Positive definite functions and multidimensional versions of random variables
Abstract
We say that a random vector in is an -dimensional version of a random variable if for any the random variables and are identically distributed, where is called the standard of An old problem is to characterize those functions that can appear as the standard of an -dimensional version. In this paper, we prove the conjecture of Lisitsky that every standard must be the norm of a space that embeds in This result is almost optimal, as the norm of any finite dimensional subspace of with is the standard of an -dimensional version (-stable random vector) by the classical result of P.L\`evy. An equivalent formulation is that if a function of the form is positive definite on where is an origin symmetric star body in and is an even continuous function, then either the space embeds in or is a constant function. Combined with known facts about embedding in this result leads to several generalizations of the solution of Schoenberg's problem on positive definite functions.
Cite
@article{arxiv.0903.1433,
title = {Positive definite functions and multidimensional versions of random variables},
author = {Alexander Koldobsky},
journal= {arXiv preprint arXiv:0903.1433},
year = {2009}
}