Eigenvalue estimates for non-normal matrices and the zeros of random orthogonal polynomials on the unit circle

  • Authors:
  • E. B. Davies;B. Simon

  • Affiliations:
  • Department of Mathematics, King's College London, Strand, London, UK;Mathematics, California Institute of Technology, Pasadena, CA

  • Venue:
  • Journal of Approximation Theory
  • Year:
  • 2006

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Abstract

We prove that for any n × n matrix, A, and z with |z| ≥ ||A||, we have that ||(z - A)-1|| ≤ cot(π/4n) dist(z, spec(A))-1. We apply this result to the study of random orthogonal polynomials on the unit circle.