An extension of a convexity theorem of the generalized numerical range associated with

For any , let be the following subset of :

We show that if , then is always convex. When , it is an ellipsoid, probably degenerate. The convexity result is best possible in the sense that if we have defined similarly, then there are examples which fail to be convex when and .

The set is also symmetric about the origin for all , and contains the origin when . Equivalent statements of this result are given. The convexity result for is similar to Au-Yeung and Tsing's extension of Westwick's convexity result for .