Multivariate Ornstein-Uhlenbeck process

A multivariate Ornstein-Uhlenbeck process obeys $dX=-AXdt+bdW$. If every eigenvalue of $A$ has positive real part, its stationary covariance $\Sigma$ is the unique solution of $A\Sigma +\Sigma A^T=b{b}^T$.

The stationary spectral-density matrix of $dX=-AXdt+bdW$ is