H. Ji

activity

20192024

collaborators

4 papers

math.PR2024

On the spectral edge of non-Hermitian random matrices

Andrew Campbell, Giorgio Cipolloni, László Erdős +1

For general non-Hermitian random matrices $X$ and deterministic deformation matrices $A$ , we prove that the local eigenvalue statistics of $A + X$ close to the typical edge points of…

math.ST2023

Spectral Estimators for Structured Generalized Linear Models via Approximate Message Passing

Yihan Zhang, Hong Chang Ji, Ramji Venkataramanan +1

We consider the problem of parameter estimation in a high-dimensional generalized linear model. Spectral methods obtained via the principal eigenvector of a suitable data-dependent…

math.PR2023

Density of Brown measure of free circular Brownian motion

László Erdős, Hong Chang Ji

We consider the Brown measure of the free circular Brownian motion, $a + t x$ , with an arbitrary initial condition $a$ , i.e. $\boldsymbol…

math.PR2019

Regularity properties of free multiplicative convolution on the positive line

Hong Chang Ji

Given two nondegenerate Borel probability measures $μ$ and $ν$ on $R_{+} = [0, \infty)$ , we prove that their free multiplicative convolution $μ ⊠ ν$ has zero singular c…