Solution of the Stieltjes Truncated Moment Problem
The truncated moment problem on the halfline \({\mathbb R}_+\) consists in the following: given are real \(s_0,\dots, s_{2n}\), find a measure on \({\mathbb R}_+\) such that \(\int_{{\mathbb R}_+}t^j d\sigma(t)=s_j+m\delta_{j,2n}\), \(j=0,\dots,2n\) for some \(m\geq 0\). This problem is solvable if and only if the matrices \(\Gamma_n=(s_{j+k})_{j,k=0}^n\) and \(\Gamma_{n-1}^{(1)}=(s_{j+k+1})_{j,k=0}^{n-1}\) are nonnegative. A description of all solutions \(\sigma(t)\) in the indeterminate case (i.e. when \(\Gamma_n\) and \(\Gamma_{n-1}^{(1)}\) are invertible) can be found in \textit{M. G. Krein} and \textit{A. A. Nudel'man} [The Markov moment problem and extremal problems, (in Russian), Nauka, Moscow (1973); Translations of Mathematical Monographs, American Mathematical Society 50, Providence, RI (1977; Zbl 0361.42014)]. In the Stieltjes truncated moment problem one seeks for the measure \(d\sigma\) without mass at \(\infty\) (that is \(m=0\)). The above-mentioned condition is not sufficient anymore for the solvability of this problem in the determinate case (i.e. when either \(\Gamma_n\) or \(\Gamma_{n-1}^{(1)}\) is not invertible). The solvability criterion for the Stieltjes truncated moment problem was found in [\textit{R.E. Curto} and \textit{L.A. Fialkow}, Houston J. Math. 17, No. 4, 603--635 (1991; Zbl 0757.44006)]. In the present paper the authors elaborate the operator approach to this problem and prove this criterion formulated in a different way. In the indeterminate case the problem has infinitely many solutions which are shown to be in a one-to-one correspondence with the set of all generalized resolvents of some nondensely defined symmetric operator. These solutions are parametrized as linear fractional transformations of a parameter which ranges over a subclass of Nevanlinna functions. Another parametrization of solutions to the Stieltjes truncated moment problem has been given in \textit{M.G. Krein} [Mat. Issled. 2, 114--131 (1967; Zbl 0219.44010)] and \textit{V. A. Derkach} and \textit{M. M. Malamud} [J. Math. Sci., New York 73, No. 2, 141--242 (1995; Zbl 0848.47004)] by using geometric and operator approaches, respectively.
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