Chunk #140 — Discussion — The Spectrum of the Covariance Matrix
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With the assumptions above, define so that Ci* has mean 0. Let V* be the covariance matrix of C* and set . Conditional on the root frequency P:
With the assumptions above, define so that Ci* has mean 0. Let V* be the covariance matrix of C* and set . Conditional on the root frequency P: