Propagation of Regularity and Positive Definiteness: a Constructive Approach

Abstract

We show that, for positive definite kernels, if specific forms of regularity (continuity, ${\mathcal{S}}_n$-differentiability or holomorphy) hold locally on the diagonal, then they must hold globally on the whole domain of positive-definiteness. This local-to-global propagation of regularity is constructively shown to be a consequence of the algebraic structure induced by the non-negativity of the associated bilinear forms up to order 5. Consequences of these results for topological groups and for positive definite and exponentially convex functions are explored.