Zhigang BAO
鲍志刚
PhD in Mathematics
Zhejiang University, 2013

Assistant Professor
Department of Mathematics



(852) 2358 7416
mazgbao@ust.hk
Room 3429
Personal Web

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ORCID
0000-0003-3036-1475

Scopus ID
55008052900




Research Interest Publications Projects Teaching Assignment RPG Supervision Space used




Research Interest

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Random matrices
Probability
High-dimensional statistics
Statistical physics
Mathematical physics



Publications

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All Years 27 2022 0 2021 3 2020 3 2019 3 2018 0 2017 4 2016 14

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Expand All Collapse All


2021 3

Eigenvector distribution in the critical regime of BBP transition
Probability Theory and Related Fields, 31 May 2021
Bao, Zhigang; Wang, Dong Article
Equipartition principle for Wigner matrices
Forum of Mathematics, Sigma, v. 9, 27 May 2021, article number e44
Bao, Zhigang; Erdos, Laszlo; Schnelli, Kevin Article
Singular vector and singular subspace distribution for the matrix denoising model
Annals of Statistics, v. 49, (1), February 2021, p. 370-392
Bao, Zhigang; Ding, Xiucai; Wang, Ke Article

2020 3

Central limit theorem for mesoscopic eigenvalue statistics of the free sum of matrices
International Mathematics Research Notices, 18 September 2020, article number rnaa210
Bao, Zhigang; Schnelli, Kevin; Xu, Yuanyuan Article
On the support of the free additive convolution
Journal d'Analyse Mathematique, v. 142, (1), November 2020, p. 323-348
Bao, Zhigang; Erd?s, László; Schnelli, Kevin Article
Spectral rigidity for addition of random matrices at the regular edge
Journal of Functional Analysis, v. 279, (7), 15 October 2020, article number 108639
Bao, Zhigang; Erd?s, Laszlo; Schnelli, Kevin Article

2019 3

Canonical correlation coefficients of high-dimensional Gaussian vectors: Finite rank case
ANNALS OF STATISTICS, v. 47, (1), February 2019, p. 612-640
Bao, Zhigang; Hu, Jiang; Pan, Guangming; Zhou, Wang Article
Local Single Ring Theorem on Optimal Scale
The Annals of Probability, v. 47, (3), May 2019, p. 1270-1334
Bao, Zhigang; Erdos, Laszlo; Schnelli, Kevin Article
Tracy-widom Limit for Kendall's Tau
Annals of Statistics, v. 47, (6), December 2019, p. 3504-3532
Bao, Zhigang Article

2017 4

Convergence Rate of Spectral Distribution of Addition of Random Matrices
Advances in Mathematics, v. 319, 2017, p. 251-291
Bao, Zhigang; Erdos, Laszlo; Schnelli, Kevin Article
Delocalization for a class of random block band matrices
Probability Theory and Related Fields, v. 167, (3-4), April 2017, p. 673-776
Bao, Zhigang; Erd?s, László Article
Local Law of Addition of Random Matrices on Optimal Scale
Communications in Mathematical Physics, v. 349, (3), February 2017, p. 947-990
Bao, Zhigang; Erdos, Laszlo; Schnelli, Kevin Article
Test of Independence for High-Dimensional Random Vectors Based on Freeness in Block Correlation Matrices
Electronic Journal of Statistics, v. 11, (1), 2017, p. 1527-1548
Bao, Zhigang; Hu, Jiang; Pan, Guangming; Zhou, Wang Article

2016 2

CLT for Linear Spectral Statistics of Hermitian Wigner Matrices with General Moment Conditions
Theory of Probability and its Applications, v. 60, (2), 2016, p. 187-206
Bao, Zhigang; Xie, Junshan Article
Local stability of the free additive convolution
Journal of Functional Analysis, v. 271, (3), August 2016, p. 672-719
Bao, Zhigang; Erd?s, László; Schnelli, Kevin Article

