A note on infinite extreme correlation m
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J. Kiukas; J.-P. PellonpÀÀ
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Article
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2008
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Elsevier Science
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English
β 127 KB
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