Curriculum Vitae Federico Camia

Curriculum Vitae Federico Camia PERSONAL DATA Nationality: Italian E-mail: f.camia@vu.nl, federico.camia@nyu.edu Address: Department of Mathematics, Vrije Universiteit Amsterdam De Boelelaan 1081a, 1081 HV Amsterdam, The Netherlands EDUCATION Sept. 2002 Jan. 2000 Jul. 1997 Dec. 1996 Ph.D. (Physics), New York University Adviser: Charles M. Newman Thesis title: Stochastic Dynamics of Ising Models at Zero Temperature Master of Science (Physics), New York University Diplôme d auditeur de l École Polytechnique, Palaiseau, France Laurea in Fisica (cum laude), Università di Bologna, Italy Adviser: Sandro Graffi Thesis title: Mappe caotiche quantizzate e modelli di Ising deterministici a comportamento vetroso (in Italian) 1

ACADEMIC POSITIONS Associate Professor of Math. (with tenure from Sept. 2015), NYU Abu Dhabi: September 2010 present Associate Professor, Math. Dept., Vrije Universiteit Amsterdam: March 2010 present Professeur Invité, Université Paris 6: January-February 2015 Assistant Professor, Math. Dept., Vrije Universiteit Amsterdam: September 2005 February 2010 Maître de Conférence Invité, Université Paris-Sud, Orsay: May 2004 Postdoctoral Fellow, EURANDOM, Eindhoven University of Technology: April 2003 August 2005 FIM Guest, Research Institute for Mathematics, ETH-Zentrum, Zürich: October 2002 March 2003 Courant Institute Research Assistant: Fall 2000, 2001 June 2001 Teaching Assistant, NYU Physics Dept.: Fall 1998 Spring 2000 Spring 2001, 2002 Summer 2002 FELLOWSHIPS AND GRANTS Scholarship of the École Polytechnique, Palaiseau, France (1997). NSF Travel Grant for the XIII International Congress on Mathematical Physics, London, July 17-22, 2000. NSF Travel Fellowship for the International Conference on Theoretical Physics, Paris, July 22-27, 2002. Marie Curie Research Fellowship (salary and travel expenses 2003-2005). NWO Veni Grant (research grant of the Netherlands Organization for Scientific Research, 200,000 euros 2005-2008). 2

NWO Open Competitie 2006 (grant of the Netherlands Organization for Scientific Research to support a graduate student joint with R. Meester). NWO Vidi Grant (research grant of the Netherlands Organization for Scientific Research, 800,000 euros 2010-2014). TEACHING EXPERIENCE 1998-2002 Problem sessions: NYU Physics Dept. General Physics I (1998, 1999, 2002) General Physics II (1999 2002) 2005-present Vrije Universiteit Courses taught: Critical Percolation, Conformal Invariance and SLE (2006 2008) Probability and Statistics (2006, 2007, 2010, 2011) Stochastic Processes for Finance (2006 2009) Stochastic Processes (2007) Kansrekening I (2009) Wiskundig Modelleren IV (2010) Risicomanagement (2013, 2014) A dam Univ. College Calculus (2012 2015) NYU Abu Dhabi Calculus (2010 2014) Quantum Theory and Relativity: The Impact of a Scientific Revolution (2010 2012, 2014) STUDENTS SUPERVISED Jun Li, 2007, Hedging EuroMST Bond Index Futures with Euribor Futures, Master in Stochastics and Financial Mathematics Matthijs Joosten, 2007, Geometric properties of near-critical scaling limits in 2D percolation, Master in Mathematics (co-adviser) András Bálint, 2009, Divide and colour models, Ph.D. in Mathematics (co-adviser) 3

