Papers related to random matrices are marked Papers on free probability are ♥

• The smallest singular value of large random rectangular Toeplitz and circulant matrices
  

(joint with A. Onatski)

  //Electronic Journal of Probability// **31** (2026), 1–30.\\
  [[https://doi.org/10.1214/25-EJP1462|DOI: 10.1214/25-EJP1462]]

• An upper bound on the per-tile entropy of ribbon tilings
  

(joint with S. R. Blackburn and Y. Chen)

  //Combinatorial Theory// (accepted, 2025).\\
  {{people:kargin:publications:ribbon_tilings_april_2025-final.pdf|PDF (journal version)}}\\
  (DOI: please double-check — the DOI currently shown in your draft matches the Bernoulli paper below.)

• On the joint distribution of the area and the number of peaks for Bernoulli excursions
  

Bernoulli 30 (2024), 2700–2720.

  {{people:kargin:publications:bej1691.pdf|PDF (journal version)}}\\
  [[https://doi.org/10.3150/23-BEJ1691|DOI: 10.3150/23-BEJ1691]]

• Scaling limits of slim and fat trees
  

Journal of Theoretical Probability 36 (2023), 2192–2228.

  {{people:kargin:publications:slimtrees_journal.pdf|PDF (journal version)}}\\
  [[https://doi.org/10.1007/s10959-023-01261-w|DOI: 10.1007/s10959-023-01261-w]]

• The number of ribbon tilings for strips
  

(joint with Y. Chen)

  //Discrete Applied Mathematics// **340** (2023), 85–103.\\
  [[https://arxiv.org/abs/2307.00767|arXiv: 2307.00767]] · [[https://doi.org/10.1016/j.dam.2023.06.045|Journal link (paywall)]]

• On enumeration and entropy of ribbon tilings
  

(joint with Y. Chen)

  //Electronic Journal of Combinatorics// **30**(2) (2023), P2.15.\\
  {{people:kargin:publications:paperribtiling12.pdf|PDF (journal version)}}

• Cycles in random meander systems
  

Journal of Statistical Physics 181 (2020), 2322–2345.

  {{people:kargin:publications:kargin2020_article_cyclesinrandommeandersystems.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/1503.00339|arXiv]]

• A 3D Ginibre point field
  

Journal of Statistical Physics 171 (2018), 1067–1095.

  {{people:kargin:publications:point_fields_journal_version.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/1503.00339|arXiv]]

• On variation of word frequencies in Russian literary texts
  

Physica A: Statistical Mechanics and its Applications 445 (2016), 328–334.

  {{people:kargin:publications:kargin16_russian_words.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/1503.00339|arXiv]]

• Limit theorems for linear eigenvalue statistics of overlapping matrices
  

Electronic Journal of Probability 20 (2015), Art. 121, 1–30.

  {{people:kargin:publications:kargin15_linear_statistics.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/1407.4743|arXiv: 1407.4743]]

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

Journal of Multivariate Analysis 140 (2015), 377–394.

  {{people:kargin:publications:kargin15_regression.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/1409.6779|arXiv: 1409.6779]]

• Subordination of the resolvent for a sum of random matrices
  

Annals of Probability 43 (2015), 2119–2150.

  {{people:kargin:publications:kargin15_subordination.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/1109.5818|arXiv: 1109.5818]]

• On the largest Lyapunov exponent for products of Gaussian matrices
  

Journal of Statistical Physics 157 (2014), 70–83.

  {{people:kargin:publications:kargin14_lyapunov.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/1306.6576|arXiv: 1306.6576]]

• Statistical properties of zeta functions' zeros
  

Probability Surveys 11 (2014), 121–160.

  {{people:kargin:publications:kargin14_zeta.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/1302.1452|arXiv: 1302.1452]]

• On Pfaffian random point fields
  

Journal of Statistical Physics 154 (2014), 681–704.

  {{people:kargin:publications:kargin14_pfaffian.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/1210.6603|arXiv: 1210.6603]]

• An inequality for the distance between densities of free convolutions ♥
  

Annals of Probability 41 (2013), 3241–3260.

  {{people:kargin:publications:kargin13_distance.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/1107.0477|arXiv: 1107.0477]]

• On fluctuations of Riemann's zeta zeros
  

Probability Theory and Related Fields 157 (2013), 575–604.

  {{people:kargin:publications:kargin13_zeta_fluctuations.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/1203.5309|arXiv: 1203.5309]]

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

Probability Theory and Related Fields 154 (2012), 677–702.

  {{people:kargin:publications:kargin12_local_law.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/1010.0353|arXiv: 1010.0353]]

• On eigenvalues of the sum of two random projections
  

Journal of Statistical Physics 149 (2012), 246–258.

  {{people:kargin:publications:kargin12_two_projections.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/1205.0993|arXiv: 1205.0993]]

• On free stochastic differential equations ♥
  

Journal of Theoretical Probability 24 (2011), 821–848.

  {{people:kargin:publications:kargin11_sde.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/1101.2697|arXiv: 1101.2697]]

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

Statistics and Probability Letters 81 (2011), 1094–1097.

