Phd in SCHOOL OF STATISTICAL SCIENCES

email: luisa.beghin@uniroma1.it
phone: (+39) 06 49910543 (int. 20543)
building: CU002
room: n.8

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


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 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)

Bibliometric Indicators (as of Jan. 2024):

Google Scholar database
Documents: 68
Citations: 1634
H-index: 20

Scopus database:
Documents: 53
Citations: 1027 by 675 documents
H-index: 16
Co-authors: 25

Mathscinet database:
Documents: 49
Citations: 597 by 353 authors
H-index: 12
Co-authors: 22

ResearchGate profile:
https://www.researchgate.net/profile/Luisa_Beghin