Parametrization of the Solution Set of a Matricial Truncated Hamburger Moment Problem by a Schur Type Algorithm

Author(s):  
Bernd Fritzsche ◽  
Bernd Kirstein ◽  
Susanne Kley ◽  
Conrad Mädler
1985 ◽  
Vol 28 (2) ◽  
pp. 167-183 ◽  
Author(s):  
Olav Njåstad

The classical Hamburger moment problem can be formulated as follows: Given a sequence {cn:n=0,1,2,…} of real numbers, find necessary and sufficient conditions for the existence of a distribution function ψ (i.e. a bounded, real-valued, non-decreasing function) on (– ∞,∞) with infinitely many points of increase, such that , n = 0,1,2, … This problem was posed and solved by Hamburger [5] in 1921. The corresponding problem for functions ψ on the interval [0,∞) had already been treated by Stieltjes [15] in 1894. The characterizations were in terms of positivity of Hankel determinants associated with the sequence {cn}, and the original proofs rested on the theory of continued fractions. Much work has since been done on questions connected with these problems, using orthogonal functions and extension of positive definite functionals associated with the sequence. Accounts of the classical moment problems with later developments can be found in [1,4,14]. Good modern accounts of the theory of orthogonal polynomials can be found in [2,3].


2009 ◽  
Vol 52 (1) ◽  
pp. 181-187 ◽  
Author(s):  
Olav Njåstad

AbstractWe complete the investigation of growth properties of analytic functions connected with the Nevanlinna parametrization of the solutions of an indeterminate strong Hamburger moment problem.


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