Brownian matrices: properties and extensions
M. J. C. Gover, Stephen Mark Barnett · International Journal of Systems Science · 1986
Brownian matrices arise in certain models used in digital signal processing. Fast algorithms for solving brownian systems of linear equations can be derived because any brownian matrix is congruent to a tridiagonal matrix. This, and related properties, are developed and extended to matrices having a more general patterned structure.