2 papers
math.PR2025
A New Compound Poisson Process and Its Fractional Versions
Palaniappan Vellaisamy, Tomoyuki Ichiba
We consider a weighted sum of a series of independent Poisson random variables and show that it results in a new compound Poisson distribution which includes the Poisson distributi…
math.PR2024
Bilateral Gamma Approximation in Weiner Space
Kalyan Barman, Tomoyuki Ichiba, Palaniappan Vellaisamy
This paper deals with bilateral-gamma (BG) approximation to functionals of an isonormal Gaussian process. We use Malliavin-Stein method to obtain the error bounds for the smooth Wa…