Question: Prove Theorem11.5. Hint: First, show that it is sufficient to show that Second, rewrite this equation using the transformations U 1/2X and V

Prove Theorem11.5.

Hint: First, show that it is sufficient to show thatEXX (EXEXX EXX.

Second, rewrite this equation using the transformations U Æ §1/2X and V Æ §1/2X, and then apply the matrix Cauchy-Schwarz inequality (B.33).

EXX (EXEXX EXX.

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