Asad Lodhia


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 heavy-tailed random matrices along with matrix models arising in statistics. Below are a list of my publications and preprints.

Probability Publications and Preprints

[Journal] "Harmonic Means of Wishart Random Matrices." Asad Lodhia. Posted May 2019. To appear in Journal of Random Matrix Theory and Applications.
[Journal] "Marčenko-Pastur 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 β-ensembles." 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.
[arXiv ] "Covariance Kernel of Linear Spectral Statistics for Half-Heavy 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

[arXiv] "Matrix Means and a Novel High-Dimensional Shrinkage Phenomenon," Asad Lodhia, Keith Levin and Elizaveta Levina. Posted October 2019. Submitted to Bernoulli.
[arXiv] "Recovering low-rank 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 COVID-19).

Below are some links to other websites with information about my research.

ORCID iD icon
Google Scholar iconGoogle Scholar

Conferences and Talks

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.

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.
December 18th: I was invited to give a talk at the Hong Kong University of Science and Technology's probability seminar.
July 20th-28th: ICMP conference and Young Researchers Symposium. I gave a talk here on some work in progress.
June 18th-29th: Random Matrix Summer School at the University of Michigan at Ann Arbor.
May 14th-18th: IPAM Program on Quantitative Linear Algebra Workshop III on Random Matrices and Free Probability.
December 18th-22nd: 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 14th-16th: Brunel-Bielefeld 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 15th-19th: HDDA-VII 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