4.6 Suppose W : p p and W = W. Show that for all ...
Question:
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).
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: