A note on infinite extreme correlation matrices

Details A note on infinite extreme correlation matrices A note on infinite extreme correlation matrices

2006-12-19

arxiv.org/abs/math/0612537v1

Linear Algebra Appl. 428 (2008) 2501-2508

Mathematics

General Mathematics

7 pages

Scientific paper

10.1016/j.laa.2007.12.001

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 any rank.

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