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

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.