On \(V\)-extremal solutions of the moment problem (Q1810201)

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scientific article; zbMATH DE number 1928296
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    On \(V\)-extremal solutions of the moment problem
    scientific article; zbMATH DE number 1928296

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      On \(V\)-extremal solutions of the moment problem (English)
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      15 June 2003
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      A nondecreasing function \(\sigma(u)\), \(-\infty <u < \infty\), is called a solution of the Hamburger moment problem generated by a sequence of numbers \(\{s_k\}_{k=0}^\infty\) if \[ s_k=\int_{-\infty}^\infty u^k\,d\sigma(u),\quad k = 0,1,2,\dots.\tag{1} \] A moment problem is said to be determinate if it has a unique solution and to be indeterminate otherwise. A solution \(\sigma(u)\) of the moment problem is said to be \(V\)-extremal if it cannot be represented as \(\sigma(u)= (\alpha_1\sigma_1(u)+\alpha_2\sigma_2(u))/ (\alpha_1+\alpha_2), \) where \(\alpha_1, \alpha_2 > 0\), and \(\sigma_1(u)\) and \(\sigma_2(u)\) are solutions of the same moment problem different from \(\sigma(u)\). The set of all solutions of the indeterminate moment problem (1) is described be the Nevanlinna representation: Let the class of Nevanlinna functions \(N\) supplemented with the constant \(\infty\) be denoted by \(\overline N\). Between the set of all solutions \(\sigma(u)\) of the indeterminate moment problem (1) and the set of all functions \(\varphi(z)\in\overline N\), there is an one-to-one correspondence given by the formula \[ \frac{A(z)\varphi(z)-C(z)}{B(z)\varphi(z) - D(z)} =\int_{-\infty}^\infty\frac{d\sigma(u)}{u-z}\tag{2} \] Here \(A(z)\), \(B(z)\), \(C(z)\), and \(D(z)\) are entire functions uniquely determined by the moment sequence \(\{s_k\}_{k=0}^\infty\). A solution of the moment problem \(\sigma(u)\) is said to be \(N\)-extremal if the set of all polynomials is dense in \(L_\sigma^2(-\infty, \infty)\). The author distinguishes a new class \(N_1\subset N\) consisting of functions \(\varphi(z)\) to which, in the Nevanlinna representation (2), there correspond \(V\)-extremal solutions \(\sigma(u)\) of the indeterminate moment problem (1). This class \(N_1\) is significantly wider than the class of real rational Nevanlinna functions.
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      holomorphic function
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      \(V\)-extremal solution
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      \(N\)-extremal solution
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      indeterminate moment problem
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      Hamburger moment problem
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      Nevanlinna functions
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      Nevanlinna representation
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      entire functions
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