The strong matrix Stieltjes moment problem (Q1953993)

The authors study the strong matrix Stieltjes moment problem. This problem consists of finding a non-decreasing matrix function \(M(x)=(m_{k,\ell}(x))_{k,\ell=0}^{N-1}\) defined on \([0,\infty)\), with \(M(0)=0\), such that \(M\) is left-continuous on \((0,\infty)\) and \[ \int_{[0,\infty)}x^{n}\,dM(x)=S_{n},\quad n\in\mathbb{Z}, \] where \((S_n)_{n\in\mathbb{Z}}\) stands for a prefixed sequence of Hermitian \(N\times N\) matrices of complex numbers. In Theorem 2.1, an equivalent condition for this problem to be solvable is achieved in terms of the following condition related to the sequence \((S_n)_{n\in\mathbb{Z}}\). Indeed, if one defines \(\Gamma_{n}=(S_{i+j})_{i,j=-n}^{n}\) and \(\tilde{\Gamma}_{n}=(S_{i+j+1})_{i,j=-n}^{n}\) for every \(n=0,1,2,\dots\), the strong matrix Stieltjes moment problem turns out to be solvable if and only if \(\Gamma_{n}\geq 0\) and \(\tilde{\Gamma}_n\geq0\) for any \(n\). If this is the case, an analytic description of such a solution is described with the use of \(\Pi\)-spectral functions in a bijective correspondence. The work also provides several auxiliary results which show several properties of generalised \(\Pi\)-resolvents of a non-negative operator. Finally, necessary and sufficient conditions are obtained for the strong matrix Stieltjes moment problem to be determinate regarding the coincidence of the extremal extensions of an appropriately chosen operator (Theorem 3.44). The authors conclude with an illustrative example.