Sub-dominant eigenvalue and spectral gap conjecture for the Dirichlet Markov Ensemble

Let M\mathbf{M} be the random matrix from theorem th:sym\mathrm{th:sym}, with eigenvalues ordered so that λ1(M)\lambda_1(\mathbf{M}) is the dominant eigenvalue and λ2(M)\lambda_2(\mathbf{M}) is the sub-dominant eigenvalue. Let (an)(a_n) and (bn)(b_n) be deterministic sequences, and let G\mathcal{G} be a probability distribution on R\mathbb{R}. Sub-dominant eigenvalue and spectral gap conjecture. One has λ1(M)=1\lambda_1(\mathbf{M})=1 and, almost surely,

limnnλ2(M)=1.\lim_{n\to\infty}\sqrt{n}\,|\lambda_2(\mathbf{M})|=1.

In particular, the spectral gap 1λ2(M)1-|\lambda_2(\mathbf{M})| is of order 11/n1-1/\sqrt{n} for large nn. Moreover, there exist (an)(a_n), (bn)(b_n) and G\mathcal{G} such that

bn(λ2(M)an)ndG.b_n\bigl(|\lambda_2(\mathbf{M})|-a_n\bigr)\overset{\mathrm{d}}{\underset{n\to\infty}{\longrightarrow}}\mathcal{G}.

The conjecture is motivated by simulations and analogy with the Complex Ginibre Ensemble. It predicts both the asymptotic size of the second eigenvalue and a limiting fluctuation law, but the centering, scaling and distribution are not specified.

Sources & referencesView supporting material

Primary source

Djalil Chafai, “The Dirichlet Markov Ensemble”, arXiv:0709.4678 (2009).

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