Mustafa Duru, 2010, Valuation of Residential Mortgage-Backed Securities, Master BMI (Business, Mathematics, Informatics) Cora Drimus, 2010, Barrier Options: Local Volatility vs Black Scholes Models, Master in Stochastics and Financial Mathematics Jingbo Liu, 2011, CNY/USD Currency Option Valuation under Stochastic Volatility Model, Master in Stochastics and Financial Mathematics Matthijs Joosten, 2012, Random fractals and scaling limits in percolation, Ph.D. in Mathematics (co-adviser) Marcin Lis, 2014, The Kac-Ward approach to the Ising model, Ph.D. in Mathematics (co-adviser) Tim van de Brug, Ph.D. in Mathematics expected on July 2, 2015 (co-adviser) René Conijn, Ph.D. in Mathematics expected in September 2015 (coadviser) PROFESSIONAL ACTIVITIES Referee for ALEA, Ann. Appl. Probab., Applied Probability Trust (Advances Appl. Probab. and J. Appl. Probab.), Commun. Math. Phys., Electron. Commun. Probab., Electron. J. Probab., JAMS, J. Stat. Phys., Probab. Th. Relat. Fields, Progress in Probab. (Birkhäuser). Reviewer for the Swiss National Science Foundation and the Netherlands Organization for Scientific Research (NWO). Organizer of the Interacting Stochastic Systems Seminar, EURAN- DOM, Eindhoven (2003-2005). Organizer of the Probability Seminar, Vrije Universiteit Amsterdam (September 2005 - May 2010). Member of the hiring committee, Dept. of Mathematics, Vrije Universiteit Amsterdam (2007 and 2013). 4

Co-organizer of the Arbeitsgemeinschaft mit aktuellem Thema: Percolation, Mathematisches Forschungsinstitut Oberwolfach, October 8-12, 2007. International collaborator in the project Percolative and Disordered System funded by the US National Science Foundation (2008-2012). Coordinator for the Master Stochastics and Financial Mathematics, Vrije Universiteit Amsterdam (February 2009 - February 2010). Co-organizer of the Workshop Probability Theory, Statistical Physics and Applications, NYUAD Institute, Abu Dhabi, January 16-20, 2011. Memeber of the math hiring committee at NYUAD (2013-2014). Organizer of the NYUAD Probability Workshop, NYUAD, Abu Dhabi, April 26-27, 2014. PUBLICATIONS 1. A simple stochastic model for the dynamics of condensation [with J.- M. Drouffe and C. Godrèche], J. Phys. A 31 (1998), L19-L25. 2. Absence of glassy behavior in the deterministic spherical and XY models [with I. Borsari, S. Graffi and F. Unguendoli], J. Phys. A 31 (1998), 1127-1139. 3. Clusters and Recurrence in the Two-Dimensional Zero-Temperature Stochastic Ising Model [with E. De Santis and C.M. Newman], Ann. Appl. Probab. 12 (2002), 565-580. 4. Approach to Fixation for Zero-Temperature Stochastic Ising Models on the Hexagonal Lattice [with C.M. Newman and V. Sidoravicius], In and Out of Equilibrium: Probability with a Physics Flavor, Progress in Probability, Vol. 51 (2002), Birkhäuser. 5. Cardy s Formula for some Dependent Percolation Models [with C.M. Newman and V. Sidoravicius], Bull. Braz. Math. Soc. 33 (2002), 147-156. 6. A Particular Bit of Universality: Scaling Limits for some Dependent Percolation Models [with C.M. Newman and V. Sidoravicius], Comm. Math. Phys. 246 (2004), 311-332. 5

7. The Percolation Transition in the Zero-Temperature Domany Model [with C.M. Newman], J. Stat. Phys. 114 (2004), 1199-1210. 8. Continuum Nonsimple Loops and 2D Critical Percolation [with C.M. Newman], J. Stat. Phys. 116 (2004), 157-173. 9. Scaling Limit and Critical Exponents for 2D Bootstrap Percolation, J. Stat. Phys. 118 (2005), 85-101. 10. A Note on Edwards Hypothesis for Zero-Temperature Ising Dynamics, Eur. Phys. J. B 47 (2005), 239-243. 11. Two-Dimensional Critical Percolation: The Full Scaling Limit [with C.M. Newman], Comm. Math. Phys. 268 (2006), 1-38. 12. The Scaling Limit Geometry of Near-Critical 2D Percolation [with L.R.G. Fontes and C.M. Newman], J. Stat. Phys. 125 (2006), 1155-1171. 13. Two-Dimensional Scaling Limits via Marked Nonsimple Loops [with L.R.G. Fontes and C.M. Newman], Bull. Braz. Math. Soc. 37 (2006), 537-559. 14. Critical Percolation Exploration Path and SLE 6 : a Proof of Convergence [with C.M. Newman], Probab. Theory Related Fields 139 (2007), 73-519. 15. Large-N Limit of Crossing Probabilities, Discontinuity, and Asymptotic Behavior of Threshold Values in Mandelbrot s Fractal Percolation Process [with E.I. Broman], Electron. J. Probab. 13 (2008), 980-999. 16. Scaling limits of two-dimensional percolation: an overview, Statistica Neerlandica 62 (2008), 314-330. 17. Universality in Two-Dimensional Enhancement Percolation, Random Struct. Algorithms 33 (2008), 377-408. 18. SLE 6 and CLE 6 from Critical Percolation [with C.M. Newman], Probability, Geometry and Integrable Systems (M. Pinsky and B. Birnir eds.), Mathematical Sciences Research Institute Publications, Vol. 55 (2008), Cambridge University Press. 6

