Some Problems Related to Completely Monotone Positive Definite Functions
Matematičeskie zametki, Tome 106 (2019) no. 2, pp. 222-240.

Voir la notice de l'article provenant de la source Math-Net.Ru

This paper deals with several problems related to functions of the class ${\mathcal{CM}}$ of completely monotone functions and functions of the class $\Phi(E)$ of positive definite functions on a real linear space $E$. Theorem 1 verifies some conjectures of Moak related to the complete monotonicity of the function $x^{-\mu}(x^2+1)^{-\nu}$. Theorem 2 states that if $f\in C^{\infty}{(0,+\infty)}$ and $\delta\in{\mathbb{R}}$, then $$ f(x)-a^\delta f(a x)\in {\mathcal{CM}}\qquad \text{for all}\quad a>1 $$ if and only if $-\delta f(x)-xf'(x)\in \mathcal{CM}$. A similar result for functions in $\Phi(E)$ is obtained in Theorem 9: if $\varepsilon\in{\mathbb{R}}$ and a function $h\colon [0,+\infty)\to\mathbb{R}$ is continuous on $[0,+\infty)$ and differentiable on the interval $(0,+\infty)$ and satisfies the condition $xh'(x)\to 0$ as ${x\to+0}$, then $$ h(\rho(u))-a^{-\varepsilon}h(a\rho(u))\in\Phi(E)\qquad \text{for all}\quad a>1 $$ if and only if $ \psi_{\varepsilon}(\rho(u))\in\Phi(E), $ where $\psi_{\varepsilon}(x):=\varepsilon h(x)- xh'(x)$ for $x>0$ and $\psi_{\varepsilon}(0):=\varepsilon h(0)$. Here $\rho$ is a nonnegative homogeneous function on $E$ and $\rho(u)\not\equiv 0$. It is proved (Example 6) that: $e^{-\alpha\|u\|}(1-\beta\|u\|)\in\Phi(\mathbb{R}^m)$ if and only if $-\alpha\le\beta\le\alpha/m$; $e^{-\alpha\|u\|^2}(1-\beta\|u\|^2)\in\Phi({\mathbb{R}}^m)$ if and only if $0\le\beta\le2\alpha/m$. Here $\|u\|$ is the Euclidean norm on $\mathbb{R}^m$. Theorem 11 deals with the case of radial positive definite functions $h_{\mu,\nu}$.
Keywords: completely monotone functions, positive definite functions, Hausdorff–Bernstein–Widder theorem, Bochner–Khinchine theorem.
Mots-clés : Fourier transform
@article{MZM_2019_106_2_a5,
     author = {V. P. Zastavnyi},
     title = {Some {Problems} {Related} to {Completely} {Monotone} {Positive} {Definite} {Functions}},
     journal = {Matemati\v{c}eskie zametki},
     pages = {222--240},
     publisher = {mathdoc},
     volume = {106},
     number = {2},
     year = {2019},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_2019_106_2_a5/}
}
TY  - JOUR
AU  - V. P. Zastavnyi
TI  - Some Problems Related to Completely Monotone Positive Definite Functions
JO  - Matematičeskie zametki
PY  - 2019
SP  - 222
EP  - 240
VL  - 106
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MZM_2019_106_2_a5/
LA  - ru
ID  - MZM_2019_106_2_a5
ER  - 
%0 Journal Article
%A V. P. Zastavnyi
%T Some Problems Related to Completely Monotone Positive Definite Functions
%J Matematičeskie zametki
%D 2019
%P 222-240
%V 106
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MZM_2019_106_2_a5/
%G ru
%F MZM_2019_106_2_a5
V. P. Zastavnyi. Some Problems Related to Completely Monotone Positive Definite Functions. Matematičeskie zametki, Tome 106 (2019) no. 2, pp. 222-240. http://geodesic.mathdoc.fr/item/MZM_2019_106_2_a5/

[1] R. Askey, H. Pollard, “Some absolutely monotonic and completely monotonic functions”, SIAM J. Math. Anal., 5 (1974), 58–63 | DOI | MR | Zbl

[2] J. L. Fields, M. E. H. Ismail, “On the positivity of some $_{1}F_2$'s”, SIAM J. Math. Anal., 6 (1975), 551–559 | DOI | MR | Zbl

[3] D. Moak, “Completely monotonic functions of the form $s^{-b}(s^2+1)^{-a}$”, Rocky Mountain J. Math., 17:4 (1987), 719–725 | DOI | MR | Zbl

[4] V. P. Zastavnyi, “On positive definiteness of some functions”, J. Multivariate Anal., 73:1 (2000), 55–81 | DOI | MR | Zbl

[5] V. P. Zastavnyi, “On entire functions of exponential type without zeros in the open lower half-plane”, Ukr. Math. Bull., 3:3 (2006), 395–422 | MR | Zbl

