Large and Moderate Deviations for Entries of Orthogonal Matrices and the Stiefel Manifold

Philipp Tuchel

Let $A_N$ be distributed according to the Haar probability measure on the orthogonal group $\mathcal{O}(N)$ for each $N\in \mathbb{N}$. It is well-known that the upper left $m_N\tim…