The extension problem for measurable positive definite functions (Q1059168): Difference between revisions

We prove some new results concerning the support of a positive definite function on R. Using these results we give an affirmative answer to an old question of M.G. Krein: Every measurable positive definite function on the interval (-a,a), \(0<a<\infty\), has an extension to R which is positive definite and measurable.