Positive definite matrices play a central role in mathematics, physics, statistics and engineering due to their unique properties and widespread applicability. These matrices, which are characterised ...
This is a preview. Log in through your library . Abstract The Hermitian positive definite solutions of the matrix equation X — A*X⁻² A = I are studied. A theorem for existence of solutions is given ...
Several important properties of positive semidefinite processes of Ornstein—Uhlenbeck type are analysed. It is shown that linear operators of the form $X\mapsto AX ...
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