Article ID Journal Published Year Pages File Type
7548244 Statistics & Probability Letters 2018 5 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
,