32 citations · 100 across the 28 of their papers we have counts for
33 papers
Probabilistic Cauchy Functional Equations
Ehsan Azmoodeh, Noah Beelders, Yuliya Mishura
In this short note, we introduce probabilistic Cauchy functional equations, specifically, functional equations of the following form: $$ f(X_1 + X_2) \stackrel{d}{=} f(X_1) + f(X_2…
Generalized Families of Fractional Stochastic Dominance
Ehsan Azmoodeh, Ozan Hür
Introduced by Müller et al. in their seminal paper \cite{muller}, fractional stochastic dominance (SD) offers a nuanced approach to ordering distributions. In this paper, we propos…
Polynomial Stein operators: a noncommutative algebra perspective
Ehsan Azmoodeh, Dario Gasbarra, Robert E. Gaunt
In this paper, we make a novel connection between Stein's method and noncommutative algebra by viewing polynomial Stein operators (Stein operators with polynomial coefficients) as…
On sharp rate of convergence for discretisation of integrals driven by fractional Brownian motions and related processes with discontinuous integrands
Ehsan Azmoodeh, Pauliina Ilmonen, Nourhan Shafik +2
We consider equidistant approximations of stochastic integrals driven by Hölder continuous Gaussian processes of order with discontinuous integrands involving bounded v…
An asymptotic approach to proving sufficiency of Stein characterisations
Ehsan Azmoodeh, Dario Gasbarra, Robert E. Gaunt
In extending Stein's method to new target distributions, the first step is to find a Stein operator that suitably characterises the target distribution. In this paper, we introduce…
Optimal Variance--Gamma approximation on the second Wiener chaos
Ehsan Azmoodeh, Peter Eichelsbacher, Christoph Thäle
In this paper, we consider a target random variable $Y \sim \CVG$ distributed according to a centered Variance--Gamma distribution. For a generic random element in the s…