Asymptotic analysis for extreme eigenvalues of principal minors of random matrices

Consider a standard white Wishart matrix with parameters n and p. Motivated by applications in high-dimensional statistics signal processing, we perform asymptotic analysis on the maxima minima of eigenvalues all m×m principal minors, under regime that n, p, m go to infinity. Asymptotic results concerning extreme minors real Wigner matrices are also obtained. In addition, discuss an application theoretical construction compressed sensing matrices, which provides insights processing linear regression statistics.