Numerical range for random matrices

2014
journal article
article
6
dc.abstract.enWe 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.affiliationWydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki im. Mariana Smoluchowskiegopl
dc.contributor.authorCollins, Benoîtpl
dc.contributor.authorGawron, Piotrpl
dc.contributor.authorLitvak, Alexander E.pl
dc.contributor.authorŻyczkowski, Karol - 132981 pl
dc.date.accessioned2015-02-09T11:17:30Z
dc.date.available2015-02-09T11:17:30Z
dc.date.issued2014pl
dc.date.openaccess48
dc.description.accesstimepo opublikowaniu
dc.description.number1pl
dc.description.physical516-533pl
dc.description.publication1pl
dc.description.versionostateczna wersja wydawcy
dc.description.volume418pl
dc.identifier.doi10.1016/j.jmaa.2014.03.072pl
dc.identifier.eissn1096-0813pl
dc.identifier.issn0022-247Xpl
dc.identifier.urihttp://ruj.uj.edu.pl/xmlui/handle/item/2908
dc.languageengpl
dc.language.containerengpl
dc.rightsDodaję tylko opis bibliograficzny*
dc.rights.licenceInna otwarta licencja
dc.rights.uri*
dc.share.typeinne
dc.subject.enGinibre ensemblepl
dc.subject.enGaussian random matrixpl
dc.subject.enGUEpl
dc.subject.ennumerical rangepl
dc.subject.enfield of valuespl
dc.subject.entriangular random matrixpl
dc.subtypeArticlepl
dc.titleNumerical range for random matricespl
dc.title.journalJournal of Mathematical Analysis and Applicationspl
dc.typeJournalArticlepl
dspace.entity.typePublication
dc.abstract.enpl
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.affiliationpl
Wydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki im. Mariana Smoluchowskiego
dc.contributor.authorpl
Collins, Benoît
dc.contributor.authorpl
Gawron, Piotr
dc.contributor.authorpl
Litvak, Alexander E.
dc.contributor.authorpl
Życzkowski, Karol - 132981
dc.date.accessioned
2015-02-09T11:17:30Z
dc.date.available
2015-02-09T11:17:30Z
dc.date.issuedpl
2014
dc.date.openaccess
48
dc.description.accesstime
po opublikowaniu
dc.description.numberpl
1
dc.description.physicalpl
516-533
dc.description.publicationpl
1
dc.description.version
ostateczna wersja wydawcy
dc.description.volumepl
418
dc.identifier.doipl
10.1016/j.jmaa.2014.03.072
dc.identifier.eissnpl
1096-0813
dc.identifier.issnpl
0022-247X
dc.identifier.uri
http://ruj.uj.edu.pl/xmlui/handle/item/2908
dc.languagepl
eng
dc.language.containerpl
eng
dc.rights*
Dodaję tylko opis bibliograficzny
dc.rights.licence
Inna otwarta licencja
dc.rights.uri*
dc.share.type
inne
dc.subject.enpl
Ginibre ensemble
dc.subject.enpl
Gaussian random matrix
dc.subject.enpl
GUE
dc.subject.enpl
numerical range
dc.subject.enpl
field of values
dc.subject.enpl
triangular random matrix
dc.subtypepl
Article
dc.titlepl
Numerical range for random matrices
dc.title.journalpl
Journal of Mathematical Analysis and Applications
dc.typepl
JournalArticle
dspace.entity.type
Publication
Affiliations

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