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Antonio Di Crescenzo

Other affiliations: University of Basilicata
Bio: Antonio Di Crescenzo is an academic researcher from University of Salerno. The author has contributed to research in topics: Stochastic process & Telegraph process. The author has an hindex of 22, co-authored 139 publications receiving 1944 citations. Previous affiliations of Antonio Di Crescenzo include University of Basilicata.


Papers
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Journal ArticleDOI
TL;DR: In this article, the authors discuss suitable conditions such that the lifetime of a series or of a parallel system formed by two components having nonindependent lifetimes may be stochastically improved by replacing the lifetimes of each of the components by an independent mixture of the individual components' lifetimes.
Abstract: We discuss suitable conditions such that the lifetime of a series or of a parallel system formed by two components having nonindependent lifetimes may be stochastically improved by replacing the lifetimes of each of the components by an independent mixture of the individual components' lifetimes. We also characterize the classes of bivariate distributions where this phenomenon arises through a new weak dependence notion. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011

7 citations

Journal ArticleDOI
TL;DR: For a component operating in random environment, conditions are found such that its lifetime is increasing in likelihood ratio (ILR), for the lifetimes of two components of the same kind some comparisons based on partial stochastic orders are presented.
Abstract: For a component operating in random environment, whose hazard rate is assumed to be the realization of a suitable increasing stochastic process, conditions are found such that its lifetime is increasing in likelihood ratio (ILR). For the lifetimes of two components of the same kind some comparisons based on partial stochastic orders are presented. Some applications to the case of repairable components are finally provided.

6 citations

Journal ArticleDOI
22 Jul 2020
TL;DR: In this article, a suitable replacement model for random lifetimes is extended to the context of past lifetimes, where at a fixed time u an item is planned to be replaced by another one having the same age but a different lifetime distribution.
Abstract: A suitable replacement model for random lifetimes is extended to the context of past lifetimes. At a fixed time u an item is planned to be replaced by another one having the same age but a different lifetime distribution. We investigate the past lifetime of this system, given that at a larger time t the system is found to be failed. Subsequently, we perform some stochastic comparisons between the random lifetimes of the single items and the doubly truncated random variable that describes the system lifetime. Moreover, we consider the relative ratio of improvement evaluated at x ∈ ( u , t ) , which is finalized to measure the goodness of the replacement procedure. The characterization and the properties of the differential entropy of the system lifetime are also discussed. Finally, an example of application to the firing activity of a stochastic neuronal model is provided.

6 citations

Journal Article
TL;DR: In this article, the authors study jump-diffusion processes with parameters switching at random times and characterise equivalent martingale measures for these processes by means of the relative entropy.
Abstract: We study jump-diffusion processes with parameters switching at random times. Being motivated by possible applications, we characterise equivalent martingale measures for these processes by means of the relative entropy. The minimal entropy approach is also developed. It is shown that in contrast to the case of L\'evy processes, for this model an Esscher transformation does not produce the minimal relative entropy.

6 citations


Cited by
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01 Jan 2016
TL;DR: The table of integrals series and products is universally compatible with any devices to read and is available in the book collection an online access to it is set as public so you can get it instantly.
Abstract: Thank you very much for downloading table of integrals series and products. Maybe you have knowledge that, people have look hundreds times for their chosen books like this table of integrals series and products, but end up in harmful downloads. Rather than reading a good book with a cup of coffee in the afternoon, instead they cope with some harmful virus inside their laptop. table of integrals series and products is available in our book collection an online access to it is set as public so you can get it instantly. Our book servers saves in multiple locations, allowing you to get the most less latency time to download any of our books like this one. Merely said, the table of integrals series and products is universally compatible with any devices to read.

4,085 citations

Book ChapterDOI
01 Jan 1998

1,532 citations

Journal ArticleDOI
TL;DR: In this paper, applied probability and queuing in the field of applied probabilistic analysis is discussed. But the authors focus on the application of queueing in the context of road traffic.
Abstract: (1987). Applied Probability and Queues. Journal of the Operational Research Society: Vol. 38, No. 11, pp. 1095-1096.

1,121 citations