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The approach to scalar growth of a vector transformed by an increasing power of a matrix

Published online by Cambridge University Press:  24 October 2008

S. N. Afriat
Affiliation:
Department of Applied EconomicsCambridge

Extract

The solution of a system of simultaneous homogeneous linear differential equations with constant coefficients has been obtained (1) in the form

where the elements of the vector Z are the k functions determined by the system and their derivatives of order up to m – 1, where m is the order of the system. If Zn is the value of Z at t = n, then

Type
Research Article
Copyright
Copyright © Cambridge Philosophical Society 1956

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References

REFERENCE

(1)Afriat, S. N.Simultaneous linear differential equations with constant coefficients. Proc. Camb. phil. Soc. 52 (1956), 209.CrossRefGoogle Scholar