Positive-definiteness and integral representations for special functions

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Abstract: We characterize a holomorphic positive definite function f defined on a horizontal strip of the complex plane as the Fourier-Laplace transform of a unique exponentially finite measure on mathbbR. The classical theorems of Bochner on positive definite functions and of Widder on exponentially convex functions become special cases of this characterization: they are respectively the real and pure imaginary sections of the complex integral representation. We apply this representation to special cases, including the Gamma, zeta and Bessel functions, and construct explicitly the corresponding measures, thus providing new insight into the nature of complex positive and co-positive definite functions: in the case of the zeta function this process leads to a new proof of an integral representation on the critical strip.



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