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people:kargin:kargin_publications

Journal Version
A 3D Ginibre Point Field

*Journal of Statistical Physics, v. 171, (2018), pp. 1067-1095*

Journal Version
On variation of word frequencies in Russian literary texts

*Physica A: Statistical Mechanics and its Applications, v. 445, (2016), pp. 328-334*

Journal Version
Limit theorems for linear eigenvalue statistics of overlapping matrices

*Electronic Journal of Probability, v.20, (2015), article 121, pp.1 – 30.*

Journal Version
On estimation in the reduced-rank regression with a large number of responses and predictors

*Journal of Multivariate Analysis, v. 140, (2015), pp.377-394. *

Journal Version
Subordination of the resolvent for a sum of random matrices

*Annals of Probability, v. 43, (2015), pp.2119-2150.*

Journal Version
On the largest Lyapunov exponent for products of Gaussian matrices

*Journal of Statistical Physics, v.157 (2014) pp.70-83*

Journal Version
Statistical properties of zeta functions' zeros

*Probability Surveys, v.11 (2014) pp.121-160*

Journal Version
On Pfaffian random point fields

*Journal of Statistical Physics, v.154 (2014) pp.681-704*

Journal Version
An inequality for the distance between densities of free convolutions

*Annals of Probability, v.41 (2013) pp.3241-3260 *

Journal Version
On fluctuations of Riemann's zeta zeros

*Probability Theory and Related Fields, v.157 (2013) pp.575-604*

Journal Version
A concentration inequality and a local law for the sum of two random matrices

*Probability Theory and Related Fields, v.154 (2012) pp.677-702*

Journal Version
On eigenvalues of the sum of two random projections

*Journal of Statistical Physics, v.149 (2012) pp.246-258*

Journal Version
On free stochastic differential equations

*Journal of Theoretical Probability, v.24 (2011) pp.821-848*

Journal Version
Relaxation time is monotone in temperature in the mean-field Ising model

*Statistics and Probability Letters, v.81 (2011) pp.1094-1097*

Journal Version
Free point processes and free extreme values (Joint with G. Ben Arous)

*Probability Theory and Related Fields, v.147 (2010) pp.161-183*

Journal Version
Bounds for mixing time of quantum walks on finite graphs

*Journal of Physics A: Math. and Theor., v.43 (2010) 335302*

Journal Version
Continuous-time quantum walk on integer lattices and homogeneous trees

*Journal of Statistical Physics, v.140 (2010) pp.393-408*

Journal Version
Products of random matrices: Dimension and growth in norm

*Annals of Applied Probability v.20 (2010) pp.890-906*

Journal Version
Spectrum of random Toeplitz matrices with band structure

*Electronic Communications in Probability v.14 (2009) pp.412-423*

Journal Version
Curve forecasting by functional autoregression (Joint with A. Onatski)

*Journal of Multivariate Analysis, v.99, (2008) pp.2508-2526*

Journal Version
Lyapunov exponents of free operators

*Journal of Functional Analysis, v.255 (2008) pp.1874-1888*

Journal Version
A limit theorem for products of free unitary operators

*Probability Theory and Related Fields, v.141 (2008) pp.603-623*

Journal Version
On the asymptotic growth of the support of free multiplicative convolutions

*Electronic Communications in Probability, v.13 (2008) pp.415-421*

Journal Version
Coordination Games with Quantum Correlations

*International Journal of Game Theory, 2008, 37, 211-218*

Journal Version
The norm of products of free random variables

*Probability Theory and Related Fields, v.139 (2007) pp. 397-413*

Journal Version
A proof of a non-commutative central limit theorem by the Lindeberg method

*Electronic Communications in Probability, v.12 (2007) pp.36-50*

Journal Version
Berry-Esseen for free random variables

*Journal of Theoretical Probability, v.20 (2007) pp.381-395*

Journal Version
On superconvergence of convolutions of free random variables

*Annals of Probability, v.35 (2007) pp. 1931-1949*

Journal Version
A large deviation inequality for vector functions on finite reversible Markov chains

*Annals of Applied Probability, v.17 (2007) pp.1202-1221*

[Comment: In the process of revision and improvement of this paper, a gap was introduced in the proof of the main theorem, which unfortunately entered the published version. The difficulty is that “Lemma 8 assumes |u|<1, and it is used to bound <u, f(s)> in the proof. But the following derivation (in the middle on page 1210) applies the bound given by Lemma 8 to every u in the integral (with respect to the gaussian distributed u).” The gap appears to be genuine and I hope that it can be partially remedied by the first arXiv version, with the original proof of the result, - but unfortunately without further editorial improvements and corrections: arxiv v1 paper]

Journal Version
On the Chernoff bound for efficiency of quantum hypothesis testing

*Annals of Statistics, v. 33 (2005) pp.959-976*

Journal Version
Lattice Option Pricing by Multidimensional Interpolation

*Mathematical Finance, 2005, 15, 635-647*

Journal Proof Version
Uncertainty of the Shapley Value

*International Game Theory Review, 2005, 7(4), 517-529*

Journal Version
Prevention of Herding by Experts

*Economics Letters, 2003, 78(3), 401-407*

Journal Version
Optimal Asset Allocation with Asymptotic Criteria

*IJTAF, 2003, 6(6), 593-604*

Journal Proof Version
Value Investing in Emerging Markets: Risks and Benefits

*Emerging Markets Review, 2002, 3(3), 233-244 *

people/kargin/kargin_publications.txt · Last modified: 2019/09/16 20:55 by kargin

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