The truncated matrix Hausdorff moment problem (Q353389)
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English | The truncated matrix Hausdorff moment problem |
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The truncated matrix Hausdorff moment problem (English)
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12 July 2013
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Given a finite sequence \(\{S_n\}_{n=0}^\ell\) of Hermitian \((N\times N)\) complex matrices, the author looks for a non-decreasing matrix-valued function \(M(x)=(m_{k,j}(x))_{k,j=0}^{N-1}\) on the finite interval \([a,b]\), which is left-continuous in \((a,b)\), with \(M(a)=0\), such that \(\int_a^b x^n\,dM(x)=S_n,\) \(n=0,\ldots,\ell\), where \(\ell\ge 0\) is an arbitrary integer. In other words, this is a matrix version of the truncated Hausdorff moment problem. Of course, there are plenty of contributions in this area, and the author refers to several such results in the introduction of this work, based on various approaches. In this respect, the author's choice is an operator approach, going back to Neĭmark, Kreĭn, Gel'fand etc. In fact, using some important results due to \textit{M. G. Kreĭn} and \textit{I. E. Ovcharenko} [Sib. Mat. Zh. 18, 1032--1056 (1977; Zbl 0384.47006)] and assuming the solvability of the problem, the author obtains a description of all solutions. Necessary and sufficient conditions for the determinateness are also presented, and some examples are exhibited.
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matrix-valued function
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Hausdorff moment problem
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determinateness
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