A characterization theorem for matrix variances

DOI10.14232/ACTASM-013-789-ZMaRDI QIDQ2936876zbMATH OpenOpenAlexFDO

Authors Dénes Petz, Dániel Virosztek

Publication date 7 January 2015

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

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

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)

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.

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