Vladislav Kargin's Published Papers

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), #2 1–30.
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 5 (2025), #14 1-10
PDF (journal version)
DOI:10.5070/C65365562

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

Bernoulli 30 (2024), 2700–2720.
PDF (journal version)
DOI: 10.3150/23-BEJ1691

• Scaling limits of slim and fat trees
  

Journal of Theoretical Probability 36 (2023), 2192–2228.
PDF (journal version)
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.
arXiv: 2307.00767 · Journal link (paywall)

• On enumeration and entropy of ribbon tilings
  

(joint with Y. Chen)
Electronic Journal of Combinatorics 30(2) (2023), P2.15.
PDF (journal version)

• Cycles in random meander systems
  

Journal of Statistical Physics 181 (2020), 2322–2345.
PDF (journal version)
arXiv: 2011.13449

• A 3D Ginibre point field
  

Journal of Statistical Physics 171 (2018), 1067–1095.
PDF (journal version)
arXiv: 1705.03118

• On variation of word frequencies in Russian literary texts
  

Physica A: Statistical Mechanics and its Applications 445 (2016), 328–334.
PDF (journal version)
arXiv: 1503.00339

• Limit theorems for linear eigenvalue statistics of overlapping matrices
  

Electronic Journal of Probability 20 (2015), Art. 121, 1–30.
PDF (journal version)
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.
PDF (journal version)
arXiv: 1409.6779

• Subordination of the resolvent for a sum of random matrices
  

Annals of Probability 43 (2015), 2119–2150.
PDF (journal version)
arXiv: 1109.5818

• On the largest Lyapunov exponent for products of Gaussian matrices
  

Journal of Statistical Physics 157 (2014), 70–83.
PDF (journal version)
arXiv: 1306.6576

• Statistical properties of zeta functions' zeros
  

Probability Surveys 11 (2014), 121–160.
PDF (journal version)
arXiv: 1302.1452

• On Pfaffian random point fields
  

Journal of Statistical Physics 154 (2014), 681–704.
PDF (journal version)
arXiv: 1210.6603

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

Annals of Probability 41 (2013), 3241–3260.
PDF (journal version)
arXiv: 1107.0477

• On fluctuations of Riemann's zeta zeros
  

Probability Theory and Related Fields 157 (2013), 575–604.
PDF (journal version)
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.
PDF (journal version)
arXiv: 1010.0353

• On eigenvalues of the sum of two random projections
  

Journal of Statistical Physics 149 (2012), 246–258.
PDF (journal version)
arXiv: 1205.0993

• On free stochastic differential equations ♥
  

Journal of Theoretical Probability 24 (2011), 821–848.
PDF (journal version)
arXiv: 1101.2697

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

Statistics and Probability Letters 81 (2011), 1094–1097.
PDF (journal version)
arXiv: 1103.0327

• Free point processes and free extreme values ♥
  

(joint with G. Ben Arous)
Probability Theory and Related Fields 147 (2010), 161–183.
PDF (journal version)
arXiv: 0903.2672

• Bounds for mixing time of quantum walks on finite graphs
  

Journal of Physics A: Mathematical and Theoretical 43 (2010), 335302.
PDF (journal version)
arXiv: 1004.0188

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

Journal of Statistical Physics 140 (2010), 393–408.
PDF (journal version)
arXiv: 0912.0232

• Products of random matrices: Dimension and growth in norm
  

Annals of Applied Probability 20 (2010), 890–906.
PDF (journal version)
arXiv: 0903.0632

• Spectrum of random Toeplitz matrices with band structure
  

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

• Curve forecasting by functional autoregression
  

(joint with A. Onatski)
Journal of Multivariate Analysis 99 (2008), 2508–2526.
PDF (journal version)

• Lyapunov exponents of free operators ♥
  

Journal of Functional Analysis 255 (2008), 1874–1888.
PDF (journal version)
arXiv: 0712.1378

• A limit theorem for products of free unitary operators ♥
  

Probability Theory and Related Fields 141 (2008), 603–623.
PDF (journal version)
arXiv: 0805.0374

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

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

• Coordination Games with Quantum Correlations
  

International Journal of Game Theory 37 (2008), 211–218.
PDF (journal version)
Preliminary version

• The norm of products of free random variables ♥
  

Probability Theory and Related Fields 139 (2007), 397–413.
PDF (journal version)
arXiv: math/0611593

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

Electronic Communications in Probability 12 (2007), 36–50.
PDF (journal version)
arXiv: math/0703345

• Berry-Esseen for free random variables ♥
  

Journal of Theoretical Probability 20 (2007), 381–395.
PDF (journal version)
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.
PDF (journal version)
arXiv: math.PR/0610075

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

Annals of Applied Probability 17 (2007), 1202–1221.
PDF (journal version)
arXiv: 0508538
Comment: published version contains a gap; the original correct proof is in arXiv v1 (PDF).

• On the Chernoff bound for efficiency of quantum hypothesis testing
  

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

• Lattice Option Pricing by Multidimensional Interpolation
  

Mathematical Finance 15 (2005), 635–647.
PDF (journal proof version)

• Uncertainty of the Shapley Value
  

International Game Theory Review 7(4) (2005), 517–529.
PDF (journal proof version)

• Prevention of Herding by Experts
  

Economics Letters 78(3) (2003), 401–407.
PDF (journal proof version)

• Optimal Asset Allocation with Asymptotic Criteria
  

IJTAF 6(6) (2003), 593–604.
PDF (arXiv version)

• Value Investing in Emerging Markets: Risks and Benefits
  

Emerging Markets Review 3(3) (2002), 233–244.
PDF (journal proof version)

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