6 citations · 12 across the 10 of their papers we have counts for
12 papers
Branching random walk and log-slowly varying tails
Ayan Bhattacharya, Piotr Dyszewski, Nina Gantert +1
We study a branching random walk with independent and identically distributed, heavy tailed displacements. The offspring law is supercritical and satisfies the Kesten-Stigum condit…
Arbitrage from a Bayesian's Perspective
Ayan Bhattacharya
This paper builds a model of interactive belief hierarchies to derive the conditions under which judging an arbitrage opportunity requires Bayesian market participants to exercise…
Extreme positions of regularly varying branching random walk in random and time-inhomogeneous environment
Ayan Bhattacharya, Zbigniew Palmowski
In this article, we consider a Branching Random Walk on the real line. The genealogical structure is assumed to be given through a supercritical branching process in the i.i.d. env…
Consistency of the PLFit estimator for power-law data
Ayan Bhattacharya, Bohan Chen, Remco van der Hofstad +1
We prove the consistency of the Power-Law Fit PLFit method proposed by Clauset et al.(2009) to estimate the power-law exponent in data coming from a distribution function with regu…
Slower variation of the generation sizes induced by heavy-tailed environment for geometric branching
Ayan Bhattacharya, Zbigniew Palmowski
Motivated by seminal paper of Kozlov et al.(1975) we consider in this paper a branching process with a geometric offspring distribution parametrized by random success probability $…
Persistence of heavy-tailed sample averages: principle of infinitely many big jumps
Ayan Bhattacharya, Zbigniew Palmowski, Bert Zwart
We consider the sample average of a centered random walk in with regularly varying step size distribution. For the first exit time from a compact convex set not…