Solution

ID: past-exam-of-the-mathematics-course-of-the-year-1-of-the-natural-sciences-course-of-the-university-of-cambridge/2006/paper-1/1/c/solution

Let . The finite matrix geometric series telescopes to . By the assumed convergence, its terms tend to zero, so the limit satisfies . Consequently . This is the finite-dimensional Neumann series argument; invertibility by itself would not imply convergence.
For the stated nilpotent matrix, and only the first three terms remain:

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