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math.PR2024
Applications of the Quantile-Based Probabilistic Mean Value Theorem to Distorted Distributions
Antonio Di Crescenzo, Barbara Martinucci, Julio Mulero
Distorted distributions were introduced in the context of actuarial science for several variety of insurance problems. In this paper we consider the quantile-based probabilistic me…
math.PR2024
A computational approach to extreme values and related hitting probabilities in level-dependent quasi-birth-death processes
Antonio Di Crescenzo, Antonio Gómez-Corral, Diana Taipe
This paper analyzes the dynamics of a level-dependent quasi-birth-death process , i.e., a bi-variate Markov chain defined on the countable state…
math.PR2024
Modelling the random spreading of fake news through a two-dimensional time-inhomogeneous birth-death process
Antonio Di Crescenzo, Paola Paraggio
We consider a two-dimensional time-inhomogeneous birth-death process to model the time-evolution of fake news in a population. The two components of the process represent, respecti…