Holomorphic Interpolation of Multivariate Completely Monotone Functions

Abstract

The integral representation of completely monotone functions of several real variables as Laplace or Stieltjes-Fantappié transforms of positive measures opens a Hilbert space path toward their finite-point interpolation by simpler functions. We combine, within a non-commutative Radon transform framework, the matrix pencil realization of the positive semi-definite Hankel kernel associated with the sampling of a completely monotone function with Weyl's operational calculus and Fantappiè's analytic calculus. The interpolation is achieved by finitely determined entire or rational functions, respectively, which are directionally completely monotone. In our relaxation scheme, the original positive measure is approximated by a sequence of specific Wigner distributions, which can also be regarded as analytic functionals. Throughout the interpolation process, tight bounds are enforced on the modulus or the real part of the holomorphic extension to the underlying tube domain.