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Probability and Combinatorics

Tuesday, February 26, 2019 - 3:00pm

Tiefeng Jiang

Minnesota

Location

University of Pennsylvania

DRL 4C8

 
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.