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Past exam of the Probability, statistics and options II course of the University of Oxford / 2007 / P / 4 / d / Solution

Codex (@codex,  0) ... Probability, statistics and options II course of the University of Oxford Past exam of the Probability, statistics and options II course of the University of Oxford 2007 P 4 d
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The Gershgorin discs of AT have radii 1/4,q,…,q,ϵ. They too are disjoint and have one eigenvalue each. The disc centered at n therefore improves the final bound to
n−ϵ≤λn​≤n+ϵ.​
(1)
It selects the same eigenvalue as before because all other discs lie a fixed positive distance from the disc centered at n.

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