Positive definite Hankel matrix completions and Hamburger moment completions
Functional Analysis
2015-09-22 v1 Probability
Statistics Theory
Statistics Theory
Abstract
In this paper we give solutions to Hamburger moment problems with missing entries. The problem of completing partial positive sequences is considered. The main result is a characterization of positive definite completable patterns, namely patterns that guarantee the existence of Hamburger moment completion of a partial positive definite sequence. Moreover, several patterns which are not positive definite completable are given.
Keywords
Cite
@article{arxiv.1509.06296,
title = {Positive definite Hankel matrix completions and Hamburger moment completions},
author = {Hayoung Choi and Farhad Jafari},
journal= {arXiv preprint arXiv:1509.06296},
year = {2015}
}