Pith. sign in

REVIEW 1 cited by

A note on extremal decomposition of covariances

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 1408.2707 v1 pith:7PYLHQJI submitted 2014-08-12 math.FA

A note on extremal decomposition of covariances

classification math.FA
keywords decompositiondensitiesextremalappearapproachcovariancecovariancesdecompositions
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
0 comments
read the original abstract

We shall present an elementary approach to extremal decompositions of (quantum) covariance matrices determined by densities. We give a new proof on former results and provide a sharp estimate of the ranks of the densities that appear in the decomposition theorem.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.

Forward citations

Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score.

  1. The uncertainty geometry of finite-dimensional position and momentum

    quant-ph 2026-05 unverdicted novelty 7.0

    Covariance matrices for finite-dimensional DFT-related position-momentum pairs are fully characterized via unitary invariants, convex geometry, and SDP, yielding extremal states and application bounds.