Ceren Vardar Acar

Department of Statistics
Scopus Author ID
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An optimal stopping problem for spectrally negative Markov additive processes
Çağlar, Mine; Kyprianou, Andreas; Vardar Acar, Ceren (2021-07-01)
Previous authors have considered optimal stopping problems driven by the running maximum of a spectrally negative Lévy process as well as of a one-dimensional diffusion; see e.g. Kyprianou and Ott (2014); Ott (2014); Ott (...
Analysis of Confidence Levels and Application Success Rates in Simulator-Based Dental Anesthesia Education Among Undergraduate Dental Students
Vural, Çağıl; Bozkurt, Poyzan; Vardar Acar, Ceren; Üçok, Cahit (2021-06-01)
© 2021 American Association of Oral and Maxillofacial SurgeonsPurpose: We investigated the confidence levels of undergraduate dental students who used dental anesthesia simulators and patient reports of undergraduate denta...
A study on the discretization of fractional Brownian motion
Coşkun, Buket; Vardar Acar, Ceren; Demirtaş, Hakan (2020-12-01)
In this study, we first discretize the fractional Brownian motion in time and observe multivariate Gaussian random variables (mGrv) to have a fractional Gaussian noise (fGn). Afterwards, we have discretized this discrete t...
Maximum Drawdown and Drawdown Duration of Spectrally Negative Levy Processes Decomposed at Extremes
Vardar Acar, Ceren; Caglar, Mine; Avram, Florin (Springer Science and Business Media LLC, 2020-06-06)
Path decomposition is performed to characterize the law of the pre-/post-supremum, post-infimum and the intermediate processes of a spectrally negative Levy process taken up to an independent exponential time T. As a resul...
An Improved Textbook Rule on the Mean-Median Inequality for Discrete Data
Vardar Acar, Ceren (2020-04-01)
Objective: Many introductory statistics books cover the mean-median inequality, which states that if the skewness value is positive/negative, the mean is greater/less than the median. However, this textbook rule is often v...
Accuracy of two different voxel sizes for presurgical evaluation of mandibular osteotomy
Bozkurt, P.; Kurt, M.H.; Kolsuz, M.E.; Orhan, K.; Cömert, A.; Vardar Acar, Ceren (2020-04-01)
The aim of this study was to compare the accuracy of two different voxel resolutions for the preoperative assessment of mandibular osteotomies. The study was conducted on 37 dry adult human mandibles. To obtain measurement...
The $W,Z$ scale functions kit for first passage problems of spectrally negative Levy processes, and applications to control problems
Avram, Florin; Grahovac, Danijel; Vardar Acar, Ceren (EDP Sciences, 2019-11-01)
In the last years there appeared a great variety of identities for first passage problems of spectrally negative Levy processes, which can all be expressed in terms of two "q-harmonic functions" (or scale functions)WandZ. ...
A Generalized
Coşkun, Buket; Demirtas, Hakan; Vardar Acar, Ceren (null; 2019-09-23)
The W,Z/nu,delta Paradigm for the First Passage of Strong Markov Processes without Positive Jumps
Avram, Florin; Grahovac, Danijel; Vardar Acar, Ceren (2019-02-19)
As is well-known, the benefit of restricting Levy processes without positive jumps is the "W,Z scale functions paradigm", by which the knowledge of the scale functions W,Z extends immediately to other risk control problems...
Maximum Loss of Spectrally Negative Lévy Processes
Vardar Acar, Ceren; Çağlar, Mine (null; 2018-06-21)
The joint distribution of the maximum loss and the maximum gain is obtained for a spectrally negative L,vy process until the passage time of a given level. Their marginal distributions up to an independent exponential time...
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