19. Sharp phase transition and critical behaviour in 2D divide and colour models [with A. Bálint and R. Meester], Stoch. Proc. Appl. 119 (2009), 937-965. 20. Ising (conformal) fields and cluster area measures [with C.M. Newman], Proc. Natl. Acad. Sci. USA 106 (2009), 5457-5463. 21. Trivial, critical and near-critical scaling limits of two-dimensional percolation [with M. Joosten and R. Meester], J. Stat. Phys. 137 (2009), 57-69. 22. The high temperature Ising model on the triangular lattice is a critical percolation model [with A. Bálint and R. Meester], J. Stat. Phys. 139 (2010), 122-138. 23. Universal Behavior of Connectivity Properties in Fractal Percolation Models [with E.I. Broman], Electron. J. Probab. 15 (2010), 1394-1414. 24. Towards Conformal Invariance and a Geometric Representation of the 2D Ising Magnetization Field, Markov Processes Relat. Fields 18, 89-110 (2012). 25. Fat fractal percolation and k-fractal percolation [with Erik I. Broman, Tim van de Brug, Matthijs Joosten and Ronald Meester], ALEA, Lat. Am. J. Probab. Math. Stat. 9 (2012), 279-301. 26. Dimension (in)equalities and Hölder continuous curves in fractal percolation [with E.I. Broman, M. Joosten and R. Meester], J. Theoret. Probab. 26 (2013), 836-854. 27. The Ising magnetization exponent on Z 2 is 1/15 [with C. Garban and C.M. Newman], Probab. Theory Related Fields 160 (2014), 175-187. 28. Planar Ising magnetization field I. Uniqueness of the critical scaling limit [with C. Garban and C.M. Newman], Ann. Probab., to appear (2015), available at arxiv:1205.6610. 29. Planar Ising magnetization field II. Properties of the critical and nearcritical scaling limits [with C. Garban and C.M. Newman], Ann. Inst. H. Poincaré (B), to appear (2015), available at arxiv:1307.3926. 7

30. Off-Criticality and the Massive Brownian Loop Soup, preliminary version available at arxiv:1309.6068. 31. Random walk loop soups and conformal loop ensembles [with T. van de Brug and M. Lis], submitted, available at arxiv:1407.4295. 32. Conformal Correlation Functions in the Brownian Loop Soup [with A. Gandolfi and M. Kleban], submitted, available at arxiv:1501.05945. 33. Brownian Loops and Conformal Fields, Lecture notes to appear in Advences in Disordered Systems, Random Processes and Some Applications (P. Contucci and C. Giardinà eds.), Cambridge University Press, preliminary version available at arxiv:1501.04861. TALKS AT CONFERENCES AND WORKSHOPS IV Brazilian School of Probability, Mambucaba Rio de Janeiro, August 14-19, 2000 (contributed talk). Topics in Finite Markov Chains, Roma, December 18-21, 2000 (contributed talk). V Brazilian School of Probability, Ubatuba São Paulo, July 30 August 4, 2001 (contributed talk). Workshop on Mathematical Physics, Mambucaba Rio de Janeiro, August 19-25, 2001 (contributed talk). Conference on Probability Theory, ICTP Trieste, May 27-31, 2002 (invited speaker). Random Media, Mathematisches Forschungsinstitut Oberwolfach, October 26 November 1, 2003 (invited speaker). Percolation, Particle Systems and Random Media, Santiago de Chile, January 12-17, 2004 (invited speaker). Workshop de Combinatória, Probabilidade, e Computação, IMPA, Rio de Janeiro, February 12-14, 2004 (invited speaker). 8

