Large deviations for a damped telegraph process

In this paper we consider a slight generalization of the damped telegraph process in Di Crescenzo and Martinucci (2010). We prove a large deviation principle for this process and an asymptotic result for its level crossing probabilities (as the level goes to infinity). Finally we compare our results with the analogous well-known results for the standard telegraph process

Large deviations for i.i.d. replications of the total progeny of a Galton--Watson process

The Galton--Watson process is the simplest example of a branching process. The relationship between the offspring distribution, and, when the extinction occurs almost surely, the distribution of the total progeny is well known. In this paper, we illustrate the relationship between these two distributions when we consider the large deviation rate function (provided by Cram\'{e}r's theorem) for empirical means of i.i.d. random variables. We also consider the case with a random initial population. In the final part, we present large deviation results for sequences of estimators of the offspring mean based on i.i.d. replications of total progeny.Comment: Published at http://dx.doi.org/10.15559/16-VMSTA72 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/

Multivariate fractional Poisson processes and compound sums

In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also consider compound processes. We obtain some equations in terms of some suitable fractional derivatives and fractional difference operators, which provides the extension of known equations for the univariate processes.Comment: 19 pages Keywords: conditional independence, Fox-Wright function, fractional differential equations, random time-chang

The impact of soil and vegetation management on ecosystem services in european almond orchards

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Multivariate fractional Poisson processes and compound sums

In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (nonfractional) Poisson processes. In some cases we also consider compound processes. We obtain some equations in terms of some suitable fractional derivatives and fractional difference operators, which provides the extension of known equations for the univariate processes

Correlated fractional counting processes on a finite time interval

We present some correlated fractional counting processes on a finite time interval. This will be done by considering a slight generalization of the processes in Borges et al. (2012). The main case concerns a class of space-time fractional Poisson processes and, when the correlation parameter is equal to zero, the univariate distributions coincide with the ones of the space-time fractional Poisson process in Orsingher and Polito (2012). On the other hand, when we consider the time fractional Poisson process, the multivariate finite dimensional distributions are different from the ones presented for the renewal process in Politi et al. (2011). Another case concerns a class of fractional negative binomial processes

Large deviations for risk measures in finite mixture models

Due to their heterogeneity, insurance risks can be properly described as a mixture of different fixed models, where the weights assigned to each model may be estimated empirically from a sample of available data. If a risk measure is evaluated on the estimated mixture instead of the (unknown) true one, then it is important to investigate the committed error. In this paper we study the asymptotic behaviour of estimated risk measures, as the data sample size tends to infinity, in the fashion of large deviations. We obtain large deviation results by applying the contraction principle, and the rate functions are given by a suitable variational formula; explicit expressions are available for mixtures of two models. Finally, our results are applied to the most common risk measures, namely the quantiles, the Expected Shortfall and the shortfall risk measures

MOND and IMF variations in early-type galaxies from ATLAS3D

MOdified Newtonian dynamics (MOND) represents a phenomenological alternative to dark matter (DM) for the missing mass problem in galaxies and clusters of galaxies. We analyze the central regions of a local sample of $\sim 220$ early-type galaxies from the $\rm ATLAS^{3D}$ survey, to see if the data can be reproduced without recourse to DM. We estimate dynamical masses in the MOND context through Jeans analysis, and compare to $\rm ATLAS^{3D}$ stellar masses from stellar population synthesis. We find that the observed stellar mass--velocity dispersion relation is steeper than expected assuming MOND with a fixed stellar initial mass function (IMF) and a standard value for the acceleration parameter $a_{\rm 0}$. Turning from the space of observables to model space, a) fixing the IMF, a universal value for $a_{\rm 0}$ cannot be fitted, while, b) fixing $a_{\rm 0}$ and leaving the IMF free to vary, we find that it is "lighter" (Chabrier-like) for low-dispersion galaxies, and "heavier" (Salpeter-like) for high dispersions. This MOND-based trend matches inferences from Newtonian dynamics with DM, and from detailed analysis of spectral absorption lines, adding to the converging lines of evidence for a systematically-varying IMF.Comment: 6 pages, 3 figures, accepted for publication on MNRAS Letters, typos corrected and further references adde