Research Statement

My research interest is in random matrix theory and its application in statistics, especially the analysis of multivariate dataset with large dimension but small sample size.

Random matrices have attracted mathematicians' attention for years for its close relationship to many different areas (e.g. number theory, random polynomial, free probability, etc.) and for its wide and powerful application in physics. In recent years, random matrix theory has demonstrated its new power in statistics for studying the asymptotic behavior of statistics related to the high dimensional dataset.

Below is a list of my publication and preprints

• Circular Law and Arc Law for Truncation of Random Unitary Matrix (with Zhishang Dong and Tiefeng jiang), Journal of Mathematical Physics, 53, 013301-14, 2012.
• Approximation of Rectangular Beta-Laguerre Ensembles and Large Deviations (with Tiefeng Jiang), Submitted, 2012.
• The Spacings of Record Values (with Tiefeng Jiang), Preprint
• Limiting Laws and Berry-Essen Bound of the Statistic for Testing High Dimension Covariance Structure (with Tiefeng Jiang), Preprint.
• Large Deviations for Record Times and Numbers of Cycles in Random Permutations (with Tiefeng Jiang), Preprint.

For detailed discussion of my research, please refer to my research statement. Your comments and advices are highly appreciated.

My Research Statement in PDF