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