A characterization theorem for matrix variances
Functional Analysis
2015-04-24 v2
Abstract
Some recent papers formulated sufficient conditions for the decomposition of matrix variances. A statement was that if we have one or two observables, then the decomposition is possible. In this paper we consider an arbitrary finite set of observables and we present a necessary and sufficient condition for the decomposition of the matrix variances.
Cite
@article{arxiv.1311.3908,
title = {A characterization theorem for matrix variances},
author = {Dénes Petz and Dániel Virosztek},
journal= {arXiv preprint arXiv:1311.3908},
year = {2015}
}
Comments
A proof has been simplificated