5 papers · 1 filter
Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin
Claudio Macci, Barbara Martinucci, Enrica Pirozzi
We consider a telegraph process with elastic boundary at the origin studied recently in the literature. It is a particular random motion with finite velocity which starts at $x\geq…
Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics
Luisa Beghin, Claudio Macci, Costantino Ricciuti
It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of proces…
Asymptotic results for the last zero crossing time of a Brownian motion with non-null drift
Francesco Iafrate, Claudio Macci
We consider the last zero crossing time of a Brownian motion, with drift in the time interval . We prove the large deviation principle of $\{T_{μ\sqrt r…
Fractional discrete processes: compound and mixed Poisson representations
Luisa Beghin, Claudio Macci
We consider two fractional versions of a family of nonnegative integer valued processes. We prove that their probability mass functions solve fractional Kolmogorov forward equation…
Asymptotic results for random flights
Alessandro De Gregorio, Claudio Macci
The random flights are (continuous time) random walkswith finite velocity. Often, these models describe the stochastic motions arising in biology. In this paper we study the large…