All Questions
10 questions
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 ...
- 31
0
votes
0
answers
326
views
Precise decay of density through Fourier transform
Suppose $f(x)$ is a probability density on $\mathbb{R}$. Let $\varphi(t)=\int e^{itx}f(x)dx$ denote the Fourier transform (characteristic function). It is well-known that if $\int |x|^p f(x)dx<\...
- 87
1
vote
0
answers
213
views
How to prove the Fourier transform of $e^{-x^p}$ is positive [duplicate]
I wonder how to prove that
$$\int_0^\infty\exp(-x^p)\cos(tx)\,dt\geq 0, \quad \frac{1}{2}<p<1.$$
This conclusion is used in the answer to another question here
Looking for sufficient conditions ...
- 61
4
votes
1
answer
325
views
Fourier-positivity of a certain function
I am wondering how to prove the below Fourier transform is non-negative? I did much simulation and it seems to be non-negative.
$$\int_0^\inf (be^{-at^p}-ae^{-bt^p})\cos(tx)dt, 0<a<b, \frac{1}{2}...
- 61
0
votes
1
answer
294
views
Joint distribution of random Fourier coefficients
Consider choosing a Boolean function $f : \{0, 1\}^{n} \rightarrow \{-1, 1\}$ uniformly at random from the set of all Boolean functions and consider the random variable $\left(\hat f(z_{1}), \hat f(z_{...
1
vote
0
answers
107
views
Comparison of two Fourier transforms
I am looking for $\delta>0$, such that
$$
\delta \int_{-\infty}^{\infty} \exp(its)
{ \Gamma\{2(it+1)/3\}\over \Gamma\{(it+1)/2\} }dt \le \\
\int_{-\infty}^{\infty} \exp(its)
{ \Gamma (it+1)\over \...
- 93
12
votes
3
answers
2k
views
Looking for sufficient conditions for positive Fourier transforms
I am looking for some sufficient conditions for an even, continuous, nonnegative, non-increasing, non-convex function to be non-negative definite. In other words
$$
\int_0^\infty f(x)\cos(x\omega) \, ...
- 178
20
votes
1
answer
1k
views
Fourier transform of $f_a(x)= a^{-2}\exp(-|x|^a)$, $a \in (0,2)$, is decreasing in $a$
Can one show that Fourier transform of
$$ f_a(x) = a^{-2} \exp(-|x|^a), \qquad a \in (0,2)$$
is decreasing in $a$?
I have a solution for $a \in (0,1]$ which cannot be used for $a\in (1,2)$.
- 178
5
votes
0
answers
82
views
Are Stochastic Process Characterized by Their conditional Moments
Suppose that $X_t$ is a real-valued stochastic process. Then is $X_t$ characterized by it's conditional moments? In the sence that, if $Y_t$ is another process, such that
$$
\mathbb{E}\left[\int_s^T\...
- 5,405
15
votes
4
answers
2k
views
Positivity of certain Fourier transform
Is the Fourier transform of the function
$$ f(\xi) = e^{-t|\xi|^{2m}}$$
positive for $t>0$ and $m \in \mathbb{N}_0$?
- 9,853