Spectra of random stochastic matrices and relaxation in complex systems

Reimer Kühn
2015 Europhysics letters  
We compute spectra of large stochastic matrices W, defined on sparse random graphs, where edges (i,j) of the graph are given positive random weights W_ij>0 in such a fashion that column sums are normalized to one. We compute spectra of such matrices both in the thermodynamic limit, and for single large instances. The structure of the graphs and the distribution of the non-zero edge weights W_ij are largely arbitrary, as long as the mean vertex degree remains finite in the thermodynamic limit
more » ... the W_ij satisfy a detailed balance condition. Knowing the spectra of stochastic matrices is tantamount to knowing the complete spectrum of relaxation times of stochastic processes described by them, so our results should have many interesting applications for the description of relaxation in complex systems. Our approach allows to disentangle contributions to the spectral density related to extended and localized states, respectively, allowing to differentiate between time-scales associated with transport processes and those associated with the dynamics of local rearrangements.
doi:10.1209/0295-5075/109/60003 fatcat:qffsdvwbenewnkkkrftcytgyke