Zhigang Bao
I'm an Associate Professor in Department of Mathematics at the University of Hong Kong.
Generally, I'm interested in Probability, Statistical Physics, and High-dimensional Statistics.
Specifically, I'm working on Random Matrix Theory, Free Probability Theory, and their applications in Statistics.
Contact
Email: zgbao@hku.hk
Address: Rm 419, Department of Mathematics, Run Run Shaw Building, The University of Hong Kong
Seminars
Online Seminar: Random Matrix Theory and Applications
Teaching
2025 Spring: MATH3603 Probability Theory
Preprints and Publications
39. Signal detection from spiked noise via asymmetrization (with K.M. Cheong, J. Lee and Y.J. Li) arXiv:2504.19450
38. Law of fractional logarithm for random matrices (with G. Cipolloni, L. Erdos, J. Henheik, O. Kolupaiev) arXiv: 2503.18922
37. Decorrelation transition in the Wigner minor process (with G. Cipolloni, L. Erdos, J. Henheik, O. Kolupaiev) arXiv: 2503.06549
36. Ultra high order cumulants and quantitative CLT for polynomials in Random Matrices (with D. Munoz George) arXiv: 2411.11341
35. Phase transition for the bottom singular vector of rectangular random matrices (with J. Lee, and X.C. Xu) arXiv: 2409.01819
34. A leave-one-out approach to approximate message passing (with Q.Y. Han and X.C. Xu) Ann. Appl. Probab. (Accepted)
33. Phase transition for the smallest eigenvalue of covariance matrices (with J. Lee and X.C. Xu) Probab. Theory Relat. Fields. (Accepted)
32. Non-splitting Neyman-Pearson Classifiers (with J.M. Wang, L. Xia, and X. Tong) J. Mach. Learn. Res. (Accepted)
31. Spectral Statistics of Sample Block Correlation Matrices (with J. Hu, X.C. Xu, and X.Z. Zhang) Ann. Stat. (Accepted)
30. Extreme eigenvalues of Log-concave Ensemble (with X.C. Xu) Ann. inst. Henri Poincare (B) Probab. Stat. (Accepted)
29. Quantitative CLT for linear eigenvalue statistics of Wigner matrices (with Y.K. He) Ann. Appl. Probab., 33(6B):5171-5207 (2023)
28. On Cramer-von Mises statistic for the spectral distribution of random matrices (with Y.K. He) Ann. Appl. Probab., 32(6), 4315-4355, (2022)
27. Statistical inference for principal components of spiked covariance matrix (with X.C. Ding, J.M. Wang and K. Wang) Ann. Stat., 50 (2), 1144-1169, (2022).
26. Eigenvector distribution in the critical regime of BBP transition (with D. Wang) Probab. Theory Relat. Fields., 182 (1-2), 399-479, (2022).
25. Central limit theorem for mesoscopic eigenvalue statistics of the free sum of matrices (with K. Schnelli and Y.Y. Xu) Int. Math. Res. Not.(7), 5320-5382,(2022).
24. Equipartition principle for Wigner matrices (with L. Erdos, and K. Schnelli) Forum Math. Sigma. 9, Cambridge University Press, (2021).
