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math.PR2005
Linear functions on the classical matrix groups
Elizabeth Meckes
Let be a random matrix in the orthogonal group , distributed according to Haar measure, and let be a fixed matrix over such that $\tr(AA^t)=n$. Then t…
math.PR2005★ 17 cited
The central limit problem for random vectors with symmetries
Elizabeth S. Meckes, Mark W. Meckes
Motivated by the central limit problem for convex bodies, we study normal approximation of linear functionals of high-dimensional random vectors with various types of symmetries. I…