Stochastic Models for Complex Systems

Project 2019-2023 by Italian MIUR

PRIN 2017

Publications

2019

Abundo M., Pirozzi E. (2019) On the Integral of the Fractional Brownian Motion and Some Pseudo-Fractional Gaussian Processes. MATHEMATICS, vol. 7.

Ascione G., Carfora M.F., Pirozzi E. (2019) A stochastic model for interacting neurons in the olfactory bulb. Biosystems, 185:104030

Ascione G., Mishura Y., Pirozzi E. (2019) Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications. Methodology and Computing in Applied Probability, pages 1–32.

Ascione G., Toaldo B. (2019) A Semi-Markov Leaky Integrate-and- Fire Model. Mathematics, 7(11):1022.

Di Crescenzo A., Macci C., Martinucci B., Spina S. (2019) Analysis of random walks on a hexagonal lattice. IMA Journal of Applied Mathematics, 84, 1061-1081.

Di Crescenzo A., Martinucci B., Ratanov N. (2019) Piecewise linear processes with Poisson-modulated exponential switching times. Mathematical Methods in the Applied Sciences, 42, 4606-4626.

Di Crescenzo A., Paraggio P. (2019) Logistic growth described by birth-death and diffusion processes. Mathematics, 7, n. 489.

Di Crescenzo A., Travaglino F. (2019) Probabilistic analysis of systems alternating for state-dependent dichotomous noise. Mathematical Biosciences and Engineering, 16, 6386-6405.

Giorno V., Nobile A.G. (2019) Restricted Gompertz-type diffusion processes with periodic regulation functions. Mathematics, 7, 555.

2020

Abundo M., Pirozzi E. (2020) On the entropy of fractionally integrated Gauss-Markov processes. Mathematics, 8(11), n. 2031.

Agliari E., Albanese L., Barra A., Ottaviani G. (2020) Replica symmetry breaking in associative neural networks: a few steps toward rigorous results. J. Phys. A: Math & Theor.

Agliari E., Alemanno F., Barra A., (...), Vento L.F., Moretti L. (2020) Analysis of temporal correlation in heart rate variability through maximum entropy principle in a minimal pairwise glassy model. Scientific Reports, 10(1), 15353.

Agliari E., Barra A. (2020) Pairwise maximum entropy inference for hear rate variability. Nature Scientific Reports.

Albano G., Giorno V., Román-Román P., Román-Román S., Serrano-Pérez J.J., Torres-Ruiz F. (2020) Inference on an heteroscedastic Gompertz tumor growth model. Mathematical Biosciences, 328, 108428

Albano G., Giorno V. (2020) Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process. Computational Statistics and Data Analysis, 150, 107008

Albano G., Giorno V. (2020) Inference on the effect of non homogeneous inputs in Ornstein-Uhlenbeck neuronal modeling. Mathematical Biosciences and Engineering, 17, 328-348.

Ascione G., D’Onofrio G., Kostal L., Pirozzi E. (2020) An optimal Gauss-Markov approximation for a process with stochastic drift and applications. Stochastic Processes and their Applications. 130(11), 6481-6514.

Ascione G., Leonenko N., Pirozzi E. (2020) Fractional Erlang queues. Stochastic Processes and their Applications, 130(6), 3249–3276.

Ascione G., Mishura Y., Pirozzi E. (2020) Time-changed fractional Ornstein-Uhlenbeck process. Fractional Calculus and Applied Analysis, 23(2), 450–483.

Ascione G., Pirozzi E. (2020) On the construction of some fractional stochastic Gompertz models. Mathematics, 8(1):60.

Ascione G., Pirozzi E., Toaldo B. (2020) On the exit time from open sets of some semi-Markov processes. Annals of Applied Probability, 30(3):1130–1163.

Buono F., Longobardi M. (2020) A Dual Measure of Uncertainty: The Deng Extropy. ENTROPY, 22.

Calì C., Longobardi M., Navarro J. (2020) Properties for generalized cumulative past measures of information. Probability In The Engineering And Informational Sciences, vol. 34, p. 92-111.

