–Resnick process in the mixture
representation of <span class="citation">Dombry, Engelke, and Oesting
(2016)</span>.</p>
<p>The function checks conditional negative definiteness of the matrix.
The easiest way to do so negative definiteness of <span class="math inline">\(\boldsymbol{\Lambda}\)</span> with real entries is
to form <span class="math inline">\(\tilde{\boldsymbol{\Lambda}}=\mathbf{P}\boldsymbol{\Lambda}\mathbf{P}^\top\)</span>,
where <span class="math inline">\(\mathbf{P}\)</span> is an <span c