Markov chains arising in the study of random matrices over pro-finite rings

Abstract

Recent work of the author investigates certain random processes, valued in abelian p-groups, that naturally arise in the study of Haar random matrices over $\mathbb{Z}_p$. It was found, somewhat surprisingly, that these processes are reversible Markov chains. In this short note, we give a simple alternative derivation of this fact. The new derivation also proves that this phenomenon is not specific to $\mathbb{Z}_p$, but generalizes to Haar random matrices over any profinite local ring.