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Preprints  •  Papers  •  Proceedings  •  Book  •  Other  •  Slides

Preprints

  • F. Caravenna, A. Garavaglia and R. van der Hofstad Diameter in ultra-small scale-free random graphs Preprint (2016) PDF - arXiv ]
  • F. Caravenna, R. Sun and N. Zygouras Universality in marginally relevant disordered systems Preprint (2015) PDF - arXiv ]
  • F. Caravenna The strong renewal theorem Preprint (2015) PDF - arXiv ]
  • F. Caravenna and J. Corbetta The asymptotic smile of a multiscaling stochastic volatility model Preprint (2015) PDF - arXiv ]

Papers

Note: Copyright for the published version is with the publishers of the respective journal.

Proceedings

  • F. Caravenna, R. Sun and N. Zygouras Scaling limits of disordered systems and disorder relevance Proceedings of the XVIII International Congress of Mathematical Physics PDF - arXiv ]
  • F. Caravenna, F. den Hollander and N. Pétrélis Lectures on Random Polymers In: Probability and Statistical Physics in Two and more Dimensions. Proceedings of the Clay Mathematics Institute Summer School and XIV Brazilian School of Probability (Buzios, Brazil). Edited by David Ellwood, Charles Newman, Vladas Sidoravicius and Wendelin Werner.
    Clay Mathematics Proceedings 15 (2012), 319-393.
    PDF - arXiv ]
  • F. Caravenna, G. Giacomin and F. L. Toninelli Copolymers at selective interfaces: settled issues and open problems In: Probability in complex physical systems. In honour of Erwin Bolthausen and Jürgen Gärtner. Edited by J.-D. Deuschel, B. Gentz, W. König, M. von Renesse, M. Scheutzow, U. Schmock.
    Springer Proceedings in Mathematics 11 (2012), 289-312.
    PDF - published version - arXiv ]
  • A. Andreoli, F. Caravenna, P. Dai Pra, G. Posta A model for multiscaling and clustering of volatility in financial indexes Proceedings of the 19th International Symposium on Mathematical Theory of Networks and Systems - MTNS, vol.5, no.9, 2010/7 PDF ]
  • F. Caravenna Italian FlagModelli di polimeri e passeggiate aleatorie Boll. Unione Mat. Ital. Serie IX, vol. I (2008), 559-571 PDF ]
  • F. Caravenna, G. Giacomin and L. Zambotti Infinite volume limits of polymer chains with periodic charges Markov Process. Related Fields 13 (2007), 697-730. PDF - published version - arXiv ]

Book   Italian Flag

  • F. Caravenna, P. Dai Pra Probabilità. Un'introduzione attraverso modelli e applicazioni. UNITEXT - La matematica per il 3+2. Springer-Verlag Italia, Milano (2013). Book page - Springer website ]

Other Stuff

Selected Slides

  • Scaling and universality in probability Talk given on June 14, 2016 at the Mathematics Colloquium of the University of Luxembourg (L). PDF ]
  • Universality in marginally relevant disordered systems Talk given on June 2, 2016 at the University of Paris Diderot (F) PDF ]
  • Polynomial chaos and scaling limits of disordered systems Course given at the Workshop YEP XIII in Eurandom, TU Eindhoven (NL),
    March 7-11 2016
    [ PDF one - two - three ]
  • Polynomial chaos and scaling limits of disordered systems Course given at the Berlin-Potsdam Summer School 2015 at Levico Terme (I) from September 28 to October 2, 2015 [ PDF one - two - three - four - five ]
  • Italian FlagUn'estensione multilineare del teorema limite centrale e il fenomeno dell'universalità per i sistemi disordinati Talk given on September 10, 2015 at the XX Congress of the Italian Mathematical Union in Siena (I) PDF ]
  • Polynomial chaos and scaling limits of disordered systems Talk given on March 19, 2015 at the Probability Seminar, ENS Lyon (F). PDF ]
  • The continuum disordered pinning model Talk given on July 28, 2014 at the SPA 2014 Conference, Buenos Aires (AR). PDF ]
  • Scaling limits and universality for random pinning models Talk given on September 12, 2013 at the 15th Italian Meeting on Hyperbolic Equations, University of Milano-Bicocca. PDF ]
  • Scaling limits and universality for random pinning models Talk given on August 9, 2013 at the Workshop Universality and Scaling Limits in Probability and Statistical Mechanics, Hokkaido University, Sapporo (JP). PDF ]
  • Scaling and multiscaling in financial series: a simple model Talk given on March 12, 2012 at the Department of Mathematics, University of Modena and Reggio Emilia (I). PDF ]
  • The weak coupling limit of disordered copolymer models Talk given on February 15, 2011 at the Workshop on Interacting Processes in Random Environments, Fields Instutute, Toronto (CDN). PDF ]
  • A polymer in a multi-interface medium Talk given on December 16, 2010 at the Institute for Applied Mathematics, University of Bonn (D) PDF ]
  • Pinning and wetting transition for (1+1)-dimensional fields with Laplacian interaction Talk given on June 11, 2008 at the University of Warwick (GB) PDF ]
  • Italian FlagModelli di polimeri e passeggiate aleatorie Talk given on September 26, 2007 at the XVIII Congress of the Italian Mathematical Union in Bari (I) PDF ]
  • On the phase diagram of random copolymers at selective interfaces Talk given on June 22, 2007 at Eurandom in Eindhoven (NL) PDF ]
A photo of me - by Noemi Kurt