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The Nevanlinna parametrization for a matrix moment problem
Author(s) -
Pedro Lopez-Rodriguez
Publication year - 2001
Publication title -
mathematica scandinavica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.553
H-Index - 30
eISSN - 1903-1807
pISSN - 0025-5521
DOI - 10.7146/math.scand.a-14340
Subject(s) - mathematics , matrix (chemical analysis) , parametrization (atmospheric modeling) , moment (physics) , moment problem , lambda , matrix function , pure mathematics , combinatorics , mathematical analysis , symmetric matrix , eigenvalues and eigenvectors , statistics , physics , materials science , quantum mechanics , principle of maximum entropy , composite material , radiative transfer , classical mechanics , optics
We obtain the Nevanlinna parametrization for an indeterminate matrix moment problem, giving a homeomorphism between the set $V$ of solutions to the matrix moment problem and the set $\mathcal V$ of analytic matrix functions in the upper half plane such that $V(\lambda )^*V(\lambda )\le I$. We characterize the N-extremal matrices of measures (those for which the space of matrix polynomials is dense in their $L^2$-space) as those whose corresponding matrix function $V(\lambda )$ is a constant unitary matrix.

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