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

Abstract

We prove that for any $n\times n$ matrix, $A$, and $z$ with $|z|\geq \|A\|$, we have that $\|(z-A)^{-1}\|\leq\cot (\fracπ{4n}) \dist (z, \spec(A))^{-1}$. We apply this result to the study of random orthogonal polynomials on the unit circle.

27 pages