Search

Your search keyword '"Giorno, Virginia"' showing total 221 results
Start Over Author "Giorno, Virginia"
221 results on '"Giorno, Virginia"'

1. Inference of a Susceptible-Infectious stochastic model

Author

Albano, Giuseppina, Giorno, Virginia, and Torres-Ruiz, Francisco

Subjects
Statistics - Methodology, Mathematics - Probability
Abstract

We consider a time-inhomogeneous diffusion process able to describe the dynamics of infected people in a susceptible-infectious epidemic model in which the transmission intensity function is time-dependent. Such a model is well suited to describe some classes of micro-parasitic infections in which individuals never acquire lasting immunity and over the course of the epidemic everyone eventually becomes infected. The stochastic process related to the deterministic model is transformable into a non homogeneous Wiener process so the probability distribution can be obtained. Here we focus on the inference for such process, by providing an estimation procedure for the involved parameters. We point out that the time dependence in the infinitesimal moments of the diffusion process makes classical inference methods inapplicable. The proposed procedure is based on Generalized Method of Moments in order to find suitable estimate for the infinitesimal drift and variance of the transformed process. Several simulation studies are conduced to test the procedure, these include the time homogeneous case, for which a comparison with the results obtained by applying the MLE is made, and cases in which the intensity function are time dependent with particular attention to periodic cases. Finally, we apply the estimation procedure to a real dataset., Comment: 20 pages, 6 figures

Published
2024
Full Text
View/download PDF

2. Inference on an heteroscedastic Gompertz tumor growth model

Author

Albano, Giuseppina, Giorno, Virginia, Román-Román, Patricia, Román-Román, Sergio, Serrano-Pérez, Juan José, and Torres-Ruiz, Francisco

Subjects
Statistics - Methodology, Mathematics - Probability, 60H20, 60J60
Abstract

We consider a non homogeneous Gompertz diffusion process whose parameters are modified by generally time-dependent exogenous factors included in the infinitesimal moments. The proposed model is able to describe tumor dynamics under the effect of anti-proliferative and/or cell death-induced therapies. We assume that such therapies can modify also the infinitesimal variance of the diffusion process. An estimation procedure, based on a control group and two treated groups, is proposed to infer the model by estimating the constant parameters and the time-dependent terms. Moreover, several concatenated hypothesis tests are considered in order to confirm or reject the need to include time-dependent functions in the infinitesimal moments. Simulations are provided to evaluate the efficiency of the suggested procedures and to validate the testing hypothesis. Finally, an application to real data is considered., Comment: 44 pages, 63 figures. Includes Material Supplementary

Published
2024
Full Text
View/download PDF

3. First Passage and First Exit Times for diffusion processes related to a general growth curve

Author

Albano, Giuseppina, Barrera, Antonio, Giorno, Virginia, Román-Román, Patricia, and Torres-Ruiz, Francisco

Subjects
Mathematics - Probability, 60J60, 60H20
Abstract

Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting from a suitable parametrization of the deterministic model, by adding an additive and multiplicative noise respectively. For these processes we focus attention on the First Passage Time from a barrier and on the First Exit Time from a region delimited by two barriers. We consider thresholds, generally time dependent, for which there exist closed-forms of the probability densities of the first passage time and of the first exit time., Comment: 25 pages, 17 figures

Published
2024
Full Text
View/download PDF

6. A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation

Author

Dharmaraja, Selvamuthu, Di Crescenzo, Antonio, Giorno, Virginia, and Nobile, Amelia G.

Subjects
Mathematics - Probability, 60J80, 60J27, 60J60
Abstract

We consider a continuous-time Ehrenfest model defined over the integers from -N to N, and subject to catastrophes occurring at constant rate. The effect of each catastrophe instantaneously resets the process to state 0. We investigate both the transient and steady-state probabilities of the above model. Further, the first passage time through state 0 is discussed. We perform a jump-diffusion approximation of the above model, which leads to the Ornstein-Uhlenbeck process with catastrophes. The underlying jump-diffusion process is finally studied, with special attention to the symmetric case arising when the Ehrenfest model has equal upward and downward transition rates., Comment: 21 pages, 10 figures

Published
2021
Full Text
View/download PDF

7. M/M/1 queue in two alternating environments and its heavy traffic approximation

Author

Di Crescenzo, Antonio, Giorno, Virginia, Kumar, Balasubramanian Krishna, and Nobile, Amelia G.

Subjects
Mathematics - Probability, 60K25, 60K37, 60J60, 60J70
Abstract

We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a system that is subject to regular operating phases alternating with anomalous working phases or random repairing periods. We first obtain the steady-state distribution of the process in terms of a generalized mixture of two geometric distributions. In the special case when only one kind of switch is allowed, we analyze the transient distribution, and investigate the busy period problem. The analysis is also performed by means of a suitable heavy-traffic approximation which leads to a continuous random process. Its distribution satisfies a partial differential equation with randomly alternating infinitesimal moments. For the approximating process we determine the steady-state distribution, the transient distribution and a first-passage-time density., Comment: 31 pages, 18 figures

Published
2021
Full Text
View/download PDF

10. Continuous-Time Birth-Death Chains Generate by the Composition Method

Author

Giorno, Virginia, Nobile, Amelia G., Goos, Gerhard, Founding Editor, Hartmanis, Juris, Founding Editor, Bertino, Elisa, Editorial Board Member, Gao, Wen, Editorial Board Member, Steffen, Bernhard, Editorial Board Member, Woeginger, Gerhard, Editorial Board Member, Yung, Moti, Editorial Board Member, Moreno-Díaz, Roberto, editor, Pichler, Franz, editor, and Quesada-Arencibia, Alexis, editor

Published
2020
Full Text
View/download PDF

11. Some Remarks on the Prendiville Model in the Presence of Jumps

Author

Giorno, Virginia, Nobile, Amelia G., Spina, Serena, Goos, Gerhard, Founding Editor, Hartmanis, Juris, Founding Editor, Bertino, Elisa, Editorial Board Member, Gao, Wen, Editorial Board Member, Steffen, Bernhard, Editorial Board Member, Woeginger, Gerhard, Editorial Board Member, Yung, Moti, Editorial Board Member, Moreno-Díaz, Roberto, editor, Pichler, Franz, editor, and Quesada-Arencibia, Alexis, editor

Published
2020
Full Text
View/download PDF

13. A double-ended queue with catastrophes and repairs, and a jump-diffusion approximation

Author

Di Crescenzo, Antonio, Giorno, Virginia, Kumar, Balasubramanian Krishna, and Nobile, Amelia G.

Subjects
Mathematics - Probability, 60J80, 60J25
Abstract

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. After any repair the system starts anew from state zero. We study both the transient and steady-state probability laws of the stochastic process that describes the state of the system. We then derive a heavy-traffic approximation to the model that yields a jump-diffusion process. The latter is equivalent to a Wiener process subject to randomly occurring jumps, whose probability law is obtained. The goodness of the approximation is finally discussed., Comment: 18 pages, 5 figures, paper accepted by "Methodology and Computing in Applied Probability", the final publication is available at http://www.springerlink.com

Published
2011
Full Text
View/download PDF

15. A Note on Diffusion Processes with Jumps

Author

Giorno, Virginia, Spina, Serena, Hutchison, David, Series editor, Kanade, Takeo, Series editor, Kittler, Josef, Series editor, Kleinberg, Jon M., Series editor, Mattern, Friedemann, Series editor, Mitchell, John C., Series editor, Naor, Moni, Series editor, Pandu Rangan, C., Series editor, Steffen, Bernhard, Series editor, Terzopoulos, Demetri, Series editor, Tygar, Doug, Series editor, Weikum, Gerhard, Series editor, Moreno-Díaz, Roberto, editor, Pichler, Franz, editor, and Quesada-Arencibia, Alexis, editor

