4.6 Suppose W : p p and W = W. Show that for all ...

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4.6 Suppose W : p × p and W = W’. Show that for all α ≠ 0, if the latent roots of W lie within the unit circle. Moreover, if the latent roots are sufficiently small, |I + W|α ≅ exp (α tr W). This result will be used to prove Theorem (8.6.4).

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