Metric Spaces and Positive Definite Functions

Author(s): I. J. Schoenberg
Source: Transactions of the American Mathematical Society, Vol. 44, No. 3 (Nov., 1938), pp.
522-536
Published by: American Mathematical Society
Stable URL: http://www.jstor.org/stable/1989894 .
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 METRIC SPACES AND POSITIVE DEFINITE
FUNCTIONS*
BY
I. J. SCHOENBERG
Em denotethe n-dimensional
1. Introduction.Let euclideanspace and
generally spaceofmrealvariableswiththedistance
EmPthepseudo-euclidean
function
(X - X1|IP + + Xm
I - x P)1/P, >O.

Asp- oo wegetthespaceEmwiththedistancefunction maxi-, ... Ixi- X.

Let, furthermore, lP stand for the space of real sequences withthe seriesof
pth powersof the absolutevalues convergent. Similarlylet LP denotethe
space ofrealmeasurablefunctions in theinterval(0, 1) whichare summable
to thepthpower,whileC shallmeanthe space of real continuousfunctions
in thesameinterval.In all thesespacesa distancefunction is assumedto be
definedas usual.t L2 is equivalentto the real Hilbertspace t. The spaces
EmP, IP and LP are metriconlyifp > 1, but we shall considerthemalso for
positivevaluesofp < 1. Finally,if(5 is a (notnecessarily metric)space with
thedistancefunction PP', we shalldenoteby (2(,y)thenewspacewhicharises
by changing thedistancefunction fromPP' to pp"T, (-y>O).
A generaltheoremof Banach and Mazur ([1], p. 187) statesthat any
separablemetricspace (5 maybe imbeddedisometrically in thespaceC. Fur-
thermore, as a specialcase of a well knowntheoremof Urysohn,any such
space (E may be imbeddedtopologicallyin t. Isometric imbeddability of (E
in '& is,however,a muchmorerestricted property of(B.
The chiefpurposeofthispaperis to pointout theintimaterelationship
betweentheproblemofisometric imbedding and theconceptofpositivedefi-
nitefunctions, ifthisconceptis properly enlarged.As a firstapproachto this
connectionwe considerhereisometricimbeddingin Hilbertspace only.It
turnsout that the possibility of imbedding$ in 6& is veryeasilyexpressible
in termsoftheelementary functione-t2and the conceptofpositivedefinite
functions (Theorem1). The author'spreviousresult([10]) to theeffect that
i(,y), (O<,y< 1), whichis thespace arisingfrom6&by raisingits metricto a
* Presentedto the Society,December29, 1937; receivedby the editorsDecember14, 1937.
t See, forexample,Banach [1], pp. 11-12. The numbersin square bracketsreferto the list of
referencesat the end of thepaper.
t Here and below the word "imbedding"standsfor "isometricalimbedding."

