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E. Azmoodeh

33 papers hereh-index 12501 citations50 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author29
  • middle author3

Across the 33 of 33 papers where every author was matched, so the position is known.

fields
  • math.PR31
  • q-fin.MF1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20102024
most citedA bound on the 2-Wasserstein distance between linear combinations of independent random variables

32 citations · 100 across the 28 of their papers we have counts for

collaborators
Showing 2017 · math.PRShow all

3 papers · 2 filters

math.PR2017★ 3 cited

Stein characterizations for linear combinations of gamma random variables

Benjamin Arras, Ehsan Azmoodeh, Guillaume Poly +1

In this paper we propose a new, simple and explicit mechanism allowing to derive Stein operators for random variables whose characteristic function satisfies a simple ODE. We apply…

math.PR2017★ 3 cited

New moments criteria for convergence towards normal product/tetilla laws

Ehsan Azmoodeh, Dario Gasbarra

In the framework of classical probability, we consider the normal product distribution F∞​∼N1​×N2​ where N1​,N2​ are two independent standard normal random va…

math.PR2017★ 32 cited

A bound on the 2-Wasserstein distance between linear combinations of independent random variables

Benjamin Arras, Ehsan Azmoodeh, Guillaume Poly +1

We provide a bound on a natural distance between finitely and infinitely supported elements of the unit sphere of ℓ2(N∗), the space of real valued sequences with fi…

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