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比利时vs摩洛哥足彩
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比利时vs摩洛哥足彩
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university of california san diego
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math 288 - probability and statistics
elizabeth meckes
stanford university
random matrices and infinitesimal rotations
abstract:
a theme in studying random matrices from the classical groups is that haar-distributed matrices are close to gaussian matrices in many ways; one way is that linear functions of random orthogonal matrices are asymptotically normally distributed (as the dimension approaches infinity). i will discuss an infinitesimal version of stein's method, introduced by stein in 1995, which can be used to obtain a rate of convergence in this and related theorems.
host: jason schweinsberg
may 4, 2006
10:00 am
ap&m 6218
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