An application of the Schur complement to truncated matricial power moment problems (Q2010511)
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An application of the Schur complement to truncated matricial power moment problems (English)
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27 November 2019
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Suppose that \((s_j)_{j=0}^{2n}\) is a given sequence of \(q \times q\) complex matrices such that the block Hankel matrix \([s_{j+k}]_{j,k=0}^{2n}\) is positive semidefinite. Let \(\mathcal{M}_{\geq}^q[\mathbb{R}; (s_j)_{j=0}^{2n}, \leq]\) denote the set of all \(q \times q\) positive matricial measures \(\sigma\) (with convergent moments) such that \[ s_j = \int_{\mathbb{R}} x^j \sigma(dx) \quad \text{for} \quad j=0,\dots, 2n-1 \] and \(s_{2n}-\int_{\mathbb{R}} x^{2n} \sigma(dx)\) is positive semidefinite. The main goal of this paper to revisit a theorem originally formulated in [\textit{V. Bolotnikov}, Integral Equations Oper. Theory 25, No. 3, 253--276 (1996; Zbl 0856.47014)] (albeit with a gap in the proof) and subsequently formulated and proved in [\textit{Y.u M. Dyukarev} et al., Complex Anal. Oper. Theory 3, No. 4, 759--834 (2009; Zbl 1186.44006)] which asserts that, if \((s_j)_{j=0}^{2n}\) is as before, then there exists a unique \(q \times q\) matricial sequence \((\tilde{s}_j)_{j=0}^{2n}\), with the property that \([\tilde{s}_{j+k}]_{j,k=0}^{2n}\) has a positive block Hankel extension, such that \[ \mathcal{M}_{\geq}^q[\mathbb{R}; (s_j)_{j=0}^{2n}, \leq] = \mathcal{M}_{\geq}^q[\mathbb{R}; (\tilde{s}_j)_{j=0}^{2n}, \leq]. \] A prime motivation for this endeavour is that the authors wish to obtain a purely matrix theoretical object which enables one to arrive at \((\tilde{s}_j)_{j=0}^{2n}\). To this end, the authors employ a special kind of Schur complement. The authors also explore connections with truncated matricial \([\alpha, \infty)\)-Stieltjes moment problems. For the entire collection see [Zbl 1411.47002].
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truncated matricial Hamburger moment problems
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truncated matricial \(\alpha\)-Stieltjes moment problems, Schur complement
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