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Publications by Santanu Dey

Efficient Simulation of Large Deviation Events for Sums of Random Vectors Using Saddle-Point Representations

Journal of Applied Probability

English

Groves Mechanisms and Communication Externalities

Review of Economic Design

English

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On Asymptotically Efficient Simulation of Large Deviation Probabilities

Advances in Applied Probability

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Efficient Expressions for Moments of Dependent Random Sums Using Copulas

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Efficient Simulation of Tail Probabilities of Sums of Dependent Random Variables

Journal of Applied Probability

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Efficient Simulation of Tail Probabilities of Sums of Dependent Random Variables

Journal of Applied Probability

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Limit Theorems for Randomly Indexed Sums of Random Vectors

Colloquium Mathematicum

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A New Strong Invariance Principle for Sums of Independent Random Vectors

Journal of Mathematical Sciences

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Monte Carlo Simulation in Random Coefficient Logit Models Involving Large Sums

Acta Universitatis Sapientiae, Economics and Business

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Empirical Bayes Interpretations of Random Point Events

Journal of Physics A: Mathematical and General

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Large Deviation Result for the Empirical Locality Measure of Typed Random Geometric Graphs

International Journal of Statistics and Probability

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