Published
2018
Full Text
View/download PDF

16. On a Non-homogeneous Gompertz-Type Diffusion Process: Inference and First Passage Time

Author

Albano, Giuseppina, Giorno, Virginia, Román-Román, Patricia, Torres-Ruiz, Francisco, Hutchison, David, Series editor, Kanade, Takeo, Series editor, Kittler, Josef, Series editor, Kleinberg, Jon M., Series editor, Mattern, Friedemann, Series editor, Mitchell, John C., Series editor, Naor, Moni, Series editor, Pandu Rangan, C., Series editor, Steffen, Bernhard, Series editor, Terzopoulos, Demetri, Series editor, Tygar, Doug, Series editor, Weikum, Gerhard, Series editor, Moreno-Díaz, Roberto, editor, Pichler, Franz, editor, and Quesada-Arencibia, Alexis, editor

Published
2018
Full Text
View/download PDF

17. A Random Tandem Network with Queues Modeled as Birth-Death Processes

Author

Giorno, Virginia, Nobile, Amelia G., Hutchison, David, Series editor, Kanade, Takeo, Series editor, Kittler, Josef, Series editor, Kleinberg, Jon M., Series editor, Mattern, Friedemann, Series editor, Mitchell, John C., Series editor, Naor, Moni, Series editor, Pandu Rangan, C., Series editor, Steffen, Bernhard, Series editor, Terzopoulos, Demetri, Series editor, Tygar, Doug, Series editor, Weikum, Gerhard, Series editor, Moreno-Díaz, Roberto, editor, Pichler, Franz, editor, and Quesada-Arencibia, Alexis, editor

Published
2018
Full Text
View/download PDF

26. A Cancer Dynamics Model for an Intermittent Treatment Involving Reduction of Tumor Size and Rise of Growth Rate

Author

Giorno, Virginia, Spina, Serena, Hutchison, David, Series editor, Kanade, Takeo, Series editor, Kittler, Josef, Series editor, Kleinberg, Jon M., Series editor, Mattern, Friedemann, Series editor, Mitchell, John C., Series editor, Naor, Moni, Series editor, Pandu Rangan, C., Series editor, Steffen, Bernhard, Series editor, Terzopoulos, Demetri, Series editor, Tygar, Doug, Series editor, Weikum, Gerhard, Series editor, Moreno-Díaz, Roberto, editor, Pichler, Franz, editor, and Quesada-Arencibia, Alexis, editor

Published
2015
Full Text
View/download PDF

27. A Stochastic Gompertz Model with Jumps for an Intermittent Treatment in Cancer Growth

Author

Giorno, Virginia, Spina, Serena, Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Doug, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Moreno-Díaz, Roberto, editor, Pichler, Franz, editor, and Quesada-Arencibia, Alexis, editor

Published
2013
Full Text
View/download PDF

28. On a Bilateral Linear Birth and Death Process in the Presence of Catastrophes

Author

Giorno, Virginia, Nobile, Amelia G., Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Doug, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Moreno-Díaz, Roberto, editor, Pichler, Franz, editor, and Quesada-Arencibia, Alexis, editor

Published
2013
Full Text
View/download PDF

29. On the Construction of Densities for Time Non-homogeneous Diffusion Processes

Author

Giorno, Virginia, Nobile, Amelia G., Ricciardi, Luigi M., Hutchison, David, Series editor, Kanade, Takeo, Series editor, Kittler, Josef, Series editor, Kleinberg, Jon M., Series editor, Mattern, Friedemann, Series editor, Mitchell, John C., Series editor, Naor, Moni, Series editor, Nierstrasz, Oscar, Series editor, Pandu Rangan, C., Series editor, Steffen, Bernhard, Series editor, Sudan, Madhu, Series editor, Terzopoulos, Demetri, Series editor, Tygar, Doug, Series editor, Vardi, Moshe Y., Series editor, Weikum, Gerhard, Series editor, Moreno-Díaz, Roberto, editor, Pichler, Franz, editor, and Quesada-Arencibia, Alexis, editor

