Edit Profile (opens in new tab) Torrisi, Giovanni Luca Co-Author Distance Author ID: torrisi.giovanni-luca Published as: Torrisi, Giovanni Luca; Torrisi, G. L.; Luca Torrisi, Giovanni more...less External Links: Google Scholar · ResearchGate · Twitter · dblp Documents Indexed: 53 Publications since 2001, including 5 Additional arXiv Preprints Co-Authors: 24 Co-Authors with 43 Joint Publications 470 Co-Co-Authors all top 5 Co-Authors 10 single-authored 10 Leonardi, Emilio 8 Macci, Claudio 8 Privault, Nicolas 6 Flint, Ian 5 Garetto, Michele 4 Ganesh, Ayalvadi J. 3 Bordenave, Charles 3 Duffy, Ken R. 3 Stabile, Gabriele 2 Decreusefond, Laurent 2 Moller, Jesper 1 Apollonio, Nicola 1 Brémaud, Pierre 1 Ciullo, Delia 1 De Canditiis, Daniela 1 Franzina, Giovanni 1 Kirchner, Matthias 1 Martina, Valentina 1 Nappo, Giovanna 1 Nguyen, Tien Dung 1 Pacchiarotti, Barbara 1 Sebastiani, Giovanni 1 Spizzichino, Fabio L. 1 Stolfi, Paola all top 5 Serials 6 Stochastic Processes and their Applications 5 Journal of Applied Probability 4 Statistics & Probability Letters 3 Advances in Applied Probability 3 IEEE Transactions on Information Theory 3 Potential Analysis 3 Electronic Journal of Probability 2 Insurance Mathematics & Economics 2 The Annals of Applied Probability 2 Bernoulli 2 Methodology and Computing in Applied Probability 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 The Annals of Probability 1 Queueing Systems 1 SIAM Journal on Applied Mathematics 1 SIAM Journal on Mathematical Analysis 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Markov Processes and Related Fields 1 Scandinavian Actuarial Journal 1 Stochastic Models 1 Stochastic Systems all top 5 Fields 44 Probability theory and stochastic processes (60-XX) 7 Statistics (62-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Operations research, mathematical programming (90-XX) 4 Computer science (68-XX) 3 Combinatorics (05-XX) 3 Numerical analysis (65-XX) 3 Information and communication theory, circuits (94-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Functional analysis (46-XX) 1 Convex and discrete geometry (52-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 40 Publications have been cited 319 times in 200 Documents Cited by ▼ Year ▼ Large deviations of Poisson cluster processes. Zbl 1152.60316 Bordenave, Charles; Torrisi, Giovanni Luca 46 2007 Risk processes with non-stationary Hawkes claims arrivals. Zbl 1231.91239 Stabile, Gabriele; Torrisi, Giovanni Luca 35 2010 Generalised shot noise Cox processes. Zbl 1078.60012 Møller, Jesper; Torrisi, Giovanni Luca 19 2005 Rate of convergence to equilibrium of marked Hawkes processes. Zbl 1005.60062 Brémaud, P.; Nappo, G.; Torrisi, G. L. 18 2002 Sample path large deviations principles for Poisson shot noise processes, and applications. Zbl 1109.60017 Ganesh, Ayalvadi; Macci, Claudio; Torrisi, Giovanni Luca 15 2005 Lundberg parameters for non standard risk processes. Zbl 1143.91034 Macci, Claudio; Stabile, Gabriele; Torrisi, Giovanni Luca 15 2005 Asymptotic results for perturbed risk processes with delayed claims. Zbl 1136.60322 Macci, Claudio; Torrisi, Giovanni Luca 14 2004 Gaussian estimates for the solutions of some one-dimensional stochastic equations. Zbl 1321.60127 Nguyen, Tien Dung; Privault, Nicolas; Torrisi, Giovanni Luca 14 2015 A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions. Zbl 1142.91581 Ganesh, Ayalvadi; Torrisi, Giovanni Luca 13 2006 Simulating the ruin probability of risk processes with delay in claim settlement. Zbl 1114.91066 Torrisi, G. L. 12 2004 The Stein and Chen-Stein methods for functionals of non-symmetric Bernoulli processes. Zbl 1329.60079 Privault, Nicolas; Torrisi, Giovanni Luca 