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Sep 27, 2022 at 23:03 history edited RobPratt CC BY-SA 4.0
added 1 character in body; edited title
Sep 27, 2022 at 18:20 answer added Glozi timeline score: 0
Sep 20, 2022 at 7:19 comment added brownianmotion @BillBradley: Thank you for pointing that out. Yes, that special case follows directly, but I am interested in the case of general orthogonal matrices.
Sep 20, 2022 at 7:17 history edited brownianmotion CC BY-SA 4.0
Fixed a typo in the definition.
Sep 19, 2022 at 20:47 comment added Bill Bradley Just to check, you're specifically interested in the case of orthogonal matrices, right? For instance, if you instead selected your matrix $U$ from the set of permutation matrices, I think the comparable result would follow directly.
Sep 19, 2022 at 19:34 history asked brownianmotion CC BY-SA 4.0