How many entries of a typical orthogonal matrix can be approximated by independent normals?
From MaRDI portal
Publication:850976
DOI10.1214/009117906000000205zbMath1107.15018arXivmath/0601457OpenAlexW2089817321MaRDI QIDQ850976
Publication date: 8 November 2006
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0601457
Multivariate distribution of statistics (62H10) Central limit and other weak theorems (60F05) Random matrices (algebraic aspects) (15B52) Convergence of probability measures (60B10) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)
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