Talk by Elizabeth Meckes (Stanford University)
Date and Time: Thursday, May 4, 2006, 10:00 AM in AP&M 6218.
Title: Random Matrices and Infinitesimal Rotations
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.