30 citations · 115 across the 16 of their papers we have counts for
17 papers
Retained hidden excess generates memory in price-limited markets
Debraj Das
The daily return of a stock is often restricted to an exchange-imposed band to curb extreme fluctuations. Any attempted price movement beyond this band is clipped, leaving an unobs…
Dynamics of lattice random walk within regions composed of different media and interfaces
Debraj Das, Luca Giuggioli
We study the lattice random walk dynamics in a heterogeneous space of two media separated by an interface and having different diffusivity and bias. Depending on the position of th…
Discrete space-time resetting model: Application to first-passage and transmission statistics
Debraj Das, Luca Giuggioli
We consider the dynamics of lattice random walks with resetting. The walker moving randomly on a lattice of arbitrary dimensions resets at every time step to a given site with a co…
Stochastic resets in the context of a tight-binding chain driven by an oscillating field
Sushanta Dattagupta, Debraj Das, Shamik Gupta
In this work, we study in the framework of the so-called driven tight-binding chain (TBC) the issue of quantum unitary dynamics interspersed at random times with stochastic resets…
Quantum unitary evolution interspersed with repeated non-unitary interactions at random times: The method of stochastic Liouville equation, and two examples of interactions in the context of a tight-binding chain
Debraj Das, Sushanta Dattagupta, Shamik Gupta
In the context of unitary evolution of a generic quantum system interrupted at random times with non-unitary evolution due to interactions with either the external environment or a…
Quantum random walk and tight-binding model subject to projective measurements at random times
Debraj Das, Shamik Gupta
What happens when a quantum system undergoing unitary evolution in time is subject to repeated projective measurements to the initial state at random times? A question of general i…
Central Limit Theorem and Near classical Berry-Esseen rate for self normalized sums in high dimensions
Debraj Das
In this article, we are interested in the high dimensional normal approximation of $\sum_{i=1}^{n}X_…
Central Limit Theorem in High Dimensions : The Optimal Bound on Dimension Growth Rate
Debraj Das, Soumendra Lahiri
In this article, we try to give an answer to the simple question: ``\textit{What is the critical growth rate of the dimension as a function of the sample size for which the…
On Second order correctness of Bootstrap in Logistic Regression
Debraj Das, Priyam Das
In the fields of clinical trials, biomedical surveys, marketing, banking, with dichotomous response variable, the logistic regression is considered as an alternative convenient app…
Higher Order Refinements by Bootstrap in Lasso and other Penalized Regression Methods
Debraj Das, Arindam Chatterjee, S. N. Lahiri
Selection of important covariates and to drop the unimportant ones from a high-dimensional regression model is a long standing problem and hence have received lots of attention in…
Critical exponents in mean-field classical spin systems
Yoshiyuki Y. Yamaguchi, Debraj Das, Shamik Gupta
For a mean-field classical spin system exhibiting a second-order phase transition in the stationary state, we obtain within the corresponding phase space evolution according to the…
Relaxation to equilibrium in models of classical spins with long-range interactions
Debraj Das, Shamik Gupta
For a model long-range interacting system of classical Heisenberg spins, we study how fluctuations, such as those arising from having a finite system size or through interaction wi…
Reconstructing bifurcation behavior of a nonlinear dynamical system by introducing weak noise
Debraj Das, Sayan Roy, Shamik Gupta
For a model nonlinear dynamical system, we show how one may obtain its bifurcation behavior by introducing noise into the dynamics and then studying the resulting Langevin dynamics…
Exact correlations in the nonequilibrium stationary state of the noisy Kuramoto model
Debraj Das, Shamik Gupta
We obtain exact results on autocorrelation of the order parameter in the nonequilibrium stationary state of a paradigmatic model of spontaneous collective synchronization, the Kura…
Distributional Consistency of Lasso by Perturbation Bootstrap
Debraj Das, S. N. Lahiri
Least Absolute Shrinkage and Selection Operator or the Lasso, introduced by Tibshirani (1996), is a popular estimation procedure in multiple linear regression when underlying desig…
Perturbation Bootstrap in Adaptive Lasso
Debraj Das, Karl Gregory, S. N. Lahiri
The Adaptive Lasso(Alasso) was proposed by Zou [\textit{J. Amer. Statist. Assoc. \textbf{101} (2006) 1418-1429}] as a modification of the Lasso for the purpose of simultaneous vari…
Second Order Correctness of Perturbation Bootstrap M-Estimator of Multiple Linear Regression Parameter
Debraj Das, Soumendra Nath Lahiri
Consider the multiple linear regression model , where 's are independent and identically distributed random variables, $\math…