10 2015 A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling. Zbl 1178.60061 Ganesh, A.; Macci, C.; Torrisi, G. L. 9 2007 Risk processes with shot noise Cox claim number process and reserve dependent premium rate. Zbl 1233.91152 Macci, Claudio; Torrisi, Giovanni Luca 9 2011 Gaussian approximation of nonlinear Hawkes processes. Zbl 1352.60070 Torrisi, Giovanni Luca 9 2016 Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions. Zbl 1196.60041 Stabile, Gabriele; Torrisi, Giovanni Luca 8 2010 Large deviations of the interference in a wireless communication model. Zbl 1329.94005 Ganesh, Ayalvadi J.; Torrisi, Giovanni Luca 6 2008 Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes. Zbl 1367.60020 Torrisi, Giovanni Luca 6 2017 Probability approximation by Clark-Ocone covariance representation. Zbl 1308.60069 Privault, Nicolas; Torrisi, Giovanni Luca 6 2013 The pair correlation function of spatial Hawkes processes. Zbl 1117.60052 Møller, Jesper; Torrisi, Giovanni Luca 5 2007 Density estimation of functionals of spatial point processes with application to wireless networks. Zbl 1226.62035 Privault, Nicolas; Torrisi, Giovanni Luca 5 2011 Sample path large deviations of Poisson shot noise with heavy-tailed semiexponential distributions. Zbl 1230.60025 Duffy, Ken R.; Torrisi, Giovanni Luca 4 2011 Simulating the tail of the interference in a Poisson network model. Zbl 1364.94469 Torrisi, Giovanni Luca; Leonardi, Emilio 4 2013 Point processes with Papangelou conditional intensity: from the Skorohod integral to the Dirichlet form. Zbl 1308.58021 Torrisi, G. L. 4 2013 Sample path large deviations for order statistics. Zbl 1229.62058 Duffy, Ken R.; Macci, Claudio; Torrisi, Giovanni Luca 3 2011 Large deviations of the interference in the Ginibre network model. Zbl 1323.60048 Torrisi, Giovanni Luca; Leonardi, Emilio 3 2014 A class of interacting marked point processes: Rate of convergence to equilibrium. Zbl 1009.60041 Torrisi, G. L. 3 2002 An extended ant colony algorithm and its convergence analysis. Zbl 1081.90046 Sebastiani, Giovanni; Luca Torrisi, Giovanni 2 2005 A Clark-Ocone formula for temporal point processes and applications. Zbl 1412.60070 Flint, Ian; Torrisi, Giovanni Luca 2 2017 Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications. Zbl 1151.60004 Bordenave, Charles; Torrisi, Giovanni Luca 2 2008 Asymptotic analysis of Poisson shot noise processes, and applications. Zbl 1480.60134 Torrisi, Giovanni Luca; Leonardi, Emilio 2 2022 Functional inequalities for marked point processes. Zbl 1430.60046 Flint, Ian; Privault, Nicolas; Torrisi, Giovanni Luca 2 2019 Determinantal point processes. Zbl 1528.60045 Decreusefond, Laurent; Flint, Ian; Privault, Nicolas; Torrisi, Giovanni Luca 2 2016 Bootstrap percolation on the stochastic block model. Zbl 1515.60329 Torrisi, Giovanni Luca; Garetto, Michele; Leonardi, Emilio 2 2023 An integration by parts formula for functionals of the Dirichlet-ferguson measure, and applications. Zbl 07673634 Flint, Ian; Torrisi, Giovanni Luca 2 2023 On the large deviations of a class of modulated additive processes. Zbl 1267.60030 Duffy, Ken R.; Macci, Claudio; Torrisi, Giovanni Luca 2 2011 A large deviation approach to super-critical bootstrap percolation on the random graph \(G_{n, p}\). Zbl 1415.60120 Torrisi, Giovanni Luca; Garetto, Michele; Leonardi, Emilio 2 2019 Multivariate negative aging in an exhangeable model of heterogeneity. Zbl 0985.62088 Spizzichino, F.; Torrisi, G. L. 1 2001 Modeling least recently used caches with shot noise request processes. Zbl 1404.68029 Leonardi, Emilio; Torrisi, Giovanni Luca 1 2017 Probability approximation of point processes with Papangelou conditional