A theorem on maximum variance (Q1135613)
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scientific article; zbMATH DE number 3662470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A theorem on maximum variance |
scientific article; zbMATH DE number 3662470 |
Statements
A theorem on maximum variance (English)
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1978
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square variance function
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finite-dimensional Hamiltonian
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maximum principle
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strongly convergent algorithm
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eigenvalues
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Hermitian matrices
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