Calì C., Longobardi M., Psarrakos G. (2019) A family of weighted distributions based on the mean inactivity time and cumulative past entropies. RICERCHE DI MATEMATICA.

Daneshi S., Nezakati A., Tahmasebi S., Longobardi M. (2020) Inaccuracy measures for concomitants of generalized order statistics in Morgenstern family. NOTE DI MATEMATICA, vol. 40, p. 83-98.

Di Crescenzo A., Di Gironimo P., Kayal S. (2020) Analysis of the past lifetime in a replacement model through stochastic comparisons and differential entropy. Mathematics, 8, 1203.

Di Crescenzo A., Meoli A. (2020) Some results on a growth model governed by a fractional differential equation. R. Moreno-Diaz, F. Pichler, A. Quesada-Arencibia (eds) Computer Aided Systems Theory -- EUROCAST 2019. Lecture Notes in Computer Science, vol. 12013, pp. 228-235. Springer, Cham

D'Onofrio L., Sbordone C., Schiattarella R. (2020) Duality and o-O structure in non reflexive Banach spaces. AAPP Atti della Accademia Peloritana dei Pericolanti, Classe di Scienze Fisiche, Matematiche e Naturali, 98, A7.

D'Onofrio L., Greco L., Perfekt K.-M., Sbordone C., Schiattarella R. (2020) Atomic decompositions, two stars theorems, and distance for the Bourgain-Brezis-Mironescu space and other big spaces. Ann. Inst. H. Poincare’ Anal. Non Lineaire 37, no.3, 653—661.

Durante F., Fernández-Sánchez J., Trutschnig W., Úbeda-Flores M. (2020) On the Size of Subclasses of Quasi-Copulas and Their Dedekind–MacNeille Completion. Mathematics 2020, 8(12), 2238.

Farroni F., Fusco N., Guarino Lo Bianco S., Schiattarella R. (2020) A formula for the anisotropic total variation of SBV functions. J. Funct. Anal. 278, no.9, 108451.

Farroni F., Guarino Lo Bianco S., Schiattarella R. (2020) Bmo-Type seminorms generating Sobolev functions. J. Math. Anal. Appl. 491, no.1.

Giorno V., Nobile A.G. (2020) Bell polynomial approach for time-inhomogeneous linear birth-death process with immigration. Mathematics, 8, 1123.

Giorno V., Nobile A.G. (2020) On a class of birth-death processes with time-varying intensity functions. Applied Mathematics and Computation, 379, 125255

Giorno V., Nobile A.G., Spina S. (2020) Some remarks on the Prendiville model in the presence of jumps. R. Moreno-Diaz, F. Pichler, A. Quesada-Arencibia (eds) Computer Aided Systems Theory -- EUROCAST 2019. Lecture Notes in Computer Science, vol. 12013, pp. 150-157. Springer, Cham

La Manna D.A., Leone C., Schiattarella R. (2020) On the regularity of very weak solutions for linear elliptic equations in diverge form. Nonlinear Differ. Equ. Appl.

Meoli A., Beerenwinkel N., Lebid M. (2020) The fractional birth process with power-law immigration. Journal of Statistical Physics, 178, 775-799.

Navarro J., Durante F., Fernández-Sánchez J. (2020) Connecting copula properties with reliability properties of coherent systems. Appl. Stoch. Models Bus. Ind.

Pirozzi E. (2020) A symmetry-based approach for first-passage-times of gauss-markov processes through daniels-type boundaries. SYMMETRY, vol. 12, p. 1-20.

Salvadori G., Tomasicchio G.R., D’Alessandro F., Lusito L., Francone A. (2020) Multivariate sea storm hindcasting and design: the isotropic Buoy-Ungauged Generator procedure. Nature-Scientific Reports, 10(1), 20517.

Tahmasebi S., Keshavarz A., Longobardi M., Mohammadi R. (2020) A Shift-Dependent Measure of Extended Cumulative Entropy and Its Applications in Blind Image Quality Assessment. SYMMETRY, vol. 12.

