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Convolution roots of radial positive definite functions with compact support
Author(s):
Werner
Ehm;
Tilmann
Gneiting;
Donald
Richards
Journal:
Trans. Amer. Math. Soc.
356
(2004),
4655-4685.
MSC (2000):
Primary 42A38, 42A82, 60E10
Posted:
May 10, 2004
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Abstract:
A classical theorem of Boas, Kac, and Krein states that a characteristic function with for admits a representation of the form
where the convolution root is complex-valued with for . The result can be expressed equivalently as a factorization theorem for entire functions of finite exponential type. This paper examines the Boas-Kac representation under additional constraints: If is real-valued and even, can the convolution root be chosen as a real-valued and/or even function? A complete answer in terms of the zeros of the Fourier transform of is obtained. Furthermore, the analogous problem for radially symmetric functions defined on is solved. Perhaps surprisingly, there are compactly supported, radial positive definite functions that do not admit a convolution root with half-support. However, under the additional assumption of nonnegativity, radially symmetric convolution roots with half-support exist. Further results in this paper include a characterization of extreme points, pointwise and integral bounds (Turán's problem), and a unified solution to a minimization problem for compactly supported positive definite functions. Specifically, if is a probability density on whose characteristic function vanishes outside the unit ball, then where denotes the first positive zero of the Bessel function , and the estimate is sharp. Applications to spatial moving average processes, geostatistical simulation, crystallography, optics, and phase retrieval are noted. In particular, a real-valued half-support convolution root of the spherical correlation function in does not exist.
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Additional Information:
Werner
Ehm
Affiliation:
Institut für Grenzgebiete der Psychologie und Psychohygiene, Wilhelmstrasse 3a, 79098 Freiburg, Germany
Email:
ehm@igpp.de
Tilmann
Gneiting
Affiliation:
Department of Statistics, University of Washington, Box 354322, Seattle, Washington 98195-4322
Email:
tilmann@stat.washington.edu
Donald
Richards
Affiliation:
Department of Statistics, Pennsylvania State University, 326 Thomas Building, University Park, Pennsylvania 16802-2111
Email:
richards@stat.psu.edu
DOI:
10.1090/S0002-9947-04-03502-0
PII:
S 0002-9947(04)03502-0
Received by editor(s):
April 10, 2003
Received by editor(s) in revised form:
September 2, 2003
Posted:
May 10, 2004
Copyright of article:
Copyright
2004,
American Mathematical Society
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