=+8.27. f Suppose P is diagonalizable; that is, suppose there is a nonsingular C such that C-1PC
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=+8.27. f Suppose P is diagonalizable; that is, suppose there is a nonsingular C such that C-1PC = A, where A is a diagonal matrix. Let À1, ..., A, be the diagonal elements of A, let c1 ,...,
c, be the successive columns of C, let R = C-1, and let r1, ..., r, be the successive rows of R.
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Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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