intensity. Zbl 1407.60072 Torrisi, Giovanni Luca 1 2017 Bounds in total variation distance for discrete-time processes on the sequence space. Zbl 1480.60204 Flint, Ian; Privault, Nicolas; Torrisi, Giovanni Luca 1 2020 Bootstrap percolation on the stochastic block model. Zbl 1515.60329 Torrisi, Giovanni Luca; Garetto, Michele; Leonardi, Emilio 2 2023 An integration by parts formula for functionals of the Dirichlet-ferguson measure, and applications. Zbl 07673634 Flint, Ian; Torrisi, Giovanni Luca 2 2023 Asymptotic analysis of Poisson shot noise processes, and applications. Zbl 1480.60134 Torrisi, Giovanni Luca; Leonardi, Emilio 2 2022 Bounds in total variation distance for discrete-time processes on the sequence space. Zbl 1480.60204 Flint, Ian; Privault, Nicolas; Torrisi, Giovanni Luca 1 2020 Functional inequalities for marked point processes. Zbl 1430.60046 Flint, Ian; Privault, Nicolas; Torrisi, Giovanni Luca 2 2019 A large deviation approach to super-critical bootstrap percolation on the random graph \(G_{n, p}\). Zbl 1415.60120 Torrisi, Giovanni Luca; Garetto, Michele; Leonardi, Emilio 2 2019 Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes. Zbl 1367.60020 Torrisi, Giovanni Luca 6 2017 A Clark-Ocone formula for temporal point processes and applications. Zbl 1412.60070 Flint, Ian; Torrisi, Giovanni Luca 2 2017 Modeling least recently used caches with shot noise request processes. Zbl 1404.68029 Leonardi, Emilio; Torrisi, Giovanni Luca 1 2017 Probability approximation of point processes with Papangelou conditional intensity. Zbl 1407.60072 Torrisi, Giovanni Luca 1 2017 Gaussian approximation of nonlinear Hawkes processes. Zbl 1352.60070 Torrisi, Giovanni Luca 9 2016 Determinantal point processes. Zbl 1528.60045 Decreusefond, Laurent; Flint, Ian; Privault, Nicolas; Torrisi, Giovanni Luca 2 2016 Gaussian estimates for the solutions of some one-dimensional stochastic equations. Zbl 1321.60127 Nguyen, Tien Dung; Privault, Nicolas; Torrisi, Giovanni Luca 14 2015 The Stein and Chen-Stein methods for functionals of non-symmetric Bernoulli processes. Zbl 1329.60079 Privault, Nicolas; Torrisi, Giovanni Luca 10 2015 Large deviations of the interference in the Ginibre network model. Zbl 1323.60048 Torrisi, Giovanni Luca; Leonardi, Emilio 3 2014 Probability approximation by Clark-Ocone covariance representation. Zbl 1308.60069 Privault, Nicolas; Torrisi, Giovanni Luca 6 2013 Simulating the tail of the interference in a Poisson network model. Zbl 1364.94469 Torrisi, Giovanni Luca; Leonardi, Emilio 4 2013 Point processes with Papangelou conditional intensity: from the Skorohod integral to the Dirichlet form. Zbl 1308.58021 Torrisi, G. L. 4 2013 Risk processes with shot noise Cox claim number process and reserve dependent premium rate. Zbl 1233.91152 Macci, Claudio; Torrisi, Giovanni Luca 9 2011 Density estimation of functionals of spatial point processes with application to wireless networks. Zbl 1226.62035 Privault, Nicolas; Torrisi, Giovanni Luca 5 2011 Sample path large deviations of Poisson shot noise with heavy-tailed semiexponential distributions. Zbl 1230.60025 Duffy, Ken R.; Torrisi, Giovanni Luca 4 2011 Sample path large deviations for order statistics. Zbl 1229.62058 Duffy, Ken R.; Macci, Claudio; Torrisi, Giovanni Luca 3 2011 On the large deviations of a class of modulated additive processes. Zbl 1267.60030 Duffy, Ken R.; Macci, Claudio; Torrisi, Giovanni Luca 2 2011 Risk processes with non-stationary Hawkes claims arrivals. Zbl 1231.91239 Stabile, Gabriele; Torrisi, Giovanni Luca 35 2010 Large deviations of Poisson shot noise processes under heavy tail semi-exponential conditions. Zbl 1196.60041 Stabile, Gabriele; Torrisi, Giovanni