The matrix Stieltjes moment problem: a description of all solutions (Q713047)

The author deals with the following matrix Stieltjes moment problem: Find a left-continuous nondecreasing matrix function \(M(x)=(m_{k,l}(x))_{k,l=0}^{N-1}\) on \(\mathbb{R}_+\), \(M(0)=0\), such that \(\int_{\mathbb{R}_+}x^ndM(x)=S_n\), \(n\in\mathbb{Z}_+,\) where \(\{S_n\}_{n=0}^\infty\) is a given sequence of Hermitian \(N\times N\) complex matrices for a fixed \(N\in\mathbb{N}\). Assuming solvability, the author describes all solutions of this problem. The main ingredient is Krein's formula for some generalized resolvents of positive Hermitian operators, as given by \textit{S. M. Malamud} and \textit{M. M. Malamud} [St. Petersbg. Math. J. 15, No. 3, 323--373 (2004); translation from Algebra Anal. 15, No. 3, 1--77 (2003; Zbl 1076.47001)].