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3 votes
0 answers
86 views

Positive definitness of $f(|x|^\gamma)$, $0<\gamma<1$

Let $f(x)$ be a positive definite function on $x \in R^d$. Assume $f(x)$ is radial , so $f(x)$ is a function of $|x|$, let's say $g(|x|):=f(x)$. How can I show that $g(|x|^\gamma)$ is positive ...
Alexey S's user avatar
5 votes
1 answer
325 views

The discrete Fourier transform's Gaussian-like eigenvector

I have the $N$x$N$ matrix below where $N$ is a power of 2 (usually 64 or 256) and $\omega = 2\pi/N$. What is its largest eigenvalue? $\begin{bmatrix} 2 & 1 & 0 & 0 & \cdots & 0 &...
bobuhito's user avatar
  • 1,547
0 votes
0 answers
73 views

Deriving spectral measure

I am reposting this question from Cross Validated as I have not received any responses. While reading this book, I got stuck on page 266 where the authors found the spectral measure $F(du)$ of the ...
Shanks's user avatar
  • 133