A note on infinite extreme correlation matrices
英文摘要:
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.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。