H. Ji

activity

20172024

most citedLocal laws for multiplication of random matrices

1 citations · 2 across the 10 of their papers we have counts for

collaborators

10 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.PR2023

Spiked multiplicative random matrices and principal components

Xiucai Ding, Hong Chang Ji

In this paper, we study the eigenvalues and eigenvectors of the spiked invariant multiplicative models when the randomness is from Haar matrices. We establish the limits of the out…

math.PR2023★ 1 cited

Wegner estimate and upper bound on the eigenvalue condition number of non-Hermitian random matrices

László Erdős, Hong Chang Ji

We consider $N \times N$ non-Hermitian random matrices of the form $X + A$ , where $A$ is a general deterministic matrix and $N X$ consists of independent entries with zero mean,…

math.PR2021

Functional CLT for non-Hermitian random matrices

László Erdős, Hong Chang Ji

For large dimensional non-Hermitian random matrices $X$ with real or complex independent, identically distributed, centered entries, we consider the fluctuations of $f (X)$ as a mat…

math.PR2021

Tracy-Widom limit for free sum of random matrices

Hong Chang Ji, Jaewhi Park

We consider fluctuations of the largest eigenvalues of the random matrix model $A + U B U^{*}$ where $A$ and $B$ are $N \times N$ deterministic Hermitian (or symmetric) matrices and $U…

math.PR2020★ 1 cited

Local laws for multiplication of random matrices

Xiucai Ding, Hong Chang Ji

Consider the random matrix model $A^{1/2} U B U^{*} A^{1/2},$ where $A$ and $B$ are two $N \times N$ deterministic matrices and $U$ is either an $N \times N$ Haar unitary or orthogonal…

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…

math.PR2017

Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices

Hong Chang Ji, Ji Oon Lee

We consider large-dimensional Hermitian or symmetric random matrices of the form $W = M + ϑ V$ where $M$ is a Wigner matrix and $V$ is a real diagonal matrix whose entries are…