The inverse eigenvalue problem for symmetric doubly stochastic matrices

(joint work with T. Kania, Academy of Sciences of the Czech Republic, Prague)
In this talk we discuss our recent result on the inverse eigenvalue problem for symmetric doubly stochastic matrices. 
Namely, we provide a new sufficient condition for a list of real numbers to be the spectrum of a symmetric doubly stochastic matrix. 
In our construction of such matrices, we employ the eigenvectors of the transition probability matrix of a simple symmetric random walk on the circle. 
We also demonstrate a simple algorithm for generating random doubly stochastic matrices based on our construction. Examples will be provided.