Tahmasebi S., Longobardi M., Foroghi F., Lak F. (2020) An extension of weighted generalized cumulative past measure of information. RICERCHE DI MATEMATICA, vol. 69, p. 53-81.

Tahmasebi S., Longobardi M., Kazemi, M. R., Alizadeh, M. (2020) Cumulative Tsallis entropy for maximum ranked set sampling with unequal samples. PHYSICA. A, vol. 556, p. 53-81.

Toomaj A., Di Crescenzo A. (2020) Generalized entropies, variance and applications. Entropy, 22, 709.

Toomaj A., Di Crescenzo A. (2020) Connections between weighted generalized cumulative residual entropy and variance. Mathematics, 8, 1072.

Tosunoğlu F., Salvadori G., Yilmaz M. (2020) Multivariate Assessment of Low-Flow Hazards via Copulas: The Case Study of the Çoruh Basin (Turkey). Water 2020, 12, 2848.

2021

Abundo M., Pirozzi E. (2021) Fractionally integrated Gauss-Markov processes and applications. Communications in Nonlinear Science and Numerical Simulation, 101,105862.

Ascione G., Leonenko N., Pirozzi E. (2021) Time-non-local Pearson diffusions. Journal of Statistical Physics, 183(3), 48.

Ascione G., Leonenko N., Pirozzi E. (2021) Fractional immigration-death processes. Journal of Mathematical Analysis and Applications, 495(2),124768.

Ascione G., Leonenko N., Pirozzi E. (2021) On the transient behaviour of fractional M/M/Infinity queues. SEMA SIMAI Springer Series 26, 1-22.

Ascione G., Mishura Y., Pirozzi E. (2021) Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications. Methodology and Computing in Applied Probability, 23(1), 53-84.

Ascione G., Mishura Y., Pirozzi E. (2021) Convergence results for the time- changed fractional Ornstein-Uhlenbeck processes. Theory of Probability and Mathematical Statistics, 104, 23-47.

Ascione G., Pirozzi E. (2021) Generalized fractional calculus for Gompertz-type models. Mathematics, 9(17), 2140.

Beghin L., Macci C., Martinucci B. (2021) Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates. Modern Stochastics: Theory and Applications, 8(1), 63-91.

Calì C., Longobardi M., Psarrakos G. (2021) A family of weighted distributions based on the mean inactivity time and cumulative past entropies. Ricerche di Matematica, 70(2), 395-409.

Campbell D., Greco L., Schiattarella R., Soudský F. (2021) Diffeomorphic approximation of planar Sobolev homeomorphisms in rearrangement invariant spaces. ESAIM - Control, Optimisation and Calculus of Variations, 27, 90.

D'Onofrio L., Maly' J., Sbordone C., Schiattarella R. (2021) On BV homeomorphisms. J. of Convex Anal. 28, No. 2.

Di Crescenzo A., Paraggio P., Román-Román P., Torres-Ruiz F. (2021) Applications of the multi-sigmoidal deterministic and stochastic logistic models for plant dynamics. Applied Mathematical Modelling 92, 884–904.

Di Crescenzo A., Kayal S., Meoli A. (2021) Fractional generalized cumulative entropy and its dynamic version. Communications in Nonlinear Science and Numerical Simulation 102, 105899.

Di Crescenzo A., Martinucci B., Paraggio P. Zacks S. (2021) Some results on the telegraph process confined by two non-standard boundaries. Methodology and Computing in Applied Probability, 23, 837-858.

Di Crescenzo A., Paolillo L. (2021) Analysis and applications of the residual varentropy of random lifetimes. Probability and Engineering in the Informational Sciences, 35, 680-698.

Di Crescenzo A., Paraggio P., Román-Román P., Torres-Ruiz F. (2021) Statistical analysis and applications of the multi-sigmoidal deterministic and stochastic logistic growth. (DiCrescenzo_et_al) In: Proceedings of the 33rd Panhellenic Statistics Conference. Greek Statistical Institute. Larissa (Online) 23-26 settembre 2021, pp. 26-38. ISSN: 1792-2461.

