people:kargin:kargin_publications
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| - | ===== Vladislav Kargin's Published Papers ===== | + | ====== Vladislav Kargin's Published Papers ====== |
| - | Papers related to random matrices are marked :-D Papers on free probability are ♥ | + | Papers related to random matrices are marked :-D |
| + | Papers on free probability are ♥ | ||
| - | The smallest singular value of large random rectangular Toeplitz and circulant matrices \\ | + | ===== 2026 ===== |
| - | (Joint with A. Onatski) \\ | + | |
| - | //Electron. J. Probab. 31: 1-30 (2026). | + | |
| - | //*DOI: [[https://doi.org/10.1214/25-EJP1462]]*/ | + | |
| - | // | + | |
| + | * **The smallest singular value of large random rectangular Toeplitz and circulant matrices** :-D\\ | ||
| + | (joint with A. Onatski)\\ | ||
| + | //Electronic Journal of Probability// **31** (2026), #2 1–30.\\ | ||
| + | [[https://doi.org/10.1214/25-EJP1462|DOI: 10.1214/25-EJP1462]] | ||
| - | {{people:kargin:publications:ribbon_tilings_april_2025-final.pdf|Journal Version}} | + | ===== 2025 ===== |
| - | An upper bound on the per-tile entropy of ribbon tilings\\ | + | |
| - | (Joint with S.R.Blackburn and Y. Chen)\\ | + | |
| - | //Combinatorial Theory, (2025), accepted | + | |
| - | /*DOI: [[https://doi.org/10.3150/23-BEJ1691|10.3150/23-BEJ1691]]*/ | + | |
| - | // | + | |
| + | * **An upper bound on the per-tile entropy of ribbon tilings**\\ | ||
| + | (joint with S. R. Blackburn and Y. Chen)\\ | ||
| + | //Combinatorial Theory// **5** (2025), #14 1-10 \\ | ||
| + | {{people:kargin:publications:ribbon_tilings_april_2025-final.pdf|PDF (journal version)}}\\ | ||
| + | [[https://doi.org/10.5070/C65365562|DOI:10.5070/C65365562]] | ||
| - | {{people:kargin:publications:bej1691.pdf|Journal Version}} | ||
| - | On the joint distribution of the area and the number of peaks for Bernoulli excursions\\ | ||
| - | //Bernoulli, (2024), v.30, 2700--2720 | ||
| - | /*DOI: [[https://doi.org/10.3150/23-BEJ1691|10.3150/23-BEJ1691]]*/ | ||
| - | // | ||
| - | {{people:kargin:publications:slimtrees_journal.pdf|Journal Version}} | + | ===== 2024 ===== |
| - | Scaling limits of slim and fat trees \\ | + | |
| - | //Journal of Theoretical Probability, (2023), v.36, 2192--2228 | + | |
| - | /*DOI: [[https://doi.org/10.1007/s10959-023-01261-w|10.1007/s10959-023-01261-w]]*/ | + | |
| - | // | + | |
| + | * **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]] | ||
| - | {{https://arxiv.org/abs/2307.00767|arXiv Version}} and {{https://doi.org/10.1016/j.dam.2023.06.045|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// | ||
| - | {{people:kargin:publications:paperribtiling12.pdf|Journal Version}} | + | ===== 2023 ===== |
| - | On enumeration and entropy of ribbon tilings \\ | + | |
| - | (Joint with Y. Chen)\\ | + | |
| - | //Electronic Journal of Combinatorics, v. 30(2), (2023), P2.15// | + | |
| + | * **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]] | ||
| - | {{people:kargin:publications:kargin2020_article_cyclesinrandommeandersystems.pdf|Journal Version}} | + | * **The number of ribbon tilings for strips**\\ |
| - | Cycles in random meander systems\\ | + | (joint with Y. Chen)\\ |
| - | //Journal of Statistical Physics, v. 181, (2020), pp. 2322-2345// | + | //Discrete Applied Mathematics// **340** (2023), 85–103.\\ |
