Papers on journals
58) G.L. Torrisi (2026) “Tall Random Matrices with Chaotic Entries: Approximate Isometry and Covariance Estimation”. Electronic Journal of Probability, 31, 1-46.
57) M. Kirchner, G.L. Torrisi (2026) “Nonlinear Marked Poisson Autoregression: Stability and Rate of Convergence to Equilibrium”. Journal of Theoretical Probability, 39, 39 pp.
56) C. Macci, B. Pacchiarotti, G.L. Torrisi (2026) “Large and Moderate Deviations for Gaussian Neural Networks”. Journal of Applied Probability, 63, 96-115.
55) N. Apollonio, D. De Canditiis, G. Franzina, P. Stolfi, G.L. Torrisi (2025) “Normal Approximation of Random Gaussian Neural Networks”. Stochastic Systems, 15, 88-110.
54) M. Khabou and G.L. Torrisi (2025) “Gaussian Approximation and Moderate Deviations of Poisson Shot noises with Application to Compound Generalized Hawkes Processes”. Advances in Applied Probability, 57, 305-345.
53) D. De Canditiis, G.L. Torrisi (2024) “On the Lasso Estimator for Linear AR(p) Time Series with a Strictly Stationary White Noise, and Application to INAR(p) and Hawkes processes”. Journal of Statistical Planning and Inference, 231, 18 pp.
52) M. Kirchner, G.L. Torrisi (2023) “Fluctuations and Precise Deviations of Cumulative INAR Time Series”. Stochastic Processes and their Applications, 164, 1-32.
51) G.L. Torrisi (2023) “Quantitative Multidimensional Central Limit Theorems for Means of the Dirichlet-Ferguson Measure”. Alea: Latin American Journal of Probability and Mathematical Statistics, 20, 825-860.
50) I. Flint, N. Privault, G.L. Torrisi (2023) “The Malliavin-Stein Method for Normal Random Walks with Dependent Increments”. Journal of Stochastic Analysis, 4, 1-20.
49) G.L. Torrisi, M. Garetto, E. Leonardi (2023) “Bootstrap Percolation on the Stochastic Block Model”. Bernoulli, 29, 696-724.
48) I. Flint, G.L. Torrisi (2023) “An Integration by Parts Formula for the Dirichlet-Ferguson Measure, and Applications”. Potential Analysis, 4, 703-730.
47) G.L. Torrisi, E. Leonardi (2022) “Asymptotic Analysis of Poisson Shot Noise Processes, and Applications”. Stochastic Processes and their Applications, 144, 229-270.
46) M. Garetto, E. Leonardi, G.L. Torrisi (2021) “A Time-Modulated Hawkes process to Model the Spread of COVID-19 and the Impact of Countermeasures”. Annual Reviews in Control, 51, 551-563.
45) G.L. Torrisi (2020) “Concentration Inequalities for Stochastic Differential Equations of Pure Non-Poissonian Jumps”. Stochastic Processes and their Applications, 130, 6445-6479.
44) G.L. Torrisi, E. Leonardi (2020) “Almost Sure Central Limit Theorems in Stochastic Geometry”. Advances in Applied Probability, 52, 705-734.
43) I. Flint, N. Privault, G.L. Torrisi (2020) “Bounds in Total Variation Distance for Discrete-Time Processes on the Sequence Space”. Potential Analysis, 52, 223-243.
42) I. Flint, N. Privault, G.L. Torrisi (2019) “Functional Inequalities for Marked Point Processes”. Electronic Journal of Probability, 24, 1-40.
41) G.L. Torrisi, M. Garetto, E. Leonardi (2019) “Bootstrap Percolation on the Stochastic Block Model”. Stochastic Processes and their Applications, 129, 1873-1902.
40) I. Flint, G.L. Torrisi (2017) “A Clark-Ocone Formula for Temporal Point Processes, and Applications”. The Annals of Probability, 45, 3266-3292.
39) E. Leonardi, G.L. Torrisi (2017) “Modeling LRU Caches with Shot Noise Request Processes”. SIAM Journal on Applied Mathematics, 77, 361-383.
38) G.L. Torrisi (2017) “Probability Approximation of Point Processes with Papangelou Conditional Intensity”. Bernoulli, 23, 2210-2256.
37) G.L. Torrisi (2017) “Poisson Approximation of Point Processes with Stochastic Intensity, and Application to Nonlinear Hawkes Processes”. Annales de l’Institut Henri Poincar´e (B) Probabilit´es et Statistiques, 53, 679-700.