2015 7

Asymptotic Mutual Information Statistics of MIMO Channels and CLT of Sample Covariance Matrices
IEEE Transactions on Information Theory, v. 61, (6), June 2015, article number 7084190, p. 3413-3426
Bao, Zhigang; Pan, Guangming; Zhou, Wang Article
On Asymptotic Expansion and CLT of Linear Eigenvalue Statistics for Sample Covariance Matrices When N/M → 0
Theory of Probability and its Applications, v. 59, (2), 2015, p. 185-207
Bao, Zhigang Article
Spectral Statistics of Large Dimensional Spearman's Rank Correlation Matrix and its Application
Annals of Statistics, v. 43, (6), December 2015, p. 2588-2623
Bao, Zhigang; Lin, Liang Ching; Pan, Guangming; Zhou, Wang Article
The Logarithmic Law of Random Determinant
Bernoulli, v. 21, (3), August 2015, p. 1600-1628
Bao, Zhigang; Pan, Guangming; Zhou, Wang Article
Universality for the Largest Eigenvalue of Sample Covariance Matrices with General Population
Annals of Statistics, v. 43, (1), February 2015, p. 382-421
Bao, Zhigang; Pan, Guangming; Zhou, Wang Article
Local Semicircle Law and Delocalization of Random Block band Matrices
XVIII International Congress on Mathematical Physics (ICMP 2015), Santiago, Chile, 27 July - 1 August 2015
Bao, Zhigang Conference paper
Supersymmetry and Delocalization of Random Band Matrices
The Fifth IMS-China International Conference on Statistic and Probability, Kunming, China, 1-4 July 2015
Bao, Zhigang Conference paper

2014 1

Universality for a Global Property of the Eigenvectors of Wigner Matrices
Journal of Mathematical Physics, v. 55, (2), February 2014, article number 023303
Bao, Zhigang; Pan, Guangming; Zhou, Wang Article

2013 1

Central Limit Theorem for Partial Linear Eigenvalue Statistics of Wigner Matrices
Journal of Statistical Physics, v. 150, (1), January 2013, p. 88-129
Bao, Zhigang; Pan, Guangming; Zhou, Wang Article

2012 3

HβE 的局部半圆律和 Gauss 波动
中国科学: 数学, v. 42, (10), 2012, p. 1017-1030
鲍志刚; 苏中根 Article
Strong Convergence of ESD for the Generalized Sample Covariance Matrices When p/n → 0
Statistics & Probability Letters, v. 82, (5), May 2012, p. 894-901
Bao, Zhigang Article
Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
Electronic Journal of Probability, v. 17, (88), 2012
Bao, Zhigang; Pan, Guangming; Zhou, Wang Article


Expand All Collapse All


Article 3

Eigenvector distribution in the critical regime of BBP transition
Probability Theory and Related Fields, 31 May 2021
Bao, Zhigang; Wang, Dong
Equipartition principle for Wigner matrices
Forum of Mathematics, Sigma, v. 9, 27 May 2021, article number e44
Bao, Zhigang; Erdos, Laszlo; Schnelli, Kevin
Singular vector and singular subspace distribution for the matrix denoising model
Annals of Statistics, v. 49, (1), February 2021, p. 370-392
Bao, Zhigang; Ding, Xiucai; Wang, Ke


Expand All Collapse All


Article 3

Central limit theorem for mesoscopic eigenvalue statistics of the free sum of matrices
International Mathematics Research Notices, 18 September 2020, article number rnaa210
Bao, Zhigang; Schnelli, Kevin; Xu, Yuanyuan
On the support of the free additive convolution
Journal d'Analyse Mathematique, v. 142, (1), November 2020, p. 323-348
Bao, Zhigang; Erd?s, László; Schnelli, Kevin
Spectral rigidity for addition of random matrices at the regular edge
Journal of Functional Analysis, v. 279, (7), 15 October 2020, article number 108639
Bao, Zhigang; Erd?s, Laszlo; Schnelli, Kevin


Expand All Collapse All


Article 3

Canonical correlation coefficients of high-dimensional Gaussian vectors: Finite rank case
ANNALS OF STATISTICS, v. 47, (1), February 2019, p. 612-640
Bao, Zhigang; Hu, Jiang; Pan, Guangming; Zhou, Wang
Local Single Ring Theorem on Optimal Scale
The Annals of Probability, v. 47, (3), May 2019, p. 1270-1334
Bao, Zhigang; Erdos, Laszlo; Schnelli, Kevin
Tracy-widom Limit for Kendall's Tau
Annals of Statistics, v. 47, (6), December 2019, p. 3504-3532
Bao, Zhigang


Expand All Collapse All


Article 4

Convergence Rate of Spectral Distribution of Addition of Random Matrices
Advances in Mathematics, v. 319, 2017, p. 251-291
Bao, Zhigang; Erdos, Laszlo; Schnelli, Kevin
Delocalization for a class of random block band matrices
Probability Theory and Related Fields, v. 167, (3-4), April 2017, p. 673-776
Bao, Zhigang; Erd?s, László
Local Law of Addition of Random Matrices on Optimal Scale
Communications in Mathematical Physics, v. 349, (3), February 2017, p. 947-990
Bao, Zhigang; Erdos, Laszlo; Schnelli, Kevin
Test of Independence for High-Dimensional Random Vectors Based on Freeness in Block Correlation Matrices
Electronic Journal of Statistics, v. 11, (1), 2017, p. 1527-1548
Bao, Zhigang; Hu, Jiang; Pan, Guangming; Zhou, Wang


