Random stochastic matrices from classical compact Lie groups and symmetric spaces

DOI10.1063/1.5099004zbMATH Open1459.15038arXiv1807.10240OpenAlexW3099491236WikidataQ115333038 ScholiaQ115333038MaRDI QIDQ5218784FDOQ5218784

Authors: Lucas H. Oliveira, Marcel Novaes 

Publication date: 5 March 2020

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

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.

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

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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)

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Cited In (8)

• Random matrix ensembles associated to compact symmetric spaces
• Spectra of random linear combinations of matrices defined via representations and Coxeter generators of the symmetric group
• Unitary-stochastic matrix ensembles and spectral statistics
• Cumulants for random matrices as convolutions on the symmetric group. II
• On random matrices from the compact classical groups
• Singular value distribution of dense random matrices with block Markovian dependence
• Random bistochastic matrices
• Representations of Lie groups and random matrices

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