Spheres and Minima

Abstract

We write down a one-dimensional integral formula and compute large-n asymptotics for the expectation of the absolute value of the smallest component of a unit vector in n-dimensional Euclidean space. The method is general, and allows to write the mean over the sphere of an homogeneous function in terms of an expectation of a function of independent, identically distributed Gaussians. We also write down an asymptotic formula for the minimum of a large number of identical independent positive random variables.