Three-term recurrence relation coefficients and continued fractions related to orthogonal matrix polynomials on the finite interval [a, b

Abstract

ABSTRACT The four families of matrix orthogonal polynomials are considered arising in the truncated Hausdorff matrix moment (THMM) problem. Two of those families are associated with an odd number of moments and the other two with an even number of moments. The three-term recurrence relations associated with these four families are investigated. Certain explicit formulas are presented relating the three-term recurrence relation coefficients to the Dyukarev-Stieltjes parameters, the Schur complements and the orthogonal matrix polynomials associated with the THMM problem. The matrix version of the J-fraction is presented for the corresponding four extremal solutions of the THMM problem.