| - | /*[[http://arxiv.org/abs/1503.00339|arxiv version]]*/ | + | [[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)}} | ||
| - | {{people:kargin:publications:point_fields_journal_version.pdf|Journal Version}} | ||
| - | A 3D Ginibre point field \\ | ||
| - | //Journal of Statistical Physics, v. 171, (2018), pp. 1067-1095// | ||
| - | /*[[http://arxiv.org/abs/1503.00339|arxiv version]]*/ | ||
| + | ===== 2020 ===== | ||
| - | {{people:kargin:publications:kargin16_russian_words.pdf|Journal Version}} | + | * **Cycles in random meander systems**\\ |
| - | On variation of word frequencies in Russian literary texts \\ | + | //Journal of Statistical Physics// **181** (2020), 2322–2345.\\ |
| - | //Physica A: Statistical Mechanics and its Applications, v. 445, (2016), pp. 328-334// | + | {{people:kargin:publications:kargin2020_article_cyclesinrandommeandersystems.pdf|PDF (journal version)}}\\ |
| - | /*[[http://arxiv.org/abs/1503.00339|arxiv version]]*/ | + | [[https://arxiv.org/abs/2011.13449|arXiv: 2011.13449]] |
| - | {{people:kargin:publications:kargin15_linear_statistics.pdf|Journal Version}}:-D | + | ===== 2018 ===== |
| - | /*[[http://arxiv.org/abs/1407.4743|/ arxiv version]] */ | + | |
| - | Limit theorems for linear eigenvalue statistics of overlapping matrices \\ | + | |
| - | //Electronic Journal of Probability, v.20, (2015), article 121, pp.1 – 30.// | + | |
| - | {{people:kargin:publications:kargin15_regression.pdf|Journal Version}}:-D | + | * **A 3D Ginibre point field**\\ |
| - | /*[[http://arxiv.org/abs/1409.6779|/arxiv version]]*/ | + | //Journal of Statistical Physics// **171** (2018), 1067–1095.\\ |
| - | On estimation in the reduced-rank regression with a large number of responses and predictors \\ | + | {{people:kargin:publications:point_fields_journal_version.pdf|PDF (journal version)}}\\ |
| - | //Journal of Multivariate Analysis, v. 140, (2015), pp.377-394. // | + | [[https://arxiv.org/abs/1705.03118|arXiv: 1705.03118]] |
| - | {{people:kargin:publications:kargin15_subordination.pdf|Journal Version}}:-D | ||
| - | /*[[http://arxiv.org/abs/1109.5818|arxiv:1109.5818]]*/ | ||
| - | Subordination of the resolvent for a sum of random matrices \\ | ||
| - | //Annals of Probability, v. 43, (2015), pp.2119-2150.// | ||
| - | {{people:kargin:publications:kargin14_lyapunov.pdf|Journal Version}}:-D | + | ===== 2016 ===== |
| - | /*[[http://arxiv.org/abs/1306.6576|arxiv:1306.6576]] */ | + | |
| - | On the largest Lyapunov exponent for products of Gaussian matrices \\ | + | |
| - | //Journal of Statistical Physics, v.157 (2014) pp.70-83// | + | |
| - | {{people:kargin:publications:kargin14_zeta.pdf|Journal Version}} | + | * **On variation of word frequencies in Russian literary texts**\\ |
| - | /*[[http://arxiv.org/abs/1302.1452|arxiv:1302.1452]]*/ | + | //Physica A: Statistical Mechanics and its Applications// **445** (2016), 328–334.\\ |
| - | Statistical properties of zeta functions' zeros \\ | + | {{people:kargin:publications:kargin16_russian_words.pdf|PDF (journal version)}}\\ |
| - | //Probability Surveys, v.11 (2014) pp.121-160// | + | [[http://arxiv.org/abs/1503.00339|arXiv: 1503.00339]] |
| - | {{people:kargin:publications:kargin14_pfaffian.pdf|Journal Version}} | ||
| - | /*[[http://arxiv.org/abs/1210.6603|arxiv:1210.6603]]*/ | ||
