English

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 MM with elements given by Mij=Uij2M_{ij}=|U_{ij}|^2, with UU 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 MM, discarding the Perron-Frobenius eigenvalue 11, 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.

Keywords

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

R2 v1 2026-06-23T03:15:41.899Z