Using the expression for σ2 in (4) and simplifying leads to
∂σ(hj ,hk ,hε) hε(2hj +hε)
∂hj 2h2(hj +hε)2
σ2 (hj ,hk ,hε) / hε [hj (hj +hε)+hk (hk +hε )] ) 2
∖ hj hk(hj +hε)(hk +hε) J
Taking limits yields
lim
hj →0
hε (2hj +hε)
2h2(hj +hε)2
h hε [hj (hj +hε)+hk(hk+hε)]
hjhk (hj +hε)(hk+hε)
1 /___hε____)2
2 ^hj (hj +hε)
lim —------
hj →0 / hε ) 2
∖hj (hj +hε) )
Iim 1 ( 1 nhει 1 ʌ ^ = ∞.
hj→0 2 hj (hj + hε)
42
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