A unified treatment for the matrix Stieltjes moment problem.

DOI10.1016/J.LAA.2003.10.012MaRDI QIDQ1428623zbMATH OpenOpenAlexFDO

Authors Gongning Chen, Yongjian Hu

Publication date 29 March 2004

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2003.10.012

zbMATH Keywords

block Hankel matrixNevanlinna functionresolvent matrixstep-by-step processtruncated Stieltjes moment problem

Mathematics Subject Classification ID

Moment problems and interpolation problems in the complex plane (30E05) Moment problems (44A60) Linear operator methods in interpolation, moment and extension problems (47A57)

Review text

The truncated matrix Stieltjes moment problem consists in the following: given a sequence \(S_0\), \(S_1\), \(\dots\), \(S_m\) of \(p\times p\) Hermitian matrices, find a positive measure \(d\sigma(x)\) supported by \([0,\infty)\) such that \[ S_k=\int_0^\infty x^k \,d\sigma(x), \quad k=0,1,\dots,m.\tag{1} \] In the scalar case a unified approach both to the even \((m=2n)\) and to the odd \((m=2n-1)\) case was proposed by \textit{M.G.~Kreĭn} [Am. Math. Soc., Transl., II. Ser. 95, 219--234 (1970); translation from Mat. Issled. 2, No. 2, 114--131 (1967; Zbl 0219.44010)]. In the matrix case this problem was investigated by \textit{Yu. Dyukarev} [The matrix Stieltjes moment problem, Manuscript deposited at VINITI, No. 2628, 22.03.1981, Moscow (H) 1981] and \textit{V. Bolotnikov} [Z. Anal. Anwendungen 14 (3), 441--468 (1995; Zbl 0828.47012)] using the Potapov's method in the nondegenerate and degenerate cases, respectively. In the present paper the authors apply the step-by-step process of solving the degenerate moment problem \((1)\) in the indeterminate case. A parametrization of all the solutions of the problem \((1)\) is given both for the even and odd cases. This approach leads to a natural factorization of the corresponding resolvent matrix.

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Cites work

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Cited in

(22)

• [[:Publication:1637990|On the truncated matricial Stieltjes moment problem \(\mathsf{M} [[\alpha, \infty);(s_j)_{j = 0}^m, \leq]\)]]
• On resolvent matrix, Dyukarev-Stieltjes parameters and orthogonal matrix polynomials via \([0, \infty)\)-Stieltjes transformed sequences
• Degenerate Stieltjes moment problem and associated \(J\)-inner polynomials
• An application of the Schur complement to truncated matricial power moment problems
• The matricial subnormal completion problem
• Schur analysis of matricial Hausdorff moment sequences
• On generalization of classical Hurwitz stability criteria for matrix polynomials
• A truncated indefinite Stieltjes moment problem
• Transformations of matricial \({\alpha}\)-Stieltjes non-negative definite sequences
• scientific article; zbMATH DE number 4129162 (Why is no real title available?)
• A Potapov-type approach to a truncated matricial Stieltjes-type power moment problem
• The truncated matrix Hausdorff moment problem
• Solution of the Stieltjes Truncated Moment Problem
• On a simultaneous approach to the even and odd truncated matricial Stieltjes moment problem II: an -Schur-Stieltjes-type algorithm for sequences of holomorphic matrix-valued functions
• On a simultaneous approach to the even and odd truncated matricial Stieltjes moment problem I: an -Schur-Stieltjes-type algorithm for sequences of complex matrices
• A closer look at the solution set of the truncated matricial moment problem \(\mathsf{M}[ [\alpha,\infty); (s_{j})_{j=0}^{m}, \preccurlyeq]\).
• General solution of the Stieltjes truncated matrix moment problem
• A unified treatment for the matrix Stieltjes moment problem in both nondegenerate and degenerate cases
• On the quasi-stability criteria of monic matrix polynomials
• On truncated matricial Stieltjes type moment problems
• The matrix Stieltjes moment problem: a description of all solutions
• Indeterminacy criteria for the Stieltjes matrix moment problem

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