Giovanni Luca Torrisi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the adaptive Lasso estimator of AR($p$) time series with applications to INAR($p$) and Hawkes processes Journal of Statistical Planning and Inference	2024-05-21	Paper
Quantitative multidimensional central limit theorems for means of the Dirichlet-Ferguson measure	2024-02-05	Paper
Determinantal Point Processes Stochastic Analysis for Poisson Point Processes	2023-11-17	Paper
Fluctuations and precise deviations of cumulative INAR time series Stochastic Processes and their Applications	2023-09-15	Paper
Normal approximation of Random Gaussian Neural Networks	2023-07-10	Paper
An integration by parts formula for functionals of the Dirichlet-ferguson measure, and applications Potential Analysis	2023-04-12	Paper
Bootstrap percolation on the stochastic block model Bernoulli	2022-12-19	Paper
Bootstrap percolation on the stochastic block model	2022-01-31	Paper
Asymptotic analysis of Poisson shot noise processes, and applications Stochastic Processes and their Applications	2022-01-17	Paper
Almost sure central limit theorems in stochastic geometry Advances in Applied Probability	2021-08-04	Paper
A time-modulated Hawkes process to model the spread of COVID-19 and the impact of countermeasures	2021-01-02	Paper
Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps Stochastic Processes and their Applications	2020-09-03	Paper
Bounds in total variation distance for discrete-time processes on the sequence space Potential Analysis	2020-02-20	Paper
Functional inequalities for marked point processes Electronic Journal of Probability	2019-12-12	Paper
A large deviation approach to super-critical bootstrap percolation on the random graph $G_{n, p}$ Stochastic Processes and their Applications	2019-06-28	Paper
Bootstrap percolation on the stochastic block model with k communities	2018-12-21	Paper
A Clark-Ocone formula for temporal point processes and applications The Annals of Probability	2017-11-24	Paper
Probability approximation of point processes with Papangelou conditional intensity Bernoulli	2017-09-21	Paper
Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2017-06-13	Paper
Simulating the Tail of the Interference in a Poisson Network Model IEEE Transactions on Information Theory	2017-06-08	Paper
Asymptotic Properties of Sequential Streaming Leveraging Users' Cooperation IEEE Transactions on Information Theory	2017-06-08	Paper
Modeling least recently used caches with shot noise request processes SIAM Journal on Applied Mathematics	2017-03-09	Paper
Gaussian approximation of nonlinear Hawkes processes The Annals of Applied Probability	2016-11-16	Paper
Gaussian estimates for the solutions of some one-dimensional stochastic equations Potential Analysis	2015-09-02	Paper
The Stein and Chen-Stein methods for functionals of non-symmetric Bernoulli processes	2015-08-25	Paper
Large deviations of the interference in the Ginibre network model Stochastic Systems	2014-10-07	Paper
Probability approximation by Clark-Ocone covariance representation Electronic Journal of Probability	2014-01-17	Paper
Point processes with Papangelou conditional intensity: from the Skorohod integral to the Dirichlet form Markov Processes and Related Fields	2013-12-13	Paper
Functional strong law of large numbers for loads in a planar network model Statistics \& Probability Letters	2013-05-13	Paper
On the large deviations of a class of modulated additive processes ESAIM: Probability and Statistics	2013-04-25	Paper
Stochastic dynamics of determinantal processes by integration by parts	2012-10-22	Paper
Asymptotic analysis of the optimal cost in some transportation problems with random locations Stochastic Processes and their Applications	2012-01-04	Paper
Density estimation of functionals of spatial point processes with application to wireless networks SIAM Journal on Mathematical Analysis	2011-11-10	Paper
Sample path large deviations of Poisson shot noise with heavy-tailed semiexponential distributions Journal of Applied Probability	2011-10-25	Paper
Risk processes with shot noise Cox claim number process and reserve dependent premium rate Insurance Mathematics \& Economics	2011-08-01	Paper
Sample Path Large Deviations for Order Statistics Journal of Applied Probability	2011-04-05	Paper
