6 papers
Shot-noise processes with logarithmic response function and their scaling limits
Luisa Beghin, Lorenzo Cristofaro, Enrico Scalas
We consider shot-noise processes with an impulse response written in terms of the logarithm of the ratio between current and event time (instead of the usual absolute time differen…
Generalized random processes related to Hadamard operators and Le Roy measures
Luisa Beghin, Lorenzo Cristofaro, Federico Polito
The definition of generalized random processes in Gel'fand sense allows to extend well-known stochastic models, such as the fractional Brownian motion, and study the related fracti…
Generalized Wright Analysis: Stochastic and Applications
W. Bock, L. Cristofaro, J. L. da Silva
In this paper, we investigate the stochastic counterpart of the generalized Wright analysis introduced in Beghin et al.~ in Integral Equations and Operator Theory, {\bf 97}, 2025.…
Generalized Wright Analysis in Infinite Dimensions
Luisa Beghin, Lorenzo Cristofaro, José L. da Silva
This paper investigates a broad class of non-Gaussian measures, , associated with a family of generalized Wright functions, . First, we study these measures in Eucl…
The Poisson Multiplication Formula
Lorenzo Cristofaro, Giovanni Peccati
We establish necessary and sufficient conditions implying that the product of Poisson functionals, living in a finite sum of Wiener chaoses, is square-integrable. Our con…
Fox-H densities and completely monotone generalized Wright functions
L. Beghin, L. Cristofaro, J. L. Da Silva
Due to their flexibility, Fox- functions are widely studied and applied to many research topics, such as astrophysics, mechanical statistic, probability, etc. Well-known special…