Stochastic Models for Complex Systems

The Stochastic Models and Complex Systems - Summer School is a four-week summer school in Probability and Statistics to be held online, as part of the activities of the PRIN 2017-Stochastic Models for Complex Systems project. It will feature mini-courses of plenary speakers, exercise sessions and students' talks, aimed at Phd students, postdoc and young researchers.

The Stochastic Models and Complex Systems School will be held online in the period June 10th - July 7th, 2021 [Time Zone - CEST]. Phd students, postdoc and young researchers are especially encouraged to participate. The participation is free but the registration is mandatory. Only the first 50 registration will be admitted.

Plenary courses:

• Enrico Scalas (University of Sussex) "A gentle introduction to combinatorial stochastic processes (with applications to Physics, Finance and Economics)", 16 hours; (Lesson 1; Lesson 2; Lesson 3; Lesson 4; Lesson 5; Lesson 6; Lesson 7).
• Yuliia Mishura (Taras Shevchenko National University of Kyiv) "Statistics of fractional models", 8 hours; (Lesson 1; Lesson 2; Lesson 3; Lesson 4; Lesson 5).
• Jorge Navarro (University of Murcia) "Selected Topics on Distorted models and applications", 6 hours (Conference 1: Distorted models; Conference 2: Applications of distortions to complex systems; Conference 3: Multivariate distorted models and applications to quantile regression) (Slides).

Exercise sessions:

• Paola Paraggio (University of Salerno); Serena Spina (University of Salerno). (Lesson 1; Lesson 2; Lesson 3; Lesson 4; Lesson 5; Lesson 6; Lesson 7; Lesson 8)
• Giacomo Ascione (University of Naples Federico II); Alessandra Meoli (University of Salerno) (Exercises; Solutions_part1; Solutions_part2; Exercises_part3; Exercise_R).
• Camilla Calì (University of Naples Federico II). (Lesson 1; Lesson 2; Lesson 3)

Click here for the program.

Click here for the Students’ talks plan.

All participants must register online before June 1, 2021. The registration is available here.