Extensions of Positive Definite Functions: Applications and Their Harmonic Analysis

Abstract

We study two classes of extension problems, and their interconnections: (i) Extension of positive definite (p.d.) continuous functions defined on subsets in locally compact groups $G$; (ii) In case of Lie groups, representations of the associated Lie algebras $La\left(G\right)$ by unbounded skew-Hermitian operators acting in a reproducing kernel Hilbert space (RKHS) $\mathscr{H}_{F}$. Why extensions? In science, experimentalists frequently gather spectral data in cases when the observed data is limited, for example limited by the precision of instruments; or on account of a variety of other limiting external factors. Given this fact of life, it is both an art and a science to still produce solid conclusions from restricted or limited data. In a general sense, our monograph deals with the mathematics of extending some such given partial data-sets obtained from experiments. More specifically, we are concerned with the problems of extending available partial information, obtained, for example, from sampling. In our case, the limited information is a restriction, and the extension in turn is the full positive definite function (in a dual variable); so an extension if available will be an everywhere defined generating function for the exact probability distribution which reflects the data; if it were fully available. Such extensions of local information (in the form of positive definite functions) will in turn furnish us with spectral information. In this form, the problem becomes an operator extension problem, referring to operators in a suitable reproducing kernel Hilbert spaces (RKHS). In our presentation we have stressed hands-on-examples. Extensions are almost never unique, and so we deal with both the question of existence, and if there are extensions, how they relate back to the initial completion problem.Comment: 235 pages, 42 figures, 7 tables. arXiv admin note: substantial text overlap with arXiv:1401.478