Eigenvalue estimates for non-normal matrices and the zeros of random orthogonal polynomials on the unit circle (Q2502877)

Let \(\mu\) be a probability measure on \(\mathbb{C}\) with finite \(n^{th}\) moment. Denote by \(P_n\) the orthogonal projection onto the subspace of polynomials of degree less than \(n\) in \(L^2(\mathbb{C},d\mu)\), and consider the operator \[ A_n=P_n\,M_z\,P_n\,| _{\text{Ran}(P_n)}. \] Motivated by the study of random orthogonal polynomials on the unit circle [\textit{B.\,Simon}, Bull.\ Am.\ Math.\ Soc., New Ser.\ 42, No.\,4, 431--460 (2005; Zbl 1108.42005); ``Orthogonal polynomials on the unit circle.\ Part 1: Classical theory'' (Colloquium Publications AMS 54(1), Providence/RI) (2005; Zbl 1082.42020); ``Orthogonal polynomials on the unit circle.\ Part 2: Spectral theory'' (Colloquium Publications AMS 51(2), Providence/RI) (2005; Zbl 1082.42021)], the authors consider a possible extension of the inequality \[ \text{dist}\,(z_0,\{\text{zeros of }\Phi_n\})\leq\| (A_n-z_0)y\| \] to the case where \(A_n\) is non-normal. The main result of the paper states that, for any \(n\times n\) matrix \(A\) and any complex number \(z\) not in the spectrum of \(A\) with \(z\geq\| A\|\), \[ \text{dist}(z,\text{spec}(A))=\cot\left(\frac\pi{4n}\right)\| (A-z)^{-1}\| ^{-1}. \] The majority of the paper is devoted to prove the main result. After that has been achieved, the authors consider some extensions and applications, including their motivating application, random orthogonal polynomials in the unit circle. For these polynomials, they prove several estimates regarding the distribution of their zeros.