23. Singular vector and singular subspace distribution for matrix denoising model (with X.C. Ding and K. Wang) Ann. Stat., 49(1), 370-392,(2021)
22. Spectral rigidity for addition of random matrices at the regular edge (with L. Erdos and K. Schnelli) J. Funct. Anal., 279(7), 108639, (2020)
21. On the support of the free additive convolution (with L. Erdos and K. Schnelli) J. Anal. Math., 142, 323-348, (2020)
20. Tracy-Widom limit for Kendall's tau Ann. Stat., 47(6), 3504-3532, (2019)
19. Local single ring theorem on optimal scale (with L. Erdos and K. Schnelli) Ann. Probab., 47(3), 1270-1334, (2019)
18. Canonical correlation coefficients of high-dimensional Gaussian vectors: finite rank case (with J. Hu, G. M. Pan and W. Zhou) Ann. Stat., 47(1), 612-640, (2019)
17. Convergence rate of spectral distribution of addition of random matrices (with L. Erdos and K. Schnelli) Adv. Math., 319, 251-291, (2017)
16. Delocalization for a class of random block band matrices (with L. Erdos) Probab. Theory Relat. Fields., 167(3), 673-776, (2017)
15. Test of independence for high-dimensional random vectors based on block correlation matrices (with J. Hu, G. M. Pan and W. Zhou) Electron. J. Stat., 11(1), 1527-1548, (2017)
14. Local law of addition of random matrices on optimal scale (with L. Erdos and K. Schnelli) Comm. Math. Phys., 349(3), 947-990, (2017)
13. Local stability of the free additive convolution (with L. Erdos and K. Schnelli) J. Funct. Anal., 271(3), 672-719, (2016)
12. Spectral statistics of large dimensional Spearman's rank correlation matrix and its application (with L.-C. Lin, G. M. Pan and W. Zhou) Ann. Stat., 43(6), 2588-2623, (2015)
11. Universality for the largest eigenvalue of sample covariance matrices with general population (with G. M. Pan and W. Zhou) Ann. Stat., 43(1), 382-421, (2015)
10. The logarithmic law of random determinant (with G. M. Pan and W. Zhou) Bernoulli, 21(3), 1600-1628, (2015)
9. On the MIMO channel capacity for the general channels (with G. M. Pan, and W. Zhou) IEEE Trans. Inform. Theory, 61 (6), 3413-3426, (2015)
8. CLT for linear spectral statistics of Hermitian Wigner matrices with general moment conditions (with J. S. Xie) Theory Probab. Appl., 60 (2), 311332, (2015)
7. Universality for a global property of the eigenvectors of Wigner matrices (with G. M. Pan and W. Zhou) J. Math. Phys., 55, 023303, (2014)
6. On asymptotic expansion and CLT of linear eigenvalue statistics for sample covariance matrices when N/M\to 0, Theory Probab. Appl., 59 (2), 313339, (2014)
5. Central limit theorem for partial linear eigenvalue statistics of random matrices (with G. M. Pan and W. Zhou) J. Stat. Phys., 150, Issue 1, 88-129, (2013)
4. Tracy-Widom law for the extreme eigenvalues of sample correlation matrices (with G. M. Pan and W. Zhou) Electron. J. Probab. 17, No. 88, 1-32, (2012)
3. Local Semicircle law and Gaussian fluctuation for Hermite \beta ensemble (with Z.G. Su) Sci. Sin. Math. , 42 (10), (2012)
2. Tracy-Widom limit for Spearman's rho (not intended for publication)
1. Detecting linear and nonlinear dependence for a large number of random variables (with G. M. Pan, Y. R. Yang and W. Zhou) (not intended for publication)
Editorial Duties
Editorial Board, Linear Algebra and Its Applications (2021--)
Editorial Board, Random Matrices: Theory and Applications (2018--)
Brief Curriculum Vitae:
2024.9--now: Associate Professor at HKU
2022-2024.8: Associate Professor at HKUST
2016-2022: Assistant Professor at HKUST
2014-2016: Postdoc at IST Austria, supported by ERC Advanced Grant RANMAT, No. 338804
2013-2014: Research Assistant at School of Physical and Mathematical Sciences, Nanyang Technological University
2011-2012: Project Officer at School of Physical and Mathematical Sciences, Nanyang Technological University
2008-2013: PhD, Department of Mathematics, Zhejiang University
-Advisor: Prof. Zhonggen Su
2004-2008: B.S., Department of Mathematics, Zhejiang University
Awards and Grants
2023-2025 NSFC Excellent Young Scientists Fund (Hong Kong and Macau)
2022: School Teaching Award, School of Science, HKUST
2021: Hong Kong Mathematical Society Young Scholar Award, HKMS
2017/2018: Early Career Award, Hong Kong RGC
2017-2025: Hong Kong RGC Grants (success rate 8/8)