Teaching

MATH 2431-Honors Probability, HKUST, Spring 2024

MATH 5450-Stochastic Process, HKUST, Spring 2024

Preprints and Publications

34. A leave-one-out approach to approximate message passing

    with Q.Y. Han and X.C. Xu  

     arXiv: 2312.05911

33. Phase transition for the smallest eigenvalue of covariance matrices

    with J. Lee, and X.C. Xu  

     arXiv: 2308.09581 (Version submitted to journal:  Article,  Supplement)

32. Non-splitting Neyman-Pearson Classifiers

    with J.M. Wang, L. Xia, and X. Tong  

     arXiv: 2112.00329

31. Spectral Statistics of Sample Block Correlation Matrices

    with J. Hu, X.C. Xu, and X.Z. Zhang  

      Annals of Statistics (Accepted)

30. Extreme eigenvalues of Log-concave Ensemble

    with X.C. Xu  

      Ann. inst. Henri Poincare (B) Probab. Stat. (Accepted)

29. Quantitative CLT for linear eigenvalue statistics of Wigner matrices

    with Y.K. He  

      Annals of Applied Probability (Accepted)

28. On Cramer-von Mises statistic for the spectral distribution of random matrices

    with Y.K. He 

      Annals of Applied Probability, 32(6), 4315-4355, (2022)

27. Statistical inference for principal components of spiked covariance matrix

    with X.C. Ding, J.M. Wang and K. Wang 

      Annals of Statistics, 50 (2), 1144-1169, (2022).

26. Eigenvector distribution in the critical regime of BBP transition

    with D. Wang  

      Probability Theory and Related Fields, 182 (1-2), 399-479, (2022).

25. Central limit theorem for mesoscopic eigenvalue statistics of the free sum of matrices

    with K. Schnelli, and Y.Y. Xu 

      International Mathematics Research Notices, 2022(7), 5320-5382, (2022).

24. Equipartition principle for Wigner matrices

    with L. Erdos, and K. Schnelli 

      Forum of Mathematics, Sigma, 9, Cambridge University Press, (2021).

23. Singular vector and singular subspace distribution for matrix denoising model

    with X.C. Ding and K. Wang

      Annals of Statistics, 49(1), 370-392,(2021)

22. Spectral rigidity for addition of random matrices at the regular edge

    with L. Erdos and K. Schnelli

      Journal of Functional Analysis, 279(7), 108639, (2020)

21. On the support of the free additive convolution

    with L. Erdos and K. Schnelli

     Journal d'Analyse Mathematique, 142, 323-348, (2020) 

20. Tracy-Widom limit for Kendall's tau   

      Annals of Statistics, 47(6), 3504-3532, (2019)

19. Local single ring theorem on optimal scale 

      with L. Erdos and K. Schnelli

      Annals of Probability, 47(3), 1270-1334, (2019)

18. Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case

      with J. Hu, G. M. Pan and W. Zhou  

      Annals of Statistics, 47(1), 612-640, (2019)

17. Convergence rate of spectral distribution of addition of random matrices  

      with L. Erdos and K. Schnelli 

      Advances in  Mathematics , 319, 251-291, (2017)

16. Delocalization for a class of random block band matrices 

      with L. Erdos

      Probability  Theory and Related Fields, 167(3), 673-776, (2017)

15. Test of independence for high-dimensional random vectors based on block correlation matrices

      with J. Hu, G. M. Pan and W. Zhou  

      Electronic  Journal of  Statistics, 11(1), 1527-1548, (2017)

14. Local law of addition of random matrices on optimal scale  

      with L. Erdos and K. Schnelli

      Communications in  Mathematical  Physics,  349(3), 947-990, (2017) 

13. Local stability of the free additive convolution 

     with L. Erdos and K. Schnelli

      Journal of  Functional  Analysis,  271(3), 672-719, (2016) 

12. Spectral statistics of large dimensional Spearman's rank correlation matrix and its application

      with  L.-C. Lin, G. M. Pan and W. Zhou 

       Annals of Statistics,  43(6), 2588-2623, (2015)

11. Universality for the largest eigenvalue of sample covariance matrices with general population

    with G. M. Pan and W. Zhou 

    Annals of Statistics,  43(1), 382-421, (2015)

10. The logarithmic law of random determinant   

    with G. M. Pan and W. Zhou

    Bernoulli, 21(3), 1600-1628, (2015)

9. On the MIMO channel capacity for the general channels 

    with G. M. Pan, and W. Zhou

    IEEE Transactions on  Information Theory,  61 (6), 3413-3426, (2015)

8.  CLT for linear spectral statistics of Hermitian Wigner matrices with general  moment conditions 

    with J. S. Xie  

   Theory of Probability and its  Applications,  60 (2), 311332, (2015)

7. Universality for a global property of the eigenvectors of Wigner matrices

    with G. M. Pan and W. Zhou 

    Journal of  Mathematical  Physics,  55, 023303, (2014)

6. On asymptotic expansion and CLT of linear eigenvalue statistics for sample covariance matrices when N/M\to 0           

     Theory of Probability and its  Applications, 59 (2), 313339, (2014)

5. Central limit theorem for partial linear eigenvalue statistics of random matrices

    with G. M. Pan and W. Zhou 

    Journal of  Statistical  Physics,  150, Issue 1, 88-129, (2013)

4. Tracy-Widom law for the extreme eigenvalues of sample correlation matrices 

    with G. M. Pan and W. Zhou 

    Electronic  Journal of  Probability, 17, No. 88, 1-32, (2012)

3. Local Semicircle law and Gaussian fluctuation for Hermite \beta ensemble

    with Z.G. Su  

    Scientia Sinica Mathematica , 42 (10), (2012)

2. Tracy-Widom limit for Spearman's rho

    Preprint (not intended for publication) 

1. Detecting linear and nonlinear dependence for a large number of random variables

    with G. M. Pan, Y. R. Yang and W. Zhou 

    Preprint (not intended for publication) 

Editorial Duties

Editorial Board, Linear Algebra and Its Applications (2021--)

Editorial Board, Random Matrices: Theory and Applications (2018--)

Awards and Grants

2023-2025 NSFC Excellent Young Scientists Fund (Hong Kong and Macau)

2022: School Teaching Award, School of Science, HKUST

2021: Hong Kong Mathematical Society Young Scholar Award, HKMS

2017/2018: Early Career Award, Hong Kong RGC

2022-2025: Hong Kong RGC grant GRF 16303922 (HKD 783,000)

2021-2024: Hong Kong RGC grant GRF 16305421 (HKD 850,015)

2020-2023: Hong Kong RGC grant GRF 16301520 (HKD 735,124)

2019-2022: Hong Kong RGC grant GRF 16301519 (HKD 753,667)

2018-2021: Hong Kong RGC grant GRF 16300618 (HKD 304,301)

2017-2020: Hong Kong RGC grant ECS 26301517 (HKD 745,902+100,000(Educational Activities))

Brief Curriculum Vitae:

Since 2022.7:     Associate Professor at HKUST

2016-2022:        Assistant Professor at HKUST

2014-2016:        Postdoc at IST Austria, supported by ERC Advanced Grant RANMAT, No. 338804 

2011-2012:        Project Officer at School of Physical and Mathematical Sciences, Nanyang Technological University

                                    -Advisor: Prof. Zhonggen Su

2004-2008:        B.S., Department of Mathematics, Zhejiang University