120 citations · 670 across the 39 of their papers we have counts for
39 papers
Double-transform Tauberian method for precise large deviations
Giampaolo Cristadoro, Gaia Pozzoli
In many stochastic models, the observables of interest are naturally encoded in double transforms (e.g., Laplace transforms) that couple spatial and temporal variables. Notably, th…
First-passage statistics of random walks: a general approach via Riemann-Hilbert problems
Mattia Radice, Giampaolo Cristadoro
We study first-passage statistics for one-dimensional random walks with independent and identically distributed jumps starting from the origin. We focus on the joint distribu…
Optimal conditions for first passage of jump processes with resetting
Mattia Radice, Giampaolo Cristadoro, Samudrajit Thapa
We investigate the first passage time beyond a barrier located at of a random walk with independent and identically distributed jumps, starting from . The walk is s…
Precise large deviations through a uniform Tauberian theorem
Giampaolo Cristadoro, Gaia Pozzoli
We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Ta…
Optimizing Leapover Lengths of Lévy Flights with Resetting
Mattia Radice, Giampaolo Cristadoro
We consider a one-dimensional search process under stochastic resetting conditions. A target is located at and a searcher, starting from the origin, performs a discrete-ti…
On a waiting-time result of Kontoyiannis: mixing or decoupling?
Giampaolo Cristadoro, Mirko Degli Esposti, Vojkan Jakšić +1
We introduce conditions of lower decoupling to the study of waiting-time estimations of the cross entropy between two mutually independent stationary stochastic processes. Although…