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:
- Ph.D.: IIT Madras (Thesis Advisor: Dr. Neelesh S. Upadhye).
- M.Sc.: IIT Madras.
- B.Sc.: University of Delhi.
Research Interests:
- Stein's Method for Distributional Approximation.
- Theory of Runs and Patterns.
- 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:
- MA-101: Engineering Mathematics I
- MA-102: Engineering Mathematics II
- MA-202: Probability & Statistics
- MA-203: Mathematical Methods
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 | Status |
1. | Approximation of runs in multi-state trials with appropriate distributions | MATRICS - SERB, Government of India | Feb 2024 to Feb 2027 | Ongoing |
2. | Study of runs in multi-state trials | SRG - SERB, Government of India | Dec 2023 to Dec 2025 | Ongoing |
3. | Stein's Method for Compound Negative Binomial Distribution | SEED Grant, IIT (BHU) Varanasi | Sep 2023 to Mar 2024 | 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 |
- Member, Senate IIT (BHU) (Apr 2023 - present)
- Incharge, Department Timetable Committee (Aug 2023 - present)
- Member, DUGC (Aug 2023 - present)
- Member, Department Space Committee (Aug 2023 - present)