SOME DECOMPOSITIONS OF MATRIX VARIANCES
Abstract: When is a density matrix and are self-adjoint operators, then the standard
variance is a matrix:
The
main result in this work is that there are projections
such that
with
and
and
. In a previous
paper only the
case was included and the relevance is motivated by the paper [8].
2000 AMS Mathematics Subject Classification: Primary: 62J10; Secondary:
62F30.
Keywords and phrases: Density matrix, variance, covariance, decomposition,
projections.Marekċ Częysóołwski