Probability, Ergodic Theory, Mathematical Physics Seminar

Distances between Random Orthogonal Matrices and Independent Normals

Tiefeng Jiang, University of Minnesota

Friday, February 23rd, 2018
3:00 PM - 4:15 PM
Hylan 1106A

We study the distance between Haar-orthogonal matrices and independent normal random variables.The distance is measured by the total variation distance, the Kullback-Leibler distance, the Hellinger distance and the Euclidean distance. They appear different features. Optimal rates are obtained. This is a joint work with Yutao Ma.

Event contact: sevak dot mkrtchyan at rochester dot edu