On Hankel Nonnegative Definite Sequences, the Canonical Hankel Parametrization, and Orthogonal Matrix Polynomials |
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Authors: | Bernd Fritzsche Bernd Kirstein Conrad M?dler |
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Institution: | 1. Mathematisches Institut, Universit?t Leipzig, Augustusplatz 10/11, 04109, Leipzig, Germany
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Abstract: | This paper continues recent investigations started in Dyukarev et al. (Complex anal oper theory 3(4):759–834, 2009) into the
structure of the set Hq,2n 3 {\mathcal{H}_{q,2n}^{\ge}} of all Hankel nonnegative definite sequences, (sj)j=02n{(s_{j})_{j=0}^{2n}}, of complex q × q matrices and its important subclasses Hq,2n 3 ,e{\mathcal{H}_{q,2n}^{\ge,{\rm e}}} and ${\mathcal{H}_{q,2n}^>}${\mathcal{H}_{q,2n}^>} of all Hankel nonnegative definite extendable sequences and of all Hankel positive definite sequences, respectively. These
classes of sequences arise quite naturally in the framework of matrix versions of the truncated Hamburger moment problem.
In Dyukarev et al. (Complex anal oper theory 3(4):759–834, 2009) a canonical Hankel parametrization (Ck)k=1n, (Dk)k=0n]{(C_k)_{k=1}^n, (D_k)_{k=0}^n]} consisting of two sequences of complex q × q matrices was associated with an arbitrary sequence (sj)j=02n{(s_{j})_{j=0}^{2n}} of complex q × q matrices. The sequences belonging to each of the classes Hq,2n 3 , Hq,2n 3 ,e{\mathcal{H}_{q,2n}^{\ge}, \mathcal{H}_{q,2n}^{\ge,{\rm e}}}, and ${\mathcal{H}_{q,2n}^>}${\mathcal{H}_{q,2n}^>} were characterized in terms of their canonical Hankel parametrization (see, Dyukarev et al. in Complex anal oper theory 3(4):759–834,
2009; Proposition 2.30). In this paper, we will study further aspects of the canonical Hankel parametrization. Using the canonical
Hankel parametrization (Ck)k=1n, (Dk)k=0n]{(C_k)_{k=1}^n, (D_k)_{k=0}^n]} of a sequence (sj)j=02n ? Hq,2n 3 {(s_{j})_{j=0}^{2n} \in \mathcal{H}_{q,2n}^{\ge}}, we give a recursive construction of a monic right (resp. left) orthogonal system of matrix polynomials with respect to (sj)j=02n{(s_{j})_{j=0}^{2n}} (see Theorem 5.5). The matrices (Ck)k=1n, (Dk)k=0n]{(C_k)_{k=1}^n, (D_k)_{k=0}^n]} will be expressed in terms of an arbitrary monic right (resp. left) orthogonal system with respect to (sj)j=02n{(s_{j})_{j=0}^{2n}} (see Theorem 5.11). This result will be reformulated in terms of nonnegative Hermitian Borel measures on
\mathbbR{\mathbb{R}}. In this way, integral representations for the matrices (Ck)k=1n, (Dk)k=0n]{(C_k)_{k=1}^n, (D_k)_{k=0}^n]} will be obtained (see Theorem 6.9). Starting from the monic orthogonal polynomials with respect to some classical probability
distributions on
\mathbbR{\mathbb{R}}, Theorem 6.9 is used to compute the canonical Hankel parametrization of their moment sequences. Moreover, we discuss important
number sequences from enumerative combinatorics using the canonical Hankel parametrization. |
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