From the 1 of 6 linked papers with an AI index.
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Free compressions of R-diagonal random variables and the semigroup of Brown measures
Vladislav Kargin
We investigate the Brown measures of compressions of -diagonal random variables, extending previous results to include unbounded cases. For random variables with finite variance…
Lecture Notes on Free Probability
Vladislav Kargin
These lecture notes provide an introduction to free probability theory, with a focus on tools and techniques useful in the study of large random matrices. Topics include freeness,…
The smallest singular value of large random rectangular Toeplitz and circulant matrices
Alexei Onatski, Vladislav Kargin
Let , be a sequence of i.i.d. standard normal random variables. Consider rectangular Toeplitz …
On the joint distribution of the area and the number of peaks for Bernoulli excursions
Vladislav Kargin
Let be a random Bernoulli excursion of length . We show that the area under and the number of peaks of are asymptotically independent. We also show that these…