Durante F., Fernández Sánchez J., Ignazzi C. (2021) Operators invariant under finitely many input changes with applications to aggregation of sequences. Information Sciences, 560, 271-282.

Fuchs S., Di Lascio F.M.L., Durante F. (2021) Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables. Computational Statistics and Data Analysis, 159, 107201.

Giorno V., Nobile A.G. (2021) On the first-passage time problem for a Feller-type diffusion process. Mathematics, 9, 2470.

Giorno V., Nobile A.G. (2021) Time-inhomogeneous Feller-type diffusion process in population dynamics. Mathematics vol. 9, Issue 162.

Giorno V., Nobile A.G. (2021) Time-Inhomogeneous Feller-type Diffusion Process with Absorbing Boundary Condition. Journal of Statistical Physics vol. 183, Issue 3.

Giorno V., Nobile A.G. (2021) On the simulation of a special class of time-inhomogeneous diffusion processes. Mathematics vol. 9, Issue 82.

Kazemi M.R., Tahmasebi S., Buono F., Longobardi M. (2021) Fractional Deng entropy and extropy and some applications. Entropy, 23(5), 623.

Kazemi M.R., Tahmasebi S., Calì C., Longobardi M. (2021) Cumulative residual extropy of minimum ranked set sampling with unequal samples. Results in Applied Mathematics, 10, 100156.

Macci C., Martinucci B., Pirozzi E. (2021) Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin. Methodology and Computing in Applied Probability, vol. 23, 1077-1096.

Meoli A. (2021) Some Results on Generalized Accelerated Motions Driven by the Telegraph Process. In: Beghin L., Mainardi F., Garrappa R. (eds) Nonlocal and Fractional Operators. SEMA SIMAI Springer Series, vol 26. Springer, Cham.

Navarro, J., Durante, F., Fernández-Sánchez, J. (2021) Connecting copula properties with reliability properties of coherent systems. Applied Stochastic Models in Business and Industry, 37(3), 496-512.

2022

Albano G., Giorno V., Román-Román P., Torres-Ruiz F. (2022) Study of a general growth model. Communications in Nonlinear Science and Numerical Simulation, 107, 106100.

Agliari E., Alemanno F., Barra A., De Marzo G. (2022) The emergence of a concept in shallow neural networks. Neural Networks, 148, 232-253.

Albanese L., Alemanno F., Alessandrelli A., Barra A. (2022) Replica symmetry breaking in dense Hebbian neural networks. Journal of Statistical Physics, 189(2), 24.

Ascione G., Leonenko N., Pirozzi E. (2022) Non-local solvable birth-death processes. Journal of Theoretical Probability, 35, 1284-1323.

Ascione G., Leonenko N., Pirozzi E. (2022) Skorokhod reflection problem for delayed Brownian motion with applications to fractional queues. Symmetry, 14(3), 615.

Ascione G., Mishura Y., Pirozzi E. (2022) The Fokker-Planck equation for the time-changed fractional Ornstein-Uhlenbeck stochastic process. Proceedings of the Royal Society of Edinburgh Section A: Mathematics, 152(4), 1032-1057.

Balakrishnan N., Buono F., Longobardi M. (2022) A unified formulation of entropy and its application. Physica A: Statistical Mechanics and its Applications, 596,127214.

Balakrishnan N., Buono F., Longobardi M. (2022) On cumulative entropies in terms of moments of order statistics. Methodology and Computing in Applied Probability, 24(1), 345-359.

Balakrishnan N., Buono F., Longobardi M. (2022) On Tsallis extropy with an application to pattern recognition. Statistics and Probability Letters, 180,109241.

Balakrishnan N., Buono F., Longobardi M. (2022) On weighted extropies. Communications in Statistics - Theory and Methods, 51(18), 6250-6267.

