09/2026: Michail Louvaris started as a postdoc in my group. Welcome!
08/2026: New preprint available: "Non-Gaussian fluctuations for traces of squared sample correlation matrices in high dimensions". With Xuechun Hu and Felix Seo.
08/2026: New preprint available: "Characteristic polynomial of self-normalized random matrices". With Quentin François and Xuechun Hu.
07/2026: Our paper "Ties, tails and spectra: on rank-based dependency measures in high dimensions" was accepted for publication in Stochastic Processes and Their Applications .
06/2026: I became a Digital Futures faculty member.
03/2026: I gave a keynote talk at “3rd Digital Futures Young Scientist Conference” in Stockholm.
03/2026: New preprint available: "Quadratic form of heavy-tailed self-normalized random vector with applications in $\alpha$-heavy Marchenko-Pastur law." With Zhaorui Dong and Jianfeng Yao.
03/2026: New preprint available: "Maximum of sparsely equicorrelated Gaussian fields and applications". With Tiefeng Jiang, Tuan Pham and Yongcheng Qi.
02/2026: I'm delighted that Quentin Francois and Michail Louvaris have accepted offers for postdoc positions in my group. Welcome!
12/2025: After my Docent lecture, I received the official Docent certificate from the committee at KTH. Thanks to everyone who attended!
07/2025: I'm enthusiastic to announce that I will start as associate professor at KTH Royal Institute of Technology after the summer.
05/2025: Our paper "Limiting spectral distribution for large sample correlation matrices" was accepted for publication in Annals of Applied Probability.
04/2025: I was awarded a grant from Vergstiftelsen.