Random stochastic matrices from classical compact Lie groups and symmetric spaces. (English) Zbl 1459.15038
The authors compute some (spectral) quantities associated to some Lie-stochastic ensembles. Relevant numerical examples are also presented. The paper is well written.
Reviewer: Nicolae Lupa (Timişoara)
MSC:
| 15B52 | Random matrices (algebraic aspects) |
| 15B51 | Stochastic matrices |
| 15B30 | Matrix Lie algebras |
| 22C05 | Compact groups |
| 32M15 | Hermitian symmetric spaces, bounded symmetric domains, Jordan algebras (complex-analytic aspects) |
| 60B20 | Random matrices (probabilistic aspects) |
| 62M15 | Inference from stochastic processes and spectral analysis |
Keywords:
random stochastic matrices; symmetric spaces; Perron-Frobenius eigenvalue; Ginibre ensembleReferences:
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