Dr. HE Yukun (何煜坤) BSc (CUHK), MSc (ETH Zurich), PhD (Geneva)



Assistant Professor


Contact Information Office: AC1 Y6626
Phone: +852 34422152
Email: yukunhe@cityu.edu.hk

Research Interests Probability; random matrix theory



Yukun He received his Bachelor degree from The Chinese University of Hong Kong in 2012, and his master degree from ETH Zurich in 2015. In 2018, he received his PhD in mathematics from University of Geneva. Before joining City University of Hong Kong in 2021, he worked as a postdoc at University of Zurich.
Papers on arXiv.



Publications Show All Publications Show Prominent Publications
Journal He, Yukun. & Knowles, Antti. (2021). Fluctuations of extreme eigenvalues of sparse Erd?s-Rényi graphs. Probability Theory and Related Fields. 180. 985- 1056.
Bao, Zhigang. & He, Yukun. (2021). Quantitative CLT for linear eigenvalue statistics of Wigner matrices. arXiv: 2103.05402.
He, Yukun. (2020). Bulk eigenvalue fluctuations of sparse random matrices. Annals of Applied Probability. 30. 2846- 2879.
He, Yukun. & Knowles, Antti. (2020). Mesoscopic Eigenvalue Density Correlations of Wigner Matrices. Probability Theory and Related Fields. 177. 147- 216.
He, Yukun. , Knowles, Antti. & Marcozzi, Matteo. (2019). Local law and complete eigenvector delocalization for supercritical Erd?s-Rényi graphs. Annals of Probability. 47. 3278- 3302.
Bao, Zhigang. & He, Yukun. (2019). On Cramér–von statistic for the spectral distribution of random matrices. arXiv: 1911.04151.
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.




Service in CityU
Teaching Service Jan 2021 - Apr 2021, Bachelor, MA4529 Mathematical Finance.




Last update date : 27 Jan 2022