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Jul 10, 2023 at 6:04 vote accept user8469759
Jun 19, 2023 at 2:19 comment added user8469759 How is $f_{c;p}$ positive definite iff $p \leq 2$. Wouldn't this hold also for $p = 4$? (any even number).
Jun 18, 2023 at 17:55 comment added Iosif Pinelis @user8469759 : I explained in the answer what I mean by "borderline" positive definite. What do you think is unclear in that explanation?
Jun 18, 2023 at 17:55 comment added Iosif Pinelis @user8469759 : For the definition of a characteristic function, see this. For a characteristic function being positive definite, see this. For the characteristic function of a normal distribution, see this.
Jun 18, 2023 at 3:34 comment added user8469759 I think I understand the idea. Which is a similar intuition as mine. What I was wondering however if there's some what to measure this ill conditioning (conditioning number could be one of it).
Jun 18, 2023 at 3:26 comment added user8469759 I am digesting the answer. Can you clarify what you mean by "characteristic function of normal distribution". Also what do you mean by "borderline positive definite", how are you assessing the borderline?
Jun 16, 2023 at 15:39 history edited Iosif Pinelis CC BY-SA 4.0
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Jun 16, 2023 at 14:40 history edited Iosif Pinelis CC BY-SA 4.0
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Jun 16, 2023 at 14:33 history edited Iosif Pinelis CC BY-SA 4.0
added 377 characters in body
Jun 16, 2023 at 14:18 history answered Iosif Pinelis CC BY-SA 4.0