SearcharxivSearch

arXiv subjects

Bernd Fritzsche

Publications and source records attributed to Bernd Fritzsche.

At least 19 recordsLinked to original sources

Characteristic Function, Schur Interpolation Problem and Darlington Synthesis

In this paper we would like to show the interrelation between the different mathematical theories concerning the Schur interpolation problem, contractions in Hilbert spaces, pseudocontinuation and Darlington synthesis. The main objects of this article are contractive functions holomorphic in the unit disc (Schur functions). Here they are considered, on the one hand, as characteristic functions of contractions in Hilbert spaces and, on the other hand, as transfer functions of open systems.

math.CV

Characteristic Function, Schur Parameters and Pseudocontinuation of Schur functions

In [19] there is an approach to the investigation of the pseudocontinuability of Schur functions in terms of Schur parameters. In particular, there was obtained a criterion for the pseudocontinuability of Schur functions and the Schur parameters of rational Schur functions were described. This approach is based on the description in terms of the Schur parameters of the relative position of the largest shift and the largest coshift in a completely nonunitary contraction. It should be mentioned that these results received a further development in [8, 21-24]. This paper is aimed to give a survey about essential results on this direction. The main object in the approach is based on considering a Schur function as characteristic function of a contraction (see Section 1.2). This enables us outgoing from Schur parameters to construct a model of the corresponding contraction (see Section 2). In this model, the relative position of the largest shift and the largest coshift in a completely nonunitary contraction is described in Section 3 and then, based on this model, to find characteristics which are responsible for the pseudocontinuability of Schur functions (see Sections 4 and 5). The further parts of this paper (see Sections 6-8) admit applications of the above results to the study of properties of Schur functions and questions related with them.

math.CV

The Weyl matrix balls corresponding to the matricial truncated Hamburger moment problem

The main goal of the paper is to parametrize the Weyl matrix balls associated with an arbitrary matricial truncated Hamburger moment problem. For the special case of a non-degenerate matricial truncated Hamburger moment problem the corresponding Weyl matrix balls were computed by I. V. Kovalishina in the framework of V. P. Potapov's method of "Fundamental matrix inequalities".

math.CA

A Schur-Nevanlinna type algorithm for the truncated matricial Hausdorff moment problem

The main goal of this paper is to achieve a parametrization of the solution set of the truncated matricial Hausdorff moment problem in the non-degenerate and degenerate situation. We treat the even and the odd cases simultaneously. Our approach is based on Schur analysis methods. More precisely, we use two interrelated versions of Schur-type algorithms, namely an algebraic one and a function-theoretic one. The algebraic version, worked out in our former paper arXiv:1908.05115, is an algorithm which is applied to finite or infinite sequences of complex matrices. The construction and discussion of the function-theoretic version is a central theme of this paper. This leads us to a complete description via Stieltjes transform of the solution set of the moment problem under consideration. Furthermore, we discuss special solutions in detail.

math.CA

Schur analysis of matricial Hausdorff moment sequences

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

math.CA

An Application of the Schur Complement to Truncated Matricial Power Moment Problems

The main goal of this paper is to reconsider a phenomenon which was treated in earlier work of the authors' on several truncated matricial moment problems. Using a special kind of Schur complement we obtain a more transparent insight into the nature of this phenomenon. In particular, a concrete general principle to describe it is obtained. This unifies an important aspect connected with truncated matricial moment problems.

math.CA

Matricial Canonical Moments and Parametrization of Matricial Hausdorff Moment Sequences

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.

math.CA

On the truncated matricial Stieltjes moment problem $\mathsf{M}[[α,\infty);(s_j)_{j=0}^m,\leq]$

This paper gives via Stieltjes transform a complete description of the solution set of a matricial truncated Stieltjes-type power moment problem in the non-degenerate and degenerate cases. The approach is based on the Schur type algorithm which was worked out in the papers [arXiv:1604.07240, arXiv:1604.07629]. Furthermore, the subset of parameters is determined which corresponds to another truncated matricial Stieltjes-type moment problem.

math.CV

On the structure of Hausdorff moment sequences of complex matrices

The paper treats several aspects of the truncated matricial $[α,β]$-Hausdorff type moment problems. It is shown that each $[α,β]$-Hausdorff moment sequence has a particular intrinsic structure. More precisely, each element of this sequence varies within a closed bounded matricial interval. The case that the corresponding moment coincides with one of the endpoints of the interval plays a particular important role. This leads to distinguished molecular solutions of the truncated matricial $[α,β]$-Hausdorff moment problem, which satisfy some extremality properties. The proofs are mainly of algebraic character. The use of the parallel sum of matrices is an essential tool in the proofs.

math.CV

On a Simultaneous Approach to the Even and Odd Truncated Matricial Stieltjes Moment Problem II. An $α$-Schur-Stieltjes-type algorithm for sequences of holomorphic matrix-valued functions

