In this thesis we study the spectral analysis corresponding to generalized eigenvalue problem Ay = λBy . We apply the concept of positive definite sequence (according to Ahiezer and Krein [2]) and the concept of m-functions to solve the generalized inverse eigenvalue problem (GIEP) Ay = λBy in both finite and infinite dimensional cases (Chapter 1 and Chapter 2). We investigate the GIEP for symmetric matrices A and B (Chapter 3). We also study a moment problem corresponding to the infinite system Ay = λBy, where A is a tridiagonal block matrix and B is a diagonal block matrix. |