44 citations · 66 across the 5 of their papers we have counts for
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Continuous-time multi-type Ehrenfest model and related Ornstein-Uhlenbeck diffusion on a star graph
Antonio Di Crescenzo, Barbara Martinucci, Serena Spina
We deal with a continuous-time Ehrenfest model defined over an extended star graph, defined as a lattice formed by the integers of semiaxis joined at the origin. The dynamics o…
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…
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…
Telegraph process with elastic boundary at the origin
Antonio Di Crescenzo, Barbara Martinucci, Shelemyahu Zacks
We investigate the one-dimensional telegraph random process in the presence of an elastic boundary at the origin. This process describes a finite-velocity random motion that altern…