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

DOI10.1214/22-AIHP1340zbMATH Open1546.60053MaRDI QIDQ6596224

Publication date: 2 September 2024

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

zbMATH Keywords

orthogonal group Stiefel manifold projective limit large deviation principle random matrix random projection product measure matrix variate distributions

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Random convex sets and integral geometry (aspects of convex geometry) (52A22) Asymptotic theory of Banach spaces (46B06)

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