An observation about submatrices
Probability
2009-09-23 v2
Abstract
Let M be an arbitrary Hermitian matrix of order n, and k be a positive integer less than or equal to 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.
Cite
@article{arxiv.0808.2521,
title = {An observation about submatrices},
author = {Sourav Chatterjee and Michel Ledoux},
journal= {arXiv preprint arXiv:0808.2521},
year = {2009}
}
Comments
6 pages