m
∑v*v* T
XkXk
k= 1
- λRTC(1)C(1) RJ"
= 0,
(A.50)
where the X*i’s are i.i.d. Nq-r(0,Iq-r), and the latter minimum solution is equal to, and bounded
from below by
inf
m
LM
η η tR C(1)C(1)TRqJ"η
m
inf__lm_______
η η Tη
infη TRqTrC (1) C (1) TRrrη
η η Tη
(A.51)
m
кk1
ï
T λ. RTC(1)C(1)TR, ).
mιn∖ q r v 7 V 7 ,q-rf
7
This proves the inequality involved. Since
m +1
V
√
(A.52)
and Mα,s,q-r,m is decreasing in m, it follows now that the right-hand side lower bound involved
increases with m. Q.E.D.
Proof of Lemma 8: For k > 0 we can write
n
(A.53)
2J2 t cos(2kπ (t-0.5)/n) = gn(2kπ /n) + gn(-2kπ /n),
where
47