  The topic of this paper is the asymptotic distribution of random orthogonal
matrices distributed according to Haar measure. We examine the total variation
distance between the joint distribution of the entries of $W_n$, the $p_n
\times q_n$ upper-left block of a Haar-distributed matrix, and that of $p_nq_n$
independent standard Gaussian random variables. We show that the total
variation distance converges to zero when $p_nq_n = o(n)$.
