Matrix variances with projections

نویسنده

  • Dénes Petz
چکیده

The quantum variance of a self-adjoint operator depends on a density matrix whose particular example is a pure state (formulated by a projection). A general variance can be obtained from certain variances of pure states. This is very different from the probabilistic case.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

m-Projections involving Minkowski inverse and range symmetric property in Minkowski space

In this paper we study the impact of Minkowski metric matrix on a projection in the Minkowski Space M along with their basic algebraic and geometric properties.The relation between the m-projections and the Minkowski inverse of a matrix A in the minkowski space M is derived. In the remaining portion commutativity of Minkowski inverse in Minkowski Space M is analyzed in terms of m-projections as...

متن کامل

RANDOM PROJECTIONS Margin-constrained Random Projections And Very Sparse Random Projections

Abstract We1 propose methods for improving both the accuracy and efficiency of random projections, the popular dimension reduction technique in machine learning and data mining, particularly useful for estimating pairwise distances. Let A ∈ Rn×D be our n points in D dimensions. This method multiplies A by a random matrix R ∈ RD×k, reducing the D dimensions down to just k . R typically consists ...

متن کامل

Attenuation Correction in SPECT during Image Reconstruction using an Inverse Monte Carlo Method: A Simulation Study

Introduction: The main goal of SPECT imaging is to determine activity distribution inside the organs of the body. However, due to photon attenuation, it is almost impossible to do a quantitative study. In this paper, we suggest a mathematical relationship between activity distribution and its corresponding projections using a transfer matrix. Monte Carlo simulation was used to find a precise tr...

متن کامل

Prediction Intervals for Exponential Smoothing State Space Models

The main objective of this paper is to provide analytical expressions for forecast variances that can be used in prediction intervals for the exponential smoothing methods. These expressions are based on state space models with a single source of error that underlie the exponential smoothing methods. Three general classes of the state space models are presented. The first class is the standard ...

متن کامل

Matrix Box-Cox Models for Multivariate Realized Volatility

We propose flexible models for multivariate realized volatility dynamics which involve generalizations of the Box-Cox transform to the matrix case. The matrix Box-Cox model of realized covariances (MBC-RCov) is based on transformations of the covariance matrix eigenvalues, while for the Box-Cox dynamic correlation (BC-DC) specification the variances are transformed individually and modeled join...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2013