amit.mat | Indian Institute of Technology (BHU)

Assistant Professor

Department of Mathematical Sciences, IIT(BHU)

Phone No(s): +91-9962875910

Email: amit.mat@itbhu.ac.in

Area of Interest: Applied Probability

Vist my Website

Current Position:

Assistant Professor, Department of Mathematical Sciences, IIT (BHU) Varanasi: November, 2022 - Present.

Former Positions:

Visiting Assistant Professor, Department of Mathematical Sciences, IIT (BHU) Varanasi: April, 2021 - November, 2022.
Postdoctoral Fellow, Department of Mathematics, IIT Bombay: December, 2018 - January, 2021.
Ad-hoc Faculty, Department of Mathematics, NIT Calicut: July, 2018 - December, 2018.
Postdoctoral Fellow, Department of Mathematics, IIT Madras: December, 2017 - May, 2018.

Education:

Kumar, A. N. and Kumar, P., A Negative Binomial Approximation to the Distribution of the Sum of Maxima of Indicator Random Variables, Statist. Probab. Lett., 208, 110040, 2024.
Kumar, A. N., Bounds on negative binomial approximation to call function, Revstat Stat. J., 22(1), 25-43, 2024.
Kumar, A. N. and Vellaisamy, P., Binomial approximation to locally dependent collateralized debt obligations, Methodol. Comput. Appl. Probab., 25, Article: 81, 2023.
Kumar, A. N., Upadhye, N. S., and Vellaisamy P., Approximations related to sum of m-dependent random variables, Braz. J. Probab. Stat., 36(2), 349-368, 2022.
Kumar, A. N., Vellaisamy, P., and Viens, F., Poisson approximation to the convolution of power series distributions, Probab. Math. Statist., 42(1), 63-80, 2022.
Kumar, A. N. and Upadhye, N. S., On discrete Gibbs measure approximation to runs, Comm. Statist. Theory Methods, 51(5), 1488-1513, 2022.
Kumar, A. N., Approximations to the weighted sums of random variables, Bull. Malaysian Math. Sci. Soc., 44(4), 2447–2464, 2021.
Kumar, A. N. and Upadhye, N. S., Generalizations of distributions related to (k₁,k₂)-runs, Metrika, 82(2), 249-268, 2019.
Upadhye, N. S. and Kumar, A. N., Pseudo-binomial approximation to (k₁,k₂)-runs, Statist. Probab. Lett., 141, 19-30, 2018.
Kumar, A. N. and Upadhye, N. S., On perturbations of Stein operator, Comm. Statist. Theory Methods, 46(18), 9284-9302, 2017.

Courses Taught at IIT (BHU) Varanasi:

Seminars and Talks:

Invited talks on "Distribution of order k" at a workshop on Mathematical Analysis, Applied Probability and Astrophysics (WMAAPA-2023) organized by Calcutta Mathematical Society (online mode) during September 9-15, 2023.
Invited talk on "Pseudo-binomial approximation to (k₁,k₂)-runs" at the 12th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2019) held at the University of London, UK during December 14-16, 2019.
Delivered a talk on "Pseudo-binomial approximation to (1,1)-runs" at the International Conference on Computational Physics, Mathematics and its Applications (ICCPMA 2016), held in Tokyo, Japan during November 7-8, 2016.

Workshops Attended:

One day workshop on "Mathematics and its Engineering Applications" held at NIT Calicut, India, on October 26, 2018.
Workshop on "ATMW Applied Probability (2016)" held at IIT Bombay, India, during January 4-8, 2015.

SI. No.	Title	Funding Agency	Duration	Cost (in INR)	Status
1.	Approximation of runs in multi-state trials with appropriate distributions	MATRICS - SERB, Government of India	Feb 2024 to Feb 2027	Rs. 6,60,000	Ongoing
2.	Study of runs in multi-state trials	SRG - SERB, Government of India	Dec 2023 to Dec 2025	Rs. 14,71,844	Ongoing
3.	Stein's Method for Compound Negative Binomial Distribution	SEED Grant, IIT (BHU) Varanasi	Sep 2023 to Mar 2024	Rs. 10,00,000	Completed

Ph.D. Students:

SI. No.	Name of Students	Thesis Title	Status (Awarded/Submitted/Ongoing)
1.	Poleen Kumar	TBD	Ongoing
2.	Savita Chaturvedi	TBD	Ongoing

IDD Students:

SI. No.	Name of Students	Thesis Title	Year of Completion
1.	Ayush Singh	Drift Modeling of Cryptocurrency Prices for Merton's Jump Diffusion Model	2024
2.	Anshu Kumar Jha	Diffusion Modeling of Cryptocurrency Prices for Merton's Jump Diffusion Model	2024