Papers published on refereed international journals



1) F. Spizzichino, G.L. Torrisi
"Multivariate negative aging in an exchangeable model of heterogeneity"
Statistics and Probability Letters, 55 (2001), 71-82.



2) P.Brémaud, G. Nappo, G.L. Torrisi
"Rate of convergence to equilibrium of marked Hawkes processes"
Journal of Applied Probability, 39 (2002), 123-136.



3) G.L. Torrisi
"A class of interacting marked point processes: rate of convergence to equilibrium"
Journal of Applied Probability, 39 (2002), 137-160.



4) C. Macci, G.L. Torrisi
"Asymptotic results for perturbed risk processes with delayed claims"
Insurance: Mathematics and Economics, 34 (2004), 307-320.



5) G.L. Torrisi
"Simulating the ruin probability of risk processes with delay in claim settlement"
Stochastic Processes and their Applications, 112 (2004), 225-244.



6) J. Møller, G.L. Torrisi
"Generalised shot noise Cox processes"
Advances in Applied Probability, 37 (2005), 47-74.



7) G. Sebastiani, G.L. Torrisi
"An extended Ant Colony algorithm and its convergence analysis"
Methodology and Computing in Applied Probability, 7 (2005), 249-263.



8) A. Ganesh, C. Macci, G.L. Torrisi
"Sample path large deviations for Poisson shot noise processes, and applications"
Electronic Journal of Probability, 10 (2005), 1026-1043.



9) C. Macci, G. Stabile, G.L. Torrisi
"Lundberg parameters for non standard risk processes"
Scandinavian Actuarial Journal, 6 (2005), 417-432.



10) A. Ganesh, G.L. Torrisi
"A class of risk processes with delayed claims: ruin probability estimates under heavy tail conditions"
Journal of Applied Probability, 43 (2006), 916-926.



11) A. Ganesh, C. Macci, G.L. Torrisi
"A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling"
Queueing Systems, 55 (2007), 83-94.



12) J. Møller, G.L. Torrisi
"The pair correlation function of spatial Hawkes processes"
Statistics and Probability Letters, 77 (2007), 995-1003.



13) C. Bordenave, G.L. Torrisi
"Large deviations of Poisson cluster processes"
Stochastic Models, 23 (2007), 593-625.



14) C. Bordenave, G.L. Torrisi
"Monte Carlo methods for sensitivity analysis of Poisson driven stochastic systems, and applications"
Advances in Applied Probability, 40 (2008), 293-320.



15) A. Ganesh, G.L. Torrisi
"Large deviations of the interference in a wireless communication model"
IEEE Transactions on Information Theory, 54(8) (2008), 3505-3517.



16) G. Stabile, G.L. Torrisi
"Risk processes with non-stationary Hawkes arrivals"
Methodology and Computing in Applied Probability, 12 (2010), 415-429.



17) C. Bordenave, G.L. Torrisi
"Load optimization in a planar network"
Annals of Applied Probability, 20 (2010), 2040-2085.



18) G. Stabile, G.L. Torrisi
"Large deviations of Poisson shot noise processes, under heavy tail semi-exponential conditions"
Statistics and Probability Letters, 80 (2010), 1200-1209.



19) C. Macci, G.L. Torrisi
"Risk processes with shot noise Cox claim number process and reserve dependent premium rate"
Insurance: Mathematics and Economics, 48 (2011), 134-145.



20) K. Duffy, C. Macci, G.L. Torrisi
"Sample path large deviations for order statistics"
Journal of Applied Probability, 48 (2011), 238-257.



21) N. Privault, G.L. Torrisi
"Density estimation of functionals of spatial point processes with application to wireless networks"
SIAM Journal on Mathematical Analysis, 43(3) (2011), 1311-1344.



22) K. Duffy, G.L. Torrisi
"Sample path large deviations of Poisson shot noise with heavy tail semi-exponential distributions"
Journal of Applied Probability, 48 (2011), 688--698.



23) K. Duffy, C. Macci, G.L. Torrisi
"ON THE LArge deviations of a class of modulated additive processes"
ESAIM: Probability and Statistics, 15 (2011), 83-109.



24) G.L. Torrisi
"Asymptotic analysis of the optimal cost in some transportation problems with random locations"
Stochastic Processes and their Applications, 122 (2012), 305-333.



25) G.L. Torrisi
"Functional strong law of large numbers for loads in a planar network model"
Statistics and Probability Letters, 83 (2013), 718-723.



26) G.L. Torrisi, E. Leonardi
"Simulating the tail of the interference in a Poisson network model"
IEEE Transactions on Information Theory, 59(3) (2013), 1773--1787.



27) G.L. Torrisi
"Point processes with Papangelou conditional intensity: from the Skorohod integral to the Dirichlet form"
Markov Processes and Related Fields, 19 (2013), 195-248.



28) N. Privault, G.L. Torrisi
"Probability approximation by Clark-Ocone covariance representation"
Electronic Journal of Probability, 18 (2013), 1-25.



29) D. Ciullo, V. Martina, M. Garetto, E. Leonardi, G.L. Torrisi
"Asymptotic properties of sequential streaming leveraging users' cooperation"
IEEE Transactions on Information Theory, 59(12) (2013), 8386-8401.