[6] V. P. Zastavnyi, “Problems related to positive definite functions”, Positive Definite Functions: From Schoenberg to Space-Time Challenges, Editorial Universitat Jaume I, Castello, 2008, 63–114

[7] V. P. Zastavnyi, “On some properties of Buhmann functions”, Ukrainian Math. J., 58:8 (2006), 1184–1208 | DOI | MR | Zbl

[8] V. P. Zastavnyi, E. Porcu, “On positive definiteness of some radial functions”, Lobachevskii J. Math., 38:2 (2017), 386–394 | DOI | MR | Zbl

[9] E. Porcu, V. P. Zastavnyi, M. Bevilacqua, “Buhmann covariance functions, their compact supports, and their smoothness”, Dolomites Res. Notes Approx., 10 (2017), 33–42 | MR

[10] V. P. Zastavnyi, R. M. Trigub, “Polozhitelno opredelennye splainy spetsialnogo vida”, Matem. sb., 193:12 (2002), 41–68 | DOI | MR | Zbl

[11] N. I. Akhiezer, Klassicheskaya problema momentov i nekotorye voprosy analiza, svyazannye s neyu, Fizmatgiz, M., 1961 | MR | Zbl

[12] W. Feller, “Completely monotone functions and sequences”, Trans. Amer. Math. Soc., 5:3 (1939), 661–674 | MR

[13] Z. Sasvári, Multivariate Characteristic and Correlation Functions, De Gruyter Stud. Math., 50, Walter de Gruyter, Berlin, 2013 | MR

[14] D. V. Widder, The Laplace Transform, Princeton Univ. Press, Princeton, NJ, 1946 | MR

[15] R. L. Schilling, R. Song, Z. Vondraček, Bernstein Functions, De Gruyter Stud. Math., 37, Walter de Gruyter, Berlin, 2012 | MR

[16] Holger Wendland, Scattered Data Approximation, Cambridge Univ. Press, Cambridge, 2005 | MR | Zbl

[17] R. D. Atanassov, U. V. Tsoukrovski, “Some properties of a class of logarithmically completely monotonic functions”, C. R. Acad. Bulgare Sci., 41:2 (1988), 21–23 | MR | Zbl

[18] F. Qi, B.-N. Guo, “Complete monotonicities of functions involving the gamma and digamma functions”, RGMIA Res. Rep. Coll., 7:1 (2004), 63–72

[19] F. Qi, “Bounds for the ratio of two gamma functions”, J. Inequal. Appl., 2010, Art. ID 493058 | MR

[20] I. J. Schoenberg, “Metric spaces and completely monotone functions”, Ann. of Math. (2), 39:4 (1938), 811–841 | DOI | MR

[21] R. A. Horn, “On infinitely divisible matrices, kernels and functions”, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 8:3 (1967), 219–230 | DOI | MR | Zbl

[22] C. Berg, “Integral representation of some functions related to the gamma function”, Mediterr. J. Math., 1:4 (2004), 433–439 | DOI | MR | Zbl

[23] N. I. Akhiezer, Lektsii ob integralnykh preobrazovaniyakh, Vischa shkola, Kharkov, 1984 | MR

[24] N. N. Vakhaniya, V. I. Tarieladze, S. A. Chobanyan, Veroyatnostnye raspredeleniya v banakhovykh prostranstvakh, Nauka, M., 1985 | MR

[25] R. M. Trigub, E. S. Belinsky, Fourier Analysis and Approximation of Functions, Kluwer Academic Publ., Dordrecht, 2004 | MR | Zbl

[26] V. P. Zastavnyi, A. D. Manov, “O polozhitelnoi opredelennosti nekotorykh funktsii, svyazannykh s problemoi Shenberga”, Matem. zametki, 102:3 (2017), 355–368 | DOI | MR | Zbl

[27] G. N. Watson, A Treatise on the Theory of Bessel Functions, Cambridge Univ. Press, Cambridge, 1944 | MR | Zbl

[28] V. P. Zastavnyi, “O nulyakh tselykh funktsii spetsialnogo vida”, Matem. zametki, 83:1 (2008), 24–31 | DOI | MR | Zbl

[29] V. P. Zastavnyi, “Polozhitelno opredelennye radialnye funktsii i splainy”, Dokl. AN, 386:4 (2002), 446–449 | MR | Zbl

[30] A. Peron, E. Porcu, X. Emery, “Admissible nested covariance models over spheres cross time”, Stochastic Environmental Research and Risk Assessment, 32:11 (2018), 3053–3066 | DOI

[31] P. Gregori, E. Porcu, J. Mateu, Z. Sasvári, “On potentially negative space time covariances obtained as sum of products of marginal ones”, Ann. Inst. Statist. Math., 60:4 (2008), 865–882 | DOI | MR | Zbl