Adds solution to b

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Deepak Mallubhotla 2022-02-13 19:22:10 -06:00
parent 66864f6b41
commit 4d8a9f9173
Signed by: deepak
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@ -16,7 +16,7 @@
\usepackage[plain]{fancyref}
\usepackage{luacode}
\usepackage{titling}
\usepackage{enumerate}
\usepackage{enumitem}
% custom deepak packages
\usepackage{luatrivially}
@ -43,8 +43,37 @@
\rho(x) = \frac{1}{\sqrt{2 \pi}} e^{-\flatfrac{x^2}{2}}
\end{equation}
Then add with its transpose to make symmetric.
Let's look at $N = 2$, so $M = \begin{pmatrix}
a & b \\
b & c
\end{pmatrix}$
\begin{enumerate}[label=(\alph*), start=2]
\item Show that the eigenvalue difference for $M$ is $\lambda = \sqrt{\left(c - a\right)^2 + 4 b^2} = 2 \sqrt{d^2 + b^2}$, where $d = \flatfrac{\left(c-a\right)}{2}$
\end{enumerate}
\section{Solution} \label{sec:solution}
\subsection{Likelihoods} \label{subsec:sola}
\subsection{(b) Eigenvalue differences} \label{subsec:solb}
\triv the eigenvalues $\nu_{\pm}$ are easy to find.
Set up the characteristic equation.
\begin{align}
0 &= \left(a - \nu\right)\left(c - \nu\right) - b^2 \\
&= (ac - b^2) - \left(a + c\right) \nu + \nu^2.
\end{align}
\thrf
\begin{align}
\nu_\pm &= \frac{\left(a + c \right) \pm \sqrt{\left(a + c\right)^2 - 4 \left(ac -b^2\right)}}{2} \\
\nu_\pm &= \frac{\left(a + c \right) \pm \sqrt{\left(c - a\right)^2 + 4 b^2}}{2}
\end{align}
So the difference is $\sqrt{\left(c - a\right)^2 + 4 b^2}$.
We have thus $\flatfrac{\lambda^2}{4} = d^2 + b^2$, so the region of between fixed $\lambda$ and $\lambda + \Delta$ is an annulus, around the circle with radius $\flatfrac{\lambda}{2}$.
\triv \begin{align}
\rho(\lambda) &= \int_{(d, b)} \rho(d, b) \dd{d} \dd{b} \\
&\propto \int_{(d, b)} \rho(d, b) \lambda \dd{\lambda} \dd{\phi} \\
&\propto 2 \pi \int_{(d, b)} \rho(d, b) \lambda \dd{\lambda}
\end{align}
The $\propto$ is because some factors of $2$.
Important point is that as long as the probability $\rho_M$ is well-enough behaved, then as $\lambda \rightarrow 0$, $\rho(\lambda) \rightarrow 0$.
\newpage
\listoftodos