Random stochastic matrices from classical compact Lie groups and symmetric spaces
Mathematical Physics
2020-03-03 v3 Statistical Mechanics
math.MP
Abstract
We consider random stochastic matrices with elements given by , with 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 , discarding the Perron-Frobenius eigenvalue , 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.
Cite
@article{arxiv.1807.10240,
title = {Random stochastic matrices from classical compact Lie groups and symmetric spaces},
author = {Lucas H. Oliveira and Marcel Novaes},
journal= {arXiv preprint arXiv:1807.10240},
year = {2020}
}
Comments
27 pages, 4 figures