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Distribution of the minimum of the squared Euclidean norm of a $N(\mu,\Sigma)$ random variable
Suppose that $X^n := \{x_1, x_2, \ldots, x_n\}$ is a sample of $n$ i.i.d $p$-dimensional points, where $X \sim N(\mu, \Sigma)$.
What is known about the distribution of $\min_{x_i \in X^n} \|x_i\|^2_2$?...
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