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Probabilità e Statistica Matematica

Componenti

Sacerdote Laura Lea (Coordinatore Scientifico)
Di Nardo Elvira
Giraudo Maria Teresa
Polito Federico
Sirovich Roberta
Toaldo Bruno
Zucca Cristina
D'onofrio Giuseppe
Issoglio Elena

Contatti

Attività

The Probability and Mathematical Statistics group aims at contributing to the development, study and dissemination of methods for Stochastics Processes, Mathematical Statistics and in general Probability Theory and related models.

ERC sectors: PE1_13 Probability, PE1_14 Statistics

Analytical, numerical and simulation methods for the study of first-passage problems of univariate and multivariate diffusion and jump-diffusion processes.
Models for the evolution of scale-free random graphs and their relationships with analogous continuous-time models.
Applications to information spreading through the Internet.
Fragmentation-coalescence models with Lévy-type motion.
Point processes and Markovian or non-Markovian processes with an underlying branching structure.
Fractional processes and their properties.
Dependence in stochastic processes (e.g. long memory, copulae, etc.).
Development of stochastic models for the study of neural code (single neuron and small neural networks).
Stochastic models for the description of atomic clocks' error.
Approximation of state-dependent Markov chains by jump-diffusions and hybrid processes.
Estimators for information measures and their properties.
Development of estimators for parameters of stochastic processes and their properties (e.g. diffusions with jumps, continuous-time GARCH processes etc.).

Gianni Pagnini (BCAM - Basque Center for Applied Mathematics), "Convergence of linear superposition of Langevin-driven Brownian particles to the fractional Brownian motion", February 7, 2019.
Vassili Kolokoltsov (University of Warwick), "Recent developments in probabilistic and analytic methods for fractional differential equations", April 17, 2018.
Enrico Scalas (University of Sussex), "A stylized model of wealth distribution", March 26, 2018.
Yosi Rinott (The Hebrew University), "Differential Privacy applied to common methods of dissemination of frequency tables", May 29, 2017.
Carlo Sgarra (Dipartimento di Matematica-Politecnico di Milano), "A Branching Process-based Approach to Power Markets", March 15, 2017.
Sébastien Thomassey (ENSAIT - Lille 1 University Roubaix), "Sales forecasting in fashion industry: main issues and opportunities", February 9, 2017.
Samuel Herrmann (Université de Bourgogne), "Initial-Boundary Value Problem for the heat equation - A stochastic algorithm", December 6, 2016.
Isaac Meilijson (Tel Aviv University), "Placing a bet on more than one hole at the Roulette table", November 22, 2016.
Paolo Dai Pra (Università degli Studi di Padova), "Route to consensus and oscillating behavior in a network of conformist individuals", May 4, 2016.
Marta Pittavino (University of Zurich), "Modelling multivariate data with additive Bayesian networks", March 4, 2016.
Franco Flandoli (Università di Pisa), "Commenti teorici ed applicativi su sistemi di particelle e loro limiti al continuo in oncologia matematica e clinica", March 3, 2016.
Giuseppe D'Onofrio (Università di Napoli), "Two-boundary first exit time of Gauss-Markov processes for biological modeling", February 16, 2016.
Tatyana Aksenova (Cea-Clinatec, Grenoble), "Tensor based decoding of brain neuronal activity for Brain Computer Interface project in CLINATEC", February 16, 2016.
Enrica Pirozzi (Universita' di Napoli), "Stochastic neuronal modeling by Gauss-Markov processes", February 16, 2016.
Bruno Toaldo ("Sapienza" Università di Roma), "Integro-differential equations and semi-Markov processes", February 11, 2016.
Isaac Meilijson (Tel Aviv University), "How variable can a martingale with a given final variance be?", December 14, 2015.
Enrico Scalas (University of Sussex), "Exactly-solvable non-Markovian dynamic network", November 10, 2015.
Pablo Rodriguez (Universidade de São Paulo), "Phase transitions in some sochastics toy-models", October 29, 2015.
Andreas Kyprianou (University of Bath), "Deep factorisation of the stable process", May 14, 2015.
Francesco Vaccarino (Politecnico di Torino), "Homological scaffold of the psychedelic brain", March 27, 2015.
Valentina Cammarota (Università degli Studi di Roma "Tor Vergata"), "On the distribution of the critical values of random spherical harmonics", December 15, 2014.
Michael Hinz (University of Bielefeld), "Calculus, Stochastic Processes and Geometry Without Smoothness", November 28, 2014.
Tetiana Aksenova (CEA, Grenoble), "Mathematical and Statistical Problems in Brain Computer Interfaces", October 21-22, 2014.
Jean-Michel Poggi (University Paris-Sud Orsay & University Paris Descartes), "Variable selection in high-dimensional exponential dispersion models", September 11, 2014.
Goran Peskir (University of Manchester), "Optimal Mean-Variance Portfolio Selection", June 16, 2014.
Petr Lansky (Academy of Sciences of Czech Republic), "Recent results and open problems in stochastic neuronal models", June 11, 2014.
Goran Peskir (University of Manchester), "Introduction to Optimal Stopping and Optimal Stochastic Control", May 28, 2014.
Robert Knobloch (Saarland University), "An Ito type formula and related properties for convoluted Lévy processes", February 10, 2014.
Angelica Pachon (Università di Torino), "Evolution of a Modified Binomial Random Graph", February 12, 2014.
Mirko D'Ovidio ("Sapienza" Università di Roma), "Fractional Cauchy Problems on S^2_1 and Coordinates Changed Random Fields", January 17, 2014.
Massimiliano Tamborrino (University of Copenhagen), "Would you recognise a visual stimulus, if you briefly see it (e.g. 0.05s)? Probability can tell you!", November 29, 2013.
Antonio Di Crescenzo (Università di Salerno), "Determinazione di leggi probabilistiche di alcuni moti aleatori di tipo alternante", November 20, 2013.
Elisabetta Candellero (Birmingham University), "Clustering in Random Geometric Graphs on Hyperbolic Spaces", June 17, 2013.
Isaac Meilijson (Tel Aviv University), "An introduction to the Hopfield model of associative memory in neural networks", March 13, 2013.
Goran Peskir (University of Manchester), "Three-dimensional Brownian motion and the golden ratio rule", January 15, 2013.
Gianna Panfilo (International Bureau of Weights and Measures, Sèvres), "Algorithms for the International Atomic Time", October 12, 2012.
Federico Polito (Università degli Studi di Torino), "Fractional Calculus and its Applications to Diffusion", May 8, 2012.
Shigeru Shinomoto (Kyoto University), "Reading messages from neuronal spike trains", July 4, 2011.
Ryota Kobayashi (Ritsumeikan University), "Estimation of time-dependent input from neuronal membrane potential", July 4, 2011.
Stefano Iacus (Università di Milano), "On LASSO estimation for diffusion processes", May 27, 2011.
Petr Lansky (Academy of Sciences of Czech Republic), "Neural coding and statistical methods", September 16, 2010.
Michèle Thieullen (Univ. Pierre et Marie Curie), "About Large Deviations Theory", June 17, 2010.
Enea Bongiorno (Università di Milano), "Integration in a dynamical stochastic geometric framework. Application to birth-and-growth process. Statistical aspects", June 10, 2010.
Marina Santacroce (Politecnico di Torino), "Unified BSDE characterization for power and exponential utility maximization problems under partial information", June 3, 2010.
Cristina Zucca (Università degli Studi di Torino), "On the crossing times of a one-dimensional diffusion process through two boundaries", May 27, 2010.
Gianni Pistone (Collegio Carlo Alberto), "Proprietà algebriche e geometriche delle catene di Markov reversibili e MCMC", May 20, 2010.
Enrico Bibbona (Università di Torino), "Stima di parametri per processi stocastici arrestati ad una soglia", May 6, 2010.
Goran Peskir (University of Manchester), "A duality principle for the Legendre-Fenchel transform in the presence of obstacles", March 10, 2010.
Elena Issoglio (Friedrich-Schiller Universität, Jena), "On a stochastic transport equation with fractal noise", February 23, 2010.

Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie.
Institute of Physiology, Academy of Sciences of Czech Republic, Prague.
Department of Mathematical Sciences, University of Copenhagen.
Department of Mathematics, University of British Columbia.
CLINATEC, CEA, Grenoble.
Dipartimento di Matematica, Università degli studi di Salerno.
Istituto Nazionale di Ricerca Metrologica.
School of Mathematics, University of Manchester.
Department of Mathematics and Statistics, Louisiana Tech University.
Dipartimento di Scienze Statistiche, Sapienza Università di Roma.
Dipartimento di Scienze di Base e Applicate per L'Ingegneria, Sapienza Università di Roma.
Department of Mathematics and Computer Science, Free University, Berlin.
Department of Mathematics, Ss. Cyril and Methodius University, Skopje.
Mathematics Department, University of Sussex.
Dipartimento di Informatica, Università di Torino.
Dipartimento di Ingegneria gestionale, dell'informazione e della produzione, Università di Bergamo.
Institute of Neuroscience and Medicine, Juelich Forschungszentrum.
School of Computing and Mathematics, Plymouth University.
Institute of Optimization and Discrete Mathematics, Graz University of Technology.
Sciences Institute of Mathematics and Computers, University of São Paulo.
Mathematics Institute, Goethe University, Frankfurt.
Department of Statistics, University of Campinas--UNICAMP, São Paulo.
School of Mathematics, Georgia Institute of Technology, Atlanta.
Institut für Stochastik, Johannes Kepler Universität, Linz.
Université de Bourgogne.

