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math.PR2024
Noncentral moderate deviations for time-changed Lévy processes with inverse of stable subordinators
Antonella Iuliano, Claudio Macci, Alessandra Meoli
In this paper we present some extensions of recent noncentral moderate deviation results in the literature. In the first part we generalize the results in \cite{BeghinMacciSPL2022}…
math.PR2023
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…
math.PR2021
Fractional generalized cumulative entropy and its dynamic version
Antonio Di Crescenzo, Suchandan Kayal, Alessandra Meoli
Following the theory of information measures based on the cumulative distribution function, we propose the fractional generalized cumulative entropy, and its dynamic version. These…