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1 total messages Started by Michael Lowry Sun, 13 Dec 1992 03:42
Complex Inequality?
#1
Author: Michael Lowry
Date: Sun, 13 Dec 1992 03:42
23 lines
1474 bytes
I'm trying to show the conditions for which the modulus (absolute value)
of the roots of 1-bx-c^2=0 are greater than one.  The roots are:

( b+Sqrt(b^2+4a) )/(-2a)       and       ( b-Sqrt(b^2+4a) )/(-2a)

from the quadratic formula.  In other words I must find the conditions
on b and a for which the roots lie outside the unit circle in the 
complex plane.  I'm not having much success.  Can anyone help?
I do have the answer from a reference which does not do the math:
       a + b < 1   ;    a - b < 1    ;   -1 < a < 1
This problem comes from the stationarity condition for a second order 
autoregressive model for a time series.

Thanks for any help,
Michael Lowry
Michael.Lowry@bbs.oit.unc.edu


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