@article{9edcb16113684b02b31ab71658674d9b,
title = "A universality result for the smallest eigenvalues of certain sample covariance matrices",
abstract = "After proper rescaling and under some technical assumptions, the smallest eigenvalue of a sample covariance matrix with aspect ratio bounded away from 1 converges to the Tracy-Widom distribution. This complements the results on the largest eigenvalue, due to Soshnikov and P{\'e}ch{\'e}.",
keywords = "Non-backtracking paths, Sample covariance, Tracy Widom, Universality",
author = "Feldheim, {Ohad N.} and Sasha Sodin",
note = "Funding Information: Keywords and phrases: Universality, sample covariance, Tracy Widom, non-backtracking paths 2010 Mathematics Subject Classification: 60B260B200 The second author is supported in part by the Adams Fellowship Program of the Israel Academy of Sciences and Humanities and by the ISF.",
year = "2010",
month = jun,
doi = "10.1007/s00039-010-0055-x",
language = "אנגלית",
volume = "20",
pages = "88--123",
journal = "Geometric and Functional Analysis",
issn = "1016-443X",
publisher = "Birkhauser Verlag Basel",
number = "1",
}