Rocky Mountain Journal of Mathematics

A note on extremal decompositions of covariances

Zoltán Léka

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Abstract

We shall present an elementary approach to extremal decompositions of (quantum) covariance matrices determined by densities. We give a new proof on former results and provide a sharp estimate of the ranks of the densities that appear in the decomposition theorem.

Article information

Source
Rocky Mountain J. Math., Volume 46, Number 2 (2016), 571-580.

Dates
First available in Project Euclid: 26 July 2016

Permanent link to this document
https://projecteuclid.org/euclid.rmjm/1469537478

Digital Object Identifier
doi:10.1216/RMJ-2016-46-2-571

Mathematical Reviews number (MathSciNet)
MR3529084

Zentralblatt MATH identifier
1347.62148

Subjects
Primary: 62J10: Analysis of variance and covariance 81Q10: Selfadjoint operator theory in quantum theory, including spectral analysis
Secondary: 15B48: Positive matrices and their generalizations; cones of matrices 15B57: Hermitian, skew-Hermitian, and related matrices

Keywords
Decomposition density covariance correlation extreme points

Citation

Léka, Zoltán. A note on extremal decompositions of covariances. Rocky Mountain J. Math. 46 (2016), no. 2, 571--580. doi:10.1216/RMJ-2016-46-2-571. https://projecteuclid.org/euclid.rmjm/1469537478


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