Some properties of expectations and variances of matrices

MaRDI QIDQ3170372zbMATH OpenFDO

Authors Hongbing Meng

Publication date 29 September 2011

zbMATH Keywords

covariancevariancedensity matrixexpectation

Mathematics Subject Classification ID

Convergence of probability measures (60B10)

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(4)

• A characterization theorem for matrix variances
• \(\tau\)-expectations and \(\tau\)-variances of elements of a unital \(C^\ast\)-algebra
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• Matrix variances with projections

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