Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7548244 | Statistics & Probability Letters | 2018 | 5 Pages |
Abstract
This paper proves that the trace of the random orthogonal matrices generated by the QR procedure on a matrix with independent identically distributed entries is asymptotically standard normal. This generalizes a well known result of Diaconis and Mallows (1990). A more general case is considered and open problems are suggested.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Amir Sepehri,