Arijit Chakrabarty
Indian Statistical Institute, Delhi Centre

Published and submitted articles:

  1. Asymptotic behaviour of Gaussian minima. (joint work with Gennady Samorodnitsky) Submitted.

  2. Large deviations for truncated heavy-tailed random variables: a boundary case. Submitted.

  3. The Hadamard product and the free convolutions. Submitted.

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

  5. 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.

  6. 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.

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

  8. 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.

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

  10. 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.

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

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

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