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On a decomposition for infinite transition matrices

✍ Scribed by Yiqiang Q. Zhao; Wei Li; W. John Braun


Book ID
110385873
Publisher
Springer US
Year
1997
Tongue
English
Weight
290 KB
Volume
27
Category
Article
ISSN
0257-0130

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✍ J. Kiukas; J.-P. PellonpÀÀ πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 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