Semidefinite programming: Difference between revisions

Revision as of 22:27, 5 June 2023

Revision as of 22:27, 5 June 2023

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=== Example 1 ===

Consider three random variables <math>A</math>, <math>B</math>, and <math>C</math>. By definition, aA given set of [[Correlation|correlation coefficients]] <math>\rho_{AB}, \ \rho_{AC}, \rho_{BC} </math> are possible if and only if

:<math>\begin{pmatrix}