The website of Hong Kong Probability Seminar. Everyone is welcome.
My papers on arXiv.
Preprints
- He, Yukun. (2023). Edge universality of sparse Erdős-Rényi digraphs, arXiv:2304.04723.
- He, Yukun. (2022). Spectral gap and edge universality of dense random regular graphs, arXiv 2203.07317.
Publications
- Bao, Zhigang. & He, Yukun. (in press). Quantitative CLT for linear eigenvalue statistics of Wigner matrices. Annals of Applied Probability.
- He, Yukun. & Knowles, Antti. (2021). Fluctuations of extreme eigenvalues of sparse Erdős-Rényi graphs. Probability Theory and Related Fields, 180, 985 - 1056.
- Bao, Zhigang. & He, Yukun. (2022). On Cramér–von statistic for the spectral distribution of random matrices. Annals of Applied Probability, 32, 4315 - 4355.
- He, Yukun. (2020). Bulk eigenvalue fluctuations of sparse random matrices. Annals of Applied Probability, 30, 2846 - 2879.
- He, Yukun. (2019). Bulk eigenvalue fluctuations of sparse Erdős–Rényi graphs. Oberwolfach Report, 16, no. 4, 3489-3490.
- He, Yukun. , Knowles, Antti. & Marcozzi, Matteo. (2019). Local law and complete eigenvector delocalization for supercritical Erdős-Rényi graphs. Annals of Probability, 47, 3278 - 3302.
- He, Yukun. & Knowles, Antti. (2020). Mesoscopic Eigenvalue Density Correlations of Wigner Matrices. Probability Theory and Related Fields, 177, 147 - 216.
- He, Yukun. (2019). Mesoscopic Linear Statistics of Wigner Matrices of Mixed Symmetry Class. Journal of Statistical Physics, 175, 932 - 959.
- He, Yukun. , Knowles, Antti. & Rosenthal, Ron. (2018). Isotropic self-consistent equations for mean-field random matrices. Probability Theory and Related Fields, 171, 203 - 249.
- He, Yukun. & Knowles, Antti. (2017). Mesoscopic eigenvalue statistics of Wigner matrices. Annals of Applied Probability, 27, 1510 - 1550.
Teaching
- Mathematical Finance, Spring 2022, Spring 2023
- Discrete Mathematics, Autumn 2022
- Introduction to Stochastic Processes, Spring 2023
Students
- PhD advisor of Chen Wang, Jan 2023 --
Last update date :
20 Apr 2023
