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The Schur algorithm for an indefinite Stieltjes moment problem
Author(s) -
Derkach Volodymyr,
Kovalyov Ivan
Publication year - 2017
Publication title -
mathematische nachrichten
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 50
eISSN - 1522-2616
pISSN - 0025-584X
DOI - 10.1002/mana.201600189
Subject(s) - mathematics , riemann–stieltjes integral , moment (physics) , moment problem , calculus (dental) , algorithm , mathematical analysis , integral equation , statistics , physics , classical mechanics , medicine , dentistry , principle of maximum entropy
The nondegenerate truncated indefinite Stieltjes moment problem in the class N κ k of generalized Stieltjes functions is considered. To describe the set of solutions of this problem we apply the Schur step‐by‐step algorithm, which leads to the expansion of these solutions in generalized Stieltjes continuous fractions studied recently in [11]. Explicit formula for the resolvent matrix in terms of generalized Stieltjes polynomials is found.