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Stein's Method for Tempered Stable Distributions
Kalyan Barman, N. S. Upadhye
In this article, we develop Stein characterization for two-sided tempered stable distribution. Stein characterizations for normal, gamma, Laplace, and variance-gamma distributions…
Subordinated Compound Poisson processes of order
Ayushi Singh Sengar, N. S. Upadhye
In this article, the compound Poisson processes of order (CPPoK) is introduced and its properties are discussed. Further, using mixture of tempered stable subordinator (MTSS) a…
Approximations Related to the Sums of -dependent Random Variables
Amit N. Kumar, Neelesh S. Upadhye, P. Vellaisamy
In this paper, we consider the sums of non-negative integer valued -dependent random variables, and its approximation to the power series distribution. We first discuss some rel…
A Unified Approach to Stein's Method for Stable Distributions
Neelesh S Upadhye, Kalyan Barman
In this article, we first review the connection between Lévy processes and infinitely divisible random variables, and the classification of infinitely divisible distributions. Usin…