522

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 METRIC SPACES 523

fractional power,is imbeddablein , appearsagainas a simpleconsequence

(Corollary1). For theclassofspacesS,marisingfromtheeuclideanspaceEm
by a generalchangeofmetricofthevectortype(11) below,theconditionof
imbeddability in & is directlyexpressiblein a simpleway in termsof the
usual conceptof positivedefinitefunctionsas describedby Mathias and
Bochner(Theorem2). The solutionofthisproblemform= 1 (theproblemof
"screwlines"in 6&,von Neumannand Schoenberg[8]) allowsus nowto de-
rivepurelyanalyticalresultsin thetheoryofpositivedefinite functionswith
whichit is equivalent.Two readilydefinedclassesof positivedefinite func-
tionsare completely determined (Theorems3 and 4). In particulartwonew
proofsare givenforthe alreadyknownfactthatthefunctionexp [-| x| ]
is positivedefiniteforvalues of p in the range0<p <2, and not positive
definite ifp >2 t (?5). One proofis geometrical,theotherproofcoveringthe
case 0<O < 2 is analyticaland maybe readindependently oftherestofthis
paper.
Allpreviousresultsnowallowus to concludethatthespacesEmP(Ty),lP(Y),
and LP(Qy) are imbeddable in 6&forvalues of -yin the range 0 <-y? p/2, where
p is restricted to the range0<p ?2 (Theorem5). For p = 2 we regainour
previousresultconcerning 't(-y).It is interestingto compareand combine
thisresultaboutLP witha theoemofBanach and Mazur ([1], p. 203) con-
cerningthe lineardimensionsof L2 and LD. Accordingto this theoremL2
is imbeddableinLq ifq > 1. Now as LP(-y),(O<p _2, 0 <-y_ p/2),is imbedda-
ble in 1 or L2, it followsthatLP(-/y), (O<P < 2, 0 <,y< p/2),is imbeddablein
anyLq ifq > 1.
Similaras yetunsolvedproblemsconcerning the case ofp >2 are shown
to be equivalentto further knowledgeas to thepositivedefinite characterof
certainspecialfunctions ofm variables.One oftheseunsolvedproblemssug-
gestsa probablypossibleway of extending an interesting theoremofL. M.
Blumenthal on metricsetsoffourpointsto suchsetsofanynumberofpoints.
The readerprimarily interested in the geometrical resultsof thispaper
mayomit?4 and ?5 entirely by takingtheknownCorollary3 forgranted.
2. Positivedefinite functions.A realcontinuous functionf (xi,x2, , Xm)
whichis defined forall realvaluesofitsvariablesand is even,thatis forwhich
f(-x1, , -xm) =f(x1, . . . Xm), is said to be positivedefinite (p.d.) if

Ef(xl X , Xm - Xm )Pipk >O ?

i,k=l

* W. A. Wilson [12], had previouslyremarkedthat

E1(1/2) is imbeddablein6g.
t Due in various parts to P6lya, Mathias, and P. L6vy. For referencessee Bochner [3], pp.
76-77. For stillanothertreatmentof the case O<p_2 see Bochner [5].

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524 I. J. SCHOENBERG [November

forarbitraryreal pi and any n points (x(t)), (i=1, , n), forn=2, 3,

For n=2, (1) gives |f(xi, , x.)I <f(O, , 0), hence p.d. functionsare
bounded throughoutspace and take theirmaximumvalue at the origin.We
shall use in the sequel only the followingmost simple propertiesof this inter-
esting class of functions.
I. The functiondefinedby
00 00

A(xl,
..
* *,Xm) = 'u,*** m),
0
(2)
( exp [i(xiui + + xmum)]du, dum,

where t is a non-negativeeven functionsuch that its integralover the whole

space exists,is p. d.
II. Any finitelinear combinationof p.d. functionswith non-negativeco-
efficientsis again p.d. The product of two p.d. functionsis again p.d.
III. A continuousfunctionwhich is the limitof a sequence of p.d. func-
tionsis itselfp.d.
For completenesswe sketch the simple proofs. Property I follows from
the fact that the left-handside of (1) reduces to

' ** f EPk exp [i(xik1 + e .

+ Xmsm) ]] 4du *... dum> 0.

The additive propertyis clear fromthe fact that (1) is a linear inequalityinf.
The multiplicativepropertyis a direct consequence of a lemma of I. Schur
([11],p. 10)* whichstates that if aikPiPk, E bikPiPk, are two positive quad-
n

En is III is
raticforms,then atkbikpiPk also positive.Property immediately
clear by continuity.We shall later on use the fact that f(x) = cos Xxis a p.d.
function.
A closelyallied concept is as follows.Let (5 be a space in whicha distance
functionPP'is definedsubject to the followingconditions: (1) PP'=P'P >0
forarbitrarypoints P, P' in (5, (2) PP =0. A real continuouseven function
g(t), whichis definedin the range of values of +PP', (P, P' in 25), is said to
be positivedefinitein (E if
n
(3) E g(PiPk)pipk > 0
f ak=t

(n = 2,3, .)
ornot)of(25,
realpiand anyn pointsPi (diflferent
forarbitrary .
* For a discussionand consequencesof Schur'sresultsee also P61yaand Szego [9], pp. 106-107,
307-308.