Buono F., De Santis E., Longobardi M., Spizzichino F. (2022) Multivariate reversed hazard rates and inactivity times of systems. Methodology and Computing in Applied Probability, 24(3), 1987-2008.

Buono F., Longobardi M., Pellerey F. (2022) Varentropy of past lifetimes. Mathematical Methods of Statistics, 31(2), 57-73.

Buono F., Longobardi M., Szymkowiak M. (2022) On generalized reversed aging intensity functions. Ricerche di Matematica, 71(1), 85-108.

Calì C., Longobardi M., Macci C., Pacchiarotti B. (2022) Asymptotic results for linear combinations of spacings generated by i.i.d. exponential random variables. Metrika, 85(6), 733-752.

Irshad M.R., Maya R., Buono F., Longobardi M. (2022) Kernel estimation of cumulative residual Tsallis entropy and its dynamic version under -mixing dependent data. Entropy, 24(1), 9.
Di Crescenzo A., Martinucci B., Spina S. (2022) Continuous-time multi-type Ehrenfest model and related Ornstein-Uhlenbeck diffusion on a star graph. Mathematical Methods in the Applied Sciences, 45, 5483-5512.

Di Crescenzo A., Martinucci B., Mustaro V. (2022) On the analysis of the temperature fluctuation in the Campi Flegrei caldera through a fractional Brownian motion-based model. Fractal and Fractional, 6(8), 421.

Di Crescenzo A., Toomaj A. (2022) Weighted mean inactivity time function with applications. Mathematics, 10, 2828.

Durante F., Klement E.P., Saminger-Platz S., Sempi C. (2022) Ordinal sums: From triangular norms to bi- and multivariate copulas. Fuzzy Sets and Systems, 451, 28-64.

Durante F., Fernández-Sánchez J., Úbeda-Flores M. (2022) On the measure induced by copulas that are invariant under univariate truncation. Fuzzy Sets and Systems, 451, 285-296.

Durante F., Fernández-Sánchez J., Ignazzi C. (2022) Baire category results for stochastic orders. Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales - Serie A: Matematicas, 116(4),188.

Durante F., Ignazzi C., Jaworski P. (2022) On the class of truncation invariant bivariate copulas under constraints. Journal of Mathematical Analysis and Applications, 509(1), 125898.

Durante F., Gianfreda A., Ravazzolo F., Rossini L. (2022) A multivariate dependence analysis for electricity prices, demand and renewable energy sources. Information Sciences, 590, 74-89.

Durante F., Fernández-Sánchez J., Úbeda-Flores M. (2022) Extreme semilinear copulas. Fuzzy Sets and Systems, 428, 121-137.

Ferrarin, C., Lionello, P., Orlic, M., Raicich, F., Salvadori, G. (2022) Venice as a paradigm of coastal flooding under multiple compound drivers. Scientific Reports, 12(1), 5754.

Giorno V., Nobile A.G. (2022) On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes. Applied Mathematics and Computation, 422, 126993.

Giorno V., Nobile A.G. (2022) A time-inhomogeneous Prendiville Model with failures and repairs. Mathematics, 10, 251.

Kazemi M.R., Hashempour M., Longobardi M. (2022) Weighted cumulative past extropy and its inference. Entropy, 24(10),1444.

Martinucci B., Meoli A, Zacks S. (2022) Some results on the telegraph process driven by gamma components. Advances in Applied Probability, 54(3), 808-848.

Leonenko N., Pirozzi E. (2022) First passage times for some classes of fractional time-changed diffusions. Stochastic Analysis and Applications, 40(4), 735-763.

Navarro J., Calì C., Longobardi M., Durante F. (2022) Distortion representations of multivariate distributions. Statistical Methods and Applications, 31(4), 925-954.

Pirozzi E. (2022) On a fractional stochastic risk model with a random initial surplus and a multi-layer strategy. Mathematics, 10(4), 570.

