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math.PR2025
Interacting point processes
Fabrizio Cinque, Enzo Orsingher
We study two different types of vector point processes with interacting components, introducing a migration-type effect. The first case concerns two groups which modify their state…
math.PR2025
On the distribution of the telegraph meander and its properties
Andrea Pedicone, Enzo Orsingher
In this paper we present the distribution of the telegraph meander, a random function obtained by conditioning the telegraph process to stay above the zero level. The reflection pr…
math.PR2025
Point processes of the Poisson-Skellam family
Fabrizio Cinque, Enzo Orsingher
We study a general non-homogeneous Skellam-type process with jumps of arbitrary fixed sizes. We express this process in terms of a linear combination of Poisson processes and study…