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比利时vs摩洛哥足彩 ,
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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