Analysis and Probability Seminar

Title: Random matrices and infinitesimal rotations
Speaker: Elizabeth Meckes
Speaker Info: Stanford University
Brief Description:
Special Note:

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.

Date: Monday, January 30, 2006
Time: 4:10pm
Where: Lunt 105
Contact Person: Prof. Elton P. Hsu
Contact email: elton@math.northwestern.edu
Contact Phone: 847-491-8541
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