Title: Random matrices and infinitesimal rotations
Speaker: Elizabeth Meckes
Speaker Info: Stanford University
Brief Description:
Special Note:
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.Date: Monday, January 30, 2006