{
  "aliases": null,
  "backlinks": [
    {
      "field": "defines",
      "target": "VPMHPRRKZH"
    }
  ],
  "body": "\n## Summary\n\nA positive-definite function on $\\R^n$ is a complex function $f$ such that every matrix $\\big(f(x_i - x_j)\\big)_{i,j}$ built from finitely many points is positive semidefinite.\nIt is the case $G = \\R^n$ of a [[positive-definite function on a group|3PRZ02APFA]].\nBy [[Bochner's theorem|ZRHAG4NXHC]], the continuous positive-definite functions on $\\R^n$ are exactly the Fourier transforms of finite positive measures.\nThey appear as characteristic functions in probability, as covariance functions of stationary processes, and as kernels in interpolation and machine learning.\n\n## Explanations\n\n### L1 human\n\nPick some points on the line and form the table of values $f(x_i - x_j)$.\nFor a positive-definite function, this table always behaves like a table of inner products, so it never produces a negative \"squared length\".\nThe cosine is the simplest example, and so is the Gaussian $e^{-x^2}$.\nBeing positive-definite forces $f(0)$ to be the largest value of $\\abs{f}$.\n",
  "commit": "ff8a40749dc16545e3d2fc637f6b0196e81d0bfa",
  "front": {
    "kind": "concept",
    "msc": [
      "42A82",
      "43A35"
    ],
    "name": "Positive-definite function",
    "same_as": {
      "wikidata": "Q2293170",
      "wikipedia": "Positive-definite function"
    },
    "sources": [
      {
        "url": "https://en.wikipedia.org/wiki/Positive-definite_function"
      }
    ],
    "specializes": [
      "3PRZ02APFA"
    ],
    "tag": "F73VWGF637"
  },
  "kind": "concept",
  "link": "https://tamnd.github.io/math2/node/F73VWGF637/",
  "links": [
    {
      "field": "specializes",
      "target": "3PRZ02APFA"
    }
  ],
  "markdown": "https://tamnd.github.io/math2/node/F73VWGF637.md",
  "msc": [
    "42A82",
    "43A35"
  ],
  "name": "Positive-definite function",
  "prov": null,
  "role": "",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/F73/F73VWGF637.md",
  "status": null,
  "tag": "F73VWGF637",
  "uri": "m2://F73VWGF637",
  "url": "https://tamnd.github.io/math2/wiki/positive-definite-function/",
  "writing": {
    "tag": "F73VWGF637",
    "kind": "concept",
    "level": "W0",
    "next": [
      {
        "what": "a source with a locator",
        "have": 0,
        "want": 1
      }
    ]
  }
}
