Canadian Journal of Mathematics · 1997 · 25 citations · 5 references
Natural SciencesMathematicsOptimizationProbability TheoryStochastic ProcessesLinear AlgebraMethod Of MomentsRandom MatricesRandom Matrix DistributionsRandom Matrix Theory
Abstract For a truncated matrix moment problem, we describe in detail the set of positive definite matrices of measures μ in V 2n (this is the set of solutions of the problem of degree 2n) for which the polynomials up to degree n are dense in the corresponding space L 2 (μ). These matrices of measures are exactly the extremal measures of the set V n .
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