Convolution roots of radial positive definite functions with compact support

A classical theorem of Boas, Kac, and Krein states that a characteristic function φ with φ(x) = 0 for |x| > T admits a representation of the form φ(x) = ∫u(y)u(y + x) dy, x ∈ R, where the convolution root u ∈ L 2 (R) is complex-valued with u(x) = 0 for |x| ≥ τ/2. The result can be expressed equivalently as a factorization theorem for entire functions of finite exponential type. This paper examines the Boas-Kac representation under additional constraints: If φ is real-valued and even, can the convolution root u be chosen as a real-valued and/or even function? A complete answer in terms of the zeros of the Fourier transform of φ is obtained. Furthermore, the analogous problem for radially symmetric functions defined on R d is solved. Perhaps surprisingly, there are compactly supported, radial positive definite functions that do not admit a convolution root with half-support. However, under the additional assumption of nonnegativity, radially symmetric convolution roots with half-support exist. Further results in this paper include a characterization of extreme points, pointwise and integral bounds (Turan's problem), and a unified solution to a minimization problem for compactly supported positive definite functions. Specifically, if f is a probability density on R d whose characteristic function φ vanishes outside the unit ball, then ∫|x| 2 f(x) dx = -Δφ(0) ≥ 4j 2 (d-2)/2 where j v denotes the first positive zero of the Bessel function J v , and the estimate is sharp. Applications to spatial moving average processes, geostatistical simulation, crystallography, optics, and phase retrieval are noted. In particular, a real-valued half-support convolution root of the spherical correlation function in R 2 does not exist.

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