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- Santanu Dey
- 2003

Here we study dilations of q-commuting tuples. In [BBD] the authors gave the correspondence between the two standard dilations of commuting tuples and here these results have been extended to q-commuting tuples. We are able to do this when q-coefficients ‘qij ’ are of modulus one. We introduce ‘maximal q-commuting subspace ’ of a n-tuple of operators and… (More)

- W. John Kress, John D. Mood, Mamiyil Sabu, Linda M. Prince, Santanu Dey, Edakkandiyil Sanoj
- PhytoKeys
- 2010

Larsenianthus W. J. Kress & Mood, gen. nov. is described with one new combination and three new species. Larsenianthus careyanus (Benth.) W. J. Kress & Mood, comb. nov., is widespread in India and present-day Bangladesh; Larsenianthus wardianus W. J. Kress, Thet Htun & Bordelon, sp. nov., is from upper Myanmar in Kachin State; Larsenianthus assamensis S.… (More)

- Ankush Agarwal, Santanu Dey, Sandeep Juneja
- J. Applied Probability
- 2013

We consider the problem of efficient simulation estimation of the density function at the tails, and the probability of large deviations for a sum of independent, identically distributed, light-tailed and non-lattice random vectors. The latter problem besides being of independent interest, also forms a building block for more complex rare event problems… (More)

- Subramanian Raghavan, Austin Buchanan, +4 authors Chien - Chung Huang
- 2015

71 TE02 02Grand 2 Fast Distributed Algorithms for Multi-Agent Optimization Cluster: Plenary Invited Session Chair: Lorenz Biegler, Carnegie Mellon University, Pittsburgh, United States of America, biegler@cmu.edu 1 Fast Distributed Algorithms for Multi-Agent Optimization Asu Özdaglar, Professor, Massachusetts Institute of Technology, 77 Massachusetts… (More)

- Santanu Dey, Sandeep Juneja, Karthyek Rajhaa A. M.
- Oper. Res. Lett.
- 2015

We apply entropy based ideas to portfolio optimization and options pricing. The known abstracted problem corresponds to finding a probability measure that minimizes relative entropy with respect to a specified measure while satisfying moment constraints on functions of underlying assets. We generalize this to also allow constraints onmarginal distribution… (More)

- Santanu Dey, Sandeep Juneja
- Proceedings of the 2010 Winter Simulation…
- 2010

In this paper we present our ongoing effort to use importance sampling to develop unbiased, bounded estimators of densities, distribution functions and expectations of functions of a random vector, when the characteristic function of the (multi-dimensional) random vector is available in analytic or semi-analytic form. This is especially of interest in… (More)

- Santanu Dey, Rolf Gohm
- 2005

Motivated by a result on weak Markov dilations, we define a notion of characteristic function for ergodic and coisometric row contractions with a one-dimensional invariant subspace for the adjoints. This extends a definition given by G.Popescu. We prove that our characteristic function is a complete unitary invariant for such tuples and show how it can be… (More)

- Santanu Dey
- 2011

We consider the problem of efficient simulation estimation of the density function at the tails, and the probability of large deviations for a sum of independent, identically distributed, light-tailed and non-lattice random vectors. The latter problem besides being of independent interest, also forms a building block for more complex rare event problems… (More)

A simple relaxation of two rows of a simplex tableau is a mixed integer set consisting of two equations with two free integer variables and non-negative continuous variables. Recently Andersen et al. [2] and Cornu ́ejols and Margot [13] showed that the facet-defining inequalities of this set are either split cuts or intersection cuts obtained from… (More)

- Santanu Dey, Sandeep Juneja
- Proceedings of the 2011 Winter Simulation…
- 2011

We consider the problem of efficient simulation estimation of the density function at the tails, and the probability of large deviations for an average of independent, identically distributed light-tailed random variables. The latter problem has been extensively studied in literature where state independent exponential twisting based importance sampling has… (More)