Lower tail of the smallest Wishart eigenvalue: $\mathbb P\{\lambda_{\min}(GG^\top)\le t\}\le \frac{1}{\Gamma(k-r+2)}\big(\tfrac{t(k+r)}{2}\big)^{(k-r+1)/2}$

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Lower tail of the smallest Wishart eigenvalue: $\mathbb P\{\lambda_{\min}(GG^\top)\le t\}\le \frac{1}{\Gamma(k-r+2)}\big(\tfrac{t(k+r)}{2}\big)^{(k-r+1)/2}$ · Prove2Me