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giovanni luca torrisi
giovanni luca torrisi
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Tytuł
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Risk processes with non-stationary Hawkes claims arrivals
G Stabile, GL Torrisi
Methodology and Computing in Applied Probability 12, 415-429, 2010
1032010
Large deviations of Poisson cluster processes
C Bordenave, GL Torrisi
Stochastic Models 23 (4), 593-625, 2007
892007
Generalised shot noise Cox processes
J Møller, GL Torrisi
Advances in Applied Probability 37 (1), 48-74, 2005
772005
Rate of convergence to equilibrium of marked Hawkes processes
P Brémaud, G Nappo, GL Torrisi
Journal of Applied Probability 39 (1), 123-136, 2002
562002
Least recently used caches under the shot noise model
E Leonardi, GL Torrisi
2015 IEEE Conference on Computer Communications (INFOCOM), 2281-2289, 2015
462015
Large deviations of the interference in a wireless communication model
AJ Ganesh, GL Torrisi
IEEE Transactions on Information Theory 54 (8), 3505-3517, 2008
442008
Gaussian approximation of nonlinear Hawkes processes
GL Torrisi
342016
Large deviations of the interference in the Ginibre network model
GL Torrisi, E Leonardi
Stochastic Systems 4 (1), 173-205, 2014
312014
A time-modulated Hawkes process to model the spread of COVID-19 and the impact of countermeasures
M Garetto, E Leonardi, GL Torrisi
Annual reviews in control 51, 551-563, 2021
302021
Stochastic analysis of self-sustainability in peer-assisted VoD systems
D Ciullo, V Martina, M Garetto, E Leonardi, GL Torrisi
2012 Proceedings IEEE INFOCOM, 1539-1547, 2012
292012
Simulating the ruin probability of risk processes with delay in claim settlement
GL Torrisi
Stochastic processes and their applications 112 (2), 225-244, 2004
272004
Determinantal point processes
L Decreusefond, I Flint, N Privault, GL Torrisi
Stochastic analysis for poisson point processes: Malliavin calculus, wiener …, 2016
262016
Gaussian estimates for the solutions of some one-dimensional stochastic equations
TD Nguyen, N Privault, GL Torrisi
Potential Analysis 43, 289-311, 2015
262015
The Stein and Chen-Stein methods for functionals of non-symmetric Bernoulli processes
N Privault, GL Torrisi
ALEA Lat. Am. J. Probab. Math. Stat 12 (1), 309-356, 2015
262015
Lundberg parameters for non standard risk processes
C Macci, G Stabile, G Luca Torrisi
Scandinavian Actuarial Journal 2005 (6), 417-432, 2005
262005
Sample path large deviations principles for Poisson shot noise processes and applications
A Ganesh, C Macci, G Torrisi
262005
Performance analysis of non-stationary peer-assisted VoD systems
D Ciullo, V Martina, M Garetto, E Leonardi, GL Torrisi
2012 Proceedings IEEE INFOCOM, 3001-3005, 2012
222012
Asymptotic results for perturbed risk processes with delayed claims
C Macci, GL Torrisi
Insurance: Mathematics and Economics 34 (2), 307-320, 2004
222004
A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions
A Ganesh, GL Torrisi
Journal of applied probability 43 (4), 916-926, 2006
212006
Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes
GL Torrisi
192017
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