English

Numerical range for random matrices

Operator Algebras 2014-05-13 v2 Functional Analysis Probability Quantum Physics

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 2\sqrt{2}. 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 21\sqrt{2}-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 2\sqrt{2}, while all eigenvalues are equal to zero and we prove that the operator norm of such matrices converges to 2e\sqrt{2e}.

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

R2 v1 2026-06-22T01:33:07.035Z