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Analysis and Probability Seminar- November 17, 2015

Posted on November 16, 2015

Tuesday, November 17, 2015 (3:00 p.m. in Yost 306)

Title: Approximation of the Entries of a Random Orthogonal Matrix by Independent Standard Normals

Speaker: Kathryn Lockwood (PhD Student in Mathematics, Case Western Reserve University)

Abstract: The asymptotic distribution of the entries of matrices that are uniformly distributed on the orthogonal group has been studied for over a hundred years. As a result of his own work with Freedman, Persi Diaconis raised the question of how many entries of a random orthogonal matrix can simultaneously be approximated by independent standard normals. A question that was answered by Tiefang Jiang in a 2003 paper. I will discuss the proof of Jiang’s theorem, some further results in this field of study, and the future of this problem.

Page last modified: November 16, 2015