An observation about submatrices

Abstract

Let M be an arbitrary Hermitian matrix of order n, and k be a positive integer ≤ 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 × n submatrices of M have almost the same distribution of singular values. © 2009 Applied Probability Trust.