Luca 8 2010 Large deviations of the interference in a wireless communication model. Zbl 1329.94005 Ganesh, Ayalvadi J.; Torrisi, Giovanni Luca 6 2008 Monte Carlo methods for sensitivity analysis of Poisson-driven stochastic systems, and applications. Zbl 1151.60004 Bordenave, Charles; Torrisi, Giovanni Luca 2 2008 Large deviations of Poisson cluster processes. Zbl 1152.60316 Bordenave, Charles; Torrisi, Giovanni Luca 46 2007 A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling. Zbl 1178.60061 Ganesh, A.; Macci, C.; Torrisi, G. L. 9 2007 The pair correlation function of spatial Hawkes processes. Zbl 1117.60052 Møller, Jesper; Torrisi, Giovanni Luca 5 2007 A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions. Zbl 1142.91581 Ganesh, Ayalvadi; Torrisi, Giovanni Luca 13 2006 Generalised shot noise Cox processes. Zbl 1078.60012 Møller, Jesper; Torrisi, Giovanni Luca 19 2005 Sample path large deviations principles for Poisson shot noise processes, and applications. Zbl 1109.60017 Ganesh, Ayalvadi; Macci, Claudio; Torrisi, Giovanni Luca 15 2005 Lundberg parameters for non standard risk processes. Zbl 1143.91034 Macci, Claudio; Stabile, Gabriele; Torrisi, Giovanni Luca 15 2005 An extended ant colony algorithm and its convergence analysis. Zbl 1081.90046 Sebastiani, Giovanni; Luca Torrisi, Giovanni 2 2005 Asymptotic results for perturbed risk processes with delayed claims. Zbl 1136.60322 Macci, Claudio; Torrisi, Giovanni Luca 14 2004 Simulating the ruin probability of risk processes with delay in claim settlement. Zbl 1114.91066 Torrisi, G. L. 12 2004 Rate of convergence to equilibrium of marked Hawkes processes. Zbl 1005.60062 Brémaud, P.; Nappo, G.; Torrisi, G. L. 18 2002 A class of interacting marked point processes: Rate of convergence to equilibrium. Zbl 1009.60041 Torrisi, G. L. 3 2002 Multivariate negative aging in an exhangeable model of heterogeneity. Zbl 0985.62088 Spizzichino, F.; Torrisi, G. L. 1 2001 all cited Publications top 5 cited Publications all top 5 Cited by 259 Authors 21 Torrisi, Giovanni Luca 12 Macci, Claudio 12 Privault, Nicolas 12 Zhu, Lingjiong 10 Seol, Youngsoo 7 Dassios, Angelos 6 Nguyen Tien Dung 6 Zhao, Hongbiao 5 Flint, Ian 5 Fu, Ke’ang 5 Gao, Fuqing 5 Jang, Jiwook 5 Nguyen, Tien Dung 4 Leonardi, Emilio 4 Moller, Jesper 4 Pang, Guodong 4 Serafin, Grzegorz 4 Stabile, Gabriele 3 Decreusefond, Laurent 3 Gao, Xuefeng 3 Last, Günter 3 Mandjes, Michel Robertus Hendrikus 3 Rasmussen, Jakob Gulddahl 3 Yan, Jun 2 Albrecher, Hansjörg 2 Badescu, Andrei L. 2 Blanchet, Jose H. 2 Bordenave, Charles 2 Boxma, Onno Johan 2 Cheng, Zailei 2 Christoffersen, Andreas Dyreborg 2 Costa, Manon 2 Cui, Lirong 2 Delattre, Sylvain 2 Fournier, Nicolas 2 Ganesh, Ayalvadi J. 2 Gutjahr, Walter J. 2 Hainaut, Donatien 2 Hillairet, Caroline 2 Landriault, David 2 Li, Jie 2 Liu, Yang 2 Pojer, Simon 2 Réveillac, Anthony 2 Schneider, Gaby 2 Thonhauser, Stefan 2 Tudor, Ciprian A. 2 Wang, Haixu 2 Wang, Jiangfeng 2 Xiao, Mingqing 2 Yang, Yang 2 Yao, Nian 2 Yuen, Kam Chuen 2 Zhang, Yi 2 Zheng, Guangqu 2 Zhou, Yuhang 1 Aggarwal, Amol 1 Ahn, Soohan 1 Andersson, Claes 1 Angel, Omer 1 Asmussen, Søren 1 Basrak, Bojan 1 Beghin, Luisa 1 Bender, Christian 1 Beneš, Viktor 1 Bian, Baojun 1 Bielecki, Tomasz R. 1 Błaszczyszyn, Bartłomiej 1 Borodin, Alexei 1 Boudreault, Mathieu 1 Bovkun, Vadim Andreevich 1 Braunsteins, Peter 1 Breton, Jean-Christophe 1 Browning, Raiha 1 Buccioli, Alice 1 Budhiraja, Amarjit S. 1 Cadenillas, Abel 1 Cahen, Ewan Jacov 1 Calì, Camilla 1 Camerlenghi, Federico 1 Cao, Jingyi 1 Cattiaux, Patrick 1 Chen, Bohan 1 Chen, Louis Hsiao-Yun 1 Chen, Xinyun 1 Chen, Yiling 1 Chertovskih, Roman A. 1 Cheung, Eric C. K. 1 Chevallier, Julien 1 