Timeline for The maximum trace of a covariance can be achieved by a discrete random vector?
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
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| Apr 27, 2022 at 12:48 | vote | accept | Jone Sweden | ||
| Apr 27, 2022 at 12:47 | history | edited | Jone Sweden | CC BY-SA 4.0 |
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| Apr 27, 2022 at 12:25 | comment | added | Joseph Van Name | For the original question (before the edit), it looks like you want to find an equilibrium measure with respect to a "Reisz potential" subject to the condition that the mean is $\alpha$. Since equilibrium measures tend to accumulate on the boundary of a compact set, one would expect for the $\text{Tr}(\text{Cov}(HX))$ to be maximized by a measure on the boundary of the cube. | |
| Apr 27, 2022 at 4:20 | history | edited | Jone Sweden | CC BY-SA 4.0 |
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| Apr 27, 2022 at 4:12 | history | edited | Jone Sweden | CC BY-SA 4.0 |
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| Apr 26, 2022 at 13:11 | answer | added | Iosif Pinelis | timeline score: 1 | |
| S Apr 26, 2022 at 5:20 | review | First questions | |||
| Apr 26, 2022 at 6:14 | |||||
| S Apr 26, 2022 at 5:20 | history | asked | Jone Sweden | CC BY-SA 4.0 |