Special Colloquium
Elizabeth S. 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.
Tuesday January 31, 2006 at 4:00 PM in SEO 636