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Related papers: Numerical range for random matrices

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A novel algorithm for the computation of the quadratic numerical range is presented and exemplified yielding much better results in less time compared to the random vector sampling method. Furthermore, a bound on the probability for the…

Numerical Analysis · Mathematics 2023-05-26 Birgit Jacob , Lukas Vorberg , Christian Wyss

In this paper we prove asymptotic upper bounds on the variance of the number of vertices and missed area of inscribed random disc-polygons in smooth convex discs whose boundary is $C^2_+$. We also consider a circumscribed variant of this…

Metric Geometry · Mathematics 2019-07-10 Ferenc Fodor , Viktor Vígh

We give an expression for a generalized numerical radius of Hilbert space operators and then apply it to obtain upper and lower bounds for the generalized numerical radius. We also establish some generalized numerical radius inequalities…

Functional Analysis · Mathematics 2019-09-26 A. Zamani , M. S. Moslehian , Q. Xu , C. Fu

The Ginibre ensemble of nonhermitean random Hamiltonian matrices $K$ is considered. Each quantum system described by $K$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. The…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

The random matrix ensembles (RME) of quantum statistical Hamiltonian operators, {\em e.g.} Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems:…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

We apply concepts of random differential geometry connected to the random matrix ensembles of the random linear operators acting on finite dimensional Hilbert spaces. The values taken by random linear operators belong to the Liouville…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

In this paper, it is shown that with large probability, the spectral radius of a large non-Hermitian random matrix with a general variance profile does not exceed the square root of the spectral radius of the variance profile matrix. A…

Probability · Mathematics 2025-10-10 Walid Hachem , Michail Louvaris

We consider the eigenvalues of symplectic elliptic Ginibre matrices which are known to form a Pfaffian point process whose correlation kernel can be expressed in terms of the skew-orthogonal Hermite polynomials. We derive the scaling limits…

Probability · Mathematics 2022-08-23 Sung-Soo Byun , Markus Ebke

Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…

Statistical Mechanics · Physics 2009-10-30 E. Kanzieper , V. Freilikher

A central tool in the study of nonhomogeneous random matrices, the noncommutative Khintchine inequality, yields a nonasymptotic bound on the spectral norm of general Gaussian random matrices $X=\sum_i g_i A_i$ where $g_i$ are independent…

Probability · Mathematics 2023-09-18 Afonso S. Bandeira , March T. Boedihardjo , Ramon van Handel

We refine a recent result of Drury concerning the optimal ratio between the norm and numerical radius of a bounded linear operator $T$ with numerical range lying in a sector of a circular disk. In particular, characterization is given to…

Functional Analysis · Mathematics 2024-09-30 Chi-Kwong Li , Kuo-Zhong Wang

We consider symmetric and Hermitian random matrices whose entries are independent and symmetric random variables with an arbitrary variance pattern. Under a novel Short-to-Long Mixing condition, which is sharp in the sense that it precludes…

Probability · Mathematics 2025-11-12 Dang-Zheng Liu , Guangyi Zou

In this paper, we study the numerical range of Jacobi operators and it is shown that under certain conditions, the boundary of the numerical range of these operators can be non-round only at the points where it touches the essential…

Spectral Theory · Mathematics 2020-04-23 R. Birbonshi , A. Patra , P. D. Srivastava

The distribution of the modulus of the extreme eigenvalues is investigated for the complex Ginibre and complex induced Ginibre ensembles in the limit of large dimensions of random matrices. The limiting distribution of the scaled spectral…

Probability · Mathematics 2026-05-22 Olivia V. Auster

We derive exact analytical expressions for correlation functions of singular values of the product of $M$ Ginibre matrices of size $N$ in the double scaling limit $M,N\rightarrow \infty$. The singular value statistics is described by a…

Mathematical Physics · Physics 2020-12-03 Gernot Akemann , Zdzislaw Burda , Mario Kieburg

We prove rates of convergence for the circular law for the complex Ginibre ensemble. Specifically, we bound the expected $L_p$-Wasserstein distance between the empirical spectral measure of the normalized complex Ginibre ensemble and the…

Probability · Mathematics 2015-07-22 Elizabeth S. Meckes , Mark W. Meckes

We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from below by $ 2 \*\sigma - o(N^{-6/11+\epsilon}), $ where $\sigma^2 $ is the…

Probability · Mathematics 2008-05-14 Sandrine Peche , Alexander Soshnikov

We study the harmonic mean of non-zero complex-valued random variables (complex harmonic mean) and establish several geometric estimates and bounds. In contrast to the classical positive-valued case, complex harmonic means may lie outside…

Complex Variables · Mathematics 2026-02-10 Atsushi Nakayasu

This paper introduces and investigates the concept of the $q$-numerical range for tuples of bounded linear operators in Hilbert spaces. We establish various inequalities concerning the $q$-numerical radius associated with these operator…

Functional Analysis · Mathematics 2024-10-08 Kais Feki , Arnab Patra , Jyoti Rani , Zakaria Taki

We study the real eigenvalue statistics of products of independent real Ginibre random matrices. These are matrices all of whose entries are real i.i.d. standard Gaussian random variables. For such product ensembles, we demonstrate the…

Probability · Mathematics 2021-09-02 Will FitzGerald , Nick Simm
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