Marco Zamparo

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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!

PublicationDate of PublicationType
Quenched large deviations in renewal theory
Stochastic Processes and their Applications
2024-09-02Paper
Work fluctuations for a confined Brownian particle: the role of initial conditions
Journal of Physics A: Mathematical and Theoretical
2023-10-23Paper
Quenched large deviations in renewal theory2023-09-14Paper
Large fluctuations and transport properties of the Lévy-Lorentz gas
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2023-06-21Paper
Large deviations for quadratic functionals of stable Gauss–Markov chains and entropy production
Journal of Mathematical Physics
2023-04-11Paper
Work fluctuations for a harmonically confined Active Ornstein-Uhlenbeck Particle2023-02-24Paper
Statistical fluctuations under resetting: rigorous results
Journal of Physics A: Mathematical and Theoretical
2023-02-22Paper
Unbalanced Langmuir kinetics affects TASEP dynamical transitions: mean-field theory
Journal of Physics A: Mathematical and Theoretical
2023-01-23Paper
Large deviations in renewal models of statistical mechanics
Journal of Physics A: Mathematical and Theoretical
2023-01-05Paper
Large deviation principles for renewal-reward processes
Stochastic Processes and their Applications
2023-01-02Paper
Large deviations for quadratic functionals of stable Gauss-Markov chains and entropy production
(available as arXiv preprint)
2022-04-17Paper
Renewal model for dependent binary sequences
Journal of Statistical Physics
2022-03-17Paper
Critical fluctuations in renewal models of statistical mechanics
Journal of Mathematical Physics
2021-12-09Paper
Large deviation principles for renewal-reward processes
(available as arXiv preprint)
2021-11-02Paper
Large deviations in discrete-time renewal theory
Stochastic Processes and their Applications
2021-08-05Paper
Dynamical transition in the TASEP with Langmuir kinetics: mean-field theory
Journal of Physics A: Mathematical and Theoretical
2019-10-07Paper
Large Deviations in Renewal Models of Statistical Mechanics
(available as arXiv preprint)
2019-04-09Paper
On the mean residence time in stochastic lattice-gas models
Journal of Statistical Physics
2019-03-06Paper
Large Deviations in Renewal Theory and Renewal Models of Statistical Mechanics2018-01-30Paper
Apparent multifractality of self-similar Lévy processes
Nonlinearity
2017-08-11Paper
Option pricing with non-Gaussian scaling and infinite-state switching volatility
Journal of Econometrics
2015-06-08Paper
Option pricing with non-Gaussian scaling and infinite-state switching volatility
Journal of Econometrics
2015-06-08Paper


Research outcomes over time


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