A note on infinite extreme correlation matrices
General Mathematics
2010-10-19 v1 Mathematical Physics
Functional Analysis
math.MP
Abstract
We give a characterization for the extreme points of the convex set of correlation matrices with a countable index set. A Hermitian matrix is called a correlation matrix if it is positive semidefinite with unit diagonal entries. Using the characterization we show that there exist extreme points of any rank.
Cite
@article{arxiv.math/0612537,
title = {A note on infinite extreme correlation matrices},
author = {J. Kiukas and J. -P. Pellonpää},
journal= {arXiv preprint arXiv:math/0612537},
year = {2010}
}
Comments
7 pages