Arijit Chakrabarty
Indian Statistical Institute, Kolkata

Preprints and publications:

  1. A Little book of Martingales. (jointly with Arup Bose and Rajat S. Hazra) Texts and Readings in Mathematics, Hindustan Book Agency (2024).

  2. Clustering of large deviations in moving average processes: The short memory regime. (joint work with Gennady Samorodnitsky) Annals of Applied Probability (2024) 34: 3227-3250.

  3. Clustering of large deviations in moving average processes: The long memory regime. (joint work with Gennady Samorodnitsky) Stochastic Processes and their Applications (2023) 163: 387-423.

  4. Length of stationary Gaussian excursions. (joint work with Manish Pandey and Sukrit Chakraborty) Proceedings of the American Mathematical Society (2023) 151: 1339-1348.

  5. Large deviation principle for the maximal eigenvalue of inhomogeneous Erdős-Rényi Random Graphs. (joint work with Rajat S. Hazra, Frank den Hollander and Matteo Sfragara) Journal of Theoretical Probability (2022) 35: 2413-2441.

  6. A Note on the Folklore of Free Independence. (joint work with Sukrit Chakraborty and Rajat S. Hazra) Statistics and Applications, special volume in memory of Prof. Aloke Dey (2021) 9: 187-198.

  7. Spectra of Adjacency and Laplacian Matrices of Inhomogeneous Erdős-Rényi Random Graphs. (joint work with Rajat S. Hazra, Frank den Hollander and Matteo Sfragara) Random Matrices: Theory and Applications (2021) 10: 2150009.

  8. Eigenvalues outside the bulk of inhomogeneous Erdős-Rényi random graphs. (joint work with Sukrit Chakraborty and Rajat S. Hazra) Journal of Statistical Physics (2020) 181: 1746-1780.

  9. Regular variation and free regular infinitely divisible laws. (joint work with Sukrit Chakraborty and Rajat S. Hazra) Statistics and Probability Letters (2020) 156: 108607.

  10. High minima of non-smooth Gaussian processes. (joint work with Zhixin Wu and Gennady Samorodnitsky) Electronic Communications in Probability (2019) 24: 53.

  11. Asymptotic behaviour of high Gaussian minima. (joint work with Gennady Samorodnitsky) Stochastic Processes and their Applications (2018) 128: 2297-2324.

  12. Large deviations for truncated heavy-tailed random variables: a boundary case. Indian Journal of Pure and Applied Mathematics, special issue in honor of Prof. B. V. Rao (2017) 48: 671-703.

  13. The Hadamard product and the free convolutions. Statistics and Probability Letters (2017) 127: 150-157.

  14. From random matrices to long range dependence. (joint work with Rajat S. Hazra and Deepayan Sarkar) Random Matrices: Theory and Applications (2016) 5: 1650008.

  15. Remarks on absolute continuity in the context of free probability and random matrices. (joint work with Rajat S. Hazra) Proceedings of the American Mathematical Society (2016) 144: 1335-1441.

  16. Limiting spectral distribution for Wigner matrices with dependent entries. (joint work with Rajat S. Hazra and Deepayan Sarkar) Acta Physica Polonica B (2015) 46: 1637-1652.

  17. Group theoretic dimension of stationary symmetric \alpha-stable random fields. (joint work with Parthanil Roy) Journal of Theoretical Probability (2013) 26: 240-258.

  18. Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not? (joint work with Gennady Samorodnitsky) Stochastic Models (2012) 28: 109-143.

  19. Effect of truncation on large deviations for heavy-tailed random vectors. Stochastic Processes and their Applications (2012) 122: 623- 653.

  20. Optimal Stopping Times with Different Information Levels and with Time Uncertainty. (joint work with Xin Guo) Stochastic analysis and applications to finance (2012) 19-38.

  21. Asymptotic normality of Hill estimator for truncated data. Electronic Journal of Probability (2011) 16: 2039-2058.

  22. Tempered stable laws as random walk limits. (joint work with Mark M. Meerschaert) Statistics and Probability Letters (2011) 81: 989-997.

  23. Central Limit Theorem for truncated heavy tailed Banach valued random vectors. Electronic Communications in Probability (2010) 15: 346-364.