Random stochastic matrices from classical compact Lie groups and symmetric spaces

DOI10.1063/1.5099004MaRDI QIDQ5218784zbMATH OpenOpenAlexWikidataFDO

Authors Lucas H. Oliveira, Marcel Novaes

Publication date 5 March 2020

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.10240

zbMATH Keywords

Ginibre ensemblesymmetric spacesPerron-Frobenius eigenvaluerandom stochastic matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Compact groups (22C05) Random matrices (probabilistic aspects) (60B20) Inference from stochastic processes and spectral analysis (62M15) Stochastic matrices (15B51) Hermitian symmetric spaces, bounded symmetric domains, Jordan algebras (complex-analytic aspects) (32M15) Matrix Lie algebras (15B30)

Abstract: We consider random stochastic matrices $M$ with elements given by $M_{ij}=|U_{ij}{|}^2$, with $U$ being uniformly distributed on one of the classical compact Lie groups or associated symmetric spaces. We observe numerically that, for large dimensions, the spectral statistics of $M$, discarding the Perron-Frobenius eigenvalue $1$, are similar to those of the Gaussian Orthogonal ensemble for symmetric matrices and to those of the real Ginibre ensemble for non-symmetric matrices. Using Weingarten functions, we compute some spectral statistics that corroborate this universality. We also establish connections with some difficult enumerative problems involving permutations.

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Cited in

(8)

• Spectra of random linear combinations of matrices defined via representations and Coxeter generators of the symmetric group
• Singular value distribution of dense random matrices with block Markovian dependence
• Unitary-stochastic matrix ensembles and spectral statistics
• Random matrix ensembles associated to compact symmetric spaces
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• Random bistochastic matrices
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