Paper detail

Extension of positive definite functions

Let $Ω\subset\mathbb{R}^n$ be an open, connected subset of $\mathbb{R}^n$, and let $F\colonΩ-Ω\to\mathbb{C}$, where $Ω-Ω=\{x-y\colon x,y\inΩ\}$, 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).

preprint2013arXivOpen access

Signal facts

What is known right now

Open access2 authors1 topic

Next steps

Decide what to do with this paper

Use like or dislike for the fast social read. The more specific scholarly feedback stays available below when needed.

Log in to curate

Reading frame

Keep the important context close to the paper

Keep the important signals around this paper in one place: votes, save state, collection context, reviews and the metadata you need before deciding what to do next.

Institutions

Add specific reaction

Move through the context

Research map

Open full explorer

Move through nearby people, institutions, topics and adjacent work without leaving the paper page.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Structured reviews

0 review(s)

ContributeLeave structured feedbackUse the review template when you have a concrete strength, concern or method question.Open review form

No structured reviews yet. High-signal critique starts here.

Work discussion

0 comment(s)

DiscussAdd a high-signal commentKeep quick notes, caveats and replication pointers separate from formal reviews.Open comment form

No discussion yet. The first strong comment sets the tone.