THE TRUNCATED HAMBURGER MATRIX MOMENT PROBLEMS IN THE NONDEGENERATE AND DEGENERATE CASES, AND MATRIX CONTINUED FRACTIONS

The present paper deals simultaneously with the nondegenerate and dege nerate truncated Hamburger matrix moment problems in a unified way bas ed on the use of the Schur algorithm involving matrix continued fracti ons. A full analysis of them together with a relative matrix moment pr oblem on the real axis is given. With the help of the correspondence b etween the moment problem on the real axis and the Nevanlinna-Pick (NP ) interpolation, the solutions of the nontangential NP interpolation i n the Nevanlinna class are derived as an application. (C) 1998 Elsevie r Science Inc. All rights reserved.