Numerical Measure of a Complex Matrix

DOI10.1002/CPA.20374zbMATH Open1244.15015arXiv1009.1522OpenAlexW2962795926MaRDI QIDQ3225035FDOQ3225035

Denis Serre, Thierry Gallay

Publication date: 13 March 2012

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Abstract: We introduce and carefully study a natural probability measure over the numerical range of a complex matrix $Ain{M}_n(C)$. This numerical measure $m{u}_A$ can be defined as the law of the random variable $<AX,X>inC$ when the vector $Xin{C}^n$ is uniformly distributed on the unit sphere. If the matrix $A$ is normal, we show that $m{u}_A$ has a piecewise polynomial density $f_A$, which can be identified with a multivariate $B$-spline. In the general (nonnormal) case, we relate the Radon transform of $m{u}_A$ to the spectrum of a family of Hermitian matrices, and we deduce an explicit representation formula for the numerical density which is appropriate for theoretical and computational purposes. As an application, we show that the density $f_A$ is polynomial in some regions of the complex plane which can be characterized geometrically, and we recover some known results about lacunas of symmetric hyperbolic systems in $2+1$ dimensions. Finally, we prove under general assumptions that the numerical measure of a matrix $Ain{M}_n(C)$ concentrates to a Dirac mass as the size $n$ goes to infinity.

Full work available at URL: https://arxiv.org/abs/1009.1522

zbMATH Keywords

central limit theoremlaw of large numbersRadon transformnumerical rangeHermitian matricesnormal matrixhyperbolic partial differential equation\(B\)-splinenumerical measureRadon-Nikodým derivativenumerical density

Mathematics Subject Classification ID

Hermitian, skew-Hermitian, and related matrices (15B57) Central limit and other weak theorems (60F05) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Radon transform (44A12) First-order hyperbolic systems (35L40)

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Cited In (13)

• On a multi-dimensional generalization of the notions of orthostochastic and unistochastic matrices
• Continuous selections of the inverse numerical range map
• Inverse continuity on the boundary of the numerical range
• Numerical shadows: measures and densities on the numerical range
• The mathematics of Chandler Davis
• Joint numerical ranges, quantum maps, and joint numerical shadows
• Real numerical shadow and generalized B-splines
• Probability density functions of quantum mechanical observable uncertainties
• Pre-images of extreme points of the numerical range, and applications
• Probability density of quantum expectation values
• Kippenhahn's Theorem for Joint Numerical Ranges and Quantum States
• Singular points of cyclic weighted shift matrices
• Joint numerical ranges: recent advances and applications minicourse by V. Müller and Yu. Tomilov

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