Foto del docente

Pietro Rigo

Professore ordinario

Dipartimento di Scienze Statistiche "Paolo Fortunati"

Settore scientifico disciplinare: MAT/06 PROBABILITA E STATISTICA MATEMATICA

Pubblicazioni

 

Selected publications (in reverse chronological order)

 


Pratelli L. Rigo P. (2024) Some duality results for equivalence couplings and total variation, Electronic Communications in Probability, 29, 1-12.

 

Dreassi E. Leisen F. Pratelli L. Rigo P. (2024) Generating knockoffs via conditional independence, Electronic Journal of Statistics, 18, 119-144.

 

Rigo P. (2024) Finitely additive mass transportation, Bernoulli, to appear.

 

Janson S. Pratelli L. Rigo P. (2024) Quantitative bounds in the central limit theorem for m-dependent random variables, Alea, 21, 245-265.

 

Pratelli L. Rigo P. (2023) A central limit theorem for some generalized martingale arrays, Electronic Communications in Probability, 28, 1-12.

 

Berti P. Dreassi E. Leisen F. Pratelli L. Rigo P. (2023) A probabilistic view on predictive constructions for Bayesian learning, Statistical Science, to appear.

 

Berti P. Dreassi E. Leisen F. Pratelli L. Rigo P. (2023) Kernel based Dirichlet sequences, Bernoulli, 29, 1321-1342.

 

Pratelli L. Rigo P. (2023) A strong version of the Skorohod representation theorem, Journal of Theoretical Probability, 36, 372-389.

 

Berti P. Dreassi E. Leisen F. Pratelli L. Rigo P. (2023) New perspectives on knockoffs construction, Journal of Statistical Planning and Inference, 223, 1-14.

 

Berti P. Dreassi E. Leisen F. Pratelli L. Rigo P. (2023) Bayesian predictive inference without a prior, Statistica Sinica, 33, 2405-2429.

 

Rigo P. (2023) Pietro Rigo's contribution to the discussion of ‘Martingale posterior distributions’ by Fong, Holmes and Walker, Journal of the Royal Statistical Society B, 85, 1407-1408.

 

Barabesi L. Pratelli L. Rigo P. (2023) On the Chv\a'atal-Janson conjecture, Statistics and Probability Letters, 194, 1-6.

 

Berti P. Rigo P. (2021) Finitely additive mixtures of probability measures, Journal of Mathematical Analysis and Applications, 500, 1.16.

 

Pratelli L. Rigo P. (2021) On the almost sure convergence of sums, Statistics and Probability Letters, 172, 1-5.

 

Berti P. Dreassi E. Pratelli L. Rigo P. (2021) A class of models for Bayesian predictive inference, Bernoulli, 27, 702-726.

 

Berti P. Dreassi E. Pratelli L. Rigo P. (2021) Asymptotics of certain conditionally identically distributed sequences, Statistics and Probability Letters, 168, 1-10.

 

Pratelli L. Rigo P. (2021) Convergence in total variation of random sums, Mathematics, Special Issue “Stochastic Processes in Neuronal Modeling”, 9, 194.

 

Berti P. Pratelli L. Rigo P. (2021) A central limit theorem for predictive distributions, Mathematics, Special Issue “Bayesian Predictive Inference and Related Asymptotics”, 9, 3211.

 

Berti P. Dreassi E. Rigo P. (2020) A notion of conditional probability and some of its consequences, Decisions in Economics and Finance, 43, 3-15.

 

Cassese G. Rigo P. Vantaggi B. (2020) Editorial: A special issue on the mathematics of subjective probability, Decisions in Economics and Finance, 43, 1-2.

 

Rigo P. (2020) A note on duality theorems in mass transportation, Journal of Theoretical Probability, 33, 2337-2350.

Pratelli L. Rigo P. (2019) On the existence of continuous processes with given one-dimensional distributions, Electronic Communications in Probability, 24, 1-9.

Pratelli L. Rigo P. (2019) Total variation bounds for Gaussian functionals, Stochastic Processes and their Applications, 129, 2231-2248.

Puccetti G. Rigo P. Wang B. Wang R. (2019) Centers of probability measures without the mean, Journal of Theoretical Probability, 32, 1482-1501.

Pratelli L. Rigo P. (2018) Convergence in total variation to a mixture of Gaussian laws, Mathematics, Special Issue “Stochastic Processes with Applications”, 6, 99.

Berti P. Pratelli L. Rigo P. (2018) Asymptotic predictive inference with exchangeable data, Brazilian Journal of Probability and Statistics, 32, 815-833.

Berti P. Miranda E. Rigo P. (2017) Basic ideas underlying conglomerability and disintegrability, International Journal of Approximate Reasoning, 88, 387-400.

Dreassi E. Rigo P. (2017) A note on compatibility of conditional autoregressive models, Statistics and Probability Letters, 125, 9-16.

Berti P. Pratelli L. Rigo P. (2017) Rate of convergence of empirical measures for exchangeable sequences, Mathematica Slovaca, 67, 1557-1570.