36) G.L. Torrisi (2016) “Gaussian Approximation of Nonlinear Hawkes Processes”. The Annals of Applied Probability, 26, 2106-2140.
35) L. Decreusefond, I. Flint, N. Privault, G.L. Torrisi (2015) “Stochastic Dynamics of Determinantal Processes by Integration by Parts”. Communications on Stochastic Analysis, 9, 375-399.
34) N. Privault, G.L. Torrisi (2015) “The Stein and Chen-Stein methods for Functionals of Non-Symmetric Bernoulli Processes”. Alea: Latin American Journal of Probability and Mathematical Statistics, 12, 309-356.
33) T.D. Nguyen, N. Privault, G.L. Torrisi (2015) “Gaussian Estimates for Solutions of Some One-Dimensional Stochastic Equations”. Potential Analysis, 43, 289-311.
32) G.L. Torrisi (2014) “Quasi-Invariance of Fermion Processes with J-Hermitian Kernel”. Communications on Stochastic Analysis, 8, 169-190.
31) D. Ciullo, V. Martina, M. Garetto, E. Leonardi, G.L. Torrisi (2014) “Peer Assisted VoD Systems: an Efficient Modeling Framework”. IEEE Transactions on Parallel and Distributed Systems, 25, 1852-1863.
30) G.L. Torrisi, E. Leonardi (2014) “Large Deviations of the Interference in the Ginibre Network Model”. Stochastic Systems, 4, 173-205.
29) D. Ciullo, V. Martina, M. Garetto, E. Leonardi, G.L. Torrisi (2013) “Asymptotic Properties of Sequential Streaming Leveraging Users’ Cooperation”. IEEE Transactions on Information Theory, 59, 8386-8401.
28) N. Privault, G.L. Torrisi (2013) “Probability Approximation by Clark-Ocone Covariance Representation”. Electronic Journal of Probability, 18, 1-25.
27) G.L. Torrisi (2013) “Point Processes with Papangelou Conditional Intensity: from the Skorohod Integral to the Dirichlet Form”. Markov Processes and Related Fields, 19, 195-248.
26) G.L. Torrisi, E. Leonardi (2013) “Simulating the Tail of the Interference in a Poisson Network Model”. IEEE Transactions on Information Theory, 59, 1773-1787.
25) G.L. Torrisi (2013) “Functional Strong Law of Large Numbers for Loads in a Planar Network Model”. Statistics Probability Letters 83, 718-723.
24) G.L. Torrisi (2012) “Asymptotic Analysis of the Optimal Cost in Some Transportation Problems with Random Locations”. Stochastic Processes and Their Applications 122, 305-333.
23) K. Duffy, G.L. Torrisi (2011) “Sample Path Large Deviations of Poisson Shot Noise with Heavy Tail Semi-Exponential Distributions”. Journal of Applied Probability 48, 688-698.
22) N. Privault, G.L. Torrisi (2011) “Density Estimation of Functionals of Finite Spatial Point Processes with Random Marks, and Applications in Wireless Communication”. SIAM Journal on Mathematical Analysis, 43, 1311-1344.
21) K. Duffy, C. Macci, G.L. Torrisi (2011) “Sample Path Large Deviations for Order Statistics”. Journal of Applied Probability, 48, 238-257.
20) K. Duffy, C. Macci, G.L. Torrisi (2011) “On the Large Deviations of a Class of Modulated Additive Processes”. ESAIM: Probability Statistics, 15, 83-109.
19) C. Macci, G.L. Torrisi (2011) “ Risk Processes with Shot Noise Cox Claim Number Process and Reserve Dependent Premium Rate ”. Insurance: Mathematics and Economics, 48, 134-145.
18) G.Stabile, G.L. Torrisi (2010) “Large Deviations of Poisson Shot Noise Processes, under Heavy Tail Semi-Exponential Conditions”. Statistics Probability Letters, 80, 1200-1209.
17) C. Bordenave, G.L. Torrisi (2010) “Load Optimization in a Planar Network”. The Annals of Applied Probability, 20, 2040-2085.
16) G. Stabile, G.L. Torrisi (2010) “Risk Processes with Non-Stationary Hawkes Claims Arrivals”. Methodology and Computing in Applied Probability, 12, 415-429.