Expand All Collapse All


Article 2

CLT for Linear Spectral Statistics of Hermitian Wigner Matrices with General Moment Conditions
Theory of Probability and its Applications, v. 60, (2), 2016, p. 187-206
Bao, Zhigang; Xie, Junshan
Local stability of the free additive convolution
Journal of Functional Analysis, v. 271, (3), August 2016, p. 672-719
Bao, Zhigang; Erd?s, László; Schnelli, Kevin


Expand All Collapse All


Article 5

Asymptotic Mutual Information Statistics of MIMO Channels and CLT of Sample Covariance Matrices
IEEE Transactions on Information Theory, v. 61, (6), June 2015, article number 7084190, p. 3413-3426
Bao, Zhigang; Pan, Guangming; Zhou, Wang
On Asymptotic Expansion and CLT of Linear Eigenvalue Statistics for Sample Covariance Matrices When N/M → 0
Theory of Probability and its Applications, v. 59, (2), 2015, p. 185-207
Bao, Zhigang
Spectral Statistics of Large Dimensional Spearman's Rank Correlation Matrix and its Application
Annals of Statistics, v. 43, (6), December 2015, p. 2588-2623
Bao, Zhigang; Lin, Liang Ching; Pan, Guangming; Zhou, Wang
The Logarithmic Law of Random Determinant
Bernoulli, v. 21, (3), August 2015, p. 1600-1628
Bao, Zhigang; Pan, Guangming; Zhou, Wang
Universality for the Largest Eigenvalue of Sample Covariance Matrices with General Population
Annals of Statistics, v. 43, (1), February 2015, p. 382-421
Bao, Zhigang; Pan, Guangming; Zhou, Wang

Conference paper 2

Local Semicircle Law and Delocalization of Random Block band Matrices
XVIII International Congress on Mathematical Physics (ICMP 2015), Santiago, Chile, 27 July - 1 August 2015
Bao, Zhigang
Supersymmetry and Delocalization of Random Band Matrices
The Fifth IMS-China International Conference on Statistic and Probability, Kunming, China, 1-4 July 2015
Bao, Zhigang


Expand All Collapse All


Article 1

Universality for a Global Property of the Eigenvectors of Wigner Matrices
Journal of Mathematical Physics, v. 55, (2), February 2014, article number 023303
Bao, Zhigang; Pan, Guangming; Zhou, Wang


Expand All Collapse All


Article 1

Central Limit Theorem for Partial Linear Eigenvalue Statistics of Wigner Matrices
Journal of Statistical Physics, v. 150, (1), January 2013, p. 88-129
Bao, Zhigang; Pan, Guangming; Zhou, Wang


Expand All Collapse All


Article 3

HβE 的局部半圆律和 Gauss 波动
中国科学: 数学, v. 42, (10), 2012, p. 1017-1030
鲍志刚; 苏中根
Strong Convergence of ESD for the Generalized Sample Covariance Matrices When p/n → 0
Statistics & Probability Letters, v. 82, (5), May 2012, p. 894-901
Bao, Zhigang
Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
Electronic Journal of Probability, v. 17, (88), 2012
Bao, Zhigang; Pan, Guangming; Zhou, Wang


Expand All Collapse All


2016 2

CLT for Linear Spectral Statistics of Hermitian Wigner Matrices with General Moment Conditions
Theory of Probability and its Applications, v. 60, (2), 2016, p. 187-206
Bao, Zhigang; Xie, Junshan Article
Local stability of the free additive convolution
Journal of Functional Analysis, v. 271, (3), August 2016, p. 672-719
Bao, Zhigang; Erd?s, László; Schnelli, Kevin Article

2015 7

Asymptotic Mutual Information Statistics of MIMO Channels and CLT of Sample Covariance Matrices
IEEE Transactions on Information Theory, v. 61, (6), June 2015, article number 7084190, p. 3413-3426
Bao, Zhigang; Pan, Guangming; Zhou, Wang Article
On Asymptotic Expansion and CLT of Linear Eigenvalue Statistics for Sample Covariance Matrices When N/M → 0
Theory of Probability and its Applications, v. 59, (2), 2015, p. 185-207
Bao, Zhigang Article
Spectral Statistics of Large Dimensional Spearman's Rank Correlation Matrix and its Application
Annals of Statistics, v. 43, (6), December 2015, p. 2588-2623
Bao, Zhigang; Lin, Liang Ching; Pan, Guangming; Zhou, Wang Article
The Logarithmic Law of Random Determinant
Bernoulli, v. 21, (3), August 2015, p. 1600-1628
Bao, Zhigang; Pan, Guangming; Zhou, Wang Article
Universality for the Largest Eigenvalue of Sample Covariance Matrices with General Population
Annals of Statistics, v. 43, (1), February 2015, p. 382-421
Bao, Zhigang; Pan, Guangming; Zhou, Wang Article
Local Semicircle Law and Delocalization of Random Block band Matrices
XVIII International Congress on Mathematical Physics (ICMP 2015), Santiago, Chile, 27 July - 1 August 2015
Bao, Zhigang Conference paper
Supersymmetry and Delocalization of Random Band Matrices
The Fifth IMS-China International Conference on Statistic and Probability, Kunming, China, 1-4 July 2015
Bao, Zhigang Conference paper

