English

Extension of positive definite functions

Spectral Theory 2014-01-03 v3

Abstract

Let ΩRn\Omega\subset\mathbb{R}^n be an open, connected subset of Rn\mathbb{R}^n, and let F ⁣:ΩΩCF\colon\Omega-\Omega\to\mathbb{C}, where ΩΩ={xy ⁣:x,yΩ}\Omega-\Omega=\{x-y\colon x,y\in\Omega\}, be a continuous positive definite function. We give necessary and sufficient conditions for FF to have an extension to a continuous positive definite function defined on the entire Euclidean space Rn\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 FF. When a positive definite function FF is extendable, we show that it is characterized by existence of associated unitary representations of Rn\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).

Keywords

Cite

@article{arxiv.1212.3047,
  title  = {Extension of positive definite functions},
  author = {Palle Jorgensen and Robert Niedzialomski},
  journal= {arXiv preprint arXiv:1212.3047},
  year   = {2014}
}

Comments

33 pages

R2 v1 2026-06-21T22:53:43.431Z