14 citations · 32 across the 11 of their papers we have counts for
5 papers · 1 filter
Growth of Common Friends in a Preferential Attachment Model
Bikramjit Das, Souvik Ghosh
The number of common friends (or connections) in a graph is a commonly used measure of proximity between two nodes. Such measures are used in link prediction algorithms and recomme…
A functional large and moderate deviation principle for infinitely divisible processes driven by null-recurrent markov chains
Souvik Ghosh
Suppose is a space with a null-recurrent Markov kernel . Furthermore, suppose there are infinite particles with variable weights on performing a random walk following…
Long Strange Segments, Ruin Probabilities and the Effect of Memory on Moving Average Processes
Souvik Ghosh, Gennady Samorodnitsky
We obtain the rate of growth of long strange segments and the rate of decay of infinite horizon ruin probabilities for a class of infinite moving average processes with exponential…
A Discussion on Mean Excess Plots
Souvik Ghosh, Sidney I Resnick
A widely used tool in the study of risk, insurance and extreme values is the mean excess plot. One use is for validating a generalized Pareto model for the excess distribution. Thi…
The effect of memory on functional large deviations of infinite moving average processes
Souvik Ghosh, Gennady Samorodnitsky
The large deviations of an infinite moving average process with exponentially light tails are very similar to those of an i.i.d. sequence as long as the coefficients decay fast eno…