Distances between Random Orthogonal Matrices and Independent Normals

Tiefeng Jiang
Friday, September 22, 2017 -
2:30pm to 3:30pm
Vincent Hall 206

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.