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Torrisi, Giovanni Luca

Author ID: torrisi.giovanni-luca Recent zbMATH articles by "Torrisi, Giovanni Luca"
Published as: Torrisi, Giovanni Luca; Torrisi, G. L.; Luca Torrisi, Giovanni
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Publications by Year

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 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

Citations by Year