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«Parificando inchiostri e colori»: Gianfranco Contini e la seduzione del figurativo

Il saggio si propone di investigare il rapporto di Gianfranco Contini con le arti plastiche, separando nettamente due ambiti di discorso: in primo luogo, i saggi in cui lo studioso si occupa direttamente di critica d’arte (affrontando il lavoro di pittori come De Pisis, Marini o Gonzato), in secondo luogo, le intromissioni del linguaggio plastico all’interno dell’attività ufficiale di filologo e critico letterario (dall’uso ricorrente di similitudini tra opere letterarie e quadri all’adozione...

Is the star formation rate in z ∼ 6 quasars overestimated?

The large total infrared (TIR) luminosities (LTIR ≳ 1012 L⊙) observed in z ∼ 6 quasars are generally converted into high star formation rates (SFR ≳ 102 M⊙ yr−1) of their host galaxies. However, these estimates rely on the assumption that dust heating is dominated by stellar radiation, neglecting the contribution from the central Active Galactic Nuclei (AGN). We test the validity of this assumption by combin- ing cosmological hydrodynamic simulations with radiative transfer calculations....

Betti maps, Pell equations in polynomials and almost-Belyi maps

We study the Betti map of a particular (but relevant) section of the family of Jacobians of hyperelliptic curves using the polynomial Pell equation A(2) - DB2 = 1, with A, B, D is an element of C[t] and certain ramified covers P-1 -> P-1 arising from such equation and having heavy constrains on their ramification. In particular, we obtain a special case of a result of Andre, Corvaja and Zannier on the submersivity of the Betti map by studying the locus of the polynomials D that fit in a Pe...

Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts

We study the asymptotic normality of two feasible estimators of the integrated volatility of volatility based on the Fourier methodology, which does not require the pre-estimation of the spot volatility. We show that the bias-corrected estimator reaches the optimal rate $n^1/4$, while the estimator without bias-correction has a slower convergence rate and a smaller asymptotic variance. Additionally, we provide simulation results that support the theoretical asymptotic distribution of the rate...

The Yoccoz-Birkeland livestock population model coupled with random price dynamics

We study a random version of the population-market model proposed by Arlot, Marmi and Papini in Arlot et al. (2019). The latter model is based on the Yoccoz–Birkeland integral equation and describes a time evolution of livestock commodities prices which exhibits endogenous deterministic stochastic behaviour. We introduce a stochastic component inspired from the Black-Scholes market model into the price equation and we prove the existence of a random attractor and of a random invariant measur...

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