How many entries of a typical orthogonal matrix can be approximated by independent normals?

Annals of Probability

Volumn 34, Issue 4, 2006, Pages 1497-1529

  Jiang, Tiefeng ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Gram Schmidt algorithm; Haar measure; Large deviation; Maxima; Product distribution; Random matrix theory; Variation distance

Indexed keywords

EID: 33750157608     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117906000000205     Document Type: Article

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