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My PhD Thesis, PDF 3MB - Stanford University

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Substituting equation (2.15):<br />

into equation (2.12):<br />

we obtain<br />

c<br />

<br />

<br />

<br />

( j 1)<br />

( j )<br />

c <br />

? T <br />

( j )<br />

( j )<br />

c <br />

? ( j ) ( j )<br />

R c <br />

( j ) ( j ) ( j ) ( j ) ( j 1)<br />

c R c T c <br />

( j 1 ) ( j ) ( j ) ( j )<br />

c<br />

T c R c <br />

<br />

<br />

<br />

c<br />

<br />

( j )<br />

c <br />

( j 1)<br />

( j 1 )<br />

( j ) ( j) ( j )<br />

R c T<br />

? ( j 1) ( j 1)<br />

R c <br />

<br />

( j ) ( j) ( j )<br />

T c R<br />

? ( j 1) ( j 1 )<br />

R c <br />

<br />

- 159 -<br />

,<br />

. (A-6.1)<br />

Substituting the first equation in (2.15) into the second equation in (A-6.1) and<br />

rearranging it as<br />

c<br />

<br />

<br />

c<br />

<br />

( j 1)<br />

( j )<br />

( j )<br />

[ I R<br />

? ( j 1)<br />

R ] <br />

1 ( j ) ( j )<br />

T c <br />

( j ) ( j )<br />

( R T<br />

? ( j 1)<br />

R<br />

? ( j ) ( j )<br />

T ) c <br />

Comparing equation (A-6.2) with equation (2.15), we obtain<br />

T<br />

?<br />

<br />

<br />

?<br />

<br />

( j )<br />

( j )<br />

R <br />

( j )<br />

[ I R<br />

? ( j 1 )<br />

R ] <br />

1 ( j )<br />

T <br />

( j ) ( j )<br />

R T<br />

? ( j 1 )<br />

R<br />

? ( j )<br />

T <br />

. (A-6.2)<br />

. (2.16 again)

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