  {{people:kargin:publications:kargin11_relaxation_monotone.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/1103.0327|arXiv: 1103.0327]]

• Free point processes and free extreme values ♥
  

(joint with G. Ben Arous)

  //Probability Theory and Related Fields// **147** (2010), 161–183.\\
  {{people:kargin:publications:kargin10_free_processes.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/0903.2672|arXiv: 0903.2672]]

• Bounds for mixing time of quantum walks on finite graphs
  

Journal of Physics A: Mathematical and Theoretical 43 (2010), 335302.

  {{people:kargin:publications:kargin10_quantum_mixing.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/1004.0188|arXiv: 1004.0188]]

• Continuous-time quantum walk on integer lattices and homogeneous trees
  

Journal of Statistical Physics 140 (2010), 393–408.

  {{people:kargin:publications:kargin10_quantum_walk.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/0912.0232|arXiv: 0912.0232]]

• Products of random matrices: Dimension and growth in norm
  

Annals of Applied Probability 20 (2010), 890–906.

  {{people:kargin:publications:kargin10_matrix_products.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/0903.0632|arXiv: 0903.0632]]

• Spectrum of random Toeplitz matrices with band structure
  

Electronic Communications in Probability 14 (2009), 412–423.

  {{people:kargin:publications:kargin09_toeplitz.pdf|PDF (journal version)}}

• Curve forecasting by functional autoregression
  

(joint with A. Onatski)

  //Journal of Multivariate Analysis// **99** (2008), 2508–2526.\\
  [[http://www.prismnet.com/~slava/papers/banterm_final%20journal%20version.pdf|PDF (journal version)]]

• Lyapunov exponents of free operators ♥
  

Journal of Functional Analysis 255 (2008), 1874–1888.

  {{people:kargin:publications:kargin08_lyapunov.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/0712.1378|arXiv: 0712.1378]]

• A limit theorem for products of free unitary operators ♥
  

Probability Theory and Related Fields 141 (2008), 603–623.

  {{people:kargin:publications:kargin08_products_unitary.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/0805.0374|arXiv: 0805.0374]]

• On the asymptotic growth of the support of free multiplicative convolutions ♥
  

Electronic Communications in Probability 13 (2008), 415–421.

  {{people:kargin:publications:kargin08_convolutions.pdf|PDF (journal version)}}

• Coordination Games with Quantum Correlations
  

International Journal of Game Theory 37 (2008), 211–218.

  {{people:kargin:publications:kargin08_quantum_games.pdf|PDF (journal version)}}\\
  [[http://www.prismnet.com/~slava/papers/quantgame21.pdf|Preliminary version]]

• The norm of products of free random variables ♥
  

Probability Theory and Related Fields 139 (2007), 397–413.

  {{people:kargin:publications:kargin07_norm_products.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/math/0611593|arXiv: math/0611593]]

• A proof of a non-commutative central limit theorem by the Lindeberg method ♥
  

Electronic Communications in Probability 12 (2007), 36–50.

  {{people:kargin:publications:kargin07_lindeberg.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/math/0703345|arXiv: math/0703345]]

• Berry-Esseen for free random variables ♥
  

Journal of Theoretical Probability 20 (2007), 381–395.

  {{people:kargin:publications:kargin07_berry-esseen.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/math.PR/0610072|arXiv: math.PR/0610072]]\\
  Comment: this paper has a mistake; see Theorem 2.4 in Chistyakov–Götze (Ann. Probab. 36 (2008), 54–90).

• On superconvergence of convolutions of free random variables ♥
  

Annals of Probability 35 (2007), 1931–1949.

  {{people:kargin:publications:kargin07_superconvergence.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/math.PR/0610075|arXiv: math.PR/0610075]]

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

Annals of Applied Probability 17 (2007), 1202–1221.

  {{people:kargin:publications:kargin07_markov_chains.pdf|PDF (journal version)}}\\
  [[http://arxiv.org/abs/math/0508538|arXiv: 0508538]]\\
  Comment: published version contains a gap; the original correct proof is in {{people:kargin:bernsteinpaperarxivv1.pdf|arXiv v1 (PDF)}}.

• On the Chernoff bound for efficiency of quantum hypothesis testing
  

Annals of Statistics 33 (2005), 959–976.

  {{people:kargin:publications:aos299.pdf|PDF (journal version)}}

• Lattice Option Pricing by Multidimensional Interpolation
  

Mathematical Finance 15 (2005), 635–647.

  {{people:kargin:publications:635-647_.mafi_254.pdf|PDF (journal proof version)}}

• Uncertainty of the Shapley Value
  

International Game Theory Review 7(4) (2005), 517–529.

  {{people:kargin:publications:00068.pdf|PDF (journal proof version)}}

• Prevention of Herding by Experts
  

Economics Letters 78(3) (2003), 401–407.

  {{people:kargin:publications:com_proof.pdf|PDF (journal proof version)}}

• Optimal Asset Allocation with Asymptotic Criteria
  

IJTAF 6(6) (2003), 593–604.

  {{people:kargin:publications:kargin2002_optimal_asset_allocation.pdf|PDF (arXiv version)}}

• Value Investing in Emerging Markets: Risks and Benefits
  

Emerging Markets Review 3(3) (2002), 233–244.

  {{people:kargin:publications:kargin2002_value_investing_in_emerging_markets.pdf|PDF (journal proof version)}}