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Antonio Di Crescenzo

Publications and source records attributed to Antonio Di Crescenzo.

At least 19 recordsLinked to original sources

Strategic Partitioning and Manipulability in Two-Round Elections

We consider a two-round election model involving $m$ voters and $n$ candidates. Each voter is endowed with a strict preference list ranking the candidates. In the first round, the candidates are partitioned into two subsets, $A$ and $B$, and voters select their preferred candidate from each. Provided there are no ties, the two respective winners advance to a second round, where voters choose between them according to their initial preference lists. We analyze this scenario using a probabilistic framework based on a spatial voting model with cyclically constructed preference lists and uniformly distributed ideal points. Our objective is to determine the optimal initial partition of $A$ and $B$ that maximizes a target candidate's probability of winning. We analytically evaluate this success probability and derive its asymptotic behavior as the number of candidates $n \to \infty$. A key finding is that the asymptotically optimal relative width of the main discrete cluster converges precisely to one-fifth of the total number of candidates. Finally, we provide computational results and confidence intervals derived from simulation algorithms that validate the analytical framework. Specifically, we demonstrate that the probability of the universal victory event rapidly approaches $1$ as the electorate size increases.

cs.GT↗

Applications of the Quantile-Based Probabilistic Mean Value Theorem to Distorted Distributions

Distorted distributions were introduced in the context of actuarial science for several variety of insurance problems. In this paper we consider the quantile-based probabilistic mean value theorem given in Di Crescenzo et al. [4] and provide some applications based on distorted random variables. Specifically, we consider the cases when the underlying random variables satisfy the proportional hazard rate model and the proportional reversed hazard rate model. A setting based on random variables having the 'new better than used' property is also analyzed.

math.PR↗

A Bertalanffy-Richards growth model perturbed by a time-dependent pattern, statistical analysis and applications

We analyze a modification of the Richards growth model by introducing a time-dependent perturbation in the growth rate. This modification becomes effective at a special switching time, which represents the first-crossing-time of the Richards growth curve through a given constant boundary. The relevant features of the modified growth model are studied and compared with those of the original one. A sensitivity analysis on the switching time is also performed. Then, we define two different stochastic processes, i.e. a non-homogeneous linear birth-death process and a lognormal diffusion process, such that their means identify to the growth curve under investigation. For the diffusion process, we address the problem of parameters estimation through the maximum likelihood method. The estimates are obtained via meta-heuristic algorithms (namely, Simulated Annealing and Ant Lion Optimizer). A simulation study to validate the estimation procedure is also presented, together with a real application to oil production in France. Special attention is devoted to the approximation of switching time density, viewed as the first-passage-time density for the lognormal process.

stat.AP↗

A computational approach to extreme values and related hitting probabilities in level-dependent quasi-birth-death processes

This paper analyzes the dynamics of a level-dependent quasi-birth-death process ${\cal X}=\{(I(t),J(t)): t\geq 0\}$, i.e., a bi-variate Markov chain defined on the countable state space $\cup_{i=0}^{\infty} l(i)$ with $l(i)=\{(i,j) : j\in\{0,...,M_i\}\}$, for integers $M_i\in\mathbb{N}_0$ and $i\in\mathbb{N}_0$, which has the special property that its $q$-matrix has a block-tridiagonal form. Under the assumption that the first passage to the subset $l(0)$ occurs in a finite time with certainty, we characterize the probability law of $(τ_{\max},I_{\max},J(τ_{\max}))$, where $I_{\max}$ is the running maximum level attained by process ${\cal X}$ before its first visit to states in $l(0)$, $τ_{\max}$ is the first time that the level process $\{I(t): t\geq 0\}$ reaches the running maximum $I_{\max}$, and $J(τ_{\max})$ is the phase at time $τ_{\max}$. Our methods rely on the use of restricted Laplace-Stieltjes transforms of $τ_{\max}$ on the set of sample paths $\{I_{\max}=i,J(τ_{\max})=j\}$, and related processes under taboo of certain subsets of states. The utility of the resulting computational algorithms is demonstrated in two epidemic models: the SIS model for horizontally and vertically transmitted diseases; and the SIR model with constant population size.

math.PR↗

Modelling the random spreading of fake news through a two-dimensional time-inhomogeneous birth-death process