YEP (Young European Probabilists) workshop on Conformal invariance, scaling limits and percolation, EURANDOM, Eindhoven, The Netherlands, March 29 April 2, 2004 (invited speaker). Continuous and Discrete Random Spatial Processes, Lorentz Center, Leiden, April 20-29, 2004 (invited speaker). Stochastic Models in the Continuum, Villa La Pietra, Firenze, June 14-18, 2004 (invited speaker). Critical Scaling for Polymers and Percolation, Banff International Research Station (Canada), May 28 June 2, 2005 (invited speaker). Second Conference on Self-Similarity and Application, Toulouse, June 20-24, 2005 (invited symposium speaker). IX Brazilian School of Probability, São Sebastião São Paulo, July 31 August 6, 2005 (invited speaker). 2do Encuentro Regional de Probabilidad y Estadística Matemática, Buenos Aires, November 28-30, 2005 (invited speaker). Inhomogeneous Random Systems, IHP, Paris, January 24-25, 2006 (invited speaker). Stochastic Processes in Mathematical Physics, Villa La Pietra, Firenze, June 19-23, 2006 (invited speaker). 5th International Symposium on Probability and its Applications (part of the 2006 IMS Annual Meeting), IMPA, Rio de Janeiro, August 2-4, 2006 (invited speaker). International Congress on Mathematical Physics, Rio de Janeiro, August 7-11, 2006 (invited parallel session speaker). X Latin American Congress of Probability and Mathematical Statistics, Lima, Peru, February 25 March 3, 2007 (invited parallel session speaker). Puzzles of Growth, XIII Claude Itzykson Meeting, Service de Physique Théorique de Saclay, l Orme des Merisiers, France, June 9-11, 2008 (invited speaker). 9

Stochastic Models in Physics, 3 rd La Pietra Week in Probability, Villa La Pietra, Firenze, June 23-27, 2008 (invited speaker). Stochastic Loewner Evolution and Scaling Limits, Centre de Recherches Mathématiques, Montreal, August 4-9, 2008 (invited speaker). EURANDOM Jubilee, EURANDOM, Eindhoven, The Netherlands, August 27-28, 2008 (invited speaker). Statistical Mechanics, IHP, Paris, December 8-12, 2008 (invited speaker). Percolation and Related Topics, Cornell University, Ithaca, April 24-26, 2009 (invited speaker). International Conference on Self-Similar Processes and their Application, Angers, July 20-24, 2009 (invited speaker). Workshop on Inhomogeneous Random Systems, Institut Henri Poincaré, Paris, January 26-27, 2010 (invited speaker). Applications of Renormalization Group Methods in Mathematical Sciences, Kyoto University, September 12-14, 2011 (invited speaker). New Zealand Probability Workshop, University of Auckland, January 23-24, 2012 (invited speaker). 10th UAE Math Day, University of Sharjah, United Arab Emirates, April 14, 2012 (keynote speaker). Disorder in Probability and Statistical Mechanics, University of Modena and Reggio Emilia, June 25-29, 2012 (invited speaker). Universality and Scaling Limits in Probability and Statistical Mechanics, Hokkaido University, Sapporo, Japan, 5-9 August, 2013 (invited speaker). New Zealand Probability Workshop, Te Anau, New Zealand, 6-10 January, 2014 (invited speaker). Students Mathematics Conference, American University of Sharjah, United Arab Emirates, March 1, 2014 (keynote speaker). 10

International Conference on Probability Theory and Mathematical Statistical Physics, NYU-Shanghai, Shanghai, China, May 16-18, 2014 (invited mini-course speaker). Recent Progress in Random Conformal Geometry (Satellite Conference of the Seoul ICM 2014), Seoul, Korea, August 11-12, 2014 (invited speaker). 4th Stochastic Geometry days, Poitiers, France, August 24-28, 2015 (invited speaker). SEMINARS Interacting Stochastic Systems Seminar, EURANDOM, Eindhoven, January 24, 2002. Probability Seminar, University of Wisconsin Madison, February 14, 2002. 24th Swiss Probability Seminar, Bern, November 27, 2002. Stochastic Processes Seminar, IMPA, Rio de Janeiro, February 14, 2003. Probability Seminar, École Polytechnique Fédérale de Lausanne, March 11, 2003. Mark Kac Seminar, Utrecht, June 6, 2003. IGS Programme Seminar, Isaac Newton Institute for Mathematical Sciences, Cambridge, August 28, 2003. EURANDOM Postdoc Seminar, EURANDOM, Eindhoven, October 9, 2003. Spatial Stochastics Seminar, CWI, Amsterdam, November 25, 2003. Probability, Combinatorics and Ergodic Theory Seminar, IMPA, Rio de Janeiro, February 6, 2004. Probability Seminar, IME USP, São Paulo, February 19, 2004. 11

