Sourav Majumdar

Department of Management Sciences
Indian Institute of Technology Kanpur
Kanpur 208016, India
Email: souravm@iitk.ac.in

My research interests lie broadly in statistics, probability and stochastic processes, with applications to mathematical finance. I am also interested in circular and non-Euclidean statistics, including topological data analysis. More recently, I have become interested in statistical questions arising from large language models (LLMs).

Papers

  1. Physical Extinction and Long-Run Pricing under Time-Varying Beliefs
    Sourav Majumdar (2026)
    arXiv:2608.12777.
  2. A Circular Chatterjee's Correlation Coefficient
    Sourav Majumdar (2026)
    arXiv:2605.22062.
  3. A stochastic correlation extension of the Vasicek credit risk model
    Dhruv Bansal, Mayank Goud, and Sourav Majumdar (2026)
    arXiv:2603.01109.
  4. Asian option valuation under price impact
    Priyanshu Tiwari and Sourav Majumdar (2025)
    arXiv:2512.07154.
  5. Exact conditional goodness-of-fit tests for the mixed membership stochastic block model
    Sourav Majumdar (2025)
    arXiv:2507.14464.
  6. Diffusion on the circle and a stochastic correlation model
    Sourav Majumdar and Arnab K. Laha (2024)
    arXiv:2412.06343.
  7. Longitudinal Evaluation of Large Language Models
    Sourav Majumdar and Nivedita Bhaktha (2026)
    Transactions on Machine Learning Research.
  8. Markov processes on a circular lattice
    Sourav Majumdar (2026)
    Statistics & Probability Letters, 236, 110776.
  9. Pairs trading with topological data analysis
    Sourav Majumdar and Arnab K. Laha (2023)
    International Journal of Theoretical and Applied Finance, 26(8), 2450002.
  10. A multi-type branching process model for epidemics with application to COVID-19
    Arnab K. Laha and Sourav Majumdar (2023)
    Stochastic Environmental Research and Risk Assessment, 37, 305–325.
  11. Angular-Angular and Linear-Angular Regression Using ANN
    Arnab K. Laha and Sourav Majumdar (2022)
    In Directional Statistics for Innovative Applications, 451–474.
  12. Clustering and classification of time series using topological data analysis with applications to finance
    Sourav Majumdar and Arnab K. Laha (2020)
    Expert Systems with Applications, 162, 113868.

Software

Teaching

At IIT Kanpur I have taught the following courses: