On Positive Definiteness of Some Functions
Let [rho] be a nonnegative homogeneous function on n. General structure of the set of numerical pairs ([delta], [lambda]), for which the function (1-[rho][lambda](x))[delta]+ is positive definite on n is investigated; a criterion for positive definiteness of this function is given in terms of completely monotonic functions; a connection of this problem with the Schoenberg problem on positive definiteness of the function exp(-[rho][lambda](x)) is found. We also obtain a general sufficient condition of Polya type for a function f([rho](x)) to be positive definite on n.
Year of publication: |
2000
|
---|---|
Authors: | Zastavnyi, Victor P. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 73.2000, 1, p. 55-81
|
Publisher: |
Elsevier |
Subject: | positive definite | Schoenberg problems | Fourier transform | Bochner theorem | Lévy theorem | Hausdorff-Bernstein-Widder theorem |
Saved in:
Online Resource
Saved in favorites
Similar items by subject
-
On[alpha]-Symmetric Multivariate Characteristic Functions
Gneiting, Tilmann, (1998)
-
A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models
Hudson, Brent, (2008)
-
Non parametric estimation of smooth stationary covariance functions by interpolation methods
Elogne, S., (2008)
- More ...