Smooth positive definite functions on some multiplicative semigroups (Q1192113)

Let \(I\) denote the multiplicative semigroup \(]-1,1[\). In the following formulae we write \(0^ u=0\) for \(u\geq0\). Then a positive definite function \(\phi\colon I\to \mathbb{R}\) is locally bounded at \(0\) iff there are Radon measures \(\mu_{\pm1}\) on \(\mathbb{R}_ +=[0,\infty[\) such that \(\int_ 0^ \infty| x| ^ u d\mu_{\pm1}(u)<\infty\) and \(\phi(x)=c+\int_ 0^ \infty | x| ^ ud\mu_ 1(u) +\text{sgn}(x)\int_ 0^ \infty| x| ^ u d\mu_{-1}(u)\) for some \(c\geq0\). The data \(\mu_{\pm1}\) and \(c\) are uniquely determined by these conditions, and if they are satisfied, then \(\phi\) is analytic on \(I\setminus\{0\}\) (Proposition 2.1). Also, \(\phi\) is continuous at 0 iff \(\phi\) is continuous on \(I\) iff \(\mu_{\pm1}(\{0\})=0\) (Proposition 2.2). If \(\phi\) is a continuous positive definite function on \(I\) then it has an \(n\)-th derivative at \(0\) iff \(\mu_{\pm1}(]k,k+1[)=0\) and \(\mu_{(-1)^ k}(\{k+1\})=0\) for \(k=0,1,\dots,n-1\). In this case \(\phi(x)=c+\sum_{k=1}^ n\mu_{(-1)^ k}(\{k\})x^ k +\int_{]n,\infty[}| x| ^ ud\mu_ 1(u) +\text{sgn}(x)\int_{]n,\infty[}| x| ^ ud\mu_{-1}(u)\), and all \(k\)-th derivatives, \(k=1,\dots,n\) can be computed and the derivative of the remainder integrals are given by integral formulae (see Theorem 2.3). This theory is then extended to a theory of continuous positive definite functions on \(I^ 2\); the degree of technicality increases considerably due to the increasing complication of the set of singularities. The power of the results obtained is such that they allow a quick proof of the following theorem (5.2): A positive definite continuous function on \(I^ 2\) which is locally bounded at \((0,0)\) extends to a holomorphic positive definite continuous function on \(\{(z_ 1,z_ 2)\in\mathbb{C}^ 2: | z_ 1| , | z_ 2| \leq1\}\) if and only if there are \(x, y\in ]0,1[\) such that both \(\phi(x,{\cdot})\) and \(\phi({\cdot},y)\) are smooth on \(I\).