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 Péché. PRELIMINARY VERSION

Using a change-of-measure argument, we prove an equality in law between the process of largest eigenvalues in a generalized Wishart random-matrix process and a last-passage percolation process. This equality in law was conjectured by Borodin and Péché (2008).

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 Péché.

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 Péché.

georges bernanos figure parmi les écrivains les plus importants du xxème siècle qui est récipiendaire du grand prix du roman de l'académie française pour son journal d'un curé de campagne en 1936. le journal relate l’histoire d’un curé de campagne qui ne réussit pas à établir le contact avec les paysans dont il a la charge. il est accusé d'avoir provoqué la mort de la comtesse qui s'est enfermé...