English
Related papers

Related papers: Numerical Radius of Non-Hermitian Random Matrices

200 papers

The spectrum of a local random Hamiltonian can be represented generically by the so-called $\epsilon$-free convolution of its local terms' probability distributions. We establish an isomorphism between the set of $\epsilon$-noncrossing…

Mathematical Physics · Physics 2023-10-25 Benoit Collins , Zhi Yin , Liang Zhao , Ping Zhong

We give tight upper bounds on the numerical range of square matrices in terms of their Frobenius (Euclidian) norm and a combinatorial parameter similar to the clique number of graphs. Our results imply a concise form of the fundamental…

Combinatorics · Mathematics 2015-06-26 Vladimir Nikiforov

The open problem of calculating the limiting spectrum (or its Shannon transform) of increasingly large random Hermitian finite-band matrices is described. In general, these matrices include a finite number of non-zero diagonals around their…

Information Theory · Computer Science 2008-05-13 Oren Somekh , Osvalso Simeone , Benjamin M. Zaidel , H. Vincent Poor , Shlomo Shamai

This paper proposes lower bounds on a quantity called $L^p$-norm joint spectral radius, or in short, $p$-radius, of a finite set of matrices. Despite its wide range of applications to, for example, stability analysis of switched linear…

Optimization and Control · Mathematics 2016-11-04 Masaki Ogura , Victor M. Preciado , Raphaël Jungers

We introduce a new norm on the space of bounded linear operators on a complex Hilbert space, which generalizes the numerical radius norm, the usual operator norm and the modified Davis-Wielandt radius. We study basic properties of this…

Functional Analysis · Mathematics 2024-08-14 D. Sain , P. Bhunia , A. Bhanja , K. Paul

Random matrices are used in fields as different as the study of multi-orthogonal polynomials or the enumeration of discrete surfaces. Both of them are based on the study of a matrix integral. However, this term can be confusing since the…

Mathematical Physics · Physics 2009-11-30 Nicolas Orantin

Non-smoothness at optimal points is a common phenomenon in many eigenvalue optimization problems. We consider two recent algorithms to minimize the largest eigenvalue of a Hermitian matrix dependent on one parameter, both proven to be…

Numerical Analysis · Mathematics 2018-05-14 Fatih Kangal , Emre Mengi

We state and give self contained proofs of semidefinite programming characterizations of the numerical radius and its dual norm for matrices. We show that the computation of the numerical radius and its dual norm within $\varepsilon$…

Numerical Analysis · Mathematics 2024-01-25 Shmuel Friedland , Chi-Kwong Li

We extend the proof in [M.~Crouzeix and C.~Palencia, {\em The numerical range is a $(1 + \sqrt{2})$-spectral set}, SIAM Jour.~Matrix Anal.~Appl., 38 (2017), pp.~649-655] to show that other regions in the complex plane are $K$-spectral sets.…

Spectral Theory · Mathematics 2018-07-04 Michel Crouzeix , Anne Greenbaum

A numerical-relativity calculation yields in general a solution of the Einstein equations including also a radiative part, which is in practice computed in a region of finite extent. Since gravitational radiation is properly defined only at…

General Relativity and Quantum Cosmology · Physics 2017-02-08 Nigel T. Bishop , Luciano Rezzolla

A non-Hermitean random matrix model proposed a few years ago has a remarkably intricate spectrum. Various attempts have been made to understand the spectrum, but even its dimension is not known. Using the Dyson-Schmidt equation, we show…

Mathematical Physics · Physics 2007-05-23 Daniel E. Holz , Henri Orland , A. Zee

Let $T$ be a bounded linear operator on a complex Hilbert space $\mathscr{H}.$ We obtain various lower and upper bounds for the numerical radius of $T$ by developing the Euclidean operator radius bounds of a pair of operators, which are…

Functional Analysis · Mathematics 2023-08-21 Suvendu Jana , Pintu Bhunia , Kallol Paul

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 above by $ 2 \*\sigma + o(N^{-6/11+\epsilon}), $ where $\sigma^2 $ is the…

Probability · Mathematics 2007-05-23 Sandrine Peche , Alexander Soshnikov

For large dimensional non-Hermitian random matrices $X$ with real or complex independent, identically distributed, centered entries, we consider the fluctuations of $f(X)$ as a matrix where $f$ is an analytic function around the spectrum of…

Probability · Mathematics 2021-12-22 László Erdős , Hong Chang Ji

For any operator $M$ acting on an $N$-dimensional Hilbert space $H_N$ we introduce its numerical shadow, which is a probability measure on the complex plane supported by the numerical range of $M$. The shadow of $M$ at point $z$ is defined…

Functional Analysis · Mathematics 2011-08-09 Charles F. Dunkl , Piotr Gawron , John A. Holbrook , Zbigniew Puchała , Karol Życzkowski

Spectral properties of Hermitian Toeplitz, Hankel, and Toeplitz-plus-Hankel random matrices with independent identically distributed entries are investigated. Combining numerical and analytic arguments it is demonstrated that spectral…

Mathematical Physics · Physics 2021-04-28 Eugene Bogomolny , Olivier Giraud

We consider a discrete, non-Hermitian random matrix model, which can be expressed as a shift of a rank-one perturbation of an anti-symmetric matrix. We show that, asymptotically almost surely, the real parts of the eigenvalues of the…

Probability · Mathematics 2016-11-22 Philippe Sosoe , Uzy Smilansky

The $k$-rank numerical range $\Lambda_{k}(A)$ is expressed via an intersection of a countable family of numerical ranges $\{F(M^{*}_{\nu}AM_{\nu})\}_{\nu\in\mathbb{N}}$ with respect to $n\times (n-k+1)$ isometries $M_{\nu}$. This…

Functional Analysis · Mathematics 2012-02-27 Aikaterini Aretaki , John Maroulas

The class of complex random vectors whose covariance matrix is linearly parameterized by a basis of Hermitian Toeplitz (HT) matrices is considered, and the maximum compression ratios that preserve all second-order information are derived…

Statistics Theory · Mathematics 2016-11-15 Daniel Romero , Roberto Lopez-Valcarce , Geert Leus

The numerical range of a matrix is studied geometrically via the cone of positive semidefinite matrices (or semidefinite cone for short). In particular it is shown that the feasible set of a two-dimensional linear matrix inequality (LMI),…

Optimization and Control · Mathematics 2010-04-08 Didier Henrion