Numerical Range for Random Matrices

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.