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 ...

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 ...

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 ...