Chichigina, Olga A. 1 Choe, Geon Ho 1 Christensen, Heidi Søgaard 1 Clarenne, Adrien 1 Clausel, Marianne 1 Coeurjolly, Jean-François 1 Colombani, Laetitia 1 Cossette, Hélène 1 Deaconu, Madalina 1 Deelstra, Griselda 1 Dello Schiavo, Lorenzo ...and 159 more Authors all top 5 Cited in 68 Serials 20 Statistics & Probability Letters 16 Stochastic Processes and their Applications 15 Journal of Applied Probability 13 Insurance Mathematics & Economics 11 Methodology and Computing in Applied Probability 9 Advances in Applied Probability 8 Communications in Statistics. Theory and Methods 6 Electronic Journal of Probability 5 Bernoulli 5 Stochastic Models 4 Journal of Mathematical Analysis and Applications 4 Queueing Systems 4 The Annals of Applied Probability 4 Potential Analysis 4 Scandinavian Actuarial Journal 4 ALEA. Latin American Journal of Probability and Mathematical Statistics 3 Stochastics 3 Stochastic Systems 2 Journal of the Korean Mathematical Society 2 Journal of Statistical Planning and Inference 2 Mathematics of Operations Research 2 Journal of Theoretical Probability 2 Neural Computation 2 International Journal of Theoretical and Applied Finance 2 Acta Mathematica Sinica. English Series 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Statistics and Computing 2 Mathematical Control and Related Fields 1 Biological Cybernetics 1 Discrete Applied Mathematics 1 Journal of Statistical Physics 1 Metrika 1 Rocky Mountain Journal of Mathematics 1 Scandinavian Journal of Statistics 1 Chaos, Solitons and Fractals 1 Annals of the Institute of Statistical Mathematics 1 Journal of Computational and Applied Mathematics 1 Journal of Functional Analysis 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Stochastic Analysis and Applications 1 Computers & Operations Research 1 Annals of Operations Research 1 Applications of Mathematics 1 Communications in Statistics. Simulation and Computation 1 SIAM Journal on Applied Mathematics 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Selecta Mathematica. New Series 1 Electronic Communications in Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of Inequalities and Applications 1 Australian & New Zealand Journal of Statistics 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Probability in the Engineering and Informational Sciences 1 Econometric Theory 1 Applied Stochastic Models in Business and Industry 1 Quantitative Finance 1 SIAM Journal on Applied Dynamical Systems 1 SORT. Statistics and Operations Research Transactions 1 Analysis and Applications (Singapore) 1 Journal of Industrial and Management Optimization 1 Journal of Physics A: Mathematical and Theoretical 1 Journal of Mathematical Inequalities 1 Electronic Journal of Statistics 1 Probability Surveys 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Izvestiya Irkutskogo Gosudarstvennogo Universiteta. Seriya Matematika 1 Journal of Mathematical Research with Applications all top 5 Cited in 20 Fields 174 Probability theory and stochastic processes (60-XX) 57 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 44 Statistics (62-XX) 13 Numerical analysis (65-XX) 8 Operations research, mathematical programming (90-XX) 7 Biology and other natural sciences (92-XX) 6 Computer science (68-XX) 5 Combinatorics (05-XX) 4 Statistical mechanics, structure of matter (82-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Integral transforms, operational calculus (44-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Systems theory; control (93-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Functional analysis (46-XX) 1 Differential geometry (53-XX) 1 Quantum theory (81-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year