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people:kargin:kargin_publications [2016/09/24 14:39]
kargin
people:kargin:kargin_publications [2023/10/17 13:51] (current)
kargin
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 +=====  Vladislav Kargin'​s Published Papers ​ =====
  
 +Papers related to random matrices are marked :-D Papers on free probability are ♥
 +
 +{{people:​kargin:​publications:​slimtrees_journal.pdf|Journal Version}}
 +Scaling limits of slim and fat trees \\
 +//Journal of Theoretical Probability,​ (2023), DOI: [[https://​doi.org/​10.1007/​s10959-023-01261-w|10.1007/​s10959-023-01261-w]]//​
 +
 +{{people:​kargin:​publications:​paperribtiling12.pdf|Journal Version}}
 +On enumeration and entropy of ribbon tilings \\
 +(Joint with Y. Chen)\\
 +//​Electronic Journal of Combinatorics,​ v. 30(2), (2023), P2.15//
 +
 +
 +{{people:​kargin:​publications:​kargin2020_article_cyclesinrandommeandersystems.pdf|Journal Version}}
 +Cycles in random meander systems\\
 +//Journal of Statistical Physics, v. 181, (2020), pp. 2322-2345//
 +/​*[[http://​arxiv.org/​abs/​1503.00339|arxiv 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]]*/
 +
 +
 +{{people:​kargin:​publications:​kargin16_russian_words.pdf|Journal Version}}
 +On variation of word frequencies in Russian literary texts \\
 +//Physica A: Statistical Mechanics and its Applications,​ v. 445, (2016), pp. 328-334//
 +/​*[[http://​arxiv.org/​abs/​1503.00339|arxiv version]]*/
 +
 +
 +{{people:​kargin:​publications:​kargin15_linear_statistics.pdf|Journal Version}}:​-D
 +/​*[[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
 +/​*[[http://​arxiv.org/​abs/​1409.6779|/​arxiv 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. // 
 +
 +{{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  ​
 +/​*[[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}} ​
 +/​*[[http://​arxiv.org/​abs/​1302.1452|arxiv:​1302.1452]]*/​
 +Statistical properties of zeta functions'​ zeros \\
 +//​Probability Surveys, v.11 (2014) pp.121-160//​
 +
 +{{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}}♥
 +/​*[[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}}
 +/​*[[http://​arxiv.org/​abs/​1203.5309|arxiv:​1203.5309]]*/​
 +On fluctuations of Riemann'​s zeta zeros \\
 +//​Probability Theory and Related Fields, v.157 (2013) pp.575-604//​
 +
 +{{people:​kargin:​publications:​kargin12_local_law.pdf|Journal Version}}:​-D
 +/​*[[http://​arxiv.org/​abs/​1010.0353|arxiv:​1010.0353]] */
 +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//​
 +
 +
 +{{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//​
 +
 +
 +{{people:​kargin:​publications:​kargin11_sde.pdf|Journal Version}}♥
 +/​*[[http://​arxiv.org/​abs/​1101.2697|arxiv:​1101.2697]] */
 +On free stochastic differential equations \\
 +//Journal of Theoretical Probability,​ v.24 (2011) pp.821-848// ​
 +
 +{{people:​kargin:​publications:​kargin11_relaxation_monotone.pdf|Journal Version}}
 +/​*[[http://​arxiv.org/​abs/​1103.0327|arxiv:​1103.0327]]*/ ​
 +Relaxation time is monotone in temperature in the mean-field Ising model \\
 +//​Statistics and Probability Letters, v.81 (2011) pp.1094-1097//​
 +
 +
 +{{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}}
 +/​*[[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}}
 +/​*[[http://​arxiv.org/​abs/​0912.0232|arxiv:​0912.0232]] */
 +Continuous-time quantum walk on integer lattices and homogeneous trees \\
 +//Journal of Statistical Physics, v.140 (2010) pp.393-408//​
 +
 +{{people:​kargin:​publications:​kargin10_matrix_products.pdf|Journal Version}}:​-D
 +/​*[[http://​arxiv.org/​abs/​0903.0632|arxiv:​0903.0632]]*/ ​
 +Products of random matrices: Dimension and growth in norm \\
 +//Annals of Applied Probability ​ v.20 (2010) pp.890-906// ​
 +
 +{{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//​
 +
 +
 +[[http://​www.prismnet.com/​~slava/​papers/​banterm_final%20journal%20version.pdf|Journal Version]] ​
 +Curve forecasting by functional autoregression (Joint with A. Onatski)\\
 +//Journal of Multivariate Analysis, v.99, (2008) pp.2508-2526//​
 +
 +
 +{{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}}♥
 +/​*[[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 the asymptotic growth of the support of free multiplicative convolutions \\
 +//​Electronic Communications in Probability,​ v.13 (2008) pp.415-421//​
 +
 +{{people:​kargin:​publications:​kargin08_quantum_games.pdf|Journal Version}}  ​
 +/​*[[http://​www.prismnet.com/​~slava/​papers/​quantgame21.pdf| Preliminary version]] */
 +Coordination Games with  Quantum Correlations \\
 +//​International Journal of Game Theory, 2008, 37, 211-218//
 +
 +{{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}}♥
 +/​*[[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}}♥
 +/​*[[http://​arxiv.org/​abs/​math.PR/​0610072|arxive:​math.PR/​0610072]] */
 +Berry-Esseen for free random variables \\
 +//Journal of Theoretical Probability, ​ v.20 (2007) pp.381-395//​ \\
 +/*[Comment: This paper has a mistake.The solution is given by series in (10) with coefficients in (11). 
 +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}}♥
 +/​*[[http://​arxiv.org/​abs/​math.PR/​0610075|math.PR/​0610075]] */
 +On superconvergence of  convolutions of free random variables \\
 +//Annals of Probability,​ v.35 (2007) pp. 1931-1949//
 +
 +{{people:​kargin:​publications:​kargin07_markov_chains.pdf|Journal Version}}
 +/​*[[http://​arxiv.org/​abs/​math/​0508538|arxiv:​0508538]] */
 +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: ​
 +{{people:​kargin:​bernsteinpaperarxivv1.pdf|arxiv v1 paper}}]
 +
 +{{people:​kargin:​publications:​aos299.pdf|Journal Version}}
 +On the Chernoff bound for efficiency of quantum hypothesis testing \\
 +//Annals of Statistics, v. 33 (2005) pp.959-976//​
 +
 +
 +{{people:​kargin:​publications:​635-647_.mafi_254.pdf|Journal Proof Version}}
 +Lattice Option Pricing by Multidimensional Interpolation \\
 +//​Mathematical Finance, 2005, 15, 635-647//
 +
 +{{people:​kargin:​publications:​00068.pdf|Journal Proof Version}}
 +Uncertainty of the Shapley Value \\
 +//​International Game Theory Review, 2005, 7(4), 517-529//
 +
 +{{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}}
 +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}}
 +Value Investing in Emerging Markets: Risks and Benefits \\
 +//Emerging Markets Review, 2002, 3(3), 233-244 //
 +
 +
 +