Published
2012
Full Text
View/download PDF

31. Diffusion Processes Subject to Catastrophes

Author

di Cesare, Roberta, Giorno, Virginia, Nobile, Amelia G., Hutchison, David, Series editor, Kanade, Takeo, Series editor, Kittler, Josef, Series editor, Kleinberg, Jon M., Series editor, Mattern, Friedemann, Series editor, Mitchell, John C., Series editor, Naor, Moni, Series editor, Nierstrasz, Oscar, Series editor, Pandu Rangan, C., Series editor, Steffen, Bernhard, Series editor, Sudan, Madhu, Series editor, Terzopoulos, Demetri, Series editor, Tygar, Doug, Series editor, Vardi, Moshe Y., Series editor, Weikum, Gerhard, Series editor, Moreno-Díaz, Roberto, editor, Pichler, Franz, editor, and Quesada-Arencibia, Alexis, editor

Published
2009
Full Text
View/download PDF

35. Time-Inhomogeneous Finite Birth Processes with Applications in Epidemic Models.

Author

Giorno, Virginia and Nobile, Amelia G.

Subjects
*EPIDEMICS, *STOCHASTIC models, *DISTRIBUTION (Probability theory)
Abstract

We consider the evolution of a finite population constituted by susceptible and infectious individuals and compare several time-inhomogeneous deterministic models with their stochastic counterpart based on finite birth processes. For these processes, we determine the explicit expressions of the transition probabilities and of the first-passage time densities. For time-homogeneous finite birth processes, the behavior of the mean and the variance of the first-passage time density is also analyzed. Moreover, the approximate duration until the entire population is infected is obtained for a large population size. [ABSTRACT FROM AUTHOR]

Published
2023
Full Text
View/download PDF

37. Upcrossing First Passage Times for Correlated Gaussian Processes

Author

Giorno, Virginia, Nobile, Amelia G., Pirozzi, Enrica, Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Dough, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Moreno Díaz, Roberto, editor, Pichler, Franz, editor, and Quesada Arencibia, Alexis, editor

Published
2005
Full Text
View/download PDF

38. A Wiener Neuronal Model with Refractoriness

Author

Giorno, Virginia, Nobile, Amelia G., Ricciardi, Luigi M., Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Dough, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Moreno Díaz, Roberto, editor, Pichler, Franz, editor, and Quesada Arencibia, Alexis, editor

Published
2005
Full Text
View/download PDF

39. On the Moments of Firing Numbers in Diffusion Neuronal Models with Refractoriness

Author

Giorno, Virginia, Nobile, Amelia G., Ricciardi, Luigi M., Hutchison, David, editor, Kanade, Takeo, editor, Kittler, Josef, editor, Kleinberg, Jon M., editor, Mattern, Friedemann, editor, Mitchell, John C., editor, Naor, Moni, editor, Nierstrasz, Oscar, editor, Pandu Rangan, C., editor, Steffen, Bernhard, editor, Sudan, Madhu, editor, Terzopoulos, Demetri, editor, Tygar, Dough, editor, Vardi, Moshe Y., editor, Weikum, Gerhard, editor, Mira, José, editor, and Álvarez, José R., editor

Published
2005
Full Text
View/download PDF

49. On the Absorbing Problems for Wiener, Ornstein–Uhlenbeck, and Feller Diffusion Processes: Similarities and Differences.

Author

Giorno, Virginia and Nobile, Amelia G.

Subjects
*PROBABILITY density function, *ORNSTEIN-Uhlenbeck process
Abstract

For the Wiener, Ornstein–Uhlenbeck, and Feller processes, we study the transition probability density functions with an absorbing boundary in the zero state. Particular attention is paid to the proportional cases and to the time-homogeneous cases, by obtaining the first-passage time densities through the zero state. A detailed study of the asymptotic average of local time in the presence of an absorbing boundary is carried out for the time-homogeneous cases. Some relationships between the transition probability density functions in the presence of an absorbing boundary in the zero state and between the first-passage time densities through zero for Wiener, Ornstein–Uhlenbeck, and Feller processes are proven. Moreover, some asymptotic results between the first-passage time densities through zero state are derived. Various numerical computations are performed to illustrate the role played by parameters. [ABSTRACT FROM AUTHOR]

Published
2023
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results