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arXiv · 1711.00797

Matricial Canonical Moments and Parametrization of Matricial Hausdorff Moment Sequences

Bernd Fritzsche·Bernd Kirstein·Conrad Mädler
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Abstract

In this paper we study moment sequences of matrix-valued measures on compact intervals. A complete parametrization of such sequences is obtained via a symmetric version of matricial canonical moments. Furthermore, distinguished extensions of finite moment sequences are characterized in this framework. The results are applied to the underlying matrix-valued measures, generalizing some results from the scalar theory of canonical moments.

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Bernd Fritzsche, Bernd Kirstein, Conrad Mädler. 2017-11-02. Matricial Canonical Moments and Parametrization of Matricial Hausdorff Moment Sequences. https://arxiv.org/abs/1711.00797

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