3 papers
math.PR2025
Polynomial Stein operators: a noncommutative algebra perspective
Ehsan Azmoodeh, Dario Gasbarra, Robert E. Gaunt
In this paper, we make a novel connection between Stein's method and noncommutative algebra by viewing polynomial Stein operators (Stein operators with polynomial coefficients) as…
q-fin.MF2025
Generalized Families of Fractional Stochastic Dominance
Ehsan Azmoodeh, Ozan Hür
Introduced by Müller et al. in their seminal paper \cite{muller}, fractional stochastic dominance (SD) offers a nuanced approach to ordering distributions. In this paper, we propo…
math.PR2024
Probabilistic Cauchy Functional Equations
Ehsan Azmoodeh, Noah Beelders, Yuliya Mishura
In this short note, we introduce probabilistic Cauchy functional equations, specifically, functional equations of the following form: $$ f(X_1 + X_2) \stackrel{d}{=} f(X_1) + f(X_2…