From Schoenberg coefficients to Schoenberg functions

Abstract

In his seminal paper, Schoenberg (1942) characterized the class P(S^d) of continuous functions f:[-1,1] \to \R such that f(\cos \theta) is positive definite over the product space S^d \times S^d, with S^d being the unit sphere of \R^{d+1} and \theta being the great circle distance. In this paper, we consider the product space S^d \times G, for G a locally compact group, and define the class P(S^d, G) of continuous functions f:[-1,1]\times G \to \C such that f(\cos \theta, u^{-1}\cdot v) is positive definite on S^d \times S^d \times G \times G. This offers a natural extension of Schoenberg's Theorem. Schoenberg's second theorem corresponding to the Hilbert sphere S^\infty is also extended to this context. The case G=\R is of special importance for probability theory and stochastic processes, because it characterizes completely the class of space-time covariance functions where the space is the sphere, being an approximation of Planet Earth.