Probability Seminar, Cornell University, Ithaca, November 15, 2004. Probability and Mathematical Physics Seminar, Courant Institute, New York, November 19, 2004. Seminar in Nonlinear Systems, Stevens Institute of Technology, Hoboken, November 23, 2004. Probability Seminar, École Normale Supérieure de Lyon, December 17, 2004. Mark Kac Seminar, Utrecht, March 4, 2005. Probability Seminar, University of Rome La Sapienza, October 5, 2005. Seminar on Stochastic Processes, ETH Zürich, November 2, 2005. Minicourse, EURANDOM, Eindhoven, December 13, 2005. Random Spatial Structures Seminar, EURANDOM, Eindhoven, March 14, 2006. Mark Kac Seminar, Utrecht, April 28, 2006. General Mathematics Colloquium, Vrije Universiteit, Amsterdam, May 24, 2006. SLE06 Program Seminar, Kavli Institute for Theoretical Physics, Santa Barbara, August 29, 2006. Seminar on Nonlinear Dynamics of Natural Systems, Utrecht, December 8, 2006. Probability Seminar, University of Rome La Sapienza, January 23, 2007. 6th Probability Day Erlangen-Munich, Munich, January 26, 2007. Stieltjes afternoon on the work of two of the 2006 Fields medal winners, EURANDOM, Eindhoven, March 23, 2007. 12

Statistics Seminar, Chalmers-University of Gothenburg, Gothenburg, January 17, 2008. Random Spatial Structures Seminar, EURANDOM, Eindhoven, January 22, 2008. Probability and Mathematical Physics Seminar, Courant Institute, New York, February 19, 2008. Spatial Stochastics Seminar, CWI, Amsterdam, January 20, 2009. Mark Kac Seminar, Utrecht, February 6, 2009. Seminar of the Discrete Probability Program, Institut Mittag-Leffler, Djursholm, February 24, 2009. Probability and Mathematical Physics Seminar, Courant Institute, New York, April 27, 2009. Hypathie Seminar, Université de Provence, Marseille, June 19, 2009. Mathematics Colloquium, University of Groningen, October 27, 2009. Groupe de travail en Probabilitès du MAP5, Université Paris Descartes, Paris, January 29, 2010. Mathematical Physics Seminar, University of Bologna, May 9, 2011. Probability Seminar, National University of Singapore, January 19, 2012. Lecture Day on Scaling Limits, EURANDOM, Eindhoven, February 22, 2012. Mathematics Graduate Seminar, University of Florence, April 23, 2012. Probability Seminar, Utrecht University, March 18, 2013. Mathematics Colloquium, Ludwig Maximilian University of Munich, April 18, 2013. Bangalore Probability Seminar, Indian Statistical Institute and Indian Institute of Science, Bangalore, India, October 7, 2013. 13

Seminar on Stochastic Processes, ETH Zürich, March 12, 2014. Stochastic Analysis Seminar, Imperial College London, March 25, 2014. Mathematics Colloquium, University of Amsterdam, June 3, 2015. PAST RESEARCH VISITS Aug. 2000 IMPA, Rio de Janeiro Aug. 2001 IMPA, Rio de Janeiro Feb. 2003 IMPA, Rio de Janeiro Jun. Jul. 2003 Courant Institute, New York Aug. 2003 Isaac Newton Institute, Cambridge Jan. Feb. 2004 IMPA, Rio de Janeiro May 2004 Université Paris-Sud, Orsay Jul. Aug. 2004 Courant Institute, New York Oct. 2004 Università di Bologna Nov. 2004 Courant Institute, New York Dec. 2004 École Normale Supérieure de Lyon Mar. 2005 Courant Institute, New York Aug. 2005 IME USP, São Paulo Oct. 2005 Università La Sapienza, Rome Dec. 2005 IME USP, São Paulo Sep. 2006 KITP, Santa Barbara Jan. 2007 Università La Sapienza, Rome July 2007 IAS/PCMI, Park City, Utah Jan. 2008 Chalmers University of Technology, Gothenburg Feb. Mar. 2008 Courant Institute, New York Oct. 2008 Institut Henri Poincaré, Paris Feb. Mar. 2009 Institut Mittag-Leffler, Djursholm, Sweden April 2009 Courant Institute, New York Nov. 2009 Chalmers University of Technology, Gothenburg Jan. Feb. 2015 Institut Henri Poincaré, Paris 14