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arXiv · 2005.03365

A Schur-Nevanlinna type algorithm for the truncated matricial Hausdorff moment problem

Bernd Fritzsche·Bernd Kirstein·Conrad Mädler
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Abstract

The main goal of this paper is to achieve a parametrization of the solution set of the truncated matricial Hausdorff moment problem in the non-degenerate and degenerate situation. We treat the even and the odd cases simultaneously. Our approach is based on Schur analysis methods. More precisely, we use two interrelated versions of Schur-type algorithms, namely an algebraic one and a function-theoretic one. The algebraic version, worked out in our former paper arXiv:1908.05115, is an algorithm which is applied to finite or infinite sequences of complex matrices. The construction and discussion of the function-theoretic version is a central theme of this paper. This leads us to a complete description via Stieltjes transform of the solution set of the moment problem under consideration. Furthermore, we discuss special solutions in detail.

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Bernd Fritzsche, Bernd Kirstein, Conrad Mädler. 2020-05-07. A Schur-Nevanlinna type algorithm for the truncated matricial Hausdorff moment problem. https://arxiv.org/abs/2005.03365

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