%0 Journal Article
%T A universality result for the smallest eigenvalues of certain sample covariance matrices
%A Ohad N. Feldheim
%A Sasha Sodin
%J Mathematics
%D 2008
%I arXiv
%X 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 Peche.
%U http://arxiv.org/abs/0812.1961v4