217 citations · 232 across the 3 of their papers we have counts for
3 papers
math.ST2010★ 15 cited
Compound Poisson and signed compound Poisson approximations to the Markov binomial law
V. Čekanavičius, P. Vellaisamy
Compound Poisson distributions and signed compound Poisson measures are used for approximation of the Markov binomial distribution. The upper and lower bound estimates are obtained…
math.PR2009
Fractional Normal Inverse Gaussian Process
Arun Kumar, P. Vellaisamy
Normal inverse Gaussian (NIG) process was introduced by Barndorff-Nielsen (1997) by subordinating Brownian motion with drift to an inverse Gaussian process. Increments of NIG proce…
math.PR2008★ 217 cited
Fractional Cauchy problems on bounded domains
Mark M. Meerschaert, Erkan Nane, P. Vellaisamy
Fractional Cauchy problems replace the usual first-order time derivative by a fractional derivative. This paper develops classical solutions and stochastic analogues for fractional…