - F-X Briol - October 30 - 11am UK time
by Massimiliano Tamborrino 27 Oct '25

27 Oct '25

Dear all, a kind reminder that the next One World Approximate Bayesian Inference (OWABI) Seminar<https://warwick.ac.uk/fac/sci/statistics/news/upcoming-seminars/abcworldsem…> is scheduled on Thursday the 30th October at 11 am UK time. The 1st OWABI talk of the Season will be given by François-Xavier Briol<https://fxbriol.github.io/> (University College London). who will talk about "Multilevel neural simulation-based inference<https://arxiv.org/abs/2506.06087>" , with an abstract reported below. Abstract: Neural simulation-based inference (SBI) is a popular set of methods for Bayesian inference when models are only available in the form of a simulator. These methods are widely used in the sciences and engineering, where writing down a likelihood can be significantly more challenging than constructing a simulator. However, the performance of neural SBI can suffer when simulators are computationally expensive, thereby limiting the number of simulations that can be performed. In this paper, we propose a novel approach to neural SBI which leverages multilevel Monte Carlo techniques for settings where several simulators of varying cost and fidelity are available. We demonstrate through both theoretical analysis and extensive experiments that our method can significantly enhance the accuracy of SBI methods given a fixed computational budget. Keywords: Multifidelity, neural SBI, multi-level Monte Carlo The talk will be streamed on MS Teams: Join the meeting now<https://teams.microsoft.com/l/meetup-join/19%3adhZ_4e_XLNJzCXPAMzTvT6BZ5KSh…> Meeting ID: 358 173 458 006 0 Passcode: Vp2975vC We are looking forward to seeing you all, best, Massimiliano on the behalf of the OWABI Organisers ------ Dr. Massimiliano Tamborrino Reader (Associate Professor) and WIHEA Fellow Department of Statistics University of Warwick https://warwick.ac.uk/tamborrino

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SPASS Seminar: Maike de Jongh - TUE 28.10 at 16:00
by Gianmarco Bet 24 Oct '25

24 Oct '25

Dear Colleagues, We would like to invite you to the following SPASS https://sites.google.com/unipi.it/spass seminar, jointly organized by UniPi, SNS, UniFi and UniSi: *Controlling the zero-temperature Ising model using Markov decision theory* by Maike de Jongh (Twente University) The seminar will take place in person on *TUE, 28.10.2025 at 16:00* in Room 207, Department of Mathematics and Computer Science "Ulisse Dini", University of Florence and streamed online here: https://meet.google.com/hmw-uhcm-knw On behalf of the organizers, Gianmarco Bet -------------------------------------------- *Abstract: * *The behavior of the Ising model under external control mechanisms is of interest in a wide variety of applications, including biological systems, social dynamics, and information processing. In this talk, we investigate control strategies for a zero-temperature two-dimensional Ising model on a finite square lattice evolving under Metropolis dynamics. Specifically, we consider a situation in which an external controller aims to drive the system from a configuration with a small droplet of +-spins towards the all-plus configuration by flipping spins at specific sites at predetermined moments in time. In order to analyze this control problem, we formulate it as a Markov decision process (MDP), a well-established framework for sequential decision-making problems under uncertainty. To find an optimal policy in this MDP, we construct a simplified model by means of a reduction of the configuration space to the local minima of the Hamiltonian. Leveraging the convenient form of this simplified model, we uncover the structure of the optimal policy by solving the Bellman equations in a recursive manner. Finally, we present simulation results illustrating the performance of this optimal policy in the original control problem at low temperatures. *

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Avviso di Seminario - Prof. Lauri Viitasaari
by luigia.caputo 24 Oct '25

24 Oct '25

Il giorno 27 ottobre 2025, alle ore 15:00, in sala riunioni primo livello, del Dipartimento di Matematica e Applicazioni R. Caccioppoli, il Prof. Lauri Viitasaari, Professor in Statistics, Mathematics, and Data Science at Aalto University School of Business, terrà il seguente seminario: ''_Some statistical aspects related to SPDEs_'' Abstract: In this talk we discuss several aspects statistical aspects related to SPDEs. In particular, we provide quantitative central limit theorem results for spatial averages of solutions under rather general conditions on both the differential operator and on the noise term. On top of that, we consider non-parametric estimation of the unknown diffusion coefficient. We define an estimator that is shown to be consistent. We also provide the rate of convergence in the L^p norm. Sarà possibile seguire il seminario anche on line al seguente link: Seminario Prof. Lauri Viitasaari | Partecipazione alla riunione | Microsoft Teams [1] Cari saluti, Luigia Caputo -- Luigia Caputo, PhD Ricercatore Universitario di Probabilità e Statistica Matematica, Dipartimento di Matematica e Applicazioni, Università di Napoli FEDERICO II Via Cintia, 80126, NAPOLI https://www.docenti.unina.it/luigia.caputo Links: ------ [1] https://teams.microsoft.com/meet/3688446992029?p=s7fupu4PVSS4EWdCpn

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Seminario Anna Donadini - Politecnico di Milano - 28 Ottobre 2025
by Luca Scarpa 23 Oct '25

