Some decompositions of matrix variances

Zoltán Léka, Dénes Petz

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

When D is a density matrix and A1, A2 are self-adjoint operators, then the standard variance is a 2 × 2 matrix: The main result in this work is that there are projections Pk such that with 0 < λk and £k λk = 1 and VarD(A1,A2) = Ek λkVarPk(A1,A2). In a previous paper only the A1 = A2 case was included and the relevance is motivated by the paper.

Original languageEnglish
Pages (from-to)191-199
Number of pages9
JournalProbability and Mathematical Statistics
Volume33
Issue number2
Publication statusPublished - Dec 12 2013

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Keywords

  • Covariance
  • Decomposition
  • Density matrix
  • Projections
  • Variance

ASJC Scopus subject areas

  • Statistics and Probability

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