42 citations · 241 across the 27 of their papers we have counts for
29 papers
On Analytically Tractable Multidimensional Diffusions via Doob h-Transforms, with Resetting and Applications to Wiener and Ornstein--Uhlenbeck Processes
Antonio DiCrescenzo, Verdiana Mustaro, Serena Spina
We investigate a class of drift transformations of multidimensional diffusion processes generated through Doob -transforms. These transformations provide a systematic approach f…
A computational approach to extreme values and related hitting probabilities in level-dependent quasi-birth-death processes
Antonio Di Crescenzo, Antonio Gómez-Corral, Diana Taipe
This paper analyzes the dynamics of a level-dependent quasi-birth-death process , i.e., a bi-variate Markov chain defined on the countable state…
Modelling the random spreading of fake news through a two-dimensional time-inhomogeneous birth-death process
Antonio Di Crescenzo, Paola Paraggio
We consider a two-dimensional time-inhomogeneous birth-death process to model the time-evolution of fake news in a population. The two components of the process represent, respecti…
Statistical analysis and first-passage-time applications of a lognormal diffusion process withmulti-sigmoidal logistic mean
Antonio Di Crescenzo, Paola Paraggio, Patricia Román-Román +1
We consider a lognormal diffusion process having a multisigmoidal logistic mean, useful to model the evolution of a population which reaches the maximum level of the growth after m…
Applications of the multi-sigmoidal deterministic and stochastic logistic models for plant dynamics
Antonio Di Crescenzo, Paola Paraggio, Patricia Román-Román +1
We consider a generalization of the classical logistic growth model introducing more than one inflection point. The growth, called multi-sigmoidal, is firstly analyzed from a deter…
On the telegraph process driven by geometric counting process with Poisson-based resetting
Antonio Di Crescenzo, Antonella Iuliano, Verdiana Mustaro +1
We investigate the effects of the resetting mechanism to the origin for a random motion on the real line characterized by two alternating velocities and . We assume that…
Bivariate Tempered Space-Fractional Poisson Process and Shock Models
Ritik Soni, Ashok Kumar Pathak, Antonio Di Crescenzo +1
In this paper, we introduce a bivariate tempered space-fractional Poisson process (BTSFPP) by time-changing the bivariate Poisson process with an independent tempered -stable su…
Generalized Gini's mean difference through distortions and copulas, and related minimizing problems
Marco Capaldo, Antonio Di Crescenzo, Franco Pellerey
Given a random variable and considered a family of its possible distortions, we define two new measures of distance between and each its distortion. For these distance meas…
Cumulative Information Generating Function and Generalized Gini Functions
Marco Capaldo, Antonio Di Crescenzo, Alessandra Meoli
We introduce and study the cumulative information generating function, which provides a unifying mathematical tool suitable to deal with classical and fractional entropies based on…
A model based on the fractional Brownian motion for the temperature fluctuation in the Campi Flegrei caldera
A. Di Crescenzo, B. Martinucci, V. Mustaro
The aim of this research is to identify an efficient model to describe the fluctuations around the trend of the soil temperatures monitored in the volcanic caldera of the Campi Fle…
Weighted mean inactivity time function with applications
Antonio Di Crescenzo, Abdolsaeed Toomaj
The concept of mean inactivity time plays a crucial role in reliability, risk theory and life testing. In this regard, we introduce a weighted mean inactivity time function by cons…
Piecewise linear processes with Poisson-modulated exponential switching times
Antonio Di Crescenzo, Barbara Martinucci, Nikita Ratanov
We consider the jump telegraph process when switching intensities depend on external shocks also accompanying with jumps. The incomplete financial market model based on this proces…
Stochastic comparisons, differential entropy and varentropy for distributions induced by probability density functions
Antonio Di Crescenzo, Luca Paolillo, Alfonso Suarez-Llorens
Stimulated by the need of describing useful notions related to information measures, we introduce the `pdf-related distributions'. These are defined in terms of transformation of a…
Some results on the telegraph process confined by two non-standard boundaries
Antonio Di Crescenzo, Barbara Martinucci, Paola Paraggio +1
We analyze the one-dimensional telegraph random process confined by two boundaries, 0 and . The process experiences hard reflection at the boundaries (with random switching to…
Analysis and applications of the residual varentropy of random lifetimes
Antonio Di Crescenzo, Luca Paolillo
In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on su…
On the fractional probabilistic Taylor's and mean value theorems
Antonio Di Crescenzo, Alessandra Meoli
In order to develop certain fractional probabilistic analogues of Taylor's theorem and mean value theorem, we introduce the nth-order fractional equilibrium distribution in terms o…
Analysis of a growth model inspired by Gompertz and Korf laws, and an analogous birth-death process
Antonio Di Crescenzo, Serena Spina
We propose a new deterministic growth model which captures certain features of both the Gompertz and Korf laws. We investigate its main properties, with special attention to the co…
Analysis of random walks on a hexagonal lattice
Antonio Di Crescenzo, Claudio Macci, Barbara Martinucci +1
We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the rele…
Compound Poisson process with a Poisson subordinator
Antonio Di Crescenzo, Barbara Martinucci, Shelemyahu Zacks
A compound Poisson process whose randomized time is an independent Poisson process is called compound Poisson process with Poisson subordinator. We provide its probability distribu…
A review on symmetry properties of birth-death processes
Antonio Di Crescenzo, Barbara Martinucci
In this paper we review some results on time-homogeneous birth-death processes. Specifically, for truncated birth-death processes with two absorbing or two reflecting endpoints, we…
On jump-diffusion processes with regime switching: martingale approach
Antonio Di Crescenzo, Nikita Ratanov
We study jump-diffusion processes with parameters switching at random times. Being motivated by possible applications, we characterise equivalent martingale measures for these proc…
A fractional counting process and its connection with the Poisson process
Antonio Di Crescenzo, Barbara Martinucci, Alessandra Meoli
We consider a fractional counting process with jumps of amplitude , with , whose probabilities satisfy a suitable system of fractional difference-dif…
Extension of the past lifetime and its connection to the cumulative entropy
Antonio Di Crescenzo, Abdolsaeed Toomaj
Given two absolutely continuous nonnegative independent random variables, we define the reversed relevation transform as dual to the relevation transform. We first apply such trans…
On dynamic mutual information for bivariate lifetimes
Jafar Ahmadi, Antonio Di Crescenzo, Maria Longobardi
We consider dynamic versions of the mutual information of lifetime distributions, with focus on past lifetimes, residual lifetimes and mixed lifetimes evaluated at different instan…