How do you put a dot-dot-dot in matrices? My current attempt of

\left(

\begin{array}{ccc}

\delta & 0 & 0 & \ldots & 0 \\

0 & \delta & 0 & \ldots & 0 \\

0 & \ldots & 0 & \delta \end{array}

\right)

doesn't work...

Also, how would I make it go down the way too...?

(I meant to say "ellipsis" not "parenthesis" in the title...)