A note on infinite extreme correlation matrices
classification
🧮 math.GM
math-phmath.FAmath.MP
keywords
correlationextremecharacterizationmatricesmatrixpointscalledconvex
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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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