Random stochastic matrices from classical compact Lie groups and symmetric spaces

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.

arXiv comment27 pages, 4 figures

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• Breakdown of random matrix universality in Markov models
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