Introduction to My Research:

My research in recent years has mainly focused on Random Matrix Theory and its applications/connections to Statistics, Mathematics, Physics and Engineering. Random Matrix Theory studies the eigenvalues of different random matrices such as Wigner, Wishart and MANOVA (Jacobi) matrices.

Based on different motivations, a research topic can be the empirical or global distribution of the eigenvalues of an n by n matrix A as n is large; the largest eigenvalue of A as n is large. In recent years, because of the applications (e.g., Statistics, Compressed Sensing, Physics) people begin to study the (dependent) entries of certain random matrices including Haar-invariant orthogonal, unitary, symplectic matrices, the circular ensembles and the sample correlation matrices. The study of the entries is also one of my specialities. My research has been supported by the National Science Foundation of USA since 2003.

Current research interest:

Random matrices, random polynomials, random partitions; high-dimensional statistics and machine learning.

Here is a link to my publication list