| - | On Pfaffian random point fields \\ | ||
| - | //Journal of Statistical Physics, v.154 (2014) pp.681-704// | ||
| - | {{people:kargin:publications:kargin13_distance.pdf|Journal Version}}♥ | + | ===== 2015 ===== |
| - | /*[[http://arxiv.org/abs/1107.0477|arxiv:1107/0477]]*/ | + | |
| - | An inequality for the distance between densities of free convolutions \\ | + | |
| - | //Annals of Probability, v.41 (2013) pp.3241-3260 // | + | |
| - | {{people:kargin:publications:kargin13_zeta_fluctuations.pdf|Journal Version}} | + | * **Limit theorems for linear eigenvalue statistics of overlapping matrices** :-D\\ |
| - | /*[[http://arxiv.org/abs/1203.5309|arxiv:1203.5309]]*/ | + | //Electronic Journal of Probability// **20** (2015), Art. 121, 1–30.\\ |
| - | On fluctuations of Riemann's zeta zeros \\ | + | {{people:kargin:publications:kargin15_linear_statistics.pdf|PDF (journal version)}}\\ |
| - | //Probability Theory and Related Fields, v.157 (2013) pp.575-604// | + | [[http://arxiv.org/abs/1407.4743|arXiv: 1407.4743]] |
| - | {{people:kargin:publications:kargin12_local_law.pdf|Journal Version}}:-D | + | * **On estimation in the reduced-rank regression with a large number of responses and predictors** :-D\\ |
| - | /*[[http://arxiv.org/abs/1010.0353|arxiv:1010.0353]] */ | + | //Journal of Multivariate Analysis// **140** (2015), 377–394.\\ |
| - | A concentration inequality and a local law for the sum of two random matrices \\ | + | {{people:kargin:publications:kargin15_regression.pdf|PDF (journal version)}}\\ |
| - | //Probability Theory and Related Fields, v.154 (2012) pp.677-702// | + | [[http://arxiv.org/abs/1409.6779|arXiv: 1409.6779]] |
| + | * **Subordination of the resolvent for a sum of random matrices** :-D\\ | ||
| + | //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]] | ||
| - | {{people:kargin:publications:kargin12_two_projections.pdf|Journal Version}}:-D | ||
| - | /*[[http://arxiv.org/abs/1205.0993|arxiv:1205.0993]]*/ | ||
| - | On eigenvalues of the sum of two random projections \\ | ||
| - | //Journal of Statistical Physics, v.149 (2012) pp.246-258// | ||
| + | ===== 2014 ===== | ||
| - | {{people:kargin:publications:kargin11_sde.pdf|Journal Version}}♥ | + | * **On the largest Lyapunov exponent for products of Gaussian matrices** :-D\\ |
| - | /*[[http://arxiv.org/abs/1101.2697|arxiv:1101.2697]] */ | + | //Journal of Statistical Physics// **157** (2014), 70–83.\\ |
| - | On free stochastic differential equations \\ | + | {{people:kargin:publications:kargin14_lyapunov.pdf|PDF (journal version)}}\\ |
| - | //Journal of Theoretical Probability, v.24 (2011) pp.821-848// | + | [[http://arxiv.org/abs/1306.6576|arXiv: 1306.6576]] |
| - | {{people:kargin:publications:kargin11_relaxation_monotone.pdf|Journal Version}} | + | * **Statistical properties of zeta functions' zeros**\\ |
| - | /*[[http://arxiv.org/abs/1103.0327|arxiv:1103.0327]]*/ | + | //Probability Surveys// **11** (2014), 121–160.\\ |
| - | Relaxation time is monotone in temperature in the mean-field Ising model \\ | + | {{people:kargin:publications:kargin14_zeta.pdf|PDF (journal version)}}\\ |
| - | //Statistics and Probability Letters, v.81 (2011) pp.1094-1097// | + | [[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]] | ||
| - | {{people:kargin:publications:kargin10_free_processes.pdf|Journal Version}}♥ | ||
