On a Solution of the Multidimensional Truncated Matrix-Valued Moment Problem

  • David P. Kimsey
  • , Matina Trachana

Research output: Contribution to journalArticlepeer-review

9 Scopus citations

Abstract

We will consider the multidimensional truncated p× p Hermitian matrix-valued moment problem. We will prove a characterisation of truncated p× p Hermitian matrix-valued multisequence with a minimal positive semidefinite matrix-valued representing measure via the existence of a flat extension, i.e., a rank preserving extension of a multivariate Hankel matrix (built from the given truncated matrix-valued multisequence). Moreover, the support of the representing measure can be computed via the intersecting zeros of the determinants of matrix-valued polynomials which describe the flat extension. We will also use a matricial generalisation of Tchakaloff’s theorem due to the first author together with the above result to prove a characterisation of truncated matrix-valued multisequences which have a representing measure. When p= 1 , our result recovers the celebrated flat extension theorem of Curto and Fialkow. The bivariate quadratic matrix-valued problem and the bivariate cubic matrix-valued problem are explored in detail.

Original languageEnglish
Pages (from-to)17-101
Number of pages85
JournalMilan Journal of Mathematics
Volume90
Issue number1
DOIs
StatePublished - 1 Jun 2022
Externally publishedYes

Keywords

  • Matrix-valued polynomials
  • Truncated matrix-valued moment problem

ASJC Scopus subject areas

  • General Mathematics

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