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added explicit proof for $a>2$ case
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Here is a full characterization.

Theorem. The function $e^{-|x|^a}$ is positive definite for $0\le a \le 2$ and is not positive definite for $a>2$. Thus, its Fourier transform is positive and non positive for the said ranges.

Proof. The claim $a=0$ is trivial. Assume $0<a<2$. Then, it can be shown that \begin{equation*} -|x|^a = C_a\int_{-\infty}^\infty \frac{\cos (xt) - 1}{|t|^{a+1}}dt, \end{equation*} where $C_a$ is a constant depending on $a$. Since $\cos(xt)$ is a positive definite function, we see that $-|x|^a$ is conditionally positive definite (because of the $-1$ term). Hence, $\exp(-|x|^a)$ is positive definite, and consequently by Bochner's theorem, it's FT is positive.

For $a>2$, it is easy to construct numerical examples where the associated function is not positive definite, and hence its FT is not positive. Carlo Beenakker's answer gives an example.

To obtain a formal proof of this, here's an outline by contradiction. In particular, suppose that for some $a > 2$, the kernel $e^{-|x-y|^a}$ is positive definite, $|x-y|^a$ is negative definite. Thus, by appealing to Schoenberg's theorem, it must be the case that $d(x,y) := |x-y|^{a/2}$ is a metric on $\mathbb{R}$. Choosing $x,y,z=(0,1,2)$ and comparing $d(x,y)=d(y,z)=1$ but $d(x,z)=2^{a/2}>2$, a contradiction to the triangle inequality.

Reference. Chapter 5, Positive definite matrices, R. Bhatia. Princeton University Press, 2007.

Here is a full characterization.

Theorem. The function $e^{-|x|^a}$ is positive definite for $0\le a \le 2$ and is not positive definite for $a>2$. Thus, its Fourier transform is positive and non positive for the said ranges.

Proof. The claim $a=0$ is trivial. Assume $0<a<2$. Then, it can be shown that \begin{equation*} -|x|^a = C_a\int_{-\infty}^\infty \frac{\cos (xt) - 1}{|t|^{a+1}}dt, \end{equation*} where $C_a$ is a constant depending on $a$. Since $\cos(xt)$ is a positive definite function, we see that $-|x|^a$ is conditionally positive definite (because of the $-1$ term). Hence, $\exp(-|x|^a)$ is positive definite, and consequently by Bochner's theorem, it's FT is positive.

For $a>2$, it is easy to construct numerical examples where the associated function is not positive definite, and hence its FT is not positive. Carlo Beenakker's answer gives an example.

Reference. Chapter 5, Positive definite matrices, R. Bhatia. Princeton University Press, 2007.

Here is a full characterization.

Theorem. The function $e^{-|x|^a}$ is positive definite for $0\le a \le 2$ and is not positive definite for $a>2$. Thus, its Fourier transform is positive and non positive for the said ranges.

Proof. The claim $a=0$ is trivial. Assume $0<a<2$. Then, it can be shown that \begin{equation*} -|x|^a = C_a\int_{-\infty}^\infty \frac{\cos (xt) - 1}{|t|^{a+1}}dt, \end{equation*} where $C_a$ is a constant depending on $a$. Since $\cos(xt)$ is a positive definite function, we see that $-|x|^a$ is conditionally positive definite (because of the $-1$ term). Hence, $\exp(-|x|^a)$ is positive definite, and consequently by Bochner's theorem, it's FT is positive.

For $a>2$, it is easy to construct numerical examples where the associated function is not positive definite, and hence its FT is not positive. Carlo Beenakker's answer gives an example.

To obtain a formal proof of this, here's an outline by contradiction. In particular, suppose that for some $a > 2$, the kernel $e^{-|x-y|^a}$ is positive definite, $|x-y|^a$ is negative definite. Thus, by appealing to Schoenberg's theorem, it must be the case that $d(x,y) := |x-y|^{a/2}$ is a metric on $\mathbb{R}$. Choosing $x,y,z=(0,1,2)$ and comparing $d(x,y)=d(y,z)=1$ but $d(x,z)=2^{a/2}>2$, a contradiction to the triangle inequality.

Reference. Chapter 5, Positive definite matrices, R. Bhatia. Princeton University Press, 2007.

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Suvrit
  • 28.6k
  • 7
  • 82
  • 150

Here is a full characterization.

Theorem. The function $e^{-|x|^a}$ is positive definite for $0\le a \le 2$ and is not positive definite for $a>2$. Thus, its Fourier transform is positive and non positive for the said ranges.

Proof. The claim $a=0$ is trivial. Assume $0<a<2$. Then, it can be shown that \begin{equation*} -|x|^a = C_a\int_{-\infty}^\infty \frac{\cos (xt) - 1}{|t|^{a+1}}dt, \end{equation*} where $C_a$ is a constant depending on $a$. Since $\cos(xt)$ is a positive definite function, we see that $-|x|^a$ is conditionally positive definite (because of the $-1$ term). Hence, $\exp(-|x|^a)$ is positive definite, and consequently by Bochner's theorem, it's FT is positive.

For $a>2$, it is easy to construct numerical examples where the associated function is not positive definite, and hence its FT is not positive. Carlo Beenakker's answer gives an example.

Reference. Chapter 5, Positive definite matrices, R. Bhatia. Princeton University Press, 2007.