On an involution in the class of non-negative Hermitian matrix measures on a compact interval (Q2128211)
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English | On an involution in the class of non-negative Hermitian matrix measures on a compact interval |
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On an involution in the class of non-negative Hermitian matrix measures on a compact interval (English)
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21 April 2022
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The authors deal with the Hausdorff-matricial moment problem on \([\alpha,\beta]\). Let \(\mathcal{M}^{\geq}_q([\alpha,\beta])\) be the class of non-negative Hermitian \(q\times q\) Borel measures on the interval \([\alpha,\beta]\). In the study [\textit{A.~E. Choque Rivero} et al., in: Interpolation, Schur functions and moment problems. Basel: Birkhäuser. 121--173 (2006; Zbl 1117.44001)] a one-to-one correspondence is given with the set \(\mathcal{F}^\geq_{q,\infty,\alpha,\beta}\) of \([\alpha,\beta]\) non-negative definite infinite sequences of complex \(q\times q\) matrices via the moment sequence. A second bijection is derived using the Stieltjes transform: \[ F(z)=\int_{[\alpha,\beta]} \frac{1}{t-z}\ddot{\sigma}_F(dt)\qquad \ddot{\sigma}_F\in \mathcal{M}^{\geq}_q([\alpha,\beta]) \] \(\mathcal{R}_q(\mathbb{C}\setminus[\alpha,\beta])\) denotes the set of matrix valued holomorphic functions \(F\) such that \begin{itemize} \item[(I)] \(\mathrm{Im} \,F(z)\) is a non-negative \(q\times q\) Hermitian matrix for any \(z\in \Pi_+ :=\{ w \in \mathbb{C} : \mathrm{Im}(w)\ge 0\}\), \item[(II)] \(F(x)\) is a non-negative \(q\times q\) Hermitian matrix for any \(x\in (-\infty,\alpha)\), \item[(III)] \(-F(x)\) is a non-negative \(q\times q\) Hermitian matrix for any \(x\in (\beta,+\infty)\). \end{itemize} The authors prove that the transform defined by \[ F^-(z):= -M[(\beta-z)(z-\alpha)F(z)]^{\dagger}M \] is an involution on \(\mathcal{R}_q(\mathbb{C}\setminus[\alpha,\beta])\), with \(M=\ddot{\sigma}_F([\alpha,\beta])\), where \(\ddot{\sigma}_F\) is the spectral measure associated to \(F\) via the Stieltjes transform and \(A^\dagger\) denotes the Moore-Penrose inverse of \(A\). The last part of the paper is devoted to translate this involution to \(\mathcal{F}^\geq_{q,\infty,\alpha,\beta}\) in terms of the moment sequence.
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matricial Hausdorff moment problem
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\([\alpha, \beta]\)-Stieltjes transform
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\([\alpha, \beta]\)-reciprocal non-negative Hermitian measure
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matricial canonical moments
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