Extension of positive definite functions

DOI10.1016/J.JMAA.2014.09.002zbMATH Open1298.43005arXiv1212.3047OpenAlexW2025477284MaRDI QIDQ458362FDOQ458362

Robert Niedzialomski, Palle Jorgensen

Publication date: 7 October 2014

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: Let $Omegasubsetmathbb{R}^n$ be an open, connected subset of $mathbb{R}^n$, and let $FcolonOmega-OmegaomathbbC$, where $Omega-Omega=x-ycolonx,yinOmega$, be a continuous positive definite function. We give necessary and sufficient conditions for $F$ to have an extension to a continuous positive definite function defined on the entire Euclidean space $mathbb{R}^n$. The conditions are formulated in terms of strong commutativity of a system of certain unbounded selfadjoint operators defined on a Hilbert space associated to $F$. When a positive definite function $F$ is extendable, we show that it is characterized by existence of associated unitary representations of $mathbb{R}^n$. Different positive definite extensions correspond to different unitary representations. We prove that each such unitary representation has simple spectrum. We give necessary and sufficient conditions for a continuous positive definite function to have exactly one extension. Our proof regarding extensions of positive definite functions carries over mutatis mutandis to the case of conditionally negative definite functions, which has applications to Gaussian stochastic processes, whose increments in mean-square are stationary (e.g., fractional Brownian motion).

Full work available at URL: https://arxiv.org/abs/1212.3047

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zbMATH Keywords

reproducing kernel Hilbert spacepositive definite functionunitary representationspectral resolutioncommuting selfadjoint extensionsymmetric (Hermitian) unbounded operator

Mathematics Subject Classification ID

Positive definite functions on groups, semigroups, etc. (43A35)

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Cited In (5)

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