Spring Seminar Series - April 10, 2003
University of Minnesota
School of Statistics
College of Liberal Arts

'The height' of Haar measure on certain groups

Tiefeng Jiang
School of Statistics
University of Minnesota

Thursday, April 10, 2003
4:00 PM, 115 Ford Hall
Minneapolis, East Bank Campus
Social at 3:30 PM, 300 Ford Hall

Abstract

  In studying image analysis, Donoho and Huo obtained a preliminary result about the behavior of M(n), the largest entry of a "typical" orthogonal matrix. Their simulations showed that M(n) seems to follow a certain statistical pattern. In this talk I will explain how this problem arose in image analysis. An almost sure behavior and the limiting distribution of M(n) will be presented. A tool of deriving such results and its connection with Random Matrix Theory will also be discussed.