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JOURNALS // Izvestiya Rossiiskoi Akademii Nauk. Seriya Matematicheskaya // Archive

Izv. Akad. Nauk SSSR Ser. Mat., 1987 Volume 51, Issue 2, Pages 436–443 (Mi im1304)

This article is cited in 6 papers

On a class of extremal problems

A. L. Sakhnovich


Abstract: The matrix-valued function $\rho(\lambda,\mu)=\Phi_2(E-\lambda A^*)^{-1}S^{-1}(E-\mu A)^{-1}\Phi_2$ is investigated for operators $S>0$ satisfying the operator identity $AS-SA^*=i\Pi_1/\Pi_1^*$, $\Pi_1=[\Phi_1,\Phi_2]$. Connected with the operator $S$ is the problem of describing the taxation functions (nondecreasing operator-valued functions) $\sigma$ giving the representations $S=\int_{-\infty}^\infty(E-At)^{-1}\Phi_2\,d\sigma(t)\Phi_2^*(E-A^*t)^{-1}$. It is proved that the maximal jump in taxation functions at a point $\lambda_0$ ($\operatorname{Im}{\lambda_0}=0$) is equal to $\rho^{-1}(\lambda_0,\lambda_0)$. The asymptotic behavior of $\rho_k(\lambda_0,\overline\lambda_0)$ for $\operatorname{Im}{\lambda_0}\geqslant0$ as $k\to\infty$ is studied in the case when a sequence of operators $S_k$ acting in spaces $H_k$ ($H_1\subset H_2\subset\cdots$) is given. In the case of Toeplitz matrices $S$ the asymptotic behavior of $\rho_k(\lambda_0, \overline\lambda_0)$ yields the first limit theorem of Szegë.
Bibliography: 19 titles.

UDC: 517.5

MSC: 47B35

Received: 10.12.1984


 English version:
Mathematics of the USSR-Izvestiya, 1988, 30:2, 411–418

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