| - | /*[[http://arxiv.org/abs/0903.2672|arxiv:0903.2672]]*/ | ||
| - | Free point processes and free extreme values (Joint with G. Ben Arous)\\ | ||
| - | //Probability Theory and Related Fields, v.147 (2010) pp.161-183// | ||
| - | {{people:kargin:publications:kargin10_quantum_mixing.pdf|Journal Version}} | + | ===== 2013 ===== |
| - | /*[[http://arxiv.org/abs/1004.0188|arxiv:1004.0188]]*/ | + | |
| - | Bounds for mixing time of quantum walks on finite graphs \\ | + | |
| - | //Journal of Physics A: Math. and Theor., v.43 (2010) 335302// | + | |
| - | {{people:kargin:publications:kargin10_quantum_walk.pdf|Journal Version}} | + | * **An inequality for the distance between densities of free convolutions** ♥\\ |
| - | /*[[http://arxiv.org/abs/0912.0232|arxiv:0912.0232]] */ | + | //Annals of Probability// **41** (2013), 3241–3260.\\ |
| - | Continuous-time quantum walk on integer lattices and homogeneous trees \\ | + | {{people:kargin:publications:kargin13_distance.pdf|PDF (journal version)}}\\ |
| - | //Journal of Statistical Physics, v.140 (2010) pp.393-408// | + | [[http://arxiv.org/abs/1107.0477|arXiv: 1107.0477]] |
| - | {{people:kargin:publications:kargin10_matrix_products.pdf|Journal Version}}:-D | + | * **On fluctuations of Riemann's zeta zeros**\\ |
| - | /*[[http://arxiv.org/abs/0903.0632|arxiv:0903.0632]]*/ | + | //Probability Theory and Related Fields// **157** (2013), 575–604.\\ |
| - | Products of random matrices: Dimension and growth in norm \\ | + | {{people:kargin:publications:kargin13_zeta_fluctuations.pdf|PDF (journal version)}}\\ |
| - | //Annals of Applied Probability v.20 (2010) pp.890-906// | + | [[http://arxiv.org/abs/1203.5309|arXiv: 1203.5309]] |
| - | {{people:kargin:publications:kargin09_toeplitz.pdf|Journal Version}}:-D | ||
| - | Spectrum of random Toeplitz matrices with band structure \\ | ||
| - | //Electronic Communications in Probability v.14 (2009) pp.412-423// | ||
| + | ===== 2012 ===== | ||
| - | [[http://www.prismnet.com/~slava/papers/banterm_final%20journal%20version.pdf|Journal Version]] | + | * **A concentration inequality and a local law for the sum of two random matrices** :-D\\ |
| - | Curve forecasting by functional autoregression (Joint with A. Onatski)\\ | + | //Probability Theory and Related Fields// **154** (2012), 677–702.\\ |
| - | //Journal of Multivariate Analysis, v.99, (2008) pp.2508-2526// | + | {{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** :-D\\ | ||
| + | //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]] | ||
| - | {{people:kargin:publications:kargin08_lyapunov.pdf|Journal Version}}♥ | ||
| - | /*[[http://arxiv.org/abs/0712.1378|arxiv:0712.1378]]*/ | ||
| - | Lyapunov exponents of free operators \\ | ||
| - | //Journal of Functional Analysis, v.255 (2008) pp.1874-1888// | ||
| - | {{people:kargin:publications:kargin08_products_unitary.pdf|Journal Version}}♥ | + | ===== 2011 ===== |
| - | /*[[http://arxiv.org/abs/0805.0374|arxiv:0805.0374]] */ | + | |
| - | A limit theorem for products of free unitary operators \\ | + | |
| - | //Probability Theory and Related Fields, v.141 (2008) pp.603-623// | + | |
| - | {{people:kargin:publications:kargin08_convolutions.pdf|Journal Version}}♥ | + | * **On free stochastic differential equations** ♥\\ |