Berti P. Pratelli L. Rigo P. (2017) Asymptotics of predictive distributions, Advances in Intelligence Systems and Computing 456 (Ferraro M.B. et al. Eds.) SMPS 2016, Roma, 53-60, Springer.

Rigo P. Thorisson H. (2016) Transfer theorems and right-continuous processes, Theory of Stochastic Processes, 21, 91-95.

Berti P. Crimaldi I. Pratelli L. Rigo P. (2016) Asymptotics for randomly reinforced urns with random barriers, Journal of Applied Probability, 53, 1206-1220.

Berti P. Pratelli L. Rigo P. (2015) A survey on Skorokhod representation theorem without separability, Theory of Stochastic Processes, 20, 1-12.

Berti P. Pratelli L. Rigo P. (2015) Two versions of the fundamental theorem of asset pricing, Electronic Journal of Probability, 20, 1-21.

Berti P. Pratelli L. Rigo P. (2015) Gluing lemmas and Skorohod representations, Electronic Communications in Probability, 20, 1-11.

Berti P. Crimaldi I. Pratelli L. Rigo P. (2015) Central limit theorems for an Indian buffet model with random weights, The Annals of Applied Probability, 25, 523-547.

Berti P. Pratelli L. Rigo P. Spizzichino F. (2015) Equivalent or absolutely continuous probability measures with given marginals, Dependence Modeling, 3, 47-58.

Berti P. Dreassi E. Rigo P. (2014) Compatibility results for conditional distributions, Journal of Multivariate Analysis, 125, 190-203.

Berti P. Pratelli L. Rigo P. (2014) Price uniqueness and fundamental theorem of asset pricing with finitely additive probabilities, Stochastics (formerly: Stochastics and Stochastic Reports), 86, 135-146.

Berti P. Pratelli L. Rigo P. (2014) A unifying view on some problems in probability and statistics, Statistical Methods and Applications, 23, 483-500.

Berti P. Crimaldi I. Pratelli L. Rigo P. (2014) An Anscombe-type theorem, Journal of Mathematical Sciences, 196, 15-22.

Berti P. Pratelli L. Rigo P. (2013) Exchangeable sequences driven by an absolutely continuous random measure, The Annals of Probability, 41, 2090-2102.

Berti P. Pratelli L. Rigo P. (2013) A Skorohod representation theorem without separability, Electronic Communications in Probability, 18, 1-12.

Berti P. Pratelli L. Rigo P. (2013) Finitely additive equivalent martingale measures, Journal of Theoretical Probability, 26, 46-57.

Berti P. Dreassi E. Rigo P. (2013) A consistency theorem for regular conditional distributions, Stochastics (formerly: Stochastics and Stochastic Reports), 85, 500-509.

Berti P. Pratelli L. Rigo P. (2012) Limit theorems for empirical processes based on dependent data, Electronic Journal of Probability, 17, 1-18.

Berti P. Gori M. Rigo P. (2012) A note on the absurd law of large numbers in economics, Journal of Mathematical Analysis and Applications, 388, 98-101.

Berti P. Pratelli L. Rigo P. (2012) Finitely additive FTAP under an atomic reference measure, Advances in Computational Intelligence (Greco S. et al. Eds.) IPMU 2012, Catania, 114-123, Springer.

Berti P. Crimaldi I. Pratelli L. Rigo P. (2011) A central limit theorem and its applications to multicolor randomly reinforced urns, Journal of Applied Probability, 48, 527-546.

Berti P. Pratelli L. Rigo P. (2011) A Skorohod representation theorem for uniform distance, Probability Theory and Related Fields, 150, 321-335.

Berti P. Crimaldi I. Pratelli L. Rigo P. (2010) Central limit theorems for multicolor urns with dominated colors, Stochastic Processes and their Applications, 120, 1473-1491.

Berti P. Pratelli L. Rigo P. (2010) Skorohod representation theorem via disintegrations, Sankhya, 72, 208-220.

Berti P. Pratelli L. Rigo P. (2010) Atomic intersection of sigma-fields and some of its consequences, Probability Theory and Related Fields, 148, 269-283.

Berti P. Crimaldi I. Pratelli L. Rigo P. (2009) Rate of convergence of predictive distributions for dependent data, Bernoulli, 15, 1351-1367.

Berti P. Consonni G. Pratelli L. Rigo P. (2008) Comment: Gibbs sampling, exponential families and orthogonal polynomials (by P. Diaconis, K. Khare, L. Saloff-Coste), Statistical Science, 23, 179-182.

Berti P. Pratelli L. Rigo P. (2008) Trivial intersection of sigma-fields and Gibbs sampling, The Annals of Probability, 36, 2215-2234.

Berti P. Rigo P. (2008) A conditional 0-1 law for the symmetric sigma-field, Journal of Theoretical Probability, 21, 517-526.

Berti P. Regazzini E. Rigo P. (2007) Modes of convergence in the coherent framework, Sankhya, 69, 314-329.

Berti P. Rigo P. (2007) 0-1 laws for regular conditional distributions, The Annals of Probability, 35, 649-662.

