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.