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Assume that we have an $n\times n$ matrix ${\bf A}$ with elements drawn i.i.d. Gaussian with mean zero and variance 1. Are there any results on the asymptotic behavior of its $i$-th largest singular value? I am mostly interested when $i=\sqrt{n}$ or $i=n/\log(n)$, or in general when $i$ is some increasing function of $n$.

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up vote 1 down vote accepted

Yes, see Roman Vershynin's notes.

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this was very helpful. Thank you. – Anadim Nov 7 '12 at 19:18

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