Distances between Random Orthogonal Matrices and Independent Normals

报告人：Tiefeng Jiang
报告地点：数学与统计学院415室
报告时间：2019年01月04日星期五16:00-17:00
报告摘要：

We study the distance between Haar-orthogonal matrices and independent normal random variables.The distance is measured by the total variation distance, the Kullback-Leibler distance, the Hellinger distance and the Euclidean distance. They appear different features. Optimal rates are obtained. This is a joint work with Yutao Ma.

主讲人简介：
美国明尼苏达大学统计系教授，主要从事随机矩阵理论方面的研究。