Items where Author is "Crimaldi, Irene"

2017

Crimaldi, Irene and Del Vicario, Michela and Morrison, Greg and Quattrociocchi, Walter and Riccaboni, Massimo Modeling networks with a growing feature-structure. Interdisciplinary Information Sciences, 23 (2). pp. 127-144. ISSN 1340-9050 (2017)

Aletti, Giacomo and Crimaldi, Irene and Ghiglietti, Andrea Networks of reinforced stochastic processes: Asymptotics for the empirical means. Technical Report (Submitted)

Aletti, Giacomo and Crimaldi, Irene and Ghiglietti, Andrea Synchronization of Reinforced Stochastic Processes with a Network-based Interaction. The Annals of Applied Probability, 27 (6). pp. 3787-3844. ISSN 1050-5164 (2017)

2016

Berti, Patrizia and Crimaldi, Irene and Pratelli, Luca and Rigo, Pietro Asymptotics for randomly reinforced urns with random barriers. Journal of applied probability, 53 (4). pp. 1206-1220. ISSN 0021-9002 (2016)

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea and Gianfagna, Laura and Pammolli, Fabio Assessing financial distress dependencies in OTC markets: a new approach using trade repositories data. Financial Markets and Portfolio Management, 30 (4). pp. 397-426. ISSN 1934-4554 (2016)

Crimaldi, Irene Central limit theorems for a hypergeometric randomly reinforced urn. Journal of applied probability, 53 (3). pp. 899-913. ISSN 0021-9002 (2016)

Crimaldi, Irene and Dai Pra, Paolo and Minelli, Ida G. Fluctuation Theorems for Synchronization of Interacting Polya's urns. Stochastic processes and their applications, 126 (3). pp. 930-947. ISSN 0304-4149 (2016)

Crimaldi, Irene Introduzione alla nozione di convergenza stabile e sue varianti. Quaderni dell'Unione Matematica Italiana, 57 . Unione Matematica Italiana, Bologna. ISBN 978-88-96336-22-9 (2016)

Boldi, Paolo and Crimaldi, Irene and Monti, Corrado A Network Model characterized by a Latent Attribute Structure with Competition. Information Sciences, 354. pp. 236-256. ISSN 0020-0255 (2016)

2015

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea and Gianfagna, Laura and Pammolli, Fabio Assessing financial distress dependencies in OTC markets: a new approach by Trade Repositories data. EIC working paper series #10/2015 IMT Institute for Advanced Studies Lucca

Crimaldi, Irene and Del Vicario, Michela and Morrison, Greg and Quattrociocchi, Walter and Riccaboni, Massimo Homophily and Triadic Closure in Evolving Social Networks. EIC working paper series #3/2015 IMT Institute for Advanced Studies Lucca

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea L’importanza sistemica delle banche: da una prospettiva globale a una locale? (Systemic Importance of Financial Institutions: from a Global to a Local Perspective? A Network Theory Approach). Bancaria, 2-2015. pp. 54-69. ISSN 0005-4623 (2015)

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea and Pammolli, Fabio and Riccaboni, Massimo Systemic risk and banking regulation: some facts on the new regulatory framework. EIC working paper series #1/2015 IMT Institute for Advanced Studies Lucca ISSN 2279-6894.

Berti, Patrizia and Crimaldi, Irene and Pratelli, Luca and Rigo, Pietro Central Limit Theorems for an Indian Buffet Model with Random Weights. The Annals of Applied Probability, 25 (2). pp. 523-547. ISSN 1050-5164 (2015)

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea and Pammolli, Fabio and Riccaboni, Massimo Systemic risk and banking regulation: some facts on the new regulatory framework. Corporate Ownership & Control, 12 (2). pp. 52-63. ISSN 1727 - 9232 (2015)

2014

Chessa, Alessandro and Crimaldi, Irene and Riccaboni, Massimo and Trapin, Luca Cluster analysis of weighted bipartite networks: a new copula-based approach. PloS One, 9 (10). e109507. ISSN 1932-6203 (2014)

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea and Pammolli, Fabio and Riccaboni, Massimo Systemic importance of financial institutions: from a global to a local perspective? A network theory approach. EIC working paper series #9/2014 IMT Institute for Advanced Studies Lucca

Chessa, Alessandro and Crimaldi, Irene and Riccaboni, Massimo and Trapin, Luca Cluster analysis of weighted bipartite networks: a new copula-based approach. EIC working paper series #3/2014 IMT Institute for Advanced Studies Lucca

Bonollo, Michele and Crimaldi, Irene and Flori, Andrea and Pammolli, Fabio and Riccaboni, Massimo Systemic importance of financial institutions: regulations, research, open issues, proposals. EIC working paper series #2/2014 IMT Institute for Advanced Studies Lucca ISSN 2279-6894.

