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. Optimal rates are obtained. This is a joint work with Yutao Ma.
Probability and Combinatorics
Tuesday, February 26, 2019 - 3:00pm
Tiefeng Jiang
Minnesota