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Numerical range for random matrices
Ginibre ensemble
Gaussian random matrix
GUE
numerical range
field of values
triangular random matrix
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. 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 √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, while all eigenvalues are equal to zero and we prove that the operator norm of such matrices converges to √2e.
dc.abstract.en | 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. 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 √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, while all eigenvalues are equal to zero and we prove that the operator norm of such matrices converges to √2e. | pl |
dc.affiliation | Wydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki im. Mariana Smoluchowskiego | pl |
dc.contributor.author | Collins, Benoît | pl |
dc.contributor.author | Gawron, Piotr | pl |
dc.contributor.author | Litvak, Alexander E. | pl |
dc.contributor.author | Życzkowski, Karol - 132981 | pl |
dc.date.accessioned | 2015-02-09T11:17:30Z | |
dc.date.available | 2015-02-09T11:17:30Z | |
dc.date.issued | 2014 | pl |
dc.date.openaccess | 48 | |
dc.description.accesstime | po opublikowaniu | |
dc.description.number | 1 | pl |
dc.description.physical | 516-533 | pl |
dc.description.publication | 1 | pl |
dc.description.version | ostateczna wersja wydawcy | |
dc.description.volume | 418 | pl |
dc.identifier.doi | 10.1016/j.jmaa.2014.03.072 | pl |
dc.identifier.eissn | 1096-0813 | pl |
dc.identifier.issn | 0022-247X | pl |
dc.identifier.uri | http://ruj.uj.edu.pl/xmlui/handle/item/2908 | |
dc.language | eng | pl |
dc.language.container | eng | pl |
dc.rights | Dodaję tylko opis bibliograficzny | * |
dc.rights.licence | Inna otwarta licencja | |
dc.rights.uri | * | |
dc.share.type | inne | |
dc.subject.en | Ginibre ensemble | pl |
dc.subject.en | Gaussian random matrix | pl |
dc.subject.en | GUE | pl |
dc.subject.en | numerical range | pl |
dc.subject.en | field of values | pl |
dc.subject.en | triangular random matrix | pl |
dc.subtype | Article | pl |
dc.title | Numerical range for random matrices | pl |
dc.title.journal | Journal of Mathematical Analysis and Applications | pl |
dc.type | JournalArticle | pl |
dspace.entity.type | Publication |