Convergence in measure with respect to a matrix-valued measure and some matrix completion problems (Q624361)

The authors define and discuss convergence in complex \(p\times q\) matrix-valued measures of sequences of complex \(r\times p\) matrix-valued functions. Definitions of convergence in vector-valued measures have been introduced by several authors, but these cannot be extended to matrices in a way that involves the matrix structure. The definition given by the authors originates in Kac's definition of square-integrability of matrix-valued functions with respect to a nonnegative Hermitian measure. A subset \(S\) of the set of \(r\times p\) matrices is called closed under convergence in measure if, for any \(p\times q\) matrix-valued measure \(M\), any limit in measure \(M\) of a sequence of \(S\)-valued functions is \(S\)-valued. It is shown that \(S\) is closed under convergence in measure if and only if it is \(\rho\)-closed, i.e. \(SP\) is a closed subset of the set of \(r\times p\) matrices for any orthoprojector \(P\) (a \(p\times p\) matrix). The authors study the behavior of \(\rho\)-closed sets under several linear algebraic operations and obtain some sufficient conditions for \(S\) to be \(\rho\)-closed. In the last section the authors consider special classes of matrices.