We consider a two-dimensional time-inhomogeneous birth-death process to model the time-evolution of fake news in a population. The two components of the process represent, respectively, (i) the number of individuals (say spreaders) who know the rumor and intend to spread it, and (ii) the number of individuals (say inactives) who have forgotten the rumor previously received. We employ the probability generating function-based approach to obtain the moments and the covariance of the two-dimensional process. We also analyze a new adimensional index to study the correlation between the two components. Some special cases are considered in which both the expected numbers of spreaders and inactives are equal to suitable sigmoidal curves, which are often adopted in modelling growth phenomena. Finally, we provide an application based on real data related to the diffusion of fake news, in which the optimal choice of the sigmoidal curve that fit the datasets is based on the minimization of the mean square error and of the relative absolute error.\

math.PR↗

Statistical analysis and first-passage-time applications of a lognormal diffusion process withmulti-sigmoidal logistic mean

We consider a lognormal diffusion process having a multisigmoidal logistic mean, useful to model the evolution of a population which reaches the maximum level of the growth after many stages. Referring to the problem of statistical inference, two procedures to find the maximum likelihood estimates of the unknown parameters are described. One is based on the resolution of the system of the critical points of the likelihood function, and the other is on the maximization of the likelihood function with the simulated annealing algorithm. A simulation study to validate the described strategies for finding the estimates is also presented, with a real application to epidemiological data. Special attention is also devoted to the first-passage-time problem of the considered diffusion process through a fixed boundary.

stat.ME↗

Applications of the multi-sigmoidal deterministic and stochastic logistic models for plant dynamics

We consider a generalization of the classical logistic growth model introducing more than one inflection point. The growth, called multi-sigmoidal, is firstly analyzed from a deterministic point of view in order to obtain the main properties of the curve, such as the limit behavior, the inflection points and the threshold-crossing-time through a fixed boundary. We also present an application in population dynamics of plants based on real data. Then, we define two different birth-death processes, one with linear birth and death rates and the other with quadratic rates, and we analyze their main features. The conditions under which the processes have a mean of multi-sigmoidal logistic type and the first-passage-time problem are also discussed. Finally, with the aim of obtaining a more manageable stochastic description of the growth, we perform a scaling procedure leading to a lognormal diffusion process with mean of multi-sigmoidal logistic type. We finally conduct a detailed probabilistic analysis of this process

q-bio.PE↗

Stochastic comparisons, differential entropy and varentropy for distributions induced by probability density functions

Stimulated by the need of describing useful notions related to information measures, we introduce the `pdf-related distributions'. These are defined in terms of transformation of absolutely continuous random variables through their own probability density functions. We investigate their main characteristics, with reference to the general form of the distribution, the quantiles, and some related notions of reliability theory. This allows us to obtain a characterization of the pdf-related distribution being uniform for distributions of exponential and Laplace type as well. We also face the problem of stochastic comparing the pdf-related distributions by resorting to suitable stochastic orders. Finally, the given results are used to analyse properties and to compare some useful information measures, such as the differential entropy and the varentropy.

math.PR↗

On the telegraph process driven by geometric counting process with Poisson-based resetting

We investigate the effects of the resetting mechanism to the origin for a random motion on the real line characterized by two alternating velocities $v_1$ and $v_2$. We assume that the sequences of random times concerning the motions along each velocity follow two independent geometric counting processes of intensity $λ$, and that the resetting times are Poissonian with rate $ξ>0$. Under these assumptions we obtain the probability laws of the modified telegraph process describing the position and the velocity of the running particle. Our approach is based on the Markov property of the resetting times and on the knowledge of the distribution of the intertimes between consecutive velocity changes. We obtain also the asymptotic distribution of the particle position when (i) $λ$ tends to infinity, and (ii) the time goes to infinity. In the latter case the asymptotic distribution arises properly as an effect of the resetting mechanism. A quite different behavior is observed in the two cases when $v_2<0<v_1$ and $0<v_2<v_1$. Furthermore, we focus on the determination of the moment-generating function and on the main moments of the process describing the particle position under reset. Finally, we analyse the mean-square distance between the process subject to resets and the same process in absence of resets. Quite surprisingly, the lowest mean-square distance can be found for $ξ=0$, for a positive $ξ$, or for $ξ\to +\infty$ depending on the choice of the other parameters.

math.PR↗

Cumulative Information Generating Function and Generalized Gini Functions

We introduce and study the cumulative information generating function, which provides a unifying mathematical tool suitable to deal with classical and fractional entropies based on the cumulative distribution function and on the survival function. Specifically, after establishing its main properties and some bounds, we show that it is a variability measure itself that extends the Gini mean semi-difference. We also provide (i) an extension of such a measure, based on distortion functions, and (ii) a weighted version based on a mixture distribution. Furthermore, we explore some connections with the reliability of $k$-out-of-$n$ systems and with stress-strength models for multi-component systems. Also, we address the problem of extending the cumulative information generating function to higher dimensions.

