All Posts By

Francesco Pierangeli

Research Papers
April 18, 2017

Emergence Of Giant Strongly Connected Components In Continuum Disk-Spin Percolation

Abstract We propose a continuum model of percolation in two dimensions for overlapping disks with spin. In this model the existence of bonds is determined…
Read More
updates
April 18, 2017

P2P Financial Systems International Workshop (P2PFISY)

P2PFISY: Digital currencies and blockchain technologies, P2P lending and crowdfunding, digital money transfer, mobile banking and mobile payments. An event that will finally merge the…
Read More
Research Papers
April 17, 2017

Efficient Private Statistics With Succint Sketches

Abstract Abstract—Large-scale collection of contextual information is often essential in order to gather statistics, train machine learning models, and extract knowledge from data. The ability…
Read More
Research Papers
April 17, 2017

HORNET: High-Speed Onion Routing At The Network Layer

Abstract We present HORNET, a system that enables high-speed end-to-end anonymous channels by leveraging next generation network architectures. HORNET is designed as a low-latency onion…
Read More
Research Papers
April 17, 2017

Spitzer Identity, Wiener-Hopf Factorization, And Pricing Of Discretely Monitored ExoticOptions

Abstract © 2015 Elsevier B. V. All rights reserved.The Wiener-Hopf factorization of a complex function arises in a variety of fields in applied mathematics such…
Read More
Research Papers
April 17, 2017

Velocity And Enery Distributions In Microcanonical Ensembles Of Hard Spheres

Abstract In a microcanonical ensemble (constant NVE, hard reflecting walls) and in a molecular dynamics ensemble (constant NVEPG, periodic boundary conditions) with a number N…
Read More
Research Papers
April 17, 2017

First-Passage And First-Exit Times Of A Bessel-Like Stochastic Process

Abstract We study a stochastic process Xt which is a particular case of the Rayleigh process and whose square is the Bessel process, with various…
Read More
Research Papers
April 17, 2017

Stochastic Calculus For Uncoupled Continous-Time Random Walks

Abstract The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications not only in physics but also in insurance, finance, and economics.…
Read More
Research Papers
April 17, 2017

Molecular Graphics Of Convex Body Fluids

Abstract Coarse-grained modeling of molecular fluids is often based on nonspherical convex rigid bodies like ellipsoids orspherocylinders representing rodlike or platelike molecules or groups of…
Read More
Research Papers
April 17, 2017

Montecarlo Simulation Of Uncoupled Continous Time Random Walks Yielding A Stochastic Solution Of The Space-Time Fractional Diffusion Equation

We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Lévy α -stable distribution of jumps in space…
Read More