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Stieltjes moment sequences and positive definite matrix sequences


Author: Torben Maack Bisgaard
Journal: Proc. Amer. Math. Soc. 126 (1998), 3227-3237
MSC (1991): Primary 43A35, 44A60, 47-xx, 60-xx
DOI: https://doi.org/10.1090/S0002-9939-98-04373-1
MathSciNet review: 1452793
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Abstract: For a certain constant $\delta >0$ (a little less than $1/4$), every function $f\colon \mathbb {N}_0\to ]0, \infty [$ satisfying $f(n)^2\leq \delta f(n-1)f(n+1)$, $n\in \mathbb {N}$, is a Stieltjes indeterminate Stieltjes moment sequence. For every indeterminate moment sequence $f\colon \mathbb {N}_0\to \mathbb {R}$ there is a positive definite matrix sequence $(a_n)$ which is not of positive type and which satisfies $\operatorname {tr}(a_{n+2})=f(n)$, $n\in \mathbb {N}_0$. For a certain constant $\varepsilon >0$ (a little greater than $1/6$), for every function $\varphi \colon \mathbb {N}_0\to ]0, \infty [$ satisfying $\varphi (n)^2\leq \varepsilon \varphi (n-1)\varphi (n+1)$, $n\in \mathbb {N}$, there is a convolution semigroup $(\mu _t)_{t\geq 0}$ of measures on $\mathbb {R}_+$, with moments of all orders, such that $\varphi (n)=\int x^n d\mu _1(x)$, $n\in \mathbb {N}_0$, and for every such convolution semigroup $(\mu _t)$ the measure $\mu _t$ is Stieltjes indeterminate for all $t>0$.


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Additional Information

Torben Maack Bisgaard
Affiliation: Nandrupsvej 7 st. th., DK-2000 Frederiksberg C, Denmark

Keywords: Stieltjes moment sequence, indeterminate, moment sequence, positive definite, positive type, convolution semigroup
Received by editor(s): July 15, 1996
Received by editor(s) in revised form: February 24, 1997
Communicated by: Palle E. T. Jorgensen
Article copyright: © Copyright 1998 American Mathematical Society