Maximum Submatrix Traces for Positive Definite Matrices

DOI10.1137/0614027MaRDI QIDQ5286281zbMATH OpenOpenAlexFDO

Authors Ingram Olkin, Svetlozar T. Rachev

Publication date 29 June 1993

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0614027

zbMATH Keywords

covariance matricesdistance of random vectorsmultivariate distributions

Mathematics Subject Classification ID

Miscellaneous inequalities involving matrices (15A45) Inequalities; stochastic orderings (60E15) Analysis of variance and covariance (ANOVA) (62J10)

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• On the local structure of optimal measures in the multi-marginal optimal transportation problem
• On the \(n\)-coupling problem
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint

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