Back to Search Start Over

Random stochastic matrices from classical compact Lie groups and symmetric spaces

Authors :
Oliveira, Lucas H.
Novaes, Marcel
Source :
Journal of Mathematical Physics 60, 123508 (2019)
Publication Year :
2018

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.<br />Comment: 27 pages, 4 figures

Details

Database :
arXiv
Journal :
Journal of Mathematical Physics 60, 123508 (2019)
Publication Type :
Report
Accession number :
edsarx.1807.10240
Document Type :
Working Paper
Full Text :
https://doi.org/10.1063/1.5099004