activity
20102026
most citedFrom random matrices to long range dependence

14 citations · 30 across the 21 of their papers we have counts for

collaborators

25 papers

math.PR2026

The Generalized Friendship Paradox for Eigenvectors

Bishakh Bhattacharya, Arijit Chakrabarty, Rajat Subhra Hazra

In this paper, we investigate the generalized friendship paradox for eigenvectors (alternatively called the eigen friendship paradox and abbreviated hereafter as EFP) in the settin…

math.PR2026

Outlier eigenvalues and eigenvectors of generalized Wigner matrices with finite-rank perturbations

Bishakh Bhattacharya, Arijit Chakrabarty, Rajat Subhra Hazra

A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectru…

math.PR2024

Largest eigenvalue of positive mean Gaussian matrices

Arijit Chakrabarty, Rajat Subhra Hazra, Moumanti Podder

This short note studies the fluctuations of the largest eigenvalue of symmetric random matrices with correlated Gaussian entries having positive mean. Under the assumption that the…

math.PR2023

Clustering of large deviations in moving average processes: the long memory regime

Arijit Chakrabarty, Gennady Samorodnitsky

We investigate how large deviations events cluster in the framework of an infinite moving average process with light-tailed noise and long memory. The long memory makes clusters la…

math.PR2022★ 1 cited

Clustering of large deviations in moving average processes: the short memory regime

Arijit Chakrabarty, Gennady Samorodnitsky

We describe the cluster of large deviations events that arise when one such large deviations event occurs. We work in the framework of an infinite moving average process with a noi…

math.PR2021

Length of stationary Gaussian excursions

Arijit Chakrabarty, Manish Pandey, Sukrit Chakraborty

Given that a stationary Gaussian process is above a high threshold, the length of time it spends before going below that threshold is studied. The asymptotic order is determined by…