Operator convex functions of several variables

被引:28
作者
Hansen, F [1 ]
机构
[1] Univ Copenhagen, Inst Econ, DK-1455 Copenhagen K, Denmark
关键词
D O I
10.2977/prims/1195145324
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
The functional calculus for functions of several variables associates to each type x = (x(1),...,x(k)) of selfadjoint operators on Hilbert spaces H-1...,H-k an operator f(x) in the tensor product B(H-1)x...xB(H-k). We introduce the notion of generalized Hessian matrices associated with f: Those matrices are used as the building blocks of a structure theorem for the second Freche: differential of the map x-->f(x). As an application we derive that functions with positive semi-definite generalized Hessian matrices of arbitrary order are operator convex. The result generalizes a theorem of Kraus [15] for functions of one variable.
引用
收藏
页码:443 / 463
页数:21
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