23 Oct '25

Si segnala il seguente seminario a tutti gli interessati. Martedì 28 Ottobre 2025, ore 11:00. Aula Seminari III Piano, Dipartimento di Matematica, Politecnico di Milano. Speaker: Anna Donadini, Università di Milano-Bicocca. Title: Directed polymer in space-correlated disorder. Abstract: Directed polymers in random environments describe a perturbation of the simple random walk by a random disorder (environment). The partition function of such models has been extensively studied in recent years, also due to its connection with the solution of the Stochastic Heat Equation. While classical results focus on space-time independent disorder, we investigate the case of a Gaussian environment with (critically) space-correlated disorder. We show that, similarly to the independent case, a phase transition occurs: when the disorder strength is below a critical threshold, the log-partition function satisfies a central limit theorem; above this threshold, it converges to zero in distribution. Remarkably, the appropriate scaling constant for the disorder, as well as the correct limiting variance, emerge from a non-trivial induction scheme that reflects the critical nature of the correlation. (Joint work with Clément Cosco and Francesca Cottini) Link Zoom: https://polimi-it.zoom.us/j/92962991099 Link Seminario Polimi: https://www.mate.polimi.it/Eventi/?id=2642&sezione_di_ricerca=&stringa=&sub… ----- Prof. Luca Scarpa, PhD Associate Professor in Probability Department of Mathematics Politecnico di Milano Via E. Bonardi 9 20133 Milano, Italy e.mail: luca.scarpa(a)polimi.it<mailto:luca.scarpa@polimi.it> url: https://sites.google.com/view/lucascarpa

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Econometrics half-day workshop - Ca' Foscari University of Venice - 29 October 2025
by Roberto CASARIN 23 Oct '25

23 Oct '25

Dear Colleagues We are glad to announce the half-day workshop on "*Advances in Macroeconometrics*". The event will present ongoing research in econometric methods for time series analysis and their applications to macro-finance. The workshop will feature: Keynote Lectures: *Andrew Harvey*, University of Cambridge - A New Approach to Regime Switching *Fabio Canova*, BI Norwegian Business School - Low Frequency Movements and SVAR Analysis Presentations: *Dario Palumbo*, Ca' Foscari University of Venice - A Simple Parsimonious Framework for Extracting and Modelling the Term Structure of Interest Rates *Qing Wang*, Ca' Foscari University of Venice - Bayesian Tensor Regression with Stochastic Volatility *Antonio Peruzzi*, Ca' Foscari University of Venice - Multiple Equilibria and the Phillips Curve: Do Agents Always Under-react? *Wednesday, October 29 at 9.20-13.15 in Meeting Room 1,by the Department of Economics, San Giobbe Campus, Ca' Foscari University of Venice* It will also be possible to attend via Zoom: https://unive.zoom.us/j/81351424918?pwd=gWVcQbrSRtqrAAcYUR7SoEVx31hcaH.1 More information is available here: https://www.unive.it/data/agenda/1/104525 All interested participants are warmly invited to attend. Roberto Casarin (and on behalf of the Scientific Committee and the Organizing Committee) -- Roberto Casarin, PhD Professor of Econometrics Ca' Foscari University of Venice San Giobbe 873/b - 30121 Venezia, Italy http://sites.google.com/view/robertocasarin/ https://www.unive.it/vera <https://www.unive.it/isba2024> https://www.unive.it/isba2024

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Workshop announcement: "From discrete systems to SPDEs" on March 30-April 1, 2026 at TU Wien, Austria
by Prof. Fabio Toninelli 23 Oct '25

23 Oct '25

Dear colleagues, we would like to draw you attention to the upcoming workshop "From discrete systems to SPDEs", taking place March 30th - April 1st, 2026 at TU Wien in the beautiful city center of Vienna. The aim of the workshop is to bring together experts as well as young researchers in the field of Stochastic Partial Differential Equations and their discrete approximations, including interacting particle systems. Confirmed speakers include: * Lubomir Baňas (Bielefeld) * Charles-Edouard Bréhier (Pau) * Yvain Bruned (Nancy) * Giuseppe Cannizzaro (Warwick) * Clément Erignoux (Lyon) * Patricia Gonçalves (Lisbon) * Erika Hausenblas (Leoben) * Yueh-Sheng Hsu (Vienna) * Ruojun Huang (Pisa) * Vitalii Konarovskyi (Hamburg) * Helena Kremp (Berlin) * Cyril Labbé (Paris) * Quentin Moulard (Vienna) * Nicolas Perkowski (Berlin) * Rhys Steele (Leipzig) Registration for the workshop is open through the form on our conference webpage https://sites.google.com/view/viennaspdes2026/home Registration is possible until February 28, 2026 but, to help us with organization (coffee breaks, etc), we encourage you to register as soon as possible. Limited travel funding for PhD students and PostDocs is available (apply via email to viennaspdes2026(a)tuwien.ac.at until November 30, 2025 with a CV and a cover letter). Please feel free to circulate this announcement among colleagues and students. We look forward to seeing some of you in Vienna soon. The organizers Máté Gerencsér and Fabio Toninelli -- Prof. Fabio Toninelli Technical University of Vienna Institut für Stochastik und Wirtschaftsmathematik Wiedner Hauptstrasse 8-10, 1040 Wien, Austria https://sites.google.com/view/fabio-toninelli/home Office: 6th floor, green area. tel: +43-1-58801-10570

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