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The Resolvent Matrix of the Truncated Hausdorff Matrix Moment Problem via New Dyukarev-Stieltjes Parameters and Extremal Solutions via Continued Fractions (1610.05724v1)
Published 18 Oct 2016 in math.CA
Abstract: We obtain a new multiplicative decomposition of the resolvent matrix of the truncated Hausdorff matrix moment (THMM) problem in the case of an odd and even number of moments via new Dyukarev-Stieltjes matrix (DSM) parameters. Explicit interrelations between new DSM parameters and orthogonal matrix polynomials on a finite interval $[a,b]$, as well as the Schur complements of the block Hankel matrices constructed through the moments of the THMM problem are given. Additionally, the extremal solutions of the THMM problem are represented via matrix continued fractions in terms of the DSM parameters.
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