Tomasicchio G.R., Salvadori G., Lusito L., (...), Leone E., De Bartolo S. (2022) A statistical analysis of the occurrences of critical waves and water levels for the management of the operativity of the MoSE system in the Venice lagoon. Stochastic Environmental Research and Risk Assessment, 36(9), 2549-2560.

2023

Abundo M., Pirozzi E. (2023) On the estimation of the persistence exponent for a fractionally integrated Brownian motion by numerical simulations. Fractal Fract. 7(2), 107.

Albano G., Barrera A., Giorno V. Román-Román P., Torres-Ruiz F. (2023) First passage and first exit times for diffusion processes related to a general growth curve. Communications in Nonlinear Science and Numerical Simulation, 126, 107494.

Asadi M., Di Crescenzo A., Sajadi F.A., Spina S. (2023) A generalized Gompertz growth model with applications and related birth-death processes. Ricerche di Matematica, 72, 529-564.

Balakrishnan N., Buono F., Calì C., Longobardi M. (2023) Dispersion indices based on Kerridge inaccuracy measure and Kullback-Leibler divergence. Communications in Statistics - Theory and Methods, Article in Press.

Buono F., Deng Y., Longobardi M. (2023) The unified extropy and its versions in classical and Dempster-Shafer theories. Journal of Applied Probability, First View, pp. 1-12.

Buono F., Kamari O., Longobardi M. (2023) Interval extropy and weighted interval extropy. Ricerche di Matematica, 72(1), 283-298.

D’Ambrosio C., Laureana F., Raiconi A., Vitale G. (2023) The Knapsack Problem with forfeit sets. Computers & Operations Research, 151, 106093.

Di Crescenzo A., Iuliano A., Mustaro V. (2023) On some finite-velocity random motions driven by the geometric counting process. Journal of Statistical Physics, 190, 44.

Di Crescenzo A., Martinucci B., Paraggio P. (2023) Vessels arrival process and its application to the SHIP/M/infinity queue. Methodology and Computing in Applied Probability, 25, 38.

Di Crescenzo A., Meoli A. (2023) Competing risks and shock models governed by a generalized bivariate Poisson process. Journal of Applied Probability 60, 709-722.

Di Crescenzo A., Paraggio P., Spina S. (2023) Stochastic growth models for the spreading of fake news. Mathematics, 11, 3597.

Di Crescenzo A., Paraggio P., Román-Román P., Torres-Ruiz F. (2023) Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal logistic mean. Statistical Papers, 64, 1391-1438.

Durante F., Gatto A., Ravazzolo F. (2023) Understanding relationships with the Aggregate Zonal Imbalance using copulas. Statistical Methods and Applications. Article in Press

Giorno V., Nobile A.G. (2023) Exact solutions and asymptotic behaviors for the reflected Wiener, Ornstein-Uhlenbeck and Feller diffusion processes. Mathematical Biosciences and Engineering, 20(8), 13602-13637.

Giorno V., Nobile A.G. (2023) On the absorbing problems for Wiener, Ornstein-Uhlenbeck, and Feller diffusion processes: similarities and differences. Fractal and Fractional, 7, 11.

Giorno V., Nobile A.G. (2023) On a time-inhomogeneous diffusion process with discontinuous drift. Applied Mathematics and Computation, 451, 128012.

Guarino Lo Bianco S., Schiattarella R. (2023) A BMO-type characterization of higher order Sobolev spaces. Potential Analysis, 59(3), 917-932.

Ingrosso R., Lionello P., Miglietta M.M., Salvadori G. (2023) Brief communication: Towards a universal formula for the probability of tornadoes. Natural Hazards and Earth System Sciences, 23(7), 2443-2448.

Kharazmi O., Shirazinia F., Buono F., Longobardi M. (2023) Jensen-inaccuracy information measure. Entropy, 25(3),483.

Meoli A. (2023) Some Poisson-based processes at geometric times. Journal of Statistical Physics, 190, 107.

2024

Benevento A., Durante F. (2024) Correlation-based hierarchical clustering of time series with spatial constraints. Spatial Statistics, 59,100797.