Solution of the strong Hamburger moment problem by Laurent continued fractions (Q1111118)
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English | Solution of the strong Hamburger moment problem by Laurent continued fractions |
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Solution of the strong Hamburger moment problem by Laurent continued fractions (English)
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1988
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This paper continues the development of continued fraction solutions of extended (strong) Stieltjes and Hamburger moment problems [e.g., \textit{W. B. Jones}, the author and \textit{W. J. Thron}, Proc. Lond. Math. Soc., III. Ser. 47, 363-384 (1983; Zbl 0497.40001), and J. Math. Anal. Appl. 98, 528-554 (1984; Zbl 0535.44006), and \textit{W. B. Jones}, \textit{W. J. Thron} and \textit{H. Waadeland}, Trans. Am. Math. Soc. 261, 503-528 (1980; Zbl 0449.30004)]. The strong Hamburger moment problem (SHMP) is this: For a given doubly infinite sequence \(\{c_ n:n=0,\pm 1,\pm 2,...\}\) of real numbers, find a distribution function \(\psi\) (t), \(-\infty <t<\infty\), so that \((-1)^ nc_ n=\int^{\infty}_{-\infty}t^ nd\psi.\) The main theorem solves the problem: A necessary condition for solution of the SHMP is that \(\{c_ n\}\) be positive definite. Conversely, let \(\{c_ n\}\) be a positive definite double sequence with corresponding contractive Laurent continued fraction. To every point \(w\in \Delta_{\infty}(z)\) there exists a solution of the SHMP such that \({\hat \psi}\)(z)\(=w\). The resolvent function \({\hat \psi}\) is the Stieltjes transform \({\hat \psi}(z)=z\int^{\infty}_{-\infty}d\psi (t)/z+t.\) The sequence \(\{c_ n\}\) is positive definite if the Hankel determinants \[ H_ k^{(n)} = \left[ \begin{matrix} c_ n & c_{n+1} & \ldots & c_{n+k-1} \\ c_{n+1} &&& \vdots \\ \vdots &&& \vdots \\ c_{n+k-1} & \dots & \ldots & c_{n+2k-2} \end{matrix} \right], \quad k = 1,2,\ldots \] are all positive, \(H_{2m}^{(-2m)}>0\), \(H_{2m+1}^{(-2m)}>0\) for \(m=0,1,2,...\), and \(\Delta_{\infty}(z)\) is the image of the Laurent continued fraction.
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continued fraction solutions
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Stieltjes and Hamburger moment problems
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contractive Laurent continued fraction
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Stieltjes transform
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Hankel determinants
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