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Probability and Math Finance Seminar

Elizabeth Meckes, Case Western Reserve

Stein's method: the continuous case

Abstract

Building on ideas from the preceding talk, I'll discuss a modification of Stein's method of exchangeable pairs for use in the presence of some kind of continuous group of symmetries. The talk will be mostly applications of the method with few proofs. The first main application is to whether/when the distributions of eigenfunctions of the Laplacian on compact Riemannian manifolds are close to Gaussian, with examples on the sphere and flat tori. The second main application is to projections of Haar measure on the orthogonal and unitary groups.

TUESDAY, February 19, 2008
Time: 1:30 P.M.
Location: PPB 300