Grothendieck's inequality and completely correlation preserving functions -- a summary of recent results and an indication of related research problems

arXiv2010.00746MaRDI QIDQ6350360FDOQ6350360

Publication date: 1 October 2020

Abstract: As part of the search for the value of the smallest upper bound of the best constant for the famous Grothendieck inequality, the so-called Grothendieck constant (a hard open problem - unsolved since 1953), we provide a further approach, primarily built on functions which map correlation matrices entrywise to correlation matrices by means of the Schur product, multivariate Gaussian analysis, copulas and inversion of suitable Taylor series. We summarise first results and point towards related open problems and topics for future research.

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