Publications
Journal papers and preprints. Most are linked to the published version (PDF), the journal page (DOI), or the arXiv preprint.
random matrices · free probability · probabilistic combinatorics
Preprints
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An algebraic characterization of non-singular matrix semicircles ♥
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Free compressions of R-diagonal random variables and the semigroup of Brown measures ♥
2026
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The smallest singular value of large random rectangular Toeplitz and circulant matrices 🎲
2025
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An upper bound on the per-tile entropy of ribbon tilings 🌳
2024
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On the joint distribution of the area and the number of peaks for Bernoulli excursions 🌳
2023
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Scaling limits of slim and fat trees 🌳
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The number of ribbon tilings for strips 🌳
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On enumeration and entropy of ribbon tilings 🌳
2020
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Cycles in random meander systems 🌳
2018
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A 3D Ginibre point field
2016
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On variation of word frequencies in Russian literary texts
2015
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Limit theorems for linear eigenvalue statistics of overlapping matrices 🎲
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On estimation in the reduced-rank regression with a large number of responses and predictors 🎲
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Subordination of the resolvent for a sum of random matrices 🎲
2014
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On the largest Lyapunov exponent for products of Gaussian matrices 🎲
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Statistical properties of zeta functions' zeros
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On Pfaffian random point fields
2013
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An inequality for the distance between densities of free convolutions ♥
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On fluctuations of Riemann's zeta zeros
2012
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A concentration inequality and a local law for the sum of two random matrices 🎲
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On eigenvalues of the sum of two random projections 🎲
2011
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On free stochastic differential equations ♥
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Relaxation time is monotone in temperature in the mean-field Ising model
2010
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Free point processes and free extreme values ♥
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Bounds for mixing time of quantum walks on finite graphs
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Continuous-time quantum walk on integer lattices and homogeneous trees
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Products of random matrices: Dimension and growth in norm 🎲
2009
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Spectrum of random Toeplitz matrices with band structure 🎲
2008
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Curve forecasting by functional autoregression
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Lyapunov exponents of free operators ♥
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A limit theorem for products of free unitary operators ♥
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On the asymptotic growth of the support of free multiplicative convolutions ♥
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Coordination Games with Quantum Correlations
2007
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The norm of products of free random variables ♥
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A proof of a non-commutative central limit theorem by the Lindeberg method ♥
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Berry-Esseen for free random variables ♥Note: this paper has a mistake; see Theorem 2.4 in Chistyakov–Götze (Ann. Probab. 36 (2008), 54–90).
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On superconvergence of convolutions of free random variables ♥
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A large deviation inequality for vector functions on finite reversible Markov chainsNote: published version contains a gap; the original correct proof is in arXiv v1 (PDF).
2005
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On the Chernoff bound for efficiency of quantum hypothesis testing
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Lattice Option Pricing by Multidimensional Interpolation
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Uncertainty of the Shapley Value
2003
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Prevention of Herding by Experts
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Optimal Asset Allocation with Asymptotic Criteria
2002
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Value Investing in Emerging Markets: Risks and Benefits