Random bistochastic matrices

DOI10.1088/1751-8113/42/36/365209MaRDI QIDQ3650372zbMATH OpenOpenAlexWikidataFDO

Authors Valerio Cappellini, Hans-Jürgen Sommers, Karol Życzkowski, Wojciech T. Bruzda

Publication date 14 December 2009

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

Full work available at URL https://arxiv.org/abs/0711.3345

zbMATH Keywords

Birkhoff polytopeDirichlet distributionrandom bistochastic matricesrandom matrix ensemblesrandom stochastic matricesSinkhorn algorithm

Mathematics Subject Classification ID

Stochastic matrices (15B51) Random matrices (algebraic aspects) (15B52) Set functions and measures on spaces with additional structure (28C99)

Abstract: Ensembles of random stochastic and bistochastic matrices are investigated. While all columns of a random stochastic matrix can be chosen independently, the rows and columns of a bistochastic matrix have to be correlated. We evaluate the probability measure induced into the Birkhoff polytope of bistochastic matrices by applying the Sinkhorn algorithm to a given ensemble of random stochastic matrices. For matrices of order N=2 we derive explicit formulae for the probability distributions induced by random stochastic matrices with columns distributed according to the Dirichlet distribution. For arbitrary $N$ we construct an initial ensemble of stochastic matrices which allows one to generate random bistochastic matrices according to a distribution locally flat at the center of the Birkhoff polytope. The value of the probability density at this point enables us to obtain an estimation of the volume of the Birkhoff polytope, consistent with recent asymptotic results.

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• The accessibility of convex bodies and derandomization of the hit and run algorithm
• Generating random quantum channels
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• Block-circulant complex Hadamard matrices
• Statistics of the non-zero eigenvalues and singular values of low-rank random matrices with non-negative entries
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• Measuring exposure to dependence risk with random Bernstein copula scenarios
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