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The min of the mean of iid exponential variables
Let $X_1, \ldots, X_n, \ldots$ be iid exponential random variables with mean 1. It is well-known that $\min_{1\le j < \infty} \frac{X_1 + \cdots + X_j}{j}$ follows the uniform distribution U(0,1). ...
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1
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0
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Tracy Widom type results for asymptotic distribution of the $k$-th largest eigenvalue of the sample covariance when $n, p \to \infty$?
Earlier I asked a question: Distribution of the $k$-th largest eigenvalue of in the sample covariance matrix?, but I forgot to mention that I'd like results for asymtotic regime. So, I'm posting here ...
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