For Gaussian random matrices, the squared overlaps between singular vectors of a submatrix and of the full matrix have explicit limiting Cauchy-like formulas in the Marchenko-Pastur regime.
Interlacing eigenvectors of large gaussian matrices.Journal of Physics A: Mathematical and Theoretical, 2024
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Eigenvector Overlaps of Random Covariance Matrices and their Submatrices
For Gaussian random matrices, the squared overlaps between singular vectors of a submatrix and of the full matrix have explicit limiting Cauchy-like formulas in the Marchenko-Pastur regime.