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Pairwise-max correlation conjecture for positive semidefiniteness of the joint ellipse covariance matrix
Pairwise-max positive-semidefiniteness conjecture. The matrix $R(\overrightarrow{r}_{pm})$ is always positive semidefinite; equivalently, $\overrightarrow{r}_{pm}$ is a valid choic…
Conjectureopencovariance-matrices ellipse-combining positive-semidefinite-matricesarXiv posted 2 days ago

Pairwise-max correlation conjecture for positive semidefiniteness of the joint ellipse covariance matrix