Research

Research Area: Random matrices, Extreme value theory, Free Probability and Statistics.

Collaborator: Arup Bose, Suman Guha, Rajat Subhra Hazra, Shreela Gangopadhya, Santanu Datta, Kartick Adhikari, Nanda Kishore Reddy, Tulasi Ram Reddy, Indrajit Jana, Alexander Soshnikov, Krishna B. Athreya, Radhendushka Srivastava.

Publication:

1. Limiting spectral distribution of circulant type matrices with dependent inputs. Electronic Journal of Probability. Vol 14, No. 86, 2463--2491, 2009 (with Arup Bose and Rajat Subhra Hazra)

2. Spectral Norm of Circulant Type matrices with heavy tailed entries. Electronic Communication in Probability, 15, 299--313, 2010 (with Arup Bose and Rajat Subhra Hazra)

3. Spectral Norm of Circulant Type matrices. Journal of Theoretical Probability, Vol. 24, No. 2, 479--516, 2011 (with Arup Bose and Rajat Subhra Hazra)

4. Convergence of joint moments for independent random patterned matrices. Annals of Probability, 39, No. 4, 1607--1620, 2011 (with Arup Bose and Rajat Subhra Hazra)

5. Half independence and half cumulants. Electronic Communication in Probability, 16, 405--422, 2011 (with Arup Bose and Rajat Subhra Hazra)

6. Circulant type matrices with heavy tailed entries. Statistics and Probability Letters, Vol. 81, No. 11, 1706--1716, 2011 (with Arup Bose, Suman Guha and Rajat Subhra Hazra).

7. Poisson Convergence of eigenvalues of circulant type matrices. Extremes, 14, No. 4, 365--392, 2011 (with Arup Bose and Rajat Subhra Hazra).

8. Product of exponentials and spectral radius of k-circulants. Annales de l'Institut Henri Poincare Probabilites et Statistiques, 48, No. 2, 424--443, 2012 (with Arup Bose and Rajat Subhra Hazra).

9. Extremum of Circulant type matrices: a survey. Journal of Indian Statistical Association, 50. No. 1--2, 21--49, 2012 (with Arup Bose and Rajat Subhra Hazra).

10. Patterned Random Matrices and Method of Moments. Proceedings of the International Congress of Mathematicians, Volume IV, 2203--2231, Hindustan Book Agency, New Delhi, 2010 (with Arup Bose and Rajat Subhra Hazra).

11. Convergence of a class of Toeplitz type matrices. Accepted for publication in Random Matrices: Theory and Applications (with Arup Boes and Sreela Gangopadhyay).

12. Consistency of multivariate density estimators using random bandwidths. Accepted for publication in Communications in Statistics Theory & Methods (with Santanu Datta).

13. Determinantal point processes in the plane from products of random matrices. Accepted for publication in Annales de l'Institut Henri Poincare Probabilites et Statistiques. (with Kartick Adhikari, Nanda Kishore Reddy and Tulasi Ram Reddy).

14. Pointwise and uniform convergence of multivariate kernel density estimators using random bandwidths. Accepted for publication in Communications in Statistics Theory & Methods (with Santanu Datta).

15. Fluctuations of Linear Eigenvalue Statistics of Random Band Matrices. Accepted for publication in SIAM: Theory of Probability and its applications (with Indrajit Jana and Alexander Soshnikov).

Link to some probability seminars in India: Bangalore Probability Seminar, Lectures on Probability and Stochastic Processes.