کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4615931 1339332 2014 18 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Numerical range for random matrices
ترجمه فارسی عنوان
محدوده عددی برای ماتریس های تصادفی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 418, Issue 1, 1 October 2014, Pages 516–533
نویسندگان
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