On Hermitian block Hankel matrices, matrix polynomials, the Hamburger moment problem, interpolation and maximum entropy
- Harry Dym
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Reproducing kernel space methods are used to study the truncated matrix Hamburger moment problem on the line, an associated interpolation problem and the maximum entropy solution. Enroute a number of formulas are developed for orthogonal matrix polynomials associated with a block Hankel matrix (based on the specified matrix moments for the Hamburger problem) under less restrictive conditions than positive definiteness. An analogue of a recent formula of Alpay-Gohberg and Gohberg-Lerer for the number of roots of certain associated matrix polynomials is also established.
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- On Hermitian block Hankel matrices, matrix polynomials, the Hamburger moment problem, interpolation and maximum entropy
Integral Equations and Operator Theory
Volume 12, Issue 6 , pp 757-812
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- Harry Dym (1)
- Author Affiliations
- 1. Department of Theoretical Mathematics, The Weizmann Institute of Science, Rehovot, 76100, Israel