Berti P. Pratelli L. Rigo P. (2007) Skorohod representation on a given probability space, Probability Theory and Related Fields, 137, 277-288.

Berti P. Pratelli L. Rigo P. (2006) Almost sure weak convergence of random probability measures, Stochastics (formerly: Stochastics and Stochastic Reports), 78, 91-97.

Berti P. Rigo P. (2006) Finitely additive uniform limit theorems, Sankhya, 68, 24-44.

Berti P. Pratelli L. Rigo P. (2006) Asymptotic behaviour of the empirical process for exchangeable data, Stochastic Processes and their Applications, 116, 337-344.

Berti P. Pratelli L. Rigo P. (2004) Limit theorems for a class of identically distributed random variables, The Annals of Probability, 32, 2029-2052.

Berti P. Rigo P. (2004) Convergence in distribution of non measurable random elements, The Annals of Probability, 32, 365-379.

Berti P. Regazzini E. Rigo P. (2003) Integration with respect to Brownian-like processes, Sankhya, 65, 715-732.

Berti P. Rigo P. (2003) Bayesian nonparametrics for invariant, non-exchangeable data, Invited Papers of the 54-th Session of the I.S.I., Berlino, 106-109.

Berti P. Rigo P. (2002) On coherent conditional probabilities and disintegrations, Annals of Mathematics and Artificial Intelligence, 35, 71-82.

Berti P. Pratelli L. Rigo P. (2002) Almost sure uniform convergence of empirical distribution functions, International Mathematical Journal, 2, 1237-1250.

Berti P. Mattei A. Rigo P. (2002) Uniform convergence of empirical and predictive measures, Atti del Seminario Matematico e Fisico dell'Universita' di Modena, L, 465-477.

Berti P. Rigo P. (2002) A uniform limit theorem for predictive distributions, Statistics and Probability Letters, 56, 113-120.

Berti P. Regazzini E. Rigo P. (2001) Strong previsions of random elements, Statistical Methods and Applications (Journal of the Italian Statistical Society), 10, 11-28.

Berti P. Rigo P. (2000) Integral representation of linear functionals on spaces of unbounded functions, Proceedings of the American Mathematical Society, 128, 3251-3258.

Berti P. Fattorini L. Rigo P. (2000) Eliminating nuisance parameters: two characterizations, Test, 9, 133-148.

Berti P. Fortini S. Ladelli L. Regazzini E. Rigo P. (2000) On parametric models for invariant probability measures, Quaderni di Statistica, Vol. 2, 39-57.

Berti P. Rigo P. (1999) Existence of non measurable disintegrations, Atti del Seminario Matematico e Fisico dell'Universita' di Modena, XLVII, 65-76.

Berti P. Rigo P. (1999) Sufficient conditions for the existence of disintegrations, Journal of Theoretical Probability, 12, 75-86.

Berti P. Rigo P. (1997) A Glivenko-Cantelli theorem for exchangeable random variables, Statistics and Probability Letters, 32, 385-391.

Berti P. Regazzini E. Rigo P. (1997) Well-calibrated, coherent forecasting systems, Theory of Probability and its applications, 42, 82-102.

Berti P. Rigo P. (1996) On the existence of inferences which are consistent with a given model, The Annals of Statistics, 24, 1235-1249.

Berti P. Rigo P. (1995) A note on Zenga concentration index, Journal of the Italian Statistical Society, 4, 397-404.

Berti P. Rigo P. (1994) Coherent inferences and improper priors, The Annals of Statistics, 22, 1177-1194.

Berti P. Rigo P. (1993) Coherent predictive inferences, Invited Papers of the 49th Session of the I.S.I., Firenze, 15-32.

Berti P. Rigo P. (1992) Weak disintegrability as a form of preservation of coherence, Journal of the Italian Statistical Society, 1, 161-181.

Berti P. Regazzini E. Rigo P. (1992) Finitely additive Radon Nikodym theorem and concentration function of a probability with respect to a probability, Proceedings of the American Mathematical Society, 114, 1069-1078.

Berti P. Regazzini E. Rigo P. (1991) Coherent statistical inference and Bayes theorem, The Annals of Statistics, 19, 366-381.

Berti P. Rigo P. (1989) Conglomerabilità, disintegrabilità e coerenza, Serie Ricerche Teoriche n. 11, Dipartimento Statistico, Università di Firenze.

Rigo P. (1988) Qualitative probabilities, pseudodensities and improper priors, Quaderni del Dipartimento Statistico n. 29, Università di Firenze.

Rigo P. (1988) Un teorema di estensione per probabilità condizionate finitamente additive, Atti della XXXIV Riunione Scientifica della S.I.S., Siena, 27-34.

Rigo P. (1987) Two inequalities for the Gini index, Statistica, anno XLVII, n. 4, 531-541.



Submitted 

Garelli S. Leisen F. Pratelli L. Rigo P. (2024) Asymptotics of predictive distributions driven by sample means and variances.

Pratelli L. Rigo P. (2024) Some Skorohod-type results.

  

 

 

 

 

Ultimi avvisi

Al momento non sono presenti avvisi.