activity
20032021
most citedA double-ended queue with catastrophes and repairs, and a jump-diffusion approximation

58 citations · 129 across the 6 of their papers we have counts for

collaborators

7 papers

math.PR2021★ 19 cited

M/M/1 queue in two alternating environments and its heavy traffic approximation

Antonio Di Crescenzo, Virginia Giorno, Balasubramanian Krishna Kumar +1

We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a sy…

math.PR2021★ 44 cited

A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation

Selvamuthu Dharmaraja, Antonio Di Crescenzo, Virginia Giorno +1

We consider a continuous-time Ehrenfest model defined over the integers from -N to N, and subject to catastrophes occurring at constant rate. The effect of each catastrophe instant…

math.PR2011★ 58 cited

A double-ended queue with catastrophes and repairs, and a jump-diffusion approximation

Antonio Di Crescenzo, Virginia Giorno, Balasubramanian Krishna Kumar +1

Consider a system performing a continuous-time random walk on the integers, subject to catastrophes occurring at constant rate, and followed by exponentially-distributed repair tim…

math.ST2004

Simulations of Gaussian Processes and Neuronal Modeling

Elvira Di Nardo, Amelia G. Nobile, Enrica Pirozzi +1

The research work outlined in the present note highlights the essential role played by the simulation procedures implemented by us on CINECA supercomputers to complement the mathem…

math.PR2003★ 3 cited

On the first-visit-time problem for birth and death processes with catastrophes

A. Di Crescenzo, V. Giorno, A. G. Nobile +1

For a birth-death process subject to catastrophes, defined on the state-space , with a positive integer or zero, the first-visit time to a state i…

math.PR2003★ 5 cited

Towards the Modeling of Neuronal Firing by Gaussian Processes

E. Di Nardo, A. G. Nobile, E. Pirozzi +1

This paper focuses on the outline of some computational methods for the approximate solution of the integral equations for the neuronal firing probability density and an algorithm…