| - | On the asymptotic growth of the support of free multiplicative convolutions \\ | + | //Journal of Theoretical Probability// **24** (2011), 821–848.\\ |
| - | //Electronic Communications in Probability, v.13 (2008) pp.415-421// | + | {{people:kargin:publications:kargin11_sde.pdf|PDF (journal version)}}\\ |
| + | [[http://arxiv.org/abs/1101.2697|arXiv: 1101.2697]] | ||
| - | {{people:kargin:publications:kargin08_quantum_games.pdf|Journal Version}} | + | * **Relaxation time is monotone in temperature in the mean-field Ising model**\\ |
| - | /*[[http://www.prismnet.com/~slava/papers/quantgame21.pdf| Preliminary version]] */ | + | //Statistics and Probability Letters// **81** (2011), 1094–1097.\\ |
| - | Coordination Games with Quantum Correlations \\ | + | {{people:kargin:publications:kargin11_relaxation_monotone.pdf|PDF (journal version)}}\\ |
| - | //International Journal of Game Theory, 2008, 37, 211-218// | + | [[http://arxiv.org/abs/1103.0327|arXiv: 1103.0327]] |
| - | {{people:kargin:publications:kargin07_norm_products.pdf|Journal Version}}♥ | ||
| - | /*[[http://arxiv.org/abs/math/0611593|arxiv:math/0611593]] */ | ||
| - | The norm of products of free random variables \\ | ||
| - | //Probability Theory and Related Fields, v.139 (2007) pp. 397-413// | ||
| - | {{people:kargin:publications:kargin07_lindeberg.pdf|Journal Version}}♥ | + | ===== 2010 ===== |
| - | /*[[http://arxiv.org/abs/math/0703345|arxiv:math/0703345]] */ | + | |
| - | A proof of a non-commutative central limit theorem by the Lindeberg method \\ | + | |
| - | //Electronic Communications in Probability, v.12 (2007) pp.36-50// | + | |
| - | {{people:kargin:publications:kargin07_berry-esseen.pdf|Journal Version}}♥ | + | * **Free point processes and free extreme values** ♥\\ |
| - | /*[[http://arxiv.org/abs/math.PR/0610072|arxive:math.PR/0610072]] */ | + | (joint with G. Ben Arous)\\ |
| - | Berry-Esseen for free random variables \\ | + | //Probability Theory and Related Fields// **147** (2010), 161–183.\\ |
| - | //Journal of Theoretical Probability, v.20 (2007) pp.381-395// \\ | + | {{people:kargin:publications:kargin10_free_processes.pdf|PDF (journal version)}}\\ |
| - | /*[Comment: This paper has a mistake.The solution is given by series in (10) with coefficients in (11). | + | [[http://arxiv.org/abs/0903.2672|arXiv: 0903.2672]] |
| - | If the series is convergent for $t = 1$, then it gives a genuine solution. However, it is not clear why this holds if $\phi_n$ can take a value zero next to $G_\Phi$. See instead Theorem 2.4 in Chistyakov, G.P., Götze, F.: Limit theorems in free probability theory, I. Ann. Probab. 36, 54–90 (2008)]*/ | + | |
| - | {{people:kargin:publications:kargin07_superconvergence.pdf|Journal Version}}♥ | + | * **Bounds for mixing time of quantum walks on finite graphs**\\ |
| - | /*[[http://arxiv.org/abs/math.PR/0610075|math.PR/0610075]] */ | + | //Journal of Physics A: Mathematical and Theoretical// **43** (2010), 335302.\\ |
| - | On superconvergence of convolutions of free random variables \\ | + | {{people:kargin:publications:kargin10_quantum_mixing.pdf|PDF (journal version)}}\\ |
| - | //Annals of Probability, v.35 (2007) pp. 1931-1949// | + | [[http://arxiv.org/abs/1004.0188|arXiv: 1004.0188]] |
| - | {{people:kargin:publications:kargin07_markov_chains.pdf|Journal Version}} | + | * **Continuous-time quantum walk on integer lattices and homogeneous trees**\\ |
