Arijit Chakrabarty
Indian Statistical Institute, Kolkata

Preprints and publications:

  1. Largest eigenvalue of positive mean Gaussian matrices. (joint work with Rajat S. Hazra and Moumanti Podder) Submitted to the Indian Journal of Pure and Applied Mathematics, special volume in memory of Prof. K. R. Parthasarathy.

  2. A Little book of Martingales. (joint book with Arup Bose and Rajat S. Hazra) Texts and Readings in Mathematics 86, Hindustan Book Agency (2024).

  3. 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.

  4. 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.

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

  6. 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.

  7. 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.

  8. 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.

  9. 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.

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

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

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

  13. 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.

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

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

  16. 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.

  17. 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.

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

  19. 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.

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

  21. 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.

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

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

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