Extension of the Schoenberg theorem to integrally conditionally positive definite functions (Q1799808)
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English | Extension of the Schoenberg theorem to integrally conditionally positive definite functions |
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Extension of the Schoenberg theorem to integrally conditionally positive definite functions (English)
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19 October 2018
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The celebrated result of Schoenberg states that a real-valued function \(f\) on \(\mathbb{R}^d\) is conditionally positive definite if and only if for all \(t>0\), the functions \(e^{tf}\) are positive definite. Here the definition of positive definiteness is meant in the pointwise sense. The goal of the present paper is to carry this result over to a class of integrally (conditionally) positive definite functions. Let \(L_0^2(\mathbb{R}^d)\) be the set of real-valued functions in \(L^2(\mathbb{R}^d)\) with compact support. \({f\in P}(L_0^2(\mathbb{R}^d))\) if and only if \[ \int_{\mathbb{R}^d}\,\int_{\mathbb{R}^d} f(x-y)h(x)h(y)\,dx\,dy\geq0, \quad \forall \;h\in L_0^2(\mathbb{R}^d), \] and \(f\in CP(L_0^2(\mathbb{R}^d))\) if and only if the same inequality holds for all \(h\in L_0^2(\mathbb{R}^d)\) with the zero average over \(\mathbb{R}^d\). As usual, \(L^p_{\mathrm{loc}}(\mathbb{R}^d)\) stands for the set of all measurable functions \(g\) on \(\mathbb{R}^d\) so that \(g\in L^p(K)\) for each compact set \(K\subset\mathbb{R}^d\). Theorem. Let \(p>1\), and \(f\) be a real-valued function on \(\mathbb{R}^d\). Suppose that there is a number \(t_0>0\) such that \(\exp(t|f|)\in L^p_{\mathrm{loc}}(\mathbb{R}^d)\) for all \(t\in (0,t_0]\). Then \[ f\in CP(L_0^2(\mathbb{R}^d)) \;\Leftrightarrow \;e^{tf}\in P(L_0^2(\mathbb{R}^d)), \;\;\forall t\in (0, t_0]. \]
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convexity
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completely monotone function
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positive definite function
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Schoenberg theorem
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