The following pages link to Giovanni Luca Torrisi (Q341601):
Displaying 48 items.
- (Q226053) (redirect page) (← links)
- Gaussian approximation of nonlinear Hawkes processes (Q341602) (← links)
- Probability approximation by Clark-Ocone covariance representation (Q388986) (← links)
- Gaussian estimates for the solutions of some one-dimensional stochastic equations (Q494710) (← links)
- Load optimization in a planar network (Q614115) (← links)
- Asymptotic analysis of the optimal cost in some transportation problems with random locations (Q655327) (← links)
- Risk processes with non-stationary Hawkes claims arrivals (Q708785) (← links)
- An extended ant colony algorithm and its convergence analysis (Q812977) (← links)
- Sample path large deviations principles for Poisson shot noise processes, and applications (Q850372) (← links)
- Asymptotic results for perturbed risk processes with delayed claims (Q868326) (← links)
- A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling (Q877786) (← links)
- Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions (Q984010) (← links)
- A Clark-Ocone formula for temporal point processes and applications (Q1681607) (← links)
- Functional strong law of large numbers for loads in a planar network model (Q1950692) (← links)
- A large deviation approach to super-critical bootstrap percolation on the random graph \(G_{n, p}\) (Q2000133) (← links)
- Asymptotic analysis of Poisson shot noise processes, and applications (Q2066967) (← links)
- Bootstrap percolation on the stochastic block model (Q2108504) (← links)
- Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps (Q2196555) (← links)
- Risk processes with shot noise Cox claim number process and reserve dependent premium rate (Q2276212) (← links)
- Functional inequalities for marked point processes (Q2279309) (← links)
- Bounds in total variation distance for discrete-time processes on the sequence space (Q2297544) (← links)
- Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes (Q2357265) (← links)
- The pair correlation function of spatial Hawkes processes (Q2373688) (← links)
- Probability approximation of point processes with Papangelou conditional intensity (Q2405107) (← links)
- Simulating the ruin probability of risk processes with delay in claim settlement (Q2485774) (← links)
- An integration by parts formula for functionals of the Dirichlet-ferguson measure, and applications (Q2697420) (← links)
- (Q2866534) (← links)
- Large deviations of the interference in the Ginibre network model (Q2921187) (← links)
- (Q2941805) (← links)
- Modeling LEAST RECENTLY USED caches with Shot Noise request processes (Q2967905) (← links)
- Simulating the Tail of the Interference in a Poisson Network Model (Q2989379) (← links)
- Sample Path Large Deviations of Poisson Shot Noise with Heavy-Tailed Semiexponential Distributions (Q3094685) (← links)
- Density Estimation of Functionals of Spatial Point Processes with Application to Wireless Networks (Q3097488) (← links)
- Rate of convergence to equilibrium of marked Hawkes processes (Q3147422) (← links)
- A class of interacting marked point processes: rate of convergence to equilibrium (Q3147423) (← links)
- Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications (Q3516391) (← links)
- Large Deviations of Poisson Cluster Processes (Q3548758) (← links)
- Large Deviations of the Interference in a Wireless Communication Model (Q3604757) (← links)
- Generalised shot noise Cox processes (Q4676425) (← links)
- On the large deviations of a class of modulated additive processes (Q4918483) (← links)
- Almost sure central limit theorems in stochastic geometry (Q5005032) (← links)
- Asymptotic Properties of Sequential Streaming Leveraging Users' Cooperation (Q5346231) (← links)
- Sample Path Large Deviations for Order Statistics (Q5391094) (← links)
- Lundberg parameters for non standard risk processes (Q5430558) (← links)
- A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions (Q5441512) (← links)
- Multivariate negative aging in an exhangeable model of heterogeneity (Q5953895) (← links)
- Fluctuations and precise deviations of cumulative INAR time series (Q6048968) (← links)
- A time-modulated Hawkes process to model the spread of COVID-19 and the impact of countermeasures (Q6357425) (← links)
