Skip to main content
added 3 characters in body
Source Link
Liviu Nicolaescu
  • 34.7k
  • 2
  • 91
  • 165

The collection of functions, $\newcommand{\bR}{\mathbb{R}}$

$$f_c:\bR\to\bR,\;\;f_c(x)= e^{-cx^2}\;\;c>0, $$$$f_r:\bR\to\bR,\;\;f_r(x)= e^{-rx^2}\;\;r>0, $$

spans a vector space dense in the space of even Schwartz functions on $\bR$. However, if you want the coefficients $w_n$ to be $\geq 0$ you need to first observe that the functions

$$ g_r(t)= e^{-rt}, \;\; r>0\, \;\; t\geq 0 $$

are completely monotone, i.e.,

$$ (-1)^ng_r^{(n)}(t)\geq 0,\;\;\forall t>0$. $$

In particular, any finite superposition of functions $w_rg_t(t)$, $w_r>0$ will be completely monotone. More generally for any finite positive measure $\mu$ on $(0,\infty)$ the function

$$ F(t)=\int_0^\infty g_r(t) \mu(dr) $$

is completely monotone. Observe that $F(t)$ is an infinite superposition of $g_r$'s. Conversely, Bernstein's theorem states that any completely monotone function $F(t)$ admits an integral description as above.

The collection of functions, $\newcommand{\bR}{\mathbb{R}}$

$$f_c:\bR\to\bR,\;\;f_c(x)= e^{-cx^2}\;\;c>0, $$

spans a vector space dense in the space even Schwartz functions on $\bR$. However, if you want the coefficients $w_n$ to be $\geq 0$ you need to first observe that the functions

$$ g_r(t)= e^{-rt}, \;\; r>0\, \;\; t\geq 0 $$

are completely monotone, i.e.,

$$ (-1)^ng_r^{(n)}(t)\geq 0,\;\;\forall t>0$. $$

In particular, any finite superposition of functions $w_rg_t(t)$, $w_r>0$ will be completely monotone. More generally for any finite positive measure $\mu$ on $(0,\infty)$ the function

$$ F(t)=\int_0^\infty g_r(t) \mu(dr) $$

is completely monotone. Observe that $F(t)$ is an infinite superposition of $g_r$'s. Conversely, Bernstein's theorem states that any completely monotone function $F(t)$ admits an integral description as above.

The collection of functions, $\newcommand{\bR}{\mathbb{R}}$

$$f_r:\bR\to\bR,\;\;f_r(x)= e^{-rx^2}\;\;r>0, $$

spans a vector space dense in the space of even Schwartz functions on $\bR$. However, if you want the coefficients $w_n$ to be $\geq 0$ you need to first observe that the functions

$$ g_r(t)= e^{-rt}, \;\; r>0\, \;\; t\geq 0 $$

are completely monotone, i.e.,

$$ (-1)^ng_r^{(n)}(t)\geq 0,\;\;\forall t>0$. $$

In particular, any finite superposition of functions $w_rg_t(t)$, $w_r>0$ will be completely monotone. More generally for any finite positive measure $\mu$ on $(0,\infty)$ the function

$$ F(t)=\int_0^\infty g_r(t) \mu(dr) $$

is completely monotone. Observe that $F(t)$ is an infinite superposition of $g_r$'s. Conversely, Bernstein's theorem states that any completely monotone function $F(t)$ admits an integral description as above.

Source Link
Liviu Nicolaescu
  • 34.7k
  • 2
  • 91
  • 165

The collection of functions, $\newcommand{\bR}{\mathbb{R}}$

$$f_c:\bR\to\bR,\;\;f_c(x)= e^{-cx^2}\;\;c>0, $$

spans a vector space dense in the space even Schwartz functions on $\bR$. However, if you want the coefficients $w_n$ to be $\geq 0$ you need to first observe that the functions

$$ g_r(t)= e^{-rt}, \;\; r>0\, \;\; t\geq 0 $$

are completely monotone, i.e.,

$$ (-1)^ng_r^{(n)}(t)\geq 0,\;\;\forall t>0$. $$

In particular, any finite superposition of functions $w_rg_t(t)$, $w_r>0$ will be completely monotone. More generally for any finite positive measure $\mu$ on $(0,\infty)$ the function

$$ F(t)=\int_0^\infty g_r(t) \mu(dr) $$

is completely monotone. Observe that $F(t)$ is an infinite superposition of $g_r$'s. Conversely, Bernstein's theorem states that any completely monotone function $F(t)$ admits an integral description as above.