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people:kargin:kargin_publications

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

Journal Version
Scaling limits of slim and fat trees

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

arXiv Version and Link to the Journal version (behind a paywall)

The number of ribbon tilings for strips

(Joint with Y. Chen)

*Discrete Applied Mathematics, v. 340, (2023), 85–103*

Journal Version
On enumeration and entropy of ribbon tilings

(Joint with Y. Chen)

*Electronic Journal of Combinatorics, v. 30(2), (2023), P2.15*

Journal Version
Cycles in random meander systems

*Journal of Statistical Physics, v. 181, (2020), pp. 2322-2345*

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 revising, simplifying, and improving the paper, an error 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, which has the original, correct proof of the result, - but which, unfortunately, lacks 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 Proof 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 Proof Version
Prevention of Herding by Experts

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

ArXiv 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: 2024/07/03 10:17 by kargin

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