Numerical range for random matrices
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 . 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 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 , while all eigenvalues are equal to zero and we prove that the operator norm of such matrices converges to .
Keywords
Cite
@article{arxiv.1309.6203,
title = {Numerical range for random matrices},
author = {Benoît Collins and Piotr Gawron and Alexander E. Litvak and Karol Życzkowski},
journal= {arXiv preprint arXiv:1309.6203},
year = {2014}
}
Comments
23 pages, 4 figures