Schur analysis of matricial Hausdorff moment sequences
Abstract
We develop the algebraic instance of an algorithmic approach to the matricial Hausdorff moment problem on a compact interval of the real axis. Our considerations are along the lines of the classical Schur algorithm and the treatment of the Hamburger moment problem on the real axis by Nevanlinna. More precisely, a transformation of matrix sequences is constructed, which transforms Hausdorff moment sequences into Hausdorff moment sequences reduced by 1 in length. It is shown that this transformation corresponds essentially to the left shift of the associated sequences of canonical moments. As an application, we show that a matricial version of the arcsine distribution can be used to characterize a certain centrality property of non-negative Hermitian measures on .
Keywords
Cite
@article{arxiv.1908.05115,
title = {Schur analysis of matricial Hausdorff moment sequences},
author = {Bernd Fritzsche and Bernd Kirstein and Conrad Mädler},
journal= {arXiv preprint arXiv:1908.05115},
year = {2019}
}