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Direct formulation to Cholesky decomposition of a general nonsingular correlation matrix
We present two novel, explicit representations of Cholesky factor of a
nonsingular correlation matrix. The first representation uses semi-partial
correlation coefficients as its entries. The second, uses an equivalent form of
the square roots of the differences between two ratios of successive
determinants. Each of the two new forms enjoys parsimony of notations and
offers a simpler alternative to both spherical factorization and the
multiplicative partial correlation Cholesky matrix (Cooke et al 2011). Two
relevant applications are offered for each form: a simple -test for
assessing the independence of a single variable in a multivariate normal
structure, and a straightforward algorithm for generating random
positive-definite correlation matrix. The second representation is also
extended to any nonsingular hermitian matrix.Comment: Accepted to Statistics and Probability Letters, March 201
The starred Dixmier's conjecture
Dixmier's famous question says the following: Is every algebra endomorphism
of the first Weyl algebra, , where is a zero characteristic field,
an automorphism? Let be the exchange involution on :
, . An -endomorphism of is an
endomorphism which preserves the involution . Then one may ask the
following question, which may be called the "-Dixmier's problem " or
the "starred Dixmier's problem ": Is every -endomorphism of
an automorphism?Comment: Revised proof in section
About Dixmier's conjecture
The well-known Dixmier conjecture asks if every algebra endomorphism of the
first Weyl algebra over a characteristic zero field is an automorphism. We
bring a hopefully easier to solve conjecture, called the
conjecture, and show that it is equivalent to the Dixmier conjecture. Up to
checking that in the group generated by automorphisms and anti-automorphisms of
all the involutions belong to one conjugacy class, we show that every
involutive endomorphism from to is an
automorphism ( and are two involutions on ), and given an
endomorphism of (not necessarily an involutive endomorphism), if one
of , is symmetric or skew-symmetric (with respect to any involution
on ), then is an automorphism
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