| - | /*[[http://arxiv.org/abs/math/0508538|arxiv:0508538]] */ | + | //Journal of Statistical Physics// **140** (2010), 393–408.\\ |
| - | A large deviation inequality for vector functions on finite reversible Markov chains\\ | + | {{people:kargin:publications:kargin10_quantum_walk.pdf|PDF (journal version)}}\\ |
| - | //Annals of Applied Probability, v.17 (2007) pp.1202-1221//\\ | + | [[http://arxiv.org/abs/0912.0232|arXiv: 0912.0232]] |
| - | [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: | + | |
| - | {{people:kargin:bernsteinpaperarxivv1.pdf|arxiv v1 paper}}] | + | |
| - | {{people:kargin:publications:aos299.pdf|Journal Version}} | + | * **Products of random matrices: Dimension and growth in norm** :-D\\ |
| - | On the Chernoff bound for efficiency of quantum hypothesis testing \\ | + | //Annals of Applied Probability// **20** (2010), 890–906.\\ |
| - | //Annals of Statistics, v. 33 (2005) pp.959-976// | + | {{people:kargin:publications:kargin10_matrix_products.pdf|PDF (journal version)}}\\ |
| + | [[http://arxiv.org/abs/0903.0632|arXiv: 0903.0632]] | ||
| - | {{people:kargin:publications:635-647_.mafi_254.pdf|Journal Proof Version}} | + | ===== 2009 ===== |
| - | Lattice Option Pricing by Multidimensional Interpolation \\ | + | |
| - | //Mathematical Finance, 2005, 15, 635-647// | + | |
| - | {{people:kargin:publications:00068.pdf|Journal Proof Version}} | + | * **Spectrum of random Toeplitz matrices with band structure** :-D\\ |
| - | Uncertainty of the Shapley Value \\ | + | //Electronic Communications in Probability// **14** (2009), 412–423.\\ |
| - | //International Game Theory Review, 2005, 7(4), 517-529// | + | {{people:kargin:publications:kargin09_toeplitz.pdf|PDF (journal version)}} |
| - | {{people:kargin:publications:com_proof.pdf|Journal Proof Version}} | ||
| - | Prevention of Herding by Experts \\ | ||
| - | //Economics Letters, 2003, 78(3), 401-407// | ||
| - | {{people:kargin:publications:kargin2002_optimal_asset_allocation.pdf|ArXiv Version}} | + | ===== 2008 ===== |
| - | Optimal Asset Allocation with Asymptotic Criteria \\ | + | |
| - | //IJTAF, 2003, 6(6), 593-604// | + | |
| - | {{people:kargin:publications:kargin2002_value_investing_in_emerging_markets.pdf|Journal Proof Version}} | + | * **Curve forecasting by functional autoregression**\\ |
| - | Value Investing in Emerging Markets: Risks and Benefits \\ | + | (joint with A. Onatski)\\ |
| - | //Emerging Markets Review, 2002, 3(3), 233-244 // | + | //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]] | ||
| + | |||
| + | |||
| + | ===== 2007 ===== | ||
| + | |||
| + | * **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)}}. | ||
| + | |||
| + | |||
| + | ===== 2005 ===== | ||
| + | |||
| + | * **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)}} | ||
| + | |||
| + | |||
| + | ===== 2003 ===== | ||
| + | |||
| + | * **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)}} | ||
| + | |||
| + | |||
| + | ===== 2002 ===== | ||
| + | |||
| + | * **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)}} | ||
| + | |||
| + | ---- | ||
| + | |||
| + | [[people:kargin:start|← Back to main page]] | ||
people/kargin/kargin_publications.1767895543.txt · Last modified: 2026/01/08 13:05 by kargin