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researcher

B. Pacchiarotti

19 papers hereh-index 8220 citations52 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author1
  • middle author4
  • last author13

Across the 19 of 19 papers where every author was matched, so the position is known.

fields
  • math.PR18
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20072026
most citedLarge deviations for conditionally Gaussian processes: estimates of level crossing probability

4 citations · 12 across the 19 of their papers we have counts for

collaborators
Showing 2023Show all

1 paper · 1 filter

math.PR2023

Asymptotic results for compound sums in separable Banach spaces

Claudio Macci, Barbara Pacchiarotti

We prove large and moderate deviation results for sequences of compound sums, where the summands are i.i.d. random variables taking values in a separable Banach space. We establish…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.