English

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.

Keywords

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

R2 v1 2026-06-21T11:11:48.354Z