# Tagged Questions

**2**

votes

**0**answers

58 views

### Packing symmetric matrices in spectral norm, and defining measures on symmetric matrices

I'm trying to upper bound the $\epsilon$-packing number of $\Theta=\{A\in\mathbb{S}^{d}:\; a\preceq A \preceq b\}$ (where $\mathbb{S}$ are symmetric $d\times d$ matrices) for some $a\leq b$ with ...

**3**

votes

**0**answers

112 views

### rigidity of eigenvalues of circular ensemble

Given a circular unitary ensemble, with the following joint density:
$p(\theta_1,\ldots, \theta_n) = Z_n \prod_{j < k} |e^{i \theta_j} - e^{i \theta_k}|^2$,
is the following statement true? With ...

**3**

votes

**2**answers

317 views

### Sample from a delta-ball in the orthogonal group O(n)

An answer to another question derived a formula for the volume of a delta-ball in $O(n)$. I am wondering if there is a (constructive) way to draw samples uniformly at random from such a region.
For ...

**4**

votes

**1**answer

366 views

### Decomposition of Haar measure other than Hurwitz's

Hurwitz defined a decomposition of the Haar measure on $SO(n)$ based on Given's rotation. So by left multiplication of Givens rotation one can always bring an orthogonal matrix into the identity. The ...