2014 1

Universality for a Global Property of the Eigenvectors of Wigner Matrices
Journal of Mathematical Physics, v. 55, (2), February 2014, article number 023303
Bao, Zhigang; Pan, Guangming; Zhou, Wang Article

2013 1

Central Limit Theorem for Partial Linear Eigenvalue Statistics of Wigner Matrices
Journal of Statistical Physics, v. 150, (1), January 2013, p. 88-129
Bao, Zhigang; Pan, Guangming; Zhou, Wang Article

2012 3

HβE 的局部半圆律和 Gauss 波动
中国科学: 数学, v. 42, (10), 2012, p. 1017-1030
鲍志刚; 苏中根 Article
Strong Convergence of ESD for the Generalized Sample Covariance Matrices When p/n → 0
Statistics & Probability Letters, v. 82, (5), May 2012, p. 894-901
Bao, Zhigang Article
Tracy-Widom law for the extreme eigenvalues of sample correlation matrices
Electronic Journal of Probability, v. 17, (88), 2012
Bao, Zhigang; Pan, Guangming; Zhou, Wang Article


No Publications


No Publications






Teaching Assignment

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2021-22 Winter 0 2021-22 Fall 1 2020-21 Summer 1 2020-21 Spring 6 2020-21 Winter 0 2020-21 Fall 1

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MATH5411 Advanced Probability Theory I


MATH4984Y Independent Study: Message Passing Algorithms for Compressed Sensing


MATH2431 Honors Probability
MATH4984O Independent Study: A Course on Rough Paths
MATH4984P Independent Study: A Course on Approximate Message Passing
MATH4999 Independent Capstone Project
MATH5412 Advanced Probability Theory II
MATH6913G Reading Course: Geometric Stochastic Analysis


MATH5411 Advanced Probability Theory I


No Teaching Assignments


No Teaching Assignments






Research Postgraduate (RPG) Supervision From January 2019 to December 2022 (As of 30 January 2022)

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All Supervisions Current RPGs Graduated RPGs

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Current RPGs

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Doctor of Philosophy XU, Xiaocong
Mathematics( 2021 - )

YU, Xinyi (co-supervision)
Mathematics( 2021 - )

TANG, Chong Man
Mathematics( 2020 - )

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Graduated RPGs

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Doctor of Philosophy WANG, Jingming
Mathematics( Completed in 2021 )









ProjectsFrom January 2020 to December 2022

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All Projects 6 Leading Projects 5 Participating Projects 1

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Convergence rates for fluctuation laws of spectral statistics in Random Matrix Theory


随机矩阵谱统计量波动律的收敛速度 Leading


RGC - General Research Fund


Project Team (HKUST)
BAO Zhigang (Lead)


2021 -




Goodness-of-fit statistics for the spectral distribution of random matrices


随机矩阵谱分布的拟合度统计量 Leading


RGC - General Research Fund


Project Team (HKUST)
BAO Zhigang (Lead)


2021 -




Development of Statistical and Machine Learning Methods for Large Scale Genomic Data Analysis


人类基因组数据的统计与机器学习方法研发 Participating


Innovation and Technology Fund


Project Team (HKUST)
YANG Can (Lead)
BAO Zhigang
CAI Jianfeng
WANG Yang
XIA Dong
YAO Yuan
ZHANG Hai


2020 -




Eigenvector distribution of deformed random matrices


带扰动随机矩阵的特征向量分布 Leading


RGC - General Research Fund


Project Team (HKUST)
BAO Zhigang (Lead)


2019 -




High-dimensional Canonical Correlation Analysis


高维典型相关性分析 Leading


RGC - General Research Fund


Project Team (HKUST)
BAO Zhigang (Lead)


2018 - 2021




Local eigenvalue statistics of addition and multiplication of random matrices


随机矩阵加和以及乘积的局部特徵根统计量 Leading


RGC - Early Career Scheme


Project Team (HKUST)
BAO Zhigang (Lead)


2017 - 2020