2 papers
stat.ME2025
Estimation of An Infinite Dimensional Transition Probability Matrix Using a Generalized Hierarchical Stick-Breaking Process
Agamani Saha, Souvik Roy
Markov chains provide a foundational framework for modeling sequential stochastic processes, with the transition probability matrix characterizing the dynamics of state evolution.…
econ.TH2025
A Directed Lazy Random Walk Model to Three-Way Dynamic Matching Problem
Souvik Roy, Agamani Saha
This paper explores a novel extension of dynamic matching theory by analyzing a three-way matching problem involving agents from three distinct populations, each with two possible…