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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 2018Show all

4 papers · 1 filter

math.PR2018★ 3 cited

Malliavin-Stein Method: a Survey of Recent Developments

Ehsan Azmoodeh, Giovanni Peccati, Xiaochuan Yang

Initiated around the year 2007, the Malliavin-Stein approach to probabilistic approximations combines Stein's method with infinite-dimensional integration by parts formulae based o…

math.PR2018

Almost sure limit theorems on Wiener chaos: the non-central case

Ehsan Azmoodeh, Ivan Nourdin

In \cite{BNT}, a framework to prove almost sure central limit theorems for sequences (Gn​) belonging to the Wiener space was developed, with a particular emphasis of the case whe…

math.PR2018★ 2 cited

On the Rate of Convergence to a Gamma Distribution on Wiener Space

Ehsan Azmoodeh, Peter Eichelsbacher, Lukas Knichel

In [NP09a], Nourdin and Peccati established a neat characterization of Gamma approximation on a fixed Wiener chaos in terms of convergence of only the third and fourth cumulants. I…

math.PR2018

On a new Sheffer class of polynomials related to normal product distribution

Ehsan Azmoodeh, Dario Gasbarra

Consider a generic random element F∞​=∑finite​λk​(Nk2​−1) in the second Wiener chaos with a finite number of non-zero coefficients in the spectral represent…

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