Covariance matrices and the separability problem
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Abstract: We propose a unifying approach to the separability problem using covariance matrices of locally measurable observables. From a practical point of view, our approach leads to strong entanglement criteria that allow to detect the entanglement of many bound entangled states in higher dimensions and which are at the same time necessary and sufficient for two qubits. From a fundamental perspective, our approach leads to insights into the relations between several known entanglement criteria -- such as the computable cross norm and local uncertainty criteria -- as well as their limitations.
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Cites work
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- Separability Criterion for Density Matrices
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- Separability of mixed states: necessary and sufficient conditions.
Cited in
(53)- Covariance matrices of self-affine measures
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- Spiked separable covariance matrices and principal components
- Search for an efficient entanglement witness operator for bound entangled states in bipartite quantum systems
- Construction of noisy bound entangled states and the range criterion
- Mutually unbiased measurement based entanglement witnesses
- General SIC measurement-based entanglement detection
- Separable covariance arrays via the Tucker product, with applications to multivariate relational data
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- Separability and entanglement of quantum states based on covariance matrices
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- Separable state decompositions for a class of mixed states
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- Entanglement detection via general SIC-povms
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- ENTANGLEMENT OF CONVEX LINEAR COMBINATION AND CONSTRUCTION OF PPT ENTANGLED STATES
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- A unifying separability criterion based on extended correlation tensor
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