Random stochastic matrices from classical compact Lie groups and symmetric spaces

DOI10.1063/1.5099004zbMath1459.15038arXiv1807.10240OpenAlexW3099491236WikidataQ115333038 ScholiaQ115333038MaRDI QIDQ5218784

Lucas H. Oliveira, Marcel Novaes

Publication date: 5 March 2020

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

Full work available at URL: https://arxiv.org/abs/1807.10240

zbMATH Keywords

symmetric spacesPerron-Frobenius eigenvalueGinibre ensemblerandom stochastic matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Inference from stochastic processes and spectral analysis (62M15) Hermitian symmetric spaces, bounded symmetric domains, Jordan algebras (complex-analytic aspects) (32M15) Random matrices (algebraic aspects) (15B52) Compact groups (22C05) Stochastic matrices (15B51) Matrix Lie algebras (15B30)

Related Items (1)

Singular value distribution of dense random matrices with block Markovian dependence

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