Welcome! I recently finished my NSF RTG postdoc at the University
of Michigan Statistics Department, my supervisor was Elizaveta
Levina. Prior to this I obtained my PhD on June 2017 at the MIT
Mathematics Department, my advisor was Alice Guionnet. Before doing
my PhD, I graduated in 2012 from UC Davis with a Bachelors degree in
Mathematics and Physics. I am interested in probability theory and
its applications to problems in statistics.
Below are a list of classes I have taught. If you are a past
student and need a letter of recommendation feel free to request
one. Depending on the letter requested (graduate school application,
job application, etc…) I would appreciate an appropriate amount
of time to write the letter. I can write a better letter for you if
we've had interactions in or out of class, or if you've distinguished
yourself in some way.
I have experience doing directed readings with undergraduates from my
time in graduate school where I participated three times in the MIT
Mathematics Directed Reading program and during my postdoc at Michigan
where I organized a Reinforcement Learning directed reading group. If
you are a student who has taken a course with me, or are just
interested in some papers to read together send me an email and maybe
we can work something out.
 Winter 2020:
 Statistics 430: Topics in Applied Probability.
 Fall 2019:
 Statistics 510: Introduction to Probability Theory.
 Winter 2019:
 Statistics 430: Topics in Applied Probability.
 Fall 2018:
 Statistics 510  Introduction to Probability Theory.
 Winter 2018:
 Statistics 430  Topics in Applied Probability.
 Fall 2017:
 Statistics 510  Introduction to Probability Theory.
Most of my research has been in the area of random matrices and a
few related fields. In many of my papers I study the behavior of
linear statistics of eigenvalues. Lately I've been thinking about
heavytailed random matrices along with matrix models arising in
statistics. Below are a list of my publications and preprints.
Probability Publications and Preprints
 Publications

[Journal]
"Harmonic Means of Wishart Random Matrices." Asad Lodhia. Posted May 2019. To appear
in Journal of Random Matrix Theory and Applications.

[Journal]
"MarčenkoPastur Law for Kendall's Tau." Afonso Bandeira, Asad
Lodhia and Philippe Rigollet. Electronic Communications in
Probability, Volume 22 (2017), no. 32, 1–7.

[Journal] "Mesoscopic
Central Limit Theorem for general βensembles." Florent Bekerman and
Asad Lodhia. Ann. Inst. H. Poincaré Prob. Stat. Volume 54, Number 4 (2018), 1917–1938.
 [Journal]
"Fractional Gaussian fields: a survey." Asad Lodhia, Scott
Sheffield, Xin Sun and Samuel Watson. Probability Surveys,
Vol. 13, 1–56.
 Preprints

[arXiv ]
"Covariance Kernel of Linear Spectral Statistics for HalfHeavy tailed Wigner Matrices." Asad Lodhia and Anna Maltsev. Posted October 2020.

[arXiv]
"Mesoscopic linear statistics of Wigner Matrices." Asad
Lodhia and Nick Simm. Posted 2015
Statistics Publications and Preprints
 Preprints

[arXiv]
"Matrix Means and a Novel HighDimensional Shrinkage Phenomenon,"
Asad Lodhia, Keith Levin and Elizaveta Levina. Posted October 2019. Submitted to Bernoulli.

[arXiv]
"Recovering lowrank structure from multiple networks with unknown edge distributions,"
Keith Levin, Asad Lodhia, and Elizaveta Levina. Posted June 2019. Submitted to JMLR.
I've reviewed papers for Annals of Statistics, Bernoulli, the Journal of Random Matrix Theory and Applications, IEEE transactions and COLT. I also assisted in the Random Matrix Summer School at the University of Michigan Ann Arbor in 2018 and I am an organizer for the 2020 Random Matrix Summer School (postponed to 2021 due to COVID19).
Below are some links to other websites with information about my research.
We may have met before in a conference or summer school! If so feel
free to send me an email if you want to catch up, or touch base, or get
notes, or ask a question, etc… If you're not sure if we've met, or if
my name sounds familiar, or maybe you're just curious, etc… I've
listed some conferences I've attended (or plan on attending) below.
 2019
 July 24–27: I gave a talk at the New Researchers in Statistics and Probability Conference in Fort Collins, Colorado.
 June 24th: I was invited to give a talk at Queen Mary University in London, UK.
 May 6th : I was invited to give a talk at the KIAS at Seoul, Korea in the Random Matrices and Related
Topics conference organized by KAIST.
 2018
 December 18th:
I was invited to give a talk at the Hong Kong University of Science and Technology's probability
seminar.
 July 20th28th: ICMP conference and Young Researchers
Symposium. I gave a talk here on some work in progress.
 June 18th29th: Random Matrix Summer School at the
University of Michigan at Ann Arbor.
 May 14th18th: IPAM Program on Quantitative Linear Algebra
Workshop III on Random Matrices and Free Probability.
 2017
 December 18th22nd: Classical and quantum motion in
disordered environment, a random event in honor of Ilya Goldsheid's
70th birthday at Queen Mary University at London, UK.
 December 14th16th: BrunelBielefeld Workshop on Random
Matrices and Applications at ZiF in Bielefeld, Germany.
 August 28th  September 1st: Dyson Schwinger equations,
topological expansions and random matrices at Columbia University
in New York City. I was a TA for this summer school.
 June 25th July 15th: PCMI Summer Session on Random
Matrices.
 June 15th19th: HDDAVII Conference in CIMAT at Guanajuato,
Mexico. I gave a talk here on a paper.
 January: IHP Thematic Trimester on Combinatorics and
Interactions
My email is
alodhia at
umich.edu