1,720,982 research outputs found

    Some remarks on stochastic diffusion processes with jumps

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    We consider stochastic diffusion processes subject to jumps that occur at random times. We assume that after each jump the process is reset to a random state from which it can evolve with a different dynamics. For this kind of processes the transition probability density function and its moments are analyzed. Moreover, the first passage time problem is studied. The results are applied to the processes with jumps constructed on the Wiener diffusion process

    On the return process with refractoriness for non-homogeneous Ornstein-Uhlenbeck neuronal model

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    An Ornstein-Uhlenbeck diffusion process is considered as a model for the membrane potential activity of a single neuron. We assume that the neuron is subject to a sequence of inhibitory and excitatory post-synaptic potentials that occur with time-dependent rates. The resulting process is characterized by time-dependent drift. For this model, we construct the return process describing the membrane potential. It is a non homogeneous Ornstein- Uhlenbeck process with jumps on which the effect of random refractoriness is introduced. An asymptotic analysis of the process modeling the number of firings and the distribution of interspike intervals is performed under the assumption of exponential distribution for the firing time. Some numerical evaluations are performed to provide quantitative information on the role of the parameters

    Analisi statistica di dati provenienti da contesti ambientali I

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    Il presente report consiste in un resoconto dell'attività svolta nell’anno solare 2022 nell’ambito del progetto PON “Ricerca e Innovazione” 2014-2020, con tematica Green (Azione IV.5 e Azione IV.6). Il rapporto tecnico è stato sviluppato in collaborazione con l’azienda TEKRA s.r.l., specializzata nell’ambito della raccolta dei rifiuti, con sedi dislocate sul territorio nazionale. L’indagine statistica descrittiva riguarda le spese sostenute dall’azienda nel 2021 per la manutenzione ordinaria e straordinaria degli automezzi operativi, adibiti al raccoglimento dei rifiuti differenziati, pulizia delle strade e trasporto nei siti di smaltimento

    A rumor spreading model with random denials

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    The concept of denial is introduced on rumor spreading processes. The denials occur with a certain rate and they reset to start the initial situation. A population of N individuals is subdivided into ignorants, spreaders and stiflers; at the initial time there is only one spreader and the rest of the population is ignorant. The denials are introduced in the classic DK model and in its generalization, in which a spreader can transmit the rumor at most to k ignorants. The steady state densities are analyzed for these models. Finally, a numerical analysis is performed to study the rule of the involved parameters and to compare the proposed models

    Analysis of a growth model inspired by Gompertz and Korf laws, and an analogous birth-death process

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    We propose a new deterministic growth model which captures certain features of both the Gompertz and Korf laws. We investigate its main proper- ties, with special attention to the correction factor, the relative growth rate, the inflection point, the maximum specific growth rate, the lag time and the threshold crossing problem. Some data analytic examples and their performance are also considered. Furthermore, we study a stochastic counterpart of the proposed model, that is a linear time-inhomogeneous birth-death process whose mean behaves as the deterministic one. We obtain the transition probabilities, the moments and the population ultimate extinction probability for this process. We finally treat the special case of a simple birth process, which better mimics the proposed growth model

    Exploiting the time-dynamics of news diffusion on the Internet through a generalized Susceptible-Infected model

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    We construct a news spreading model with a time dependent contact rate which generalizes the classical Susceptible–Infected model of epidemiology. In particular, we are interested on the time-dynamics of the sharing and diffusion process of news on the Internet. We focus on the counting process describing the number of connections to a given website, characterizing the cumulative density function of its inter-arrival times. Moreover, starting from the general form of the finite dimensional distribution of the process, we determine a formula for the time-variable rate of the connections and establish its relationship with the probability density function of the interarrival times. We finally show the effectiveness of our theoretical framework analyzing a real-world dataset, the Memetracker dataset, whose parameters characterizing the diffusion process are determined

    Analisi statistica di dati provenienti da contesti ambientali II

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    Il presente rapporto tecnico è stato realizzato nell’ambito del progetto PON “Ricerca e Innovazione” 2014-2020, con tematica Green (Azione IV.5 e Azione IV.6), ed inoltre nell’ambito del tirocinio curriculare previsto nel percorso di Laurea Magistrale in Matematica. L’attività si sviluppa in collaborazione con l’azienda Tekra s.r.l., specializzata nell’ambito della raccolta dei rifiuti, con sedi dislocate sul territorio nazionale. Esso consiste in un resoconto circa lo studio delle spese sostenute nell’anno solare 2020 dall’azienda, riguardo la manutenzione ordinaria e straordinaria degli automezzi operativi. L’indagine statistica descrittiva ha seguito l’impostazione del precedente report dal titolo “Analisi statistica di dati provenienti da contesti ambientali I”, con autori il Dott. Marco Capaldo e la Dott.ssa Serena Spina

    On some time non-homogeneous queueing systems with catastrophes

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    Non-stationary queueing systems subject to catastrophes occurring with time varying intensity are considered. The effect of a catastrophe is to make the queue instantly empty. The transition probabilities, the related moments and the first visit time density to zero state are analyzed. Particular attention is dedicated to queueing systems in the presence of catastrophes with periodic intensity function. Various applications are provided, including the non-stationary birth-death process with immigration, the queueing systems M(t)/M(t)/1 and M(t)/M(t)/∞
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