zhengding hanshu
正定函数
positive definite function
指实轴
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114116272.jpg)
上定义的满足如下条件的连续函数
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114117756.jpg)
:
[835-05]
![835-05](http://www.chinabaike.com/article/UploadPic/2008-1/20081114117415.bmp)
这里“正定”名称来源于正定矩阵。事实上,式(1)等价于说,对一切
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114118496.jpg)
与一切点列[835-06]
![835-06](http://www.chinabaike.com/article/UploadPic/2008-1/20081114118577.bmp)
,复数矩阵[835-7]
![835-7](http://www.chinabaike.com/article/UploadPic/2008-1/20081114118403.bmp)
[835-07]
![835-07](http://www.chinabaike.com/article/UploadPic/2008-1/20081114118662.bmp)
是一个正定矩阵(严格地说是半正定矩阵)。
正定函数概念的提出晚于它的一个同类,即所谓正定序列。O.特普利茨于20世纪初首先定义了正定序列的概念,即它是使矩阵[835-08]
![835-08](http://www.chinabaike.com/article/UploadPic/2008-1/20081114119737.bmp)
正定的序列[835-09]
![835-09](http://www.chinabaike.com/article/UploadPic/2008-1/20081114119106.bmp)
。G.赫格洛茨随后发现了正定序列的一个非常重要的性质。正是在此基础上,S.博赫纳于30年代初得到了
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114116272.jpg)
上正定函数的重要性质,并第一个认识到了这个概念的重要性。他在这方面的重要贡献之一便是建立了类似赫格洛茨定理的下述结果:
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114116272.jpg)
上连续函数
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114117756.jpg)
(
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114119666.jpg)
)是正定的,当且仅当存在有界增函数
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141110318.jpg)
(
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141110296.jpg)
),使
[835-10]
![835-10](http://www.chinabaike.com/article/UploadPic/2008-1/200811141110339.bmp)
(2)
正定函数的概念可以允许下述推广。首先,函数
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114117756.jpg)
的定义域可以不必是
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114116272.jpg)
,而是任意的局部紧
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141115829.jpg)
群
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141115971.jpg)
。正定函数的概念推广到这样的群上是直接的。也就是说,
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141115971.jpg)
上连续函数
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114117756.jpg)
称为是正定的(记其全体为
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141115884.jpg)
(
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141115971.jpg)
)),若
[835-11]
[835-110]
![835-110](http://www.chinabaike.com/article/UploadPic/2008-1/200811141116643.bmp)
(1)'在这样的推广下,正定序列与正定函数的概念便获得了统一:前者是整数群
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141116990.jpg)
上的正定函数,后者是实轴群
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114116272.jpg)
上的正定函数。正定函数概念的第二个推广是函数
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114117756.jpg)
可以不必是连续的,而只要求是可测的(这里可测性是关于所在群
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141115971.jpg)
的哈尔测度)。正如 F.(F.)里斯、I.E.西格尔与J.冯·诺伊曼等先后指出的,这样的正定函数与连续的正定函数只相差一个局部零(即在任意紧集上都几乎处处为零)的正定函数。第三个推广是将式 (1)(或(1)')左边的和改为积分。仍以
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114116272.jpg)
为例。
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114116272.jpg)
上波莱尔可测函数[kg2]
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114117756.jpg)
[kg1]
![kg1](http://www.chinabaike.com/article/UploadPic/2008-1/200811141117573.bmp)
称为正定的,如果对一切
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141110318.jpg)
[kg1]
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141117893.jpg)
[kg1]
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141118729.jpg)
(
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114116272.jpg)
),总有
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114117756.jpg)
(
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114119666.jpg)
-
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141118831.jpg)
)
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141110318.jpg)
(
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114119666.jpg)
)
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141119192.jpg)
(
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141118831.jpg)
)[kg1]
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141117893.jpg)
[kg1]
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141118729.jpg)
(
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114116272.jpg)
×
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114116272.jpg)
),且
[835-12]
![835-12](http://www.chinabaike.com/article/UploadPic/2008-1/200811141119964.bmp)
(3)可以证明,式(3)意义下的正定函数与式(1)意义下的正定函数是几乎处处相等的。特别地,两种意义下连续的正定函数的集合是一样的。
正定函数是一个在许多领域都会遇到并且很有用的概念。如概率论中随机变量的特征函数就是正定函数。特征函数比随机变量的分布函数更易于处理。P.莱维正是用正定函数作工具对独立随机变量和的中心极限定理进行了比较统一完整的处理。正定函数在泛函分析中也经常遇到。事实上连续正定函数与某种连续正泛函一一对应。以
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114116272.jpg)
情况为例,
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114116272.jpg)
上连续正定函数
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114117756.jpg)
与
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141119788.jpg)
(
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114116272.jpg)
)(
![](http://www.chinabaike.com/article/UploadPic/2008-1/20081114116272.jpg)
上有界波莱尔测度所构成的对合巴拿赫代数)上连续正泛函
[835-13]
![835-13](http://www.chinabaike.com/article/UploadPic/2008-1/200811141120433.bmp)
(4)是一一对应的。此外,正定函数在调和分析中的地位也十分突出。交换群上的调和分析中的许多基本事实的建立都得力于正定函数这个概念。例如,傅里叶逆转定理便叙述为
[835-14]
![835-14](http://www.chinabaike.com/article/UploadPic/2008-1/200811141120792.bmp)
式中∧表示傅里叶变换,∨表示傅里叶逆变换,
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141120695.jpg)
表示
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141115971.jpg)
的对偶群。又如,普朗歇尔定理(它说,傅里叶变换是
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141121852.jpg)
(
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141115971.jpg)
)到
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141121852.jpg)
(
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141120695.jpg)
)上的一个等距同构)的一个证明便利用了上述逆转定理以及如下事实
[835-15]
![835-15](http://www.chinabaike.com/article/UploadPic/2008-1/200811141121647.bmp)
式中*表示卷积,
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141121696.jpg)
(
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141115971.jpg)
)是
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141115884.jpg)
(
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141115971.jpg)
)生成的复线性空间
![](http://www.chinabaike.com/article/UploadPic/2008-1/200811141122723.jpg)
至于在非交换群上的调和分析中,由于正定函数与连续酉表示的密切关系,以及它比连续酉表示更具体,它的作用也显得越来越重要。此外,正定函数在复变函数、积分方程、微分方程的边值问题、信息论等领域也都十分有用。
参考书目
E. Hewittand K. A. Ross, abstract HarmonicAnalysis,Vol.2, 2nd ed., Springer-Verlag, Berlin,1970.
J. Stewart, PositiveDefinite Functions andGeneralizations, An Historical Survey, The RockyMountain Journal of Mathematics, Vol.6, pp.409~434, 1976.
龙瑞麟