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 matricesmultivariate distributionsdistance of random vectors

Mathematics Subject Classification ID

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

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(9)

• Choosing joint distributions so that the variance of the sum is small
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• THE MULTI-MARGINAL OPTIMAL PARTIAL TRANSPORT PROBLEM
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• Multi-marginal optimal transport and multi-agent matching problems: uniqueness and structure of solutions
• On the local structure of optimal measures in the multi-marginal optimal transportation problem
• An explicit martingale version of the one-dimensional Brenier's theorem with full marginals constraint
• Wasserstein barycenters over Riemannian manifolds
• scientific article; zbMATH DE number 3950731 (Why is no real title available?)

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