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Large deviations for random matrices in the orthogonal group and Stiefel manifold with applications to random projections of product distributions - MaRDI portal

Large deviations for random matrices in the orthogonal group and Stiefel manifold with applications to random projections of product distributions (Q6596224)

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scientific article; zbMATH DE number 7904823
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Large deviations for random matrices in the orthogonal group and Stiefel manifold with applications to random projections of product distributions
scientific article; zbMATH DE number 7904823

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    Large deviations for random matrices in the orthogonal group and Stiefel manifold with applications to random projections of product distributions (English)
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    2 September 2024
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    large deviation principle
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    matrix variate distributions
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    orthogonal group
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    product measure
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    projective limit
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    random matrix
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    random projection
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    Stiefel manifold
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