CES Eigenvalue Perp Sq

Documentation

Lean 4 Proof

theorem cesEigenvaluePerp_sq (J : ℕ) (ρ c : ℝ) :
    cesEigenvaluePerp J ρ c ^ 2 = (1 - ρ) ^ 2 / ((↑J) ^ 2 * c ^ 2) := by
  simp only [cesEigenvaluePerp]; ring

Dependency Graph

Module Section

Correlation robustness of CES (Paper 1, Section 7):