# characteristic root

## characteristic root

[‚kar·ik·tə′ris·tik ′rüt] (mathematics)

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(mathematics)

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Apparently, the characteristic root of characteristic equation (9) is [[lambda].

In particular, a primitive matrix is an irreducible nonnegative matrix with g = 1, it has exactly one dominant characteristic root.

In the eigenvalue problem formulated in equation (2), q is an n x 1 unknown vector known as the eigenvector, or characteristic vector, or latent vector; [lambda] is an unknown scalar known as the eigenvalue, or characteristic root, or latent root (Hoy, Livernois, McKenna, Rees, & Stengos, 1996).

Deriving the characteristic vector q and the characteristic root m or [lambda] in the paper (Hoy, Livernois, McKenna, Rees, and Stengos, 1996), let us assume a special case of equation (2) where W is a 2x2 matrix (a pairwise match up of two currencies) and q an nx1 unknown vector known as the eigenvector or characteristic vector, and m (or [lambda]) an unknown scalar known as the eigenvalue or characteristic root.

The proportion of variation attributed to a particular principal component is obtained by dividing the associated characteristic root by the sum of all the characteristic roots.

Heck, Charts of Some Upper Percentage Points of the Distribution of the Largest Characteristic Root, Ann.

When the characteristic root for a regime is zero, there is an immediate jump to the attractor for that regime.

Table 6 reports the estimate of the cointegrating vector that corresponds with the largest characteristic root.

Letting [Lambda]be the characteristic root of the dynamic system and linearing the system around the stationary equilibrium, we then have the following characteristic equation:

It is quite easy to ascertain the module of the greater characteristic root of both the characteristic polynomial and matrix [PHI] are quite close to unity.

It is easy to verify from the entries in Table II that only one characteristic root, derived from the correlation matrix of the five diffusion indexes, is greater than 0.

A permanent increase in productivity level ([Tau]) and a drop in interest rates (r) increase the new steady state value of capital and change the value of the characteristic root, which, when the changes occur, lead to the upward jumps in the shadow price of capital (q), investment (i), output (f(k)), and consumption (c) instantaneously (and permanently).

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