English

The norm of polynomials in large random and deterministic matrices

Probability 2011-05-19 v5 Operator Algebras

Abstract

Let X_N= (X_1^(N), ..., X_p^(N)) be a family of N-by-N independent, normalized random matrices from the Gaussian Unitary Ensemble. We state sufficient conditions on matrices Y_N =(Y_1^(N), ..., Y_q^(N)), possibly random but independent of X_N, for which the operator norm of P(X_N, Y_N, Y_N^*) converges almost surely for all polynomials P. Limits are described by operator norms of objects from free probability theory. Taking advantage of the choice of the matrices Y_N and of the polynomials P we get for a large class of matrices the "no eigenvalues outside a neighborhood of the limiting spectrum" phenomena. We give examples of diagonal matrices Y_N for which the convergence holds. Convergence of the operator norm is shown to hold for block matrices, even with rectangular Gaussian blocks, a situation including non-white Wishart matrices and some matrices encountered in MIMO systems.

Keywords

Cite

@article{arxiv.1004.4155,
  title  = {The norm of polynomials in large random and deterministic matrices},
  author = {C. Male},
  journal= {arXiv preprint arXiv:1004.4155},
  year   = {2011}
}

Comments

41 pages, with an appendix by D. Shlyakhtenko

R2 v1 2026-06-21T15:14:02.966Z