6.10 Another circulant approximation to the covariance matrix for a circular CAR(1) model at n sites is given by circ = ????2 circ(1, ????, ????2

6.10 Another circulant approximation to the covariance matrix for a circular CAR(1) model at n sites is given by

Σcirc = ????2 circ(1, ????, ????2

, ...,????m, ????m, ...,????2

, ????), n odd, m = (n − 1)∕2,

Σcirc = ????2 circ(1, ????, ????2

, ...,????m−1, ????m, ????m−1, ...,????2, ????), n even, m = n∕2, Show that the eigenvalues are given by?