The main goal of this paper is to achieve a simultaneous treatment of the even and odd truncated matricial Stieltjes moment problems in the most general case. These results are generalizations of results of Chen and Hu [5,17] which considered the particular case $α=0$. Our approach is based on Schur analysis methods. More precisely, we use two interrelated versions of Schur-type algorithms, namely an algebraic one and a function-theoretic one. The algebraic version was worked out in a former paper of the authors. It is an algorithm which is applied to finite or infinite sequences of complex matrices. The construction and investigation of the function-theoretic version of our Schur-type algorithm is a central theme of this paper. This algorithm will be applied to relevant subclasses of holomorphic matrix-valued functions of the Stieltjes class. Using recent results on the holomorphicity of the Moore-Penrose inverse of matrix-valued Stieltjes functions, we obtain a complete description of the solution set of the moment problem under consideration in the most general situation.

math.CV

On a Simultaneous Approach to the Even and Odd Truncated Matricial Stieltjes Moment Problem I: An $α$-Schur-Stieltjes-type algorithm for sequences of complex matrices

The characterization of the solvability of matrix versions of truncated Stieltjes-type moment problems led to the class of $α$-Stieltjes non-negative definite sequences of complex $q \times q$ matrices. In [21], a parametrization of this class was introduced, the so-called $α$-Stieltjes parametrization. The main topic of this first part of the paper is the construction of a Schur-type algorithm which produces exactly the $α$-Stieltjes parametrization.

math.CV

Rational $q\times q$ Carathéodory Functions and Central Non-negative Hermitian Measures

We give an explicit representation of central measures corresponding to finite Toeplitz non-negative definite sequences of complex $q\times q$ matrices. Such measures are intimately connected to central $q\times q$ Carathéodory functions. This enables us to prove an explicit representation of the non-stochastic spectral measure of an arbitrary multivariate autoregressive stationary sequence in terms of the covariance sequence.

math.CV

On Matrix-Valued Stieltjes Functions with an Emphasis on Particular Subclasses

The paper deals with particular classes of $q\times q$ matrix-valued functions which are holomorphic in $\mathbb{C}\setminus[α,+\infty)$, where $α$ is an arbitrary real number. These classes are generalizations of classes of holomorphic complex-valued functions studied by Kats and Krein [17] and by Krein and Nudelman [19]. The functions are closely related to truncated matricial Stieltjes problems on the interval $[α,+\infty)$. Characterizations of these classes via integral representations are presented. Particular emphasis is placed on the discussion of the Moore-Penrose inverse of these matrix-valued functions.

math.CV

On a Simultaneous Approach to the Even and Odd Truncated Matricial Hamburger Moment Problems

The main goal of this paper is to achieve a simultaneous treatment of the even and odd truncated matricial Hamburger moment problems in the most general case. In the odd case, these results are completely new for the matrix case, whereas the scalar version was recently treated by V. A. Derkach, S. Hassi and H. S. V. de Snoo. The even case was studied earlier by G.-N. Chen and Y.-J. Hu. Our approach is based on Schur analysis methods. More precisely, we use two interrelated versions of Schur-type algorithms, namely an algebraic one and a function-theoretic one. The algebraic version was worked out in a former paper of the authors. It is an algorithm which is applied to finite or infinite sequences of complex matrices. The construction and investigation of the function-theoretic version of our Schur-type algorithm is a central theme of this paper. This algorithm will be applied to relevant subclasses of holomorphic matrix-valued functions of the Herglotz-Nevanlinna class. Using recent results on the holomorphicity of the Moore-Penrose inverse of matrix-valued Herglotz-Nevanlinna functions, we obtain a complete description of the solution set of the moment problem under consideration in the most general situation.

math.CV

On an Interpolation Problem for J-Potapov Functions

Let, J, be an m-by-m-signature matrix and let D be the open unit disk in the complex plane. Denote by P{J,0}(D) the class of all meromorphic m-by-m-matrix-valued functions, f, in D which are holomorphic at 0 and take J-contractive values at all points of D at which f is holomorphic. The central theme of this paper is the study of the following interpolation problem: Let n be a nonnegative integer, and let A_0, A_1, ..., A_n be a sequence of complex m-by-m-matrices. Describe the set of all matrix-valued functions, f, belonging to the class P{J,0}(D), such that the first n+1 Taylor coefficients of f coincide with A_0, A_1, ..., A_n. In particular, we characterize the case that this set is non-empty. In this paper, we will solve this problem in the most general case. Moreover, in the non-degenerate case we will give a description of the corresponding Weyl matrix balls. Furthermore, we will investigate the limit behaviour of the Weyl matrix balls associated with the functions belonging to some particular subclass of P{J,0}(D).

math.FA