20 citations · 39 across the 13 of their papers we have counts for
16 papers
Non-Markovian chains with long-range dependence and their scaling limits
Lorenzo Facciaroni, Costantino Ricciuti, Enrico Scalas
There is a well-established theory linking certain semi-Markov chains and continuous-time random walks to time-fractional equations and anomalous diffusion. In this work, we go bey…
Random Flights and Anomalous Diffusion: A Non-Markovian Take on Lorentz Processes
Lorenzo Facciaroni, Costantino Ricciuti, Enrico Scalas +1
We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Galla…
Para-Markov chains and related non-local equations
Lorenzo Facciaroni, Costantino Ricciuti, Enrico Scalas +1
There is a well established theory that links semi-Markov chains having Mittag-Leffler waiting times to time-fractional equations. We here go beyond the semi-Markov setting, by def…
Some families of random fields related to multiparameter Lévy processes
Francesco Iafrate, Costantino Ricciuti
Let . We here consider a class of random fields which are known as Multiparameter Lévy processes. Related multiparameter…
Lévy processes linked to the lower-incomplete gamma function
Luisa Beghin, Costantino Ricciuti
We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank…
From semi-Markov random evolutions to scattering transport and superdiffusion
Costantino Ricciuti, Bruno Toaldo
We here study random evolutions on Banach spaces, driven by a class of semi-Markov processes. The expectation (in the sense of Bochner) of such evolutions is shown to solve some ab…
Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics
Luisa Beghin, Claudio Macci, Costantino Ricciuti
It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of proces…
On discrete-time semi-Markov processes
Angelica Pachon, Federico Polito, Costantino Ricciuti
In the last years, many authors studied a class of continuous time semi-Markov processes obtained by time-changing Markov processes by hitting times of independent subordinators. S…
Pseudo-differential operators and related additive geometric stable processes
Luisa Beghin, Costantino Ricciuti
Additive processes are obtained from Lévy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the ca…
Semi-Markov models and motion in heterogeneous media
Costantino Ricciuti, Bruno Toaldo
In this paper we study continuous time random walks (CTRWs) such that the holding time in each state has a distribution depending on the state itself. For such processes, we provid…
On semi-Markov processes and their Kolmogorov's integro-differential equations
Enzo Orsingher, Costantino Ricciuti, Bruno Toaldo
Semi-Markov processes are a generalization of Markov processes since the exponential distribution of time intervals is replaced with an arbitrary distribution. This paper provides…
Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator
Luisa Beghin, Costantino Ricciuti
The space-fractional and the time-fractional Poisson processes are two well-known models of fractional evolution. They can be constructed as standard Poisson processes with the tim…
Motion among random obstacles on a hyperbolic space
Enzo Orsingher, Costantino Ricciuti, Francesco Sisti
We consider the motion of a particle along the geodesic lines of the Poincarè half-plane. The particle is specularly reflected when it hits randomly-distributed obstacles that are…
Time-inhomogeneous jump processes and variable order operators
Enzo Orsingher, Costantino Ricciuti, Bruno Toaldo
In this paper we introduce non-decreasing jump processes with independent and time non-homogeneous increments. Although they are not Lévy processes, they somehow generalize subordi…
Population models at stochastic times
Enzo Orsingher, Costantino Ricciuti, Bruno Toaldo
In this article, we consider time-changed models of population evolution , where is a counting process and is a subordinat…
Effects of concavity on the motion of a body immersed in a Vlasov gas
F. Sisti, C. Ricciuti
We consider a body immersed in a perfect gas, moving under the action of a constant force along the axis . We assume the gas to be described by the mean-field approximati…