15) A. Ganesh, G.L. Torrisi (2008) “Large Deviations of the Interference in a Wireless Communication Model”. IEEE Transactions on Information Theory, 54, 3505-3517.
14) C. Bordenave, G.L. Torrisi (2008) “Monte Carlo Methods for Sensitivity Analysis of Poisson-Driven Stochastic Systems, and Applications”. Advances in Applied Probability, 40, 293-320.
13) C. Bordenave, G.L. Torrisi (2007) “Large Deviations of Poisson Cluster Processes”. Stochastic Models, 23, 593-625.
12) J. Møller, G.L. Torrisi (2007) “The Pair Correlation Function of Spatial Hawkes Processes”. Statistics Probability Letters, 77, 995-1003.
11) A. Ganesh, C. Macci, G.L. Torrisi (2007) “A Class of Risk Processes with Reserve-Dependent Premium Rate: Sample Path Large Deviations and Importance Sampling”. Queueing Systems, 55, 83-94.
10) A.Ganesh, G.L. Torrisi (2006) “A Class of Risk Processes with Delayed Claims: Ruin Probability Estimates under Heavy Tail Conditions”. Journal of Applied Probability, 43, 916-926.
9) A. Ganesh, C. Macci, G.L. Torrisi (2005) “Sample Path Large Deviations Principles for Poisson Shot Noise Processes, and Applications”. Electronic Journal of Probability, 10, 1026-1043.
8) J. Møller, G.L. Torrisi (2005) “Generalised Shot Noise Cox Processes”. Advances in Applied Probability, 37, 48-74.
7) G. Sebastiani, G.L. Torrisi (2005) “An Extended Ant Colony Algorithm and its Convergence Analysis”. Methodology and Computing in Applied Probability, 7, 249-263.
6) C. Macci, G. Stabile, G.L. Torrisi (2005) “Lundberg Parameters for Non Standard Risk Processes”. Scandinavian Actuarial Journal, 6, 417-432.
5) G.L. Torrisi (2004) “Simulating the Ruin Probability of Risk Processes with Delay in Claim Settlement”. Stochastic Processes and Their Applications, 112, 225-244.
4) C. Macci, G.L. Torrisi (2004) “Asymptotic Results for Perturbed Risk Processes with Delayed Claims”. Insurance: Mathematics and Economics, 34, 307-320.
3) P. Bremaud, G. Nappo, G.L. Torrisi (2002) “Rate of Convergence to Equilibrium of Marked Hawkes Processes”. Journal of Applied Probability, 39, 123-136.
2) G.L. Torrisi (2002) “A Class of Interacting Marked Point Processes: Rate of Convergence to Equilibrium”. Journal of Applied Probability, 39, 137-160.
1) F. Spizzichino, G.L. Torrisi (2001) “Multivariate Negative Aging in An Exchangeable Model of Heterogeneity”. Statistics Probability Letters, 55, 71-82.
Papers on conferences
5) M. Garetto, E. Leonardi, G.L. Torrisi “Generalized Threshold-Based Epidemics in Random Graphs: the Power of Extreme Values”, ACM Sigmetrics, 2016.
4) E. Leonardi, G.L. Torrisi “Least Recently Used Caches Under the Shot Noise Model” IEEE INFOCOM, Hong Kong, China, 2015.
3) D. Ciullo, V. Martina, M. Garetto, E. Leonardi, G.L. Torrisi “Performance Analysis of Non-Stationary Peer-Assisted VoD Systems” IEEE INFOCOM mini-conference, Orlando, FL, USA, March 25-30, 2012.
2) D. Ciullo, V. Martina, M. Garetto, E. Leonardi, G.L. Torrisi “Stochastic Analysis of Self-Sustainability in Peer-Assisted VoD Systems” IEEE INFOCOM, Orlando, FL, USA, March 25-30, 2012.
1) A. Ganesh, G.L. Torrisi “Large Deviation of the Interference in a Wireless Communication Model”. In “Modeling and Optimization in Mobile, Ad Hoc and Wireless Networks, Vols 1-2 Pages: 407-412, Published: 2007.
Books chapters
1) L. Decreusefond, I. Flint, N. Privault, G.L. Torrisi (2016) “Determinantal Processes: a Survey” in “Stochastic analysis of Poisson point processes: Malliavin Calculus, Wiener-Ito Chaos Expansions and Stochastic Geometry”, G. Peccati e M. Reitzner Editors, Bocconi Springer Series, 35 pages.