Research Collaborations

Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie.
Institute of Physiology, Academy of Sciences of Czech Republic, Prague.
Department of Mathematical Sciences, University of Copenhagen.
Department of Mathematics, University of British Columbia.
CLINATEC, CEA, Grenoble.
Dipartimento di Matematica, Università degli studi di Salerno.
Istituto Nazionale di Ricerca Metrologica.
School of Mathematics, University of Manchester.
Department of Mathematics and Statistics, Louisiana Tech University.
Dipartimento di Scienze Statistiche, Sapienza Università di Roma.
Dipartimento di Scienze di Base e Applicate per L'Ingegneria, Sapienza Università di Roma.
Department of Mathematics and Computer Science, Free University, Berlin.
Department of Mathematics, Ss. Cyril and Methodius University, Skopje.
Mathematics Department, University of Sussex.
Dipartimento di Informatica, Università di Torino.
Dipartimento di Ingegneria gestionale, dell'informazione e della produzione, Università di Bergamo.
Institute of Neuroscience and Medicine, Juelich Forschungszentrum.
School of Computing and Mathematics, Plymouth University.
Institute of Optimization and Discrete Mathematics, Graz University of Technology.
Sciences Institute of Mathematics and Computers, University of São Paulo.
Mathematics Institute, Goethe University, Frankfurt.
Department of Statistics, University of Campinas--UNICAMP, São Paulo.
School of Mathematics, Georgia Institute of Technology, Atlanta.
Institut für Stochastik, Johannes Kepler Universität, Linz.

Visiting Professors

Valentina Cammarota (Università degli Studi di Roma "Tor Vergata"), December 13-16, 2014.
Michael Hinz (University of Bielefeld), November 27 - December 1, 2014.
Tetiana Aksenova (CEA, Grenoble), October 20-22, 2014.
Jean-Michel Poggi (University Paris-Sud Orsay & University Paris Descartes), September 11, 2014.
Goran Peskir (University of Manchester), May 1 - June 27, 2014.
Petr Lansky (Academy of Sciences of Czech Republic), June 4-11, 2014.
Roman Borisyuk (Plymouth University), February 4-5, 2014
Markus Diesmann (Juelich Forschungszentrum), February 4-5, 2014.
Robert Knobloch (Saarland University), February 9-16, 2014.
Mirko D'Ovidio ("Sapienza" Università di Roma), January 16-19, 2014.

Funded Projects

AMALFI Project (Advanced Methodologies for the Analysis and management of the Future Internet), funded by Compagnia di San Paolo. In collaboration with the Computer Science Department, University of Torino.

Workshops and Conferences

Welcome Home Workshop 2014, December 19-22, 2014, Dipartimento di Matematica "G. Peano", University of Torino.

Probability and Mathematical Statistics Seminars

Valentina Cammarota (Università degli Studi di Roma "Tor Vergata"), "On the distribution of the critical values of random spherical harmonics", December 15, 2014.
Michael Hinz (University of Bielefeld), "Calculus, Stochastic Processes and Geometry Without Smoothness", November 28, 2014.
Tetiana Aksenova (CEA, Grenoble), "Mathematical and Statistical Problems in Brain Computer Interfaces", October 21-22, 2014.
Jean-Michel Poggi (University Paris-Sud Orsay & University Paris Descartes), "Variable selection in high-dimensional exponential dispersion models", September 11, 2014.
Goran Peskir (University of Manchester), "Optimal Mean-Variance Portfolio Selection", June 16, 2014.
Petr Lansky (Academy of Sciences of Czech Republic), "Recent results and open problems in stochastic neuronal models", June 11, 2014.
Goran Peskir (University of Manchester), "Introduction to Optimal Stopping and Optimal Stochastic Control", May 28, 2014.
Robert Knobloch (Saarland University), "An Ito type formula and related properties for convoluted Lévy processes", February 10, 2014.
Angelica Pachon "Evolution of a Modified Binomial Random Graph", February 12, 2014.
Mirko D'Ovidio ("Sapienza" Università di Roma), "Fractional Cauchy Problems on S^2_1 and Coordinates Changed Random Fields", January 17, 2014.

Invited Talks and Seminars

Federico Polito. On the fractional Poisson process and related topics, Stochastics Research Seminar - Department of Mathematics, Saarland University, October 2014, Saarbrücken, Germany.
Federico Polito. Queues, non-local operators and time change, Chair of Probability and Mathematical Statistics, Faculty of Applied Mathematics and Cybernetics, Tomsk State University, November 2014, Tomsk, Russia.
Laura Sacerdote. A new estimator for mutual information, Dipartimento di Matematica, Università degli studi di Salerno, April 2014, Salerno, Italy.

Doctoral Courses

Angelica Pachon. Introduction to Random Graphs, Dipartimento di Matematica G. Peano, Università di Torino.