The Jordan normal form theorem says that every complex square matrix is similar to a direct sum of Jordan blocks, uniquely up to their order. For an eigenvalue , if its blocks have sizes , then its algebraic multiplicity and geometric multiplicity are
and its contribution to the minimal polynomial is . Thus
where is the largest -block size.
For the given matrix,
Moreover,
Hence
The eigenvalue therefore has one Jordan block of size two, so
With states ordered as and rows representing the current state, the Markov chain has transition matrix
Two matrices are equivalent when for invertible matrices and of the appropriate sizes. A change of basis in the codomain multiplies a matrix on the left, while a change of basis in the domain multiplies it on the right. Hence two matrices of the same linear map in two pairs of bases are equivalent.
Conversely, start with the map having matrix in the standard bases. Given , choose domain and codomain bases whose change-of-coordinate matrices produce and ; then represents the same map in those bases. This proves the equivalence.
The column rank of is the dimension of the span of its columns, and its row rank is the dimension of the span of its rows. If represents , its column rank is . The transpose represents the dual map
so the row rank is .
If , then
whose dimension is : extend a basis of to one of and use the dual basis. Rank-nullity now gives . This proves the equality of row rank and column rank.
For , the independent vectors lie in the coordinate subspace supported on
which has dimension . Hence , and the stated form of Hall marriage theorem gives an injection with .
Let be the matrix whose th column is . Its column rank is . By equality of row and column rank, it has linearly independent rows. Let be their indices. The submatrix is invertible, so its columns are independent. Those columns are exactly the nonzero coordinates of , and therefore these truncated vectors are linearly independent.
Expanding gives a permutation for which
Thus . Finally, order the coordinates with first. The matrix whose columns are the together with the for is block triangular, with diagonal blocks and an identity matrix. Its determinant is nonzero. Consequently
is a basis of . This is the simultaneous basis exchange from a nonzero minor.
Let be the design matrix and write . The displayed estimate in row is
With
its standard error is
The -value and two-sided -value are
respectively.
The inverse first-fundamental-form matrix is
Thus vanishes exactly when
This is the minimal surface equation for a graph.
The Markov property at deterministic times gives
Thus is a discrete-time Markov chain with transition matrix
when the minimal chain is nonexplosive, .
For an irreducible chain, state is recurrent in continuous time exactly when
and it is recurrent for the skeleton exactly when . If , the event of staying at supplies
Integrating over each interval shows that the integral diverges exactly when the series does. Irreducibility then makes recurrence equivalent for the two chains. This is recurrence equivalence for a CTMC and its fixed-time skeleton.
On the finite state space, and
Therefore
The matrix semigroup satisfies . Integrating from to gives the backward integral equation
Let be the state-by-asset matrix of discounted gains and identify with its state vector. Fix . If , , and , then
belongs to . The assumption and passage to the limit imply for every nonnegative .
The finite-state superhedging alternative now gives with
This residual cannot vanish identically, since then every would have . Hence it is strictly positive in at least one state, which has positive physical probability. This is the required inequality.
For the Fibonacci transition matrix above,
where is the th Lucas number. It counts closed symbolic itineraries of length . Since is prime, the itineraries fixed by the seventh shift have least period either or . Hence the number of cyclic classes of primitive length-seven itineraries is
Distinct primitive cyclic itineraries give distinct cycles, so has at least four distinct -cycles. This is the fibonacci transition-graph cycle count.
Expanding the numerical propagation matrix,
Its difference from is
Therefore the one-step local truncation error is
and the method is first-order accurate globally.
The matrix exponential is the absolutely convergent series
Multiplying the two expansions gives
On the other hand,
Subtracting yields
This is the leading Lie-Trotter splitting commutator error.
Put . The identity
follows by induction: multiplying the formula for by gives the two stated recurrences in the first column and in the second. The associated Möbius transformations , applied from the right to , show that the first-column ratio is the displayed positive generalized continued fraction.
Now set every . Taking determinants in the matrix identity gives
Consequently adjacent convergents differ by
The recurrence and imply , so . The determinant signs show that the even convergents increase, the odd convergents decrease, and every even one is below every odd one. Their adjacent separation tends to zero, so both subsequences have a common limit . Since lies between each adjacent pair, the convergence of a positive simple continued fraction gives exactly
If all as well, the recurrence and initial values give
The characteristic roots of are
and , hence
Therefore . Moreover,
Using yields
and
This is the all-one continued fraction and Fibonacci ratios case.
Let be the MLE and let be the one-observation Fisher information matrix. One standard form of the Wald statistic is
Any consistent information estimator gives the same asymptotics. Under ,
. If
is the quantile of , reject when
The asymptotic type-I error is .
By part (a), each lies in the same two-dimensional eigenspace. Reality and conjugacy again force the coefficient matrix to have the form
Because and hence are periodic, commutes with translation by . Applying it to
gives
The basis is independent, so the periodic KdV transfer matrix obeys
Taking traces,
Hence is independent of time.
Translation by preserves the scattering equation, so it acts linearly on its two-dimensional solution space. Because is real and the initial conditions are conjugate,
, forcing the transfer matrix to have the form
The Wronskian of two solutions of
is independent of . Translation therefore preserves it, so
Consequently
A density operator satisfies
An Hermitian matrix has real parameters, and the trace condition removes one, leaving
real free parameters.
If , equality of expectation values requires
Therefore
The kinetic matrix is diagonal:
For the linear potential,
and
Thus, in units ,
The lower eigenvalue gives the two-mode variational bound for a linearly tilted square well
If the Schmidt rank is one, the decomposition is after absorbing its sole coefficient, so the state is a product. Conversely, a product state has coefficient matrix , which has rank one. Therefore a bipartite pure state is entangled exactly when its Schmidt rank is at least two.
The reduction map sends onto with kernel of order , so . More explicitly, the lifting-the-exponent calculation
shows that has order modulo . Hence is cyclic of that order.
For the matrix claim, suppose and choose maximal such that , so some entry of is nonzero modulo . Replacing by a suitable power, we may assume its order is a prime . If , binomial expansion modulo gives
If , expansion modulo gives
because is odd. Both contradict , so .
For , fails because has order two. If , the same argument works; in the order-two case, for maximal ,
since the parenthesis is nonzero modulo two. Thus the smallest value is .