Gordon's theorem for Gaussian matrices: $\sqrt N-\sqrt n\le\mathbb E\,s_{\min}(A)\le\mathbb E\,s_{\max}(A)\le\sqrt N+\sqrt n$

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Gordon's theorem for Gaussian matrices: $\sqrt N-\sqrt n\le\mathbb E\,s_{\min}(A)\le\mathbb E\,s_{\max}(A)\le\sqrt N+\sqrt n$ · Prove2Me