A note on extremal decompositions of covariances (Q309479): Difference between revisions
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The purpose of this note is to provide a characterization of extreme correlations matrices. More precisely, for given \((X_i)_{1\leq i\leq k}\) the purpose is to find the extreme points of the convex hull of the ensemble \(\mathcal{D}(X)=\{D \in \mathcal{M}_n(\mathbb{C}) \text{ such that } \forall \,i\leq k\,,\, \mathrm{Tr}(DX_i)=0 \text{ and } D \text{ is a density matrix} \}\). The characterization and its proof are short and very elementary (graduate level) and no application or motivation of the problem are consequently presented. | |||
Property / review text: The purpose of this note is to provide a characterization of extreme correlations matrices. More precisely, for given \((X_i)_{1\leq i\leq k}\) the purpose is to find the extreme points of the convex hull of the ensemble \(\mathcal{D}(X)=\{D \in \mathcal{M}_n(\mathbb{C}) \text{ such that } \forall \,i\leq k\,,\, \mathrm{Tr}(DX_i)=0 \text{ and } D \text{ is a density matrix} \}\). The characterization and its proof are short and very elementary (graduate level) and no application or motivation of the problem are consequently presented. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Olivier Marchal / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62J10 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 81Q10 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 15B48 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6624475 / rank | |||
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Property / zbMATH Keywords | |||
covariances | |||
Property / zbMATH Keywords: covariances / rank | |||
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Property / zbMATH Keywords | |||
extremal densities | |||
Property / zbMATH Keywords: extremal densities / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / arXiv ID: 1408.2707 / rank | |||
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links / mardi / name | links / mardi / name | ||
Latest revision as of 13:25, 18 April 2024
scientific article
Language | Label | Description | Also known as |
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English | A note on extremal decompositions of covariances |
scientific article |
Statements
A note on extremal decompositions of covariances (English)
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7 September 2016
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The purpose of this note is to provide a characterization of extreme correlations matrices. More precisely, for given \((X_i)_{1\leq i\leq k}\) the purpose is to find the extreme points of the convex hull of the ensemble \(\mathcal{D}(X)=\{D \in \mathcal{M}_n(\mathbb{C}) \text{ such that } \forall \,i\leq k\,,\, \mathrm{Tr}(DX_i)=0 \text{ and } D \text{ is a density matrix} \}\). The characterization and its proof are short and very elementary (graduate level) and no application or motivation of the problem are consequently presented.
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covariances
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extremal densities
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