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Antonio Di Crescenzo

Researcher at University of Salerno

Publications -  139
Citations -  2316

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.

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On random motions with velocities alternating at Erlang-distributed random times

TL;DR: In this article, a non-Markovian generalization of the telegrapher's random process is presented, where the random times separating consecutive reversals of direction perform an alternating renewal process, and explicit expressions of the transition densities are obtained in terms of a suitable two-index pseudo-Bessel function.
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On prices' evolutions based on geometric telegrapher's process

TL;DR: In this article, the geometric telegrapher's process is proposed as a model to describe the dynamics of the price of risky assets, and when the underlying random inter-times have Erlang distribution, the probability law of such process in terms of a suitable two-index pseudo-Bessel function.
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A Double-ended Queue with Catastrophes and Repairs, and a Jump-diffusion Approximation

TL;DR: In this paper, the authors consider a system performing a continuous-time random walk on the integers, subject to catastrophes occurring at constant rate, and followed by exponentially-distributed repair times.
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Orderings of coherent systems with randomized dependent components

TL;DR: This study provides sufficient conditions on the component’s lifetimes and on the random numbers of components chosen from the two stocks in order to improve the reliability of the whole system according to different stochastic orders.
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A damped telegraph random process with logistic stationary distribution

TL;DR: In this article, a stochastic process that describes a finite-velocity damped motion on the real line is introduced, where the random times between consecutive velocity changes have exponential distribution with linearly increasing parameters.