38 citations · 55 across the 13 of their papers we have counts for
6 papers · 1 filter
An Ornstein-Uhlenbeck process associated to self-normalized sums
Gopal K. Basak, Amites Dasgupta
We consider an Ornstein-Uhleneck (OU) process associated to self-normalised sums in i.i.d. symmetric random variables from the domain of attraction of distribution. We pr…
Langevin type limiting processes for Adaptive MCMC
Gopal K. Basak, Arunangshu Biswas
Adaptive Markov Chain Monte Carlo (AMCMC) is a class of MCMC algorithms where the proposal distribution changes at every iteration of the chain. In this case it is important to ver…
Snakes and perturbed random walks
Gopal Basak, Stanislav Volkov
In this paper we study some properties of random walks perturbed at extrema, which are generalizations of the walks considered e.g., in Davis (1999). This process can also be viewe…
Process convergence of self normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions
G K Basak, Arunangshu Biswas
In this paper we show that the continuous version of the self normalised process where and $…
A functional central limit theorem for a class of urn models
Gopal K Basak, Amites Dasgupta
We construct an independent increments Gaussian process associated to a class of multicolor urn models. The construction uses random variables from the urn model which are differen…
Central limit theorems for a class of irreducible multicolor urn models
Gopal K. Basak, Amites Dasgupta
We take a unified approach to central limit theorems for a class of irreducible urn models with constant replacement matrix. Depending on the eigenvalue, we consider appropriate li…