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
A note on infinite-dimensionalM-matrices
โ Scribed by S. A. Vakhrameev; E. P. Krugova
- Publisher
- Springer US
- Year
- 2009
- Tongue
- English
- Weight
- 95 KB
- Volume
- 161
- Category
- Article
- ISSN
- 1573-8795
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