Luca Cattivelli
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View article: When cointegration is interrupted: Price transmission analysis in the Italian dairy‐feed industry
When cointegration is interrupted: Price transmission analysis in the Italian dairy‐feed industry Open
We analyze price transmission dynamics in the under‐investigated feed supply chain, applying a special case of the Threshold Vector Error Correction model where the cointegrating relationship is interrupted. Weekly Italian dairy feed and c…
View article: Two-particle problem in comblike structures
Two-particle problem in comblike structures Open
Encounters between walkers performing a random motion on an appropriate structure can describe a wide variety of natural phenomena ranging from pharmacokinetics to foraging. On homogeneous structures the asymptotic encounter probability be…
View article: Lévy flights with power-law absorption
Lévy flights with power-law absorption Open
We consider a particle performing a stochastic motion on a one-dimensional lattice with jump widths distributed according to a power-law with exponent $μ+ 1$. Assuming that the walker moves in the presence of a distribution $a(x)$ of targe…
View article: Hitting and trapping times on branched structures
Hitting and trapping times on branched structures Open
In this work we consider a simple random walk embedded in a generic branched structure and we find a close-form formula to calculate the hitting time H(i,f) between two arbitrary nodes i and j. We then use this formula to obtain the set of…