Abstract
We consider the class of radial exponentially convex functions defined over n-dimensional balls with finite or infinite radii. We provide characterization theorems for these classes, as well as Rudin’s type extension theorems for radial exponentially convex functions defined over n-dimensional balls into radial exponentially convex functions defined over the whole n-dimensional Euclidean space. We furthermore establish inversion theorems for the measures, termed here n-Nussbaum measures, associated with integral representations of radial exponentially convex functions. This in turn allows obtaining recurrence relations between 1-Nussbaum measures and n-Nussbaum measures for a given integer n greater than 1. We also provide a up to now unknown catalogue of radial exponentially convex functions and associated n-Nussbaum measures. We finally turn our attention into componentwise radial exponential convexity over product spaces, with a Rudin extension result and analytical examples of exponentially convex functions and associated Nussbaum measures. As a byproduct, we obtain a parametric model of nonseparable stationary space-time covariance functions that do not belong to the well-known Gneiting class.
Similar content being viewed by others
Data Availability
Not applicable.
References
Berg C, Christensen JPR, Ressel P (1984) Harmonic analysis on semigroups: theory of positive definite and related functions, vol 100. Springer, New York
Bernstein S (1929) Sur les fonctions absolument monotones. Acta Math 52(1):1–66
Chen W, Genton MG, Sun Y (2021) Space-time covariance structures and models. Annu Rev Stat Appl 8:191–215
Chilès J, Delfiner P (2012) Geostatistics: modeling spatial uncertainty, 2nd edn. Wiley, New York
Daley DJ, Porcu E (2014) Dimension walks and Schoenberg spectral measures. Proc Am Math Soc 142(5):1813–1824
Devinatz A (1955) The representation of functions as a Laplace-Stieltjes integrals. Duke Math J 22(2):185–191
Eaton ML (1981) On the projections of isotropic distributions. Ann Stat 9(2):391–400
Ehm W, Genton MG, Gneiting T (2003) Stationary covariances associated with exponentially convex functions. Bernoulli 9(4):607–615
Erdélyi A (1953) Higher transcendental functions, vol II. McGraw-Hill, New York
Erdélyi A (1954) Tables of integral transforms, vol II. McGraw-Hill, New York
Genton MG, Perrin O (2004) On a time deformation reducing nonstationary stochastic processes to local stationarity. J Appl Probab 41(1):236–249
Gneiting T (2002) Compactly supported correlation functions. J Multivar Anal 83(2):493–508
Gneiting T (2002) Nonseparable, stationary covariance functions for space-time data. J Am Stat Assoc 97:590–600
Gneiting T, Sasvári Z (1999) The characterization problem for isotropic covariance functions. Math Geol 31(1):105–111
Gradshteyn IS, Ryzhik IM (2014) Table of integrals, series, and products. Academic Press, Amsterdam
Krein MG (1940) Sur le problème du prolongement des fonctions hermitiennes positives et continues. Proc USSR Acad Sci 26(1):17–22
Linnik J, Ostrovskii I (1977) Decomposition of random variables and vectors. American Mathematical Society, Providence
Loève M (1946) Fonctions aléatoires à décomposition orthogonale exponentielle. La Revue Sci 84:159–162
Matheron G (1965) Les variables régionalisées et leur estimation. Masson, Paris
McMillan B (1954) Absolutely monotone functions. Ann Math 60(3):467–501
Nussbaum A (1972) Radial exponentially convex functions. J d’Anal Math 25(1):277–288
Olver FW, Lozier DM, Boisvert RF, Clark CW (2010) NIST handbook of mathematical functions. Cambridge University Press, Cambridge
Perrin O, Senoussi R (2000) Reducing non-stationary random fields to stationarity and isotropy using a space deformation. Stat Probab Lett 48(1):23–32
Porcu E, Gregori P, Mateu J (2006) Nonseparable stationary anisotropic space-time covariance functions. Stoch Environ Res Risk Assess 21(2):113–122
Porcu E, Alegria A, Furrer R (2018) Modeling temporally evolving and spatially globally dependent data. Int Stat Rev 86(2):344–377
Porcu E, Senoussi R, Mendoza E, Bevilacqua M (2020) Reduction problems and deformation approaches to nonstationary covariance functions over spheres. Electron J Stat 14(1):890–916
Porcu E, Furrer R, Nychka D (2021) 30 years of space-time covariance functions. Wiley Interdiscip Rev Comput Stat 13(2):e1512
Porcu E, Feng S, Emery X, Peron A (2023) Rudin extension theorems on product spaces, turning bands, and random fields on balls cross time. Bernoulli 29(2):1464–1475
Prudnikov A, Brychkov Y, Marichev O (1986) Integrals and series, vol 2. Gordon and Breach Science Publishers, New York
Rudin W (1963) The extension problem for positive-definite functions. Ill J Math 7(3):532–539
Rudin W (1970) An extension theorem for positive-definite functions. Duke Math J 37(1):49–53
Sasvári Z (1994) Positive definite and definitizable functions. Akademie, Berlin
Sasvári Z (2006) The extension problem for positive definite functions. a short historical survey. In: Langer M, Luger A, Woracek H (eds) Operator theory and indefinite inner product spaces. Birkhäuser, Basel, pp 365–379
Sasvári Z (2013) Multivariate characteristic and correlation functions. De Gruyter, Berlin
Schaback R, Wu Z (1996) Operators on radial functions. J Comput Appl Math 73(1–2):257–270
Schoenberg IJ (1938) Metric spaces and completely monotone functions. Ann Math 25(39):811–841
Silverman R (1957) Locally stationary random processes. IRE Trans Inf Theory 3(3):182–187
Silverman RA (1959) A matching theorem for locally stationary random processes. Commun Pure Appl Math 12(2):373–383
Wendland H (1995) Piecewise polynomial, positive definite and compactly supported radial functions of minimal degree. Adv Comput Math 4(1):389–396
Widder DV (1934) Necessary and sufficient conditions for the representation of a function by a doubly infinite Laplace integral. Bull Am Math Soc 40(4):321–326
Yaglom A (1987) Correlation theory of stationary and related random functions. volume I: basic results. Springer, New York
Acknowledgements
This paper is based upon work supported by the National Agency for Research and Development of Chile under grants ANID FONDECYT 1210050 and ANID PIA AFB230001 (X. Emery), and by the Khalifa University of Science and Technology under Award No. FSU-2021-016 (E. Porcu). The authors are grateful to the anonymous reviewers, the Associate Editor for their careful reading of the paper.
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by Jose Alberto Cuminat.
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Emery, X., Porcu, E. Integral representations, extension theorems and walks through dimensions under radial exponential convexity. Comp. Appl. Math. 43, 28 (2024). https://doi.org/10.1007/s40314-023-02529-x
Received:
Revised:
Accepted:
Published:
DOI: https://doi.org/10.1007/s40314-023-02529-x
Keywords
- Exponential convexity
- Rudin’s extensions
- Positive definite functions
- Integral representations
- Local stationarity