activity
20202026
most citedStein's Method for Tempered Stable Distributions

3 citations · 4 across the 7 of their papers we have counts for

collaborators

7 papers

math.NT2026

An Integral Representation of the Generalized Fibonacci Numbers

Bikash Chakraborty, Kalyan Barman, Soumon Roy +1

In this note, we present an integral representation of the -generalized Fibonacci sequence and provide a proof using contour integration. This representation enables the derivat…

math.PR2026

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…

math.PR2026

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…

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…

math.PR2024

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…

math.PR2020★ 3 cited

Stein's Method for Tempered Stable Distributions

Kalyan Barman, N. S. Upadhye

In this article, we develop Stein characterization for two-sided tempered stable distribution. Stein characterizations for normal, gamma, Laplace, and variance-gamma distributions…

math.PR2020★ 1 cited

A Unified Approach to Stein's Method for Stable Distributions

Neelesh S Upadhye, Kalyan Barman

In this article, we first review the connection between Lévy processes and infinitely divisible random variables, and the classification of infinitely divisible distributions. Usin…