30) D. Ciullo, V. Martina, M. Garetto, E. Leonardi, G.L. Torrisi
"Peer Assisted VoD Systems: An Efficient Modeling Framework"
IEEE Transactions on Parallel and Distributed Systems, 25(7) (2014), 1852-1863.



31) G.L. Torrisi, E. Leonardi
"Large deviations of the interference in the Ginibre network model"
Stochastic Systems, 4(1) (2014), 173-205.



32) G.L. Torrisi
"Quasi-invariance of fermion processes with J-Hermitian kernel"
Communications on Stochastic Analysis 8(2) (2014), 169-190.



33) T.D. Nguyen, N. Privault, G.L. Torrisi
"Gaussian estimates for solutions of some one-dimensional stochastic equations"
Potential Analysis, 43(2) (2015), 289-311.



34) N. Privault, G.L. Torrisi
"The Stein and Chen-Stein methods for functionals of non-symmetric Bernoulli processes"
ALEA, 12 (2015), 309-356.



35) L. Decreusefond, I. Flint, N. Privault, G.L. Torrisi
"Stochastic dynamics of determinantal processes by integration by parts"
Communications on Stochastic Analysis, 9 (2015), 375-399.



36) G.L. Torrisi
"Gaussian approximation of nonlinear Hawkes processes"
Annals of Applied Probability, 26, (2016), 2106-2140.



37) G.L. Torrisi
"Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes"
Annales de l'Institut Henri Poincare' (B) Probabilites et Statistiques, 53, (2017), 679-700.



38) G.L. Torrisi
"Probability approximation of point processes with Papangelou conditional intensity"
Bernoulli, 23, (2017), 2210-2256.



39) E. Leonardi, G.L. Torrisi
"Modeling LRU caches with shot noise request processes"
SIAM Journal on Applied Mathematics, 77, (2017), 361-383.



40) I. Flint, G.L. Torrisi
"A Clark-Ocone formula for temporal point processes, and applications"
Annals of Probability, 45, (2017), 3266-3292.



41) G.L. Torrisi, M. Garetto, E. Leonardi
"A large deviation approach to supercritical bootstrap percolation on the random graph G(n,p)"
Stochastic Processes and their Applications, 129, (2019), 1873-1902.



42) I. Flint, N. Privault, G.L. Torrisi
"Functional inequalities for marked point processes"
Electronic Journal of Probability, (2019), 24, 1-40.



43) I. Flint, N. Privault, G.L. Torrisi
"Bounds in total variation distance for discrete-time processes on the sequence space"
Potential Analysis, (2020), 52, 223-243.



44) G.L. Torrisi, E. Leonardi
"Almost sure central limit theorems in stochastic geometry"
Advances in Applied Probability, (2020), 52, 705-734.



45) G.L. Torrisi
"Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps"
Stochastic Processes and their Applications, (2020), 130, 6445-6479.



46) M. Garetto, E. Leonardi, G.L. Torrisi
"A time-modulated Hawkes process to model the spread of COVID-19 and the impact of countermeasures"
Annual Reviews in Control, to appear, (2021).



47) I. Flint, G.L. Torrisi
"An integration by parts formula for functionals of the Dirichlet-Ferguson measure, and applications"
Potential Analysis, to appear, (2021).



Papers submitted to refereed international journals



1) G.L. Torrisi, M. Garetto, E. Leonardi
"Bootstrap percolation on the stochastic block model"
Submitted.



2) G.L. Torrisi, E. Leonardi
"Asymptotic analysis of Poisson shot noise processes, and applications"
Submitted.



3) G.L. Torrisi, D. De Canditiis
"On the Lasso estimator of linear AR(p) time series with a strictly stationary white noise, and application to INAR(p) and Hawkes processes"
Submitted.



Papers published on refereed conference proceedings



1) A. Ganesh, G.L. Torrisi
"Large deviations of the interference in a wireless communication model"
In Modeling and Optimization in Mobile, ad Hoc and Wireless Networks (2007), Vols 1-2, pp. 407--412.



2) G. Stabile, G.L. Torrisi
"Risk Processes with delayed claims for heavy tailed distributions"
MTISD (2008), Lecce, Italia.



3) D. Ciullo, V. Martina, M. Garetto, E. Leonardi, G.L. Torrisi
"Stochastic Analysis of Self-Sustainability in Peer-Assisted VoD Systems"
IEEE INFOCOM (2012), Orlando, USA.



4) D. Ciullo, V. Martina, M. Garetto, E. Leonardi, G.L. Torrisi
"Performance Analysis of Non-Stationary Peer-Assisted VoD Systems"
IEEE INFOCOM (2012), Orlando, USA.



5) E. Leonardi, G.L. Torrisi
"Least Recently Used Caches Under the Shot Noise Model"
IEEE INFOCOM (2015), Hong Kong, China.



6) M. Garetto, E. Leonardi, G.L. Torrisi
"Generalized threshold-based epidemics in random graphs: the power of extreme values"
ACM-Sigmetrics (2016).



Books chapters



1) L. Decreusefond, I. Flint, N. Privault, G.L. Torrisi
"Determinantal processes: a survey"
In Stochastic Analysis of Poisson Point Processes: Malliavin Calculus, Wiener-Ito Chaos Expansions and Stochastic Geometry (2016),
G. Peccati and M. Reitzner Editors, Bocconi Springer Series, 35 pp.



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