Circular law theorem for random Markov matrices

DOI10.1007/s00440-010-0336-1zbMath1242.15034arXiv0808.1502OpenAlexW3105109562MaRDI QIDQ2428509

Djalil Chafaï, Charles Bordenave, Pietro Caputo

Publication date: 26 April 2012

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.1502

zbMATH Keywords

Markov chainseigenvaluesspectrumRandom matricesDirichlet Markov ensemblerandom Markov matrixrandom stochastic matrices

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Stochastic matrices (15B51)

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Uses Software

• Eigtool

Cites Work

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