A note on extremal decompositions of covariances (Q309479)

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A note on extremal decompositions of covariances
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    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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