English

Schur analysis of matricial Hausdorff moment sequences

Classical Analysis and ODEs 2019-08-15 v1

Abstract

We develop the algebraic instance of an algorithmic approach to the matricial Hausdorff moment problem on a compact interval [α,β][\alpha,\beta] 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 [α,β][\alpha,\beta].

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}
}