Let $d \in \mathbf{N}_*$. We consider a $p$-tuple $\left(x_i\right)_{1 \leq i \leq p}$ of elements of $\mathbf{R}^d$ and the matrix $$A = \left(\left\langle x_i, x_j \right\rangle\right)_{(i,j) \in \llbracket 1,p \rrbracket^2}$$ where $\langle a, b \rangle$ denotes the usual inner product between two vectors $a$ and $b$ of $\mathbf{R}^d$. We denote $|a| = \sqrt{\langle a, a \rangle}$ the norm of $a$.
(a) Show that $A \in \operatorname{Sym}^+(p)$.
(b) We denote $u \in \mathbf{R}^p$ the vector with coordinates $\left(\exp\left(-\frac{|x_1|^2}{2}\right), \ldots, \exp\left(-\frac{|x_p|^2}{2}\right)\right)$. Show that $\left(\exp[A] \odot \left(uu^T\right)\right)_{ij} = \exp\left(-\frac{|x_i - x_j|^2}{2}\right)$ for all $(i,j) \in \llbracket 1,p \rrbracket^2$.
(c) Let $\lambda > 0$ and $K \in \mathcal{M}_p(\mathbf{R})$ the matrix defined by $K_{ij} = \exp\left(-\frac{|x_i - x_j|^2}{2\lambda}\right)$ for all $(i,j) \in \llbracket 1,p \rrbracket^2$. Show that $K \in \operatorname{Sym}^+(p)$.