Arijit Chakrabarty
Indian Statistical Institute, Delhi Centre
Published and submitted articles:
Asymptotic behaviour of Gaussian minima.
(joint work with Gennady Samorodnitsky)
Submitted.
Large deviations for truncated heavy-tailed random variables: a boundary case.
Submitted.
The Hadamard product and the free convolutions.
Submitted.
From random matrices to long range dependence.
(joint work with Rajat S. Hazra and Deepayan Sarkar)
Random Matrices: Theory and Applications
(2016) 5: 1650008.
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.
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.
Group theoretic dimension of stationary symmetric \alpha-stable random fields.
(joint work with Parthanil Roy)
Journal of Theoretical Probability
(2013) 26: 240-258.
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.
Effect of truncation on large deviations for heavy-tailed random vectors.
Stochastic Processes and their Applications
(2012) 122: 623- 653.
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.
Asymptotic normality of Hill estimator for truncated data.
Electronic Journal of Probability
(2011) 16: 2039-2058.
Tempered stable laws as random walk limits.
(joint work with Mark M. Meerschaert)
Statistics and Probability Letters
(2011) 81: 989-997.
Central Limit Theorem for truncated heavy tailed Banach valued random vectors.
Electronic Communications in Probability
(2010) 15: 346-364.