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.
|Number of pages||9|
|Journal||Probability and Mathematical Statistics|
|Publication status||Published - Dec 12 2013|
- Density matrix
ASJC Scopus subject areas
- Statistics and Probability