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Diary
By gzt (Fri Sep 28, 2012 at 07:35:42 PM EST) gzt, being me, eigenvalues, proof (all tags)
I knew I shouldn't have hung around with that research group too much, they assigned work to me. I have to remember my spectral theorems from linear algebra. This really shouldn't be so bad, just showing that the eigenvalues of a certain covariance matrix (with 1s on the diagonal) have to be bounded by $1 pm 2omega_0$, for some blah blah blah. Being positive definite will, of course, follow, as $omega_0 > 1/2$. Anyway.

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