Compound Symmetry Eigenvalues

def proved Dynamics & Crises

Documentation

Lean 4 Proof

def compoundSymmEigMarket (J : ℕ) (s_sq g : ℝ) : ℝ :=
  s_sq + (↑J - 1) * g

Dependency Graph

Used by

compound_symmetry_trace compound_symmetry_market_eigenvalue

Location

thesis/CESProofs/Dynamics/ConservationLaws.lean:146

Module Section

Results 36-46: Conservation Laws and Symmetry Identities

In the same file

euler_equilibrium_identity T_cross_sectional compoundSymmetryMatrix compound_symmetry_decomp compound_symmetry_cov compound_symmetry_cov_perp compoundSymmEigIdio compound_symmetry_market_eigenvalue compound_symmetry_idio_eigenvalue compound_symmetry_trace covEigenvaluePerp eigenvalue_T_Keff_pos portfolio_diversification crooks_reversibility quantified_irreversibility deadweight_from_variance crisis_count_invariant antisym_total_sum_zero antisym_preserves_sum