##### Department of Mathematics,

University of California San Diego

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### Math 288 - Probability and Statistics

## Elizabeth Meckes

#### Stanford University

## Random Matrices and Infinitesimal Rotations

##### Abstract:

A theme in studying random matrices from the classical groups is that Haar-distributed matrices are close to Gaussian matrices in many ways; one way is that linear functions of random orthogonal matrices are asymptotically normally distributed (as the dimension approaches infinity). I will discuss an infinitesimal version of Stein's method, introduced by Stein in 1995, which can be used to obtain a rate of convergence in this and related theorems.

Host: Jason Schweinsberg

### May 4, 2006

### 10:00 AM

### AP&M 6218

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