KTH, SE

Yuanyuan Xu 许媛媛


Contact Info:

Academy of Mathematics and Systems Science
Chinese Academy of Sciences
No. 55 Zhongguancun East Road
Haidian District, Beijing 100190
Office: S705
Email: yyxu2023 AT amss DOT ac DOT cn

About me:

I am interested in probability theory, mathematical physics, and high-dimensional statistics, with a focus on random matrix theory.

I am currently a tenure-track assistant professor at Academy of Mathematics and Systems Science, Chinese Academy of Sciences (AMSS, CAS).

Before that, I was a postdoc in the group of László Erdős at Institute of Science and Technology Austria (IST Austria) from 2021-2023.
During 2018-2021, I was a postdoc at KTH Royal Institute of Technology, working with Kevin Schnelli.
I obtained my Ph.D. degree in applied mathematics from University of California, Davis in 2018, under the supervision of Alexander Soshnikov.
I received my B.S. degree in applied mathematics from University of Science and Technology of China (USTC) in 2013.

Publications and preprints:

  1. Precise asymptotics for the spectral radius of a large random matrix,
    with Giorgio Cipolloni and László Erdős,
    preprint (2022).

  2. Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices,
    with Kevin Schnelli,
    Electronic Journal of Probability, Vol. 28, paper no. 129, 1-38. (2023).

  3. On the rightmost eigenvalue of non-Hermitian random matrices,
    with Giorgio Cipolloni, László Erdős, and Dominik Schröder,
    Annals of Probability Vol. 51, No. 6, 2192-2242, (2023).

  4. Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices,
    with Kevin Schnelli,
    Annals of Applied Probability Vol. 33, No. 1, 677-725 (2023).

  5. Small deviation estimates for the largest eigenvalue of Wigner matrices,
    with László Erdős,
    Bernoulli, Vol. 29, No. 2, 1063-1079 (2023).

  6. Directional Extremal Statistics for Ginibre Eigenvalues,
    with Giorgio Cipolloni, László Erdős, and Dominik Schröder,
    Journal of Mathematical Physics, Vol 63, 103303 (2022). Selected as Editor's Pick.

  7. Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices,
    with Kevin Schnelli,
    Communications in Mathematical Physics, No. 393, 839-907 (2022).

  8. Central limit theorem for mesoscopic eigenvalue statistics of free sum of matrices,
    with Zhigang Bao and Kevin Schnelli,
    International Mathematics Research Notices, Vol. 2022, No. 7, 5320-5382 (2022).

  9. On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices,
    with Yiting Li,
    Bernoulli, Vol. 27, No. 2, 1057-1076 (2021).

  10. Central limit theorem for mesoscopic eigenvalue statistics of deformed Wigner matrices and sample covariance matrices,
    with Yiting Li and Kevin Schnelli,
    Annales de l’Institut Henri Poincaré - Probabilités et Statistiques, Vol. 57, No. 1, 506–546 (2021).

  11. Gaussian Approximation of the Distribution of Strongly Repelling Particles on the Unit Circle,
    with Alexander Soshnikov,
    Theory of Probability and Its Applications, Vol. 65, No. 4, 588-615 (2020).

Current teaching:

  • None.

Previous teaching:

  • MAT 21B Calculus: Integral Calculus, UC Davis, Summer 2016.

  • Teaching assistant at UC Davis (2013-2017):
    • MAT 17C Calculus for Biology and Medicine
    • MAT 21A Calculus: Differential Calculus
    • MAT 21B Calculus: Integral Calculus
    • MAT 22A Linear Algebra
    • MAT 22B Differential Equations
    • MAT 125B Real Analysis
    • MAT 207A Applied Mathematics

Last updated : November 28, 2023.