An observation about submatrices
Sourav Chatterjee, University of California at Berkeley
Michel Ledoux, Institut de Mathematiques, Universite de Toulouse
Abstract
Let M be an arbitrary Hermitian matrix of order n, and k be a positive integer less than n. We show that if k is large, the distribution of eigenvalues on the real line is almost the same for almost all principal submatrices of M of order k. The proof uses results about random walks on symmetric groups and concentration of measure. In a similar way, we also show that almost all k x n submatrices of M have almost the same distribution of singular values.
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