Positive definite functions arise in various areas in pure and
applied mathematics, such as orthogonal polynomials, numerical
integration, and time series analysis. In these applications, the
notion of positive definiteness is depending on an underlying
group or semigroup structure. We extend some central results on
positive definite functions to more general algebraic structures,
which are induced by polynomial sequences. In particular, we show
that every positive definite function of this type is the
transform of a positive finite Borel measure on the reals, and
find conditions which yield more information on the character of
the support of this measure. For illustration and application of
our results, we consider stationary sequences and certain
non-autonomous linear Volterra difference equations. In the latter
case, statements on the existence of unbounded solutions are
obtained.
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Positive definite functions arise in various areas in pure and
applied mathematics, such as orthogonal polynomials, numerical
integration, and time series analysis. In these applications, the
notion of positive definiteness is depending on an underlying
group or semigroup structure. We extend some central results on
positive definite functions to more general algebraic structures,
which are induced by polynomial sequences. In particular, we show
that every positive definite function of th...
»