CV

 Luisa Beghin

Full Professor, Probability and Mathematical Statistics (MAT/06)

Department of Statistical Sciences,

Sapienza University

p.le Aldo Moro 5, Rome, 00185, Italy

T: +39-0649910543

email: luisa"dot" beghin "at" uniroma1 "dot" it

Education:

• Ph.D.  in “Statistica Metodologica”, Dipartimento di Statistica, Probabilità e Statistiche Applicate (Fac. Statistics) University “La Sapienza”, April 2000.

• M.Sc. in Statistics with Distinction, LSE, University of London, U.K, June 1995.  

Previous positions:

• • Associate Professor in Probability and Mathematical Statistics (Mat/06) at Università “La Sapienza” di Roma, Oct. 2006 - Jan. 2017

  • Temporary researcher in Probability and Mathematical Statistics (Mat/06) at Università “La Sapienza” di Roma, Jan. 2001 – Oct. 2006

  • Temporary researcher in Statistics (Secs/S01)  at University “Rome Tre” (1999-2000)

  • Ph.D.student in Methodological Statistics, University of Rome, ‘La Sapienza’ - 1996-2000.

  • M.Sc. and Ph.D. student, Dept. of Statistics, LSE, University of London – 1994-1996.

Some recent highlights and awards:

• Kirk distinguished visiting fellowship, Isaac Newton Institute, Cambridge, 2022

• Associate editor, Chaos, Solitons and Fractals, 2021-

• Associate editor, Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics & Mathematics, 2020-

• Editorial board member, Fractional Calculus and Applied Analysis, 2022-

Other editorial duties:

• • AIMS Mathematics (associate editor)

  • Sema-Simai Springer Series (editor)

Selected contributions to international conferences:

• • Oslo (Norway), EMS 2005 Meeting- “Local time distribution for pseudo-processes governed by higher-order heat-type equations” - Jul. 2005.

  • Paris (France), XXXI International Conference on SPA 2006 – “Stochastic processes arising from fractional differential equations”– Jul. 2006.

  • Porto (Portugal), Conference on Probability and Statistics in Science and Technology - Sept. 2007.

  • Swansea (U.K.), Workshop on Fractional Calculus and Random Processes – “Fractional relaxation equations and Brownian crossing probabilities of a random boundary” – Jun 2011 (invited).

• Kiev (Ukraine) – Conference on Modern Stochastics: theory and applications – “Generalized fractional continuous time random walks”– Sept. 2012.

• Bilbao (Spain) – Workshop on Fractional calculus and non-linear operators –“ On the fractional extensions of Gamma subordinator and Geometric Stable processes” – Nov. 2013 (invited)

• Catania, ICFDA 2014 – “Fractional shift operators and related stochastic processes” - Jun. 2014.

• Bilbao (Spain), BCAM Workshop – “Stable processes at Poisson times in connection with the fractional shift operator” – Nov. 2014 (invited).

• Roma, University Roma Tre, Workshop on Fractional calculus and its applications – “From fractional diffusion equations to fractional shift operators” - March 2015 (invited).

• Oxford (U.K.), SPA Conference 2015 –“Poisson processes with random drift”– Jul. 2015.

• St.Petersburg (Russia), Linnik Conference – “Lévy processes with Poisson and Gamma times”– Sept. 2015 (invited).

• Salerno University, Workshop on Stochastic models and related topics – “Lévy processes with Poisson and Gamma times” – Jan. 2016 (invited).

• Leiden University (Netherlands): Workshop "Fractality and Fractionality" - "Time-dependent fractional generators and related additive processes" - May 2016

• Milano (Politecnico): SIMAI 2016 Conference - "Time-dependent fractional generators and related additive processes" - Sept. 2016.

• Torino (University & Politecnico), First Italian Meeting on Probability and Mathematical Statistics " Fractional generators and time-changed stochastic processes" - June 2017 (invited).

• Budapest (Hungary): Nineth International Workshop of Applied Probability, Long-memory Gaussian processes governed by fractional Fokker-Planck equations - June 2018 (invited).

• Wroclaw (Poland): UMI-SIMAI-PTM Joint Meeting; "Fractional differential equations and time-changed stochastic processes" - Sept. 2018 (invited).

• Vietri: Second Italian Meeting on  Probability and Mathematical Statistics - June 2019 - Organizer of the session "Probability and non-local operators: non-Markovian and time-changed processes"

• Napoli (online): Stochastic Models for Complex Systems "Stochastic processes related to incomplete gamma functions"- July 2020 (invited speaker)

• Kiev (online) – Conference on Modern Stochastics: theory and applications, V – “Stochastic processes related to incomplete gamma functions”–June 2021  (invited speaker).