cs.IT↗

Generalized Gini's mean difference through distortions and copulas, and related minimizing problems

Given a random variable $X$ and considered a family of its possible distortions, we define two new measures of distance between $X$ and each its distortion. For these distance measures, which are extensions of the Gini's mean difference, conditions are determined for the existence of a minimum, or a maximum, within specific families of distortions, generalizing some results presented in the recent literature.

math.PR↗

Bivariate Tempered Space-Fractional Poisson Process and Shock Models

In this paper, we introduce a bivariate tempered space-fractional Poisson process (BTSFPP) by time-changing the bivariate Poisson process with an independent tempered $α$-stable subordinator. We study its distributional properties and its connection to differential equations. The Lévy measure for the BTSFPP is also derived. A bivariate competing risks and shock model based on the BTSFPP for predicting the failure times of the items that undergo two random shocks is also explored. The system is supposed to break when the sum of two types of shocks reaches a certain random threshold. Various results related to reliability such as reliability function, hazard rates, failure density, and the probability that the failure occurs due to a certain type of shock are studied. We show that for a general Lévy subordinator, the failure time of the system is exponentially distributed with mean depending on the Laplace exponent of the Lévy subordinator when the threshold has geometric distribution. Some special cases and several typical examples are also demonstrated.

math.PR↗

Continuous-time multi-type Ehrenfest model and related Ornstein-Uhlenbeck diffusion on a star graph

We deal with a continuous-time Ehrenfest model defined over an extended star graph, defined as a lattice formed by the integers of $d$ semiaxis joined at the origin. The dynamics on each ray are regulated by linear transition rates, whereas the switching among rays at the origin occurs according to a general stochastic matrix. We perform a detailed investigation of the transient and asymptotic behavior of this process. We also obtain a diffusive approximation of the considered model, which leads to an Ornstein-Uhlenbeck diffusion process over a domain formed by semiaxis joined at the origin, named spider. We show that the approximating process possesses a truncated Gaussian stationary density. Finally, the goodness of the approximation is discussed through comparison of stationary distributions, means and variances.

math.PR↗

Fractional generalized cumulative entropy and its dynamic version

Following the theory of information measures based on the cumulative distribution function, we propose the fractional generalized cumulative entropy, and its dynamic version. These entropies are particularly suitable to deal with distributions satisfying the proportional reversed hazard model. We study the connection with fractional integrals, and some bounds and comparisons based on stochastic orderings, that allow to show that the proposed measure is actually a variability measure. The investigation also involves various notions of reliability theory, since the considered dynamic measure is a suitable extension of the mean inactivity time. We also introduce the empirical generalized fractional cumulative entropy as a non-parametric estimator of the new measure. It is shown that the empirical measure converges to the proposed notion almost surely. Then, we address the stability of the empirical measure and provide an example of application to real data. Finally, a central limit theorem is established under the exponential distribution.

math.PR↗

On cumulative residual (past) inaccuracy for truncated random variables

To overcome the drawbacks of Shannon's entropy, the concept of cumulative residual and past entropy has been proposed in the information theoretic literature. Furthermore, the Shannon entropy has been generalized in a number of different ways by many researchers. One important extension is Kerridge inaccuracy measure. In the present communication we study the cumulative residual and past inaccuracy measures, which are extensions of the corresponding cumulative entropies. Several properties, including monotonicity and bounds, are obtained for left, right and doubly truncated random variables.

cs.IT↗

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

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.

math.PR↗

Analysis of reliability systems via Gini-type index

Different strategies of reliability theory for the analysis of coherent systems have been studied by various researchers. Here, the Gini-type index is utilized as an applicable tool for the study and comparison of the ageing properties of complex systems. A new stochastic order in terms of Gini-type index is introduced to compare the speed of ageing of components and systems. The parallel-series and series-parallel systems with shared components are studied by their corresponding Gini-type indexes. Also, the generalization of Gini-type index for the multidimensional case is discussed, and is used to compare components lifetimes properties in the presence of other dependent components. It is shown that the ageing properties of a component lifetime can differ when the other components are working or have already failed. Numerous illustrative examples are given for better intuition of Gini-type and generalized Gini-type indexes throughout the paper.

physics.data-an↗

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

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.

math.PR↗