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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
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…
math.PR2022
Asymptotic results for the absorption time of telegraph processes with a non-standard barrier at the origin
Antonella Iuliano, Claudio Macci
A telegraph process with an elastic barrier at the origin was studied in [5]; in particular the number of visits of the origin before the absorption is a geometric distributed rand…