Load optimization in a planar network The Annals of Applied Probability	2010-12-27	Paper
Risk processes with non-stationary Hawkes claims arrivals Methodology and Computing in Applied Probability	2010-10-14	Paper
Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions Statistics \& Probability Letters	2010-07-13	Paper
Large Deviations of the Interference in a Wireless Communication Model IEEE Transactions on Information Theory	2009-02-24	Paper
Large Deviations of Poisson Cluster Processes Stochastic Models	2008-12-17	Paper
Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications Advances in Applied Probability	2008-08-05	Paper
A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions Journal of Applied Probability	2008-02-15	Paper
Lundberg parameters for non standard risk processes Scandinavian Actuarial Journal	2007-12-16	Paper
The pair correlation function of spatial Hawkes processes Statistics \& Probability Letters	2007-07-16	Paper
A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling Queueing Systems	2007-05-03	Paper
Asymptotic results for perturbed risk processes with delayed claims Insurance Mathematics \& Economics	2007-03-02	Paper
Sample path large deviations principles for Poisson shot noise processes, and applications Electronic Journal of Probability	2006-11-03	Paper
An extended ant colony algorithm and its convergence analysis Methodology and Computing in Applied Probability	2006-01-30	Paper
Simulating the ruin probability of risk processes with delay in claim settlement Stochastic Processes and their Applications	2005-08-05	Paper
Generalised shot noise Cox processes Advances in Applied Probability	2005-05-03	Paper
Rate of convergence to equilibrium of marked Hawkes processes Journal of Applied Probability	2003-02-13	Paper
A class of interacting marked point processes: rate of convergence to equilibrium Journal of Applied Probability	2002-11-05	Paper
Multivariate negative aging in an exhangeable model of heterogeneity Statistics \& Probability Letters	2002-05-23	Paper
Large and moderate deviations for Gaussian neural networks	N/A	Paper
Competing bootstrap processes on the random graph $G(n,p)$	N/A	Paper

Research outcomes over time

This page was built for person: Giovanni Luca Torrisi

Publication	Date of Publication	Type
On the adaptive Lasso estimator of AR(\(p\)) time series with applications to INAR(\(p\)) and Hawkes processes Journal of Statistical Planning and Inference	2024-05-21	Paper
Quantitative multidimensional central limit theorems for means of the Dirichlet-Ferguson measure	2024-02-05	Paper
Determinantal Point Processes Stochastic Analysis for Poisson Point Processes	2023-11-17	Paper
Fluctuations and precise deviations of cumulative INAR time series Stochastic Processes and their Applications	2023-09-15	Paper
Normal approximation of Random Gaussian Neural Networks	2023-07-10	Paper
An integration by parts formula for functionals of the Dirichlet-ferguson measure, and applications Potential Analysis	2023-04-12	Paper
Bootstrap percolation on the stochastic block model Bernoulli	2022-12-19	Paper
Bootstrap percolation on the stochastic block model	2022-01-31	Paper
Asymptotic analysis of Poisson shot noise processes, and applications Stochastic Processes and their Applications	2022-01-17	Paper
Almost sure central limit theorems in stochastic geometry Advances in Applied Probability	2021-08-04	Paper
A time-modulated Hawkes process to model the spread of COVID-19 and the impact of countermeasures	2021-01-02	Paper
Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps Stochastic Processes and their Applications	2020-09-03	Paper
Bounds in total variation distance for discrete-time processes on the sequence space Potential Analysis	2020-02-20	Paper
Functional inequalities for marked point processes Electronic Journal of Probability	2019-12-12	Paper
A large deviation approach to super-critical bootstrap percolation on the random graph \(G_{n, p}\) Stochastic Processes and their Applications	2019-06-28	Paper
Bootstrap percolation on the stochastic block model with k communities	2018-12-21	Paper
A Clark-Ocone formula for temporal point processes and applications The Annals of Probability	2017-11-24	Paper
Probability approximation of point processes with Papangelou conditional intensity Bernoulli	2017-09-21	Paper
Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2017-06-13	Paper
Simulating the Tail of the Interference in a Poisson Network Model IEEE Transactions on Information Theory	2017-06-08	Paper
Asymptotic Properties of Sequential Streaming Leveraging Users' Cooperation IEEE Transactions on Information Theory	2017-06-08	Paper
Modeling least recently used caches with shot noise request processes SIAM Journal on Applied Mathematics	2017-03-09	Paper
Gaussian approximation of nonlinear Hawkes processes The Annals of Applied Probability	2016-11-16	Paper
Gaussian estimates for the solutions of some one-dimensional stochastic equations Potential Analysis	2015-09-02	Paper
The Stein and Chen-Stein methods for functionals of non-symmetric Bernoulli processes	2015-08-25	Paper
Large deviations of the interference in the Ginibre network model Stochastic Systems	2014-10-07	Paper
Probability approximation by Clark-Ocone covariance representation Electronic Journal of Probability	2014-01-17	Paper
Point processes with Papangelou conditional intensity: from the Skorohod integral to the Dirichlet form Markov Processes and Related Fields	2013-12-13	Paper
Functional strong law of large numbers for loads in a planar network model Statistics \& Probability Letters	2013-05-13	Paper
On the large deviations of a class of modulated additive processes ESAIM: Probability and Statistics	2013-04-25	Paper
Stochastic dynamics of determinantal processes by integration by parts	2012-10-22	Paper
Asymptotic analysis of the optimal cost in some transportation problems with random locations Stochastic Processes and their Applications	2012-01-04	Paper
Density estimation of functionals of spatial point processes with application to wireless networks SIAM Journal on Mathematical Analysis	2011-11-10	Paper
Sample path large deviations of Poisson shot noise with heavy-tailed semiexponential distributions Journal of Applied Probability	2011-10-25	Paper
Risk processes with shot noise Cox claim number process and reserve dependent premium rate Insurance Mathematics \& Economics	2011-08-01	Paper
Sample Path Large Deviations for Order Statistics Journal of Applied Probability	2011-04-05	Paper
Load optimization in a planar network The Annals of Applied Probability	2010-12-27	Paper
Risk processes with non-stationary Hawkes claims arrivals Methodology and Computing in Applied Probability	2010-10-14	Paper
Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions Statistics \& Probability Letters	2010-07-13	Paper
Large Deviations of the Interference in a Wireless Communication Model IEEE Transactions on Information Theory	2009-02-24	Paper
Large Deviations of Poisson Cluster Processes Stochastic Models	2008-12-17	Paper
Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications Advances in Applied Probability	2008-08-05	Paper
A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions Journal of Applied Probability	2008-02-15	Paper
Lundberg parameters for non standard risk processes Scandinavian Actuarial Journal	2007-12-16	Paper
The pair correlation function of spatial Hawkes processes Statistics \& Probability Letters	2007-07-16	Paper
A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling Queueing Systems	2007-05-03	Paper
Asymptotic results for perturbed risk processes with delayed claims Insurance Mathematics \& Economics	2007-03-02	Paper
Sample path large deviations principles for Poisson shot noise processes, and applications Electronic Journal of Probability	2006-11-03	Paper
An extended ant colony algorithm and its convergence analysis Methodology and Computing in Applied Probability	2006-01-30	Paper
Simulating the ruin probability of risk processes with delay in claim settlement Stochastic Processes and their Applications	2005-08-05	Paper
Generalised shot noise Cox processes Advances in Applied Probability	2005-05-03	Paper
Rate of convergence to equilibrium of marked Hawkes processes Journal of Applied Probability	2003-02-13	Paper
A class of interacting marked point processes: rate of convergence to equilibrium Journal of Applied Probability	2002-11-05	Paper
Multivariate negative aging in an exhangeable model of heterogeneity Statistics \& Probability Letters	2002-05-23	Paper
Large and moderate deviations for Gaussian neural networks	N/A	Paper
Competing bootstrap processes on the random graph $G(n,p)$	N/A	Paper