Numerical range for random matrices

DOI10.1016/J.JMAA.2014.03.072zbMATH Open1307.15055arXiv1309.6203OpenAlexW2076942619WikidataQ62582392 ScholiaQ62582392MaRDI QIDQ489087FDOQ489087

Authors: Piotr Gawron, Alexander E. Litvak, Karol Życzkowski, Benoit Collins 

Publication date: 27 January 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: We analyze the numerical range of high-dimensional random matrices, obtaining limit results and corresponding quantitative estimates in the non-limit case. For a large class of random matrices their numerical range is shown to converge to a disc. In particular, numerical range of complex Ginibre matrix almost surely converges to the disk of radius $sqrt2$. Since the spectrum of non-hermitian random matrices from the Ginibre ensemble lives asymptotically in a neighborhood of the unit disk, it follows that the outer belt of width $sqrt2-1$ containing no eigenvalues can be seen as a quantification the non-normality of the complex Ginibre random matrix. We also show that the numerical range of upper triangular Gaussian matrices converges to the same disk of radius $sqrt2$, while all eigenvalues are equal to zero and we prove that the operator norm of such matrices converges to $sqrt2e$.

Full work available at URL: https://arxiv.org/abs/1309.6203

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zbMATH Keywords

eigenvalueGinibre ensemblespectrumnumerical rangeoperator normfield of valuesGaussian random matrixtriangular random matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

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Cited In (5)

• Classification of joint numerical ranges of three Hermitian matrices of size three
• Numerical measure of a complex matrix
• GMRES, pseudospectra, and Crouzeix's conjecture for shifted and scaled Ginibre matrices
• Random matrices associated to Young diagrams
• On the matrix range of random matrices

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