A characterization theorem for matrix variances

DOI10.14232/ACTASM-013-789-ZzbMATH Open1340.81013arXiv1311.3908OpenAlexW3103992421MaRDI QIDQ2936876FDOQ2936876

Authors: Dénes Petz, Dániel Virosztek 

Publication date: 7 January 2015

Published in: Acta Scientiarum Mathematicarum (Search for Journal in Brave)

Abstract: Some recent papers formulated sufficient conditions for the decomposition of matrix variances. A statement was that if we have one or two observables, then the decomposition is possible. In this paper we consider an arbitrary finite set of observables and we present a necessary and sufficient condition for the decomposition of the matrix variances.

Full work available at URL: https://arxiv.org/abs/1311.3908

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zbMATH Keywords

covariancevariancematrix

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Information theory (general) (94A15) Selfadjoint operator theory in quantum theory, including spectral analysis (81Q10)

Cited In (5)

• Some properties of expectations and variances of matrices
• On matrix variance inequalities
• VAR analysis, nonfundamental representations, Blaschke matrices
• Matrix variances with projections
• Some decompositions of matrix variances

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