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Edit: Since the geometric approach did not work, I try now another approach: phrasing the problem as a quadratic programme. Probabilistic version. Let $x=(x_1,x_2, \ldots) $ be an ergodic random ...

My problem is to characterise (or find useful information on) the cone $C$ of $N\times N$ matrices $M$ ($N\geq 1$) such that $$V^t M V\geq 0$$ for every vector $V $ with non-negative entries. Is this ...