1 citations · 3 across the 9 of their papers we have counts for
11 papers
Lyapunov exponent and variance in the CLT for products of random matrices related to random Fibonacci sequences
Rajeshwari Majumdar, Phanuel Mariano, Hugo Panzo +2
We consider three matrix models of order 2 with one random entry and the other three entries being deterministic. In the first model, we let $ε\sim\textrm{Bernoulli}\left(\frac…
A derivation of the Black-Scholes option pricing model using a central limit theorem argument
Rajeshwari Majumdar, Phanuel Mariano, Lowen Peng +1
The Black-Scholes model (sometimes known as the Black-Scholes-Merton model) gives a theoretical estimate for the price of European options. The price evolution under this model is…
On Asymptotic Standard Normality of the Two Sample Pivot
Rajeshwari Majumdar, Suman Majumdar
The asymptotic solution to the problem of comparing the means of two heteroscedastic populations, based on two random samples from the populations, hinges on the pivot underpinning…
Necessary and Sufficient Condition for Asymptotic Normality of Standardized Sample Means
Rajeshwari Majumdar, Suman Majumdar
The double sequence of standardized sample means constructed from an infinite sequence of square integrable independent random vectors in the plane with identically distributed coo…
On Least Squares Linear Regression Without Second Moment
Rajeshwari Majumdar
If X and Y are real valued random variables such that the first moments of X, Y, and XY exist and the conditional expectation of Y given X is an affine function of X, then the inte…
On the Conditional Distribution of a Multivariate Normal given a Transformation - the Linear Case
Rajeshwari Majumdar, Suman Majumdar
We show that the orthogonal projection operator onto the range of the adjoint of a linear operator can be represented as where is an invertible linear operator. Using…
On Affine and Conjugate Nonparametric Regression
Rajeshwari Majumdar
Suppose the nonparametric regression function of a response variable on covariates and is an affine function of such that the slope and the intercept are re…
Conditional Independence, Conditional Mean Independence, and Zero Conditional Covariance
Rajeshwari Majumdar
Investigation of the reversibility of the directional hierarchy in the interdependency among the notions of conditional independence, conditional mean independence, and zero condit…
Necessary and Sufficient Condition for Asymptotic Standard Normality of the Two Sample Pivot
Rajeshwari Majumdar, Suman Majumdar
The asymptotic solution to the problem of comparing the means of two heteroscedastic populations, based on two random samples from the populations, hinges on the pivot underpinning…
On the regular conditional distribution of a multivariate Normal given a linear transformation
Rajeshwari Majumdar, Suman Majumdar
We show that the orthogonal projection operator onto the range of the adjoint of a linear operator T can be represented as UT, where U is an invertible linear operator. Using this…
Stabilization by Noise of a -Valued Coupled System
Joe P. Chen, Lance Ford, Derek Kielty +4
Recently Herzog and Mattingly have shown that a -valued polynomial ODE which admits finite-time blow-up solutions may be stabilized by the addition of -valu…