Berti, Patrizia and Crimaldi, Irene and Pratelli, Luca and Rigo, Pietro An Anscombe-type theorem. Journal of Mathematical Sciences, 196 (1). pp. 15-22. ISSN 1072-3374 (2014)

2013

Crimaldi, Irene and Di Crescenzo, Antonio and Iuliano, Antonella and Martinucci, Barbara A generalized telegraph process with velocity driven by random trials. Advances in applied probability, 45 (4). pp. 1111-1136. ISSN 0001-8678 (2013)

Caldarelli, Guido and Chessa, Alessandro and Crimaldi, Irene and Pammolli, Fabio Weighted Networks as Randomly Reinforced Urn Processes. Physical Review E, 87 (2). ISSN 1539-3755 (2013)

2012

Bianchi, Alessandra and Bregni, Stefano and Crimaldi, Irene and Ferrari, Marco Analysis of a Hurst parameter estimator based on the modified Allan variance. In: 2012 IEEE Global Communications Conference (GLOBECOM). GLOBECOM (ISSN 1930-529X) . IEEE, pp. 1716-1721. ISBN 978-1-4673-0921-9 (2012)

Bianchi, Alessandra and Campanino, Massimo and Crimaldi, Irene Asymptotic Normality of a Hurst Parameter Estimator Based on the Modified Allan Variance. International Journal of Stochastic Analysis, 2012. pp. 1-20. ISSN 2090-3332 (2012)

2011

Berti, Patrizia and Crimaldi, Irene and Pratelli, Luca and Rigo, Pietro A central limit theorem and its applications to multicolor randomly reinforced urns. Journal of applied probability , 48 (2). pp. 527-546. ISSN 0021-9002 (2011)

2010

Berti, Patrizia and Crimaldi, Irene and Pratelli, Luca and Rigo, Pietro Central limit theorems for multicolor urns with dominated colors. Stochastic processes and their applications , 120 (8). pp. 1473-1491. ISSN 0304-4149 (2010)

Bassetti, Federico and Crimaldi, Irene and Leisen, Fabrizio Conditionally identically distributed species sampling sequences. Advances in applied probability, 42 (2). pp. 433-459. ISSN 0001-8678 (2010)

2009

Berti, Patrizia and Crimaldi, Irene and Pratelli, Luca and Rigo, Pietro Rate of convergence of predictive distributions for dependent data. Bernoulli, 15 (4). pp. 1351-1367. ISSN 1350-7265 (2009)

Crimaldi, Irene An almost sure conditional convergence result and an application to a generalized Polya urn. International Mathematical Forum, 4 (23). pp. 1139-1156. ISSN 1312-7594 (2009)

2008

Crimaldi, Irene and Leisen, Fabrizio Asymptotic results for a generalized Pólya urn with “multi-updating” and applications to clinical trials. Communications in statistics - theory and methods, 37 (17). pp. 2777-2794. ISSN 0361-0926 (2008)

2007

Crimaldi, Irene and Letta, Giorgio and Pratelli, Luca Sur l'interversion de l'ordre entre deux opérations sur les tribus. Comptes rendus mathématique, 345 (6). pp. 341-344. ISSN 1631-073X (2007)

Crimaldi, Irene and Letta, Giorgio and Pratelli, Luca A strong form of stable convergence. Séminaire de Probabilités XL . pp. 203-225. ISSN 0720-8766 (2007)

2006

Baldi Antognini, Alessandro and Crimaldi, Irene A dose-finding sequential method for targeting a given mean response: Up&Down experiments. In: Atti della XLIII Riunione scientifica della Società italiana di Statistica: Università di Torino, 14-16 giugno 2006. CLEUP, Padova, pp. 415-426. ISBN 88-7178-791-9 (2006)

2005

Crimaldi, Irene and Pratelli, Luca Convergence results for conditional expectations. Bernoulli, 11 (4). pp. 737-745. ISSN 1350-7265 (2005)

Crimaldi, Irene and Pratelli, Luca Convergence results for multivariate martingales. Stochastic processes and their applications , 115 (4). pp. 571-577. ISSN 0304-4149 (2005)

Crimaldi, Irene and Pratelli, Luca Two inequalities for conditional expectations and convergence results for filters. Statistics and probability letters , 74 (2). pp. 151-162. ISSN 0167-7152 (2005)

2004

Crimaldi, Irene On the behavior of the conditional expectations in Skorohod representation theorem. Statistics and probability letters , 67 (2). pp. 141-148. ISSN 0167-7152 (2004)

2002

Crimaldi, Irene Introduzione alla teoria delle misure aleatorie puntuali. Università degli studi di Pisa. Dipartimento di matematica, Pisa. (2002)

Crimaldi, Irene Convergence results for a normalized triangular array of symmetric random variables. Expositiones mathematicae, 20 (4). pp. 375-384. ISSN 0723-0869 (2002)

2001

Crimaldi, Irene Tomas Bjork, A geometric view of the term structure of interest rates, Cattedra Galileiana 2000 (Lecture notes written by Irene Crimaldi). Pubblicazioni della classe di Scienze della Scuola Normale Superiore (Pisa), collana dei Quaderni/Cattedra Galileiana . Scuola Normale Superiore di Pisa (finito di stampare per conto della "CompoMat" (Ri) dalla Nuova Grafica 86), Pisa. (2001)

2000

Crimaldi, Irene Lo spazio di Skorohod. Università degli studi di Pisa. Dipartimento di matematica, Pisa. (2000)

Crimaldi, Irene and Letta, Giorgio Sur la tribu borélienne de l'espace de Skorohod. Rendiconti dell'Accademia Nazionale delle Scienze detta dei XL. Parte I: Memorie di matematica e applicazioni, XXIV (1). pp. 255-268. ISSN 1128-8582 (2000)

1998

Crimaldi, Irene and Pratelli, Luca Paul Lévy type inequalities for symmetric random variables. Rendiconti dell'Accademia Nazionale delle Scienze detta dei XL. Parte I: Memorie di matematica e applicazioni, XXII (1). pp. 77-84. ISSN 1128-8582 (1998)