• Cambridge (Isaac Newton Institute): Workshop "Deterministic and stochastic fractional differential equations and jump processes" - "Gamma-grey noise and gamma-grey Brownian motion " (invited speaker), february 2022

• Cambridge (Isaac Newton Institute): Workshop "Optimal control and fractional dynamics", - "Renewal processes related to general fractional operators " (invited speaker), april 2022

• Cambridge (Isaac Newton Institute): Kirk lecture (invited) - "Non-local differential operators in probability ", April 2022

• Bologna (Università Alma Mater Studiorum): Third Italian Meeting of Probability and Math. Statistics - "Gamma-grey noise and gamma-grey Brownian motion " (invited speaker), June 2022

• Napoli (Università Federico II): Non-gaussian processes linked to H-functions (invited), September 2022.

• Bologna (Università Alma Mater Studiorum): Workshop on Fractional Calculus Modelling - "Non-local differential operators in probability " (Keynote speaker), October 2022 

• Torino (Dip. Matematica) - "Generalized gaussian processes linked to convolution-type operators” (invited), December 2022.

• Roma, PRISMA seminars (online) - "Non-local differential operators in probability " (invited), May 2023

• Roma (Uninettuno) - "Renewal processes linked to general fractional operators" (invited), May 2023

• Lecce (Università del Salento):  Workshop on Stochastic Models for Complex Systems - "Renewal processes related to fractional and general non-local operators" (keynote speaker), May 2023.

• Thessalonikì (Greece): International Workshop of Applied Probability 2023, "Gaussian and non-Gaussian processes linked to convolution-type fractional operators " (invited) -  June 2023.

• Napoli (Scuola Superiore Meridionale): Probability and Non-Local Operators 4th edition; "A class of stochastic processes related to Hadamard operators and Le Roy functions" (invited) - December 2023

Organization of conferences and meetings:

• Fourth Italian Meeting on Probability and Mathematical Statistics,

Rome, 10th-14th June 2023

https://probabilityrome2024.it/

• Workshop "Fractional Calculus, Special Functions and Applications"

Department of Statistical Sciences, Sapienza University of Rome, May 12, 2023.

https://sites.google.com/view/fcsf2023/home  

• Workshop "Nonlocal and Fractional Operators"

Department of Statistical Sciences, Sapienza University of Rome, April 12-13, 2019.  

https://sites.google.com/view/lfo12-13aprile2019/home

• Recent Developments in Probability Theory and Stochastic Processes

in honor of ENZO ORSINGHER, on the occasion of his 70th birthday

Dep. Statistical Sciences, Sapienza University of Rome, September 23, 2016

https://sites.google.com/site/enzoorsingherconference/

• Fractional differential equations and their applications in probability theory and physics

  Department of Statistical Sciences, Sapienza University, November 6, 2015

• 4th Italian Meeting of Probability and Mathematical Statistics

Rome, June 10-14 , 2024

https://probabilityrome2024.it/

Referee for the journals:

Alea

Electronic Journal of Probab.

Stochastic Processes and their Applications

Bernoulli

Journal of European Mathematical Society

Electron. Communic. Probab.

Journal of Statistical Physics

Physica A: Statistical Mechanics and its Applications

Nonlinear Dynamics

Statistical Methods and Applications

Journal of Physics A. Mathematical and Theoretical,

Annals of Applied Probability 

Journal Appl. Probab., 

Advances Appl. Probab., 

Fractional Calculus and Applied Analysis

Journal of Applied Mathematics, 

Journal of Differential Equations,

Stochastics,

Mathematical Methods in the Applied Sciences

Journal of Computational and Applied Mathematics, 

Modern Stochastics: Theory and Applications, 

Nonlinear Analysis: Hybrid systems, 

Journal of Mathematical Analysis and Applications, 

Statistics and Probability Letters, 

Methods and Applications of Analysis, 

Probability and Mathematical Statistics, 

Note Matematiche, 

Journal of Statistical Methods and Applications, 

Journal of the Italian Statistical Society, 

Modern Stochastics: Theory and Applications, 

Stochastic Analysis and Applications,

Chaos, Solitons and Fractals

Bollettino dell'Unione Matematica Italiana

Methodology and Computing in Applied Probability

Mathematical Communications 

Applied Mathematics Letters

Journal of Theoretical Probability

Fractal and Fractional

Awarded grants:

 Consiglio Nazionale delle Ricerche grant, 1995-96;

 University of Pisa, 1994-95;

 NATO grant PST.CLG.97636, 2004.

 NATO grant PST.CLG.980408, 2005;

 MURST Research grant “Giovani Ricercatori” - “Calcolo Frazionario e sue Applicazioni”, 2001 (principal investigator)

 Research grant Ateneo Federato AST, 2007 (principal investigator)

 Research grant Ateneo Sapienza, 2009 (principal investigator)

 Research grant Ateneo Sapienza, 2013 (principal investigator)

 Research grant Ateneo Sapienza, 2017 (principal investigator)

Research grant Ateneo Sapienza, 2019 (principal investigator)

Research grant Ateneo Sapienza, 2022 (principal investigator)

Attended Courses and Summer Schools:

Cortona, SMI Course on  Probability Topics – Jul-Aug. 1997;

Aarhus (Denmark), Empirical Processes – Aug. 1999.

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