4 papers
Variance gamma approximation to sums of triplewise independent random variables
Aditi Panda, Kalyan Barman
In this article, we first discuss how triplewise independent random variables (rvs) are connected to a complete bipartite graph. Using the connection, we construct a sequence of tr…
Linear combination of bilateral gamma random variables: distributional theory and approximations
Kalyan Barman, Palaniappan Vellaisamy
In this article, we obtain the exact distribution of a linear combination of bilateral gamma (BG) random variables (r.v.s). Next, we discuss the distributional properties of the li…
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…
Covariance Identities and Variance Bounds for Infinitely Divisible Random Variables and Their Applications
Kalyan Barman, Neelesh S Upadhye, Palaniappan Vellaisamy
In this article, we establish a general covariance identity for infinitely divisible distributions (IDD). Using this result, we derive Cacoullos type variance bounds for the IDD. A…