Key points are not available for this paper at this time.
For positive integers s, n let Mₛ = (1/s) VₛVTₛ, where Vₛ is an n s matrix composed of i. i. d. N (0, 1) random variables. Assume n = n (s) and n/s y (0, 1) as s. Then it is shown that the smallest eigenvalue of Mₛ converges almost surely to (1 - y) ² as s.
Jack W. Silverstein (Fri,) studied this question.