Seminario Padova - Simone Baldassarri
Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (3 Ottobre) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Simone Baldassarri (Gran Sasso Science Institute (GSSI)) <https://sites.google.com/view/simonebaldassarri> https://sites.google.com/view/simonebaldassarri Title: How opinions evolve on dense dynamic random graphs Date: October 3, 2025, at 14:30, 2AB40 Abstract: Describing the evolution of dynamic networks together with dynamic processes running on them constitutes a major challenge in network science. Despite considerable efforts in past years, and notable progress on an intuitive and approximative level, our mathematical understanding of such systems is still in its infancy. The focus of this talk will be two-opinion voter models on dense dynamic random graphs. The goal is to understand and describe the occurrence of consensus versus polarisation over long periods of time. The former means that all vertices have the same opinion, the latter means that the vertices split into two communities with different opinions and few disagreeing edges. We consider three models for the joint dynamics of opinions and graphs: one with one-way feedback and two with two-way feedback. Key results cover functional laws of large numbers for the densities of the two opinions, functional laws of large numbers for the dynamic random graphs in the space of graphons, and a characterisation of the limiting densities in terms of Beta-distributions. This talk is based on a joint work with P. Braunsteins, F. den Hollander and Michel Mandjes. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/
Buongiorno a tutti, Vorremmo segnalarvi che venerdì prossimo (24 Ottobre) in aula 2AB40 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Alexandre Legrand (Università degli Studi di Padova) https://alegrand.pages.math.cnrs.fr/index.html Title: The random polymer approach to the transient phase of the Vertex Reinforced Jump Process. Date: October 24, 2025, at 14:30, 2AB40 Abstract: We are interested in the transient phase of the Vertex Reinforced Jump Process (VRJP) in dimension d>=3. Sabot and Zeng (2019) have introduced a positive martingale and have shown that the VRJP is transient if and only if that martingale has a positive limit. In this talk we discuss the question of the L^p integrability of the VRJP martingale, which is related to the (diffusive) behavior of the VRJP. It turns out that this martingale can be interpreted as the partition function of a non-directed polymer in a very specific 1-dependent random potential: Therefore, taking inspiration from the work of Junk and Fukushima (2022, 2023) for the directed polymer model, we prove throughout the transient phase of the VRJP on the half-space that the VRJP martingale is L^p-integrable for some p>1. Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/
Buongiorno a tutti, Vorremmo segnalarvi che martedì prossimo (18 Novembre) alle 11:30 in aula 2BC30 (Torre Archimede, Università di Padova) ci sarà un seminario per il ciclo di seminari in Probabilità e Finanza di: Chiara Amorino (Universitat Pompeu Fabra in Barcelona) <https://chiaraamorino.github.io/> https://chiaraamorino.github.io Title: Fractional interacting particle system: drift parameter estimation via Malliavin calculus Date: November 18, 2025, at 11:30, 2BC30 Abstract: We address the problem of estimating the drift parameter in a system of N interacting particles driven by additive fractional Brownian motion of Hurst index H >= 1/2. Considering continuous observation of the interacting particles over a fixed interval [0, T], we examine the asymptotic regime as N goes to infinity. Our main tool is a random variable reminiscent of the least squares estimator but unobservable due to its reliance on the Skorohod integral. We demonstrate that this object is consistent and asymptotically normal by establishing a quantitative propagation of chaos for Malliavin derivatives, which holds for any H in (0,1) . Leveraging a connection between the divergence integral and the Young integral, we construct computable estimators of the drift parameter. These estimators are shown to be consistent and asymptotically Gaussian. Finally, a numerical study highlights the strong performance of the proposed estimators. Based on a joint work with I. Nourdin and R. Shevchenko Vi aspettiamo numerosi! Alberto Chiarini e Alekos Cecchin Sito web del seminario: https://www.math.unipd.it/~chiarini/seminars/
participants (2)
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Alekos Cecchin -
alekos.cecchin＠unipd.it