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1938] METRIC SPACES 525

This class of functionsg(t) has fora givenspace (E propertiesII and III above
forsimilarreasons. Both definitionsagree if m = 1, while (E is the one-dimen-
sional euclidean space E1.
The peculiar relationshipbetween the definitions,which will be clearer
later on, is already exhibitedby the followingsimple example needed in the
sequel. From the formula

e-x2 = 2-1r-1/2 eixue-u2/4du

-00

= 12
we get,replacingx by xi, (j=1, , in), and multiplyingthe resultingequa-
tions,
exp [- (Xv2 + + X 2 )] = exp [- [(xi2 + + Xm2)1/2]2]

(4) = 2-m7r-m/2 ... J exp [i(xisi + + xmtm)]

exp [- (U12 + * + 2)/4]dul... dutm,

whichshows at a glance (propertyI) that the function

f=ep[- (X?2 + + X 2)]

is p.d. and also that g(t) =e-t2 is p.d. in Em. As m is arbitrary,this implies
that thefunctione_t2is positivedefinitein thereal Hilbertspace S(S.
3. Conditionsforisometricimbeddingin Hilbert space in termsofpositive
definitefunctions.It was pointed out by K. Menger and by the author (for
referencessee [10]) that a necessaryand sufficient conditionthat a separable
space (E be imbeddable in ' is that forany n+ 1 points of (5, (n _2), we have
n
(PoPt + PoPk PiPk )PiPk > 0,
i ,k=1

forarbitraryreal pi.* Let us now put this conditionin a slightlymore sym-

metricalform.By summingover the three terms separately,we may write
thisas
n n n
2 Pk Z P0P Pk - E PiPki> 0
1 1 1

* This was provedforthecase when(5 is a separablesemi-metric space; thatis, whenthe metric

PP' satisfiesthe additionalcondition(3) PP'>O if P7zP', whereaswe postulated only that (1)
Pp'=p'p_O, (2) PP=O. However, our quadratic inequality,for n=2, insures the trianglein-
equalityPQ+QR_PR forany threepointsof E. If we now identify withP all pointsQ such that
PQ = 0 (whichis now allowed,since PQ = 0 impliesRP = RQ forany R, on account of the triangle
inequality)and do thisforall pointsof(E, we get a new space whichis not onlysemi-metricbut even
metric.

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526 I. J. SCHOENBERG [November

and if we set Po=o-Zipk, this last inequality is equivalent to

n n

- p02
PoP0 - 2 E PoPk2pOPk - E PiPk PiPk >? 0
0 1
or, finally,
n

(5) I: -<
PiPk ?0
i,k=O

Hence the inequality (5), as a consequence of the relation

n
(6) Pi = ?
i=O

is equivalent to the above stated conditionof imbeddability.

Now we are preparedto expressthis conditionin terms of p.d. functions.
We have seen in the previous section that the functione-t2 is p.d. in S.
Clearly also e_X2t2(X real) is p.d. in ( as can be seen from(4) or by direct
reasoning.Hence e_X2t2 is also p.d. in any subset of (t. Now if (B is to be im-
beddable in (, it is clearlya necessaryconditionthat e_X2t2 be p.d. in (B.
Let us prove now that this condition,togetherwith the separabilityof (B,
is also sufficient.To prove this we have to show that (5) holds as a conse-
quence of (6) forany n+ 1 points Pi of (B. Now as e-X2t2is p.d. in (5, we have
n

(7) PiPk exp [- X2PiPk2] > 0

0

by (3). We complete the proofin two different

ways.
First proof. By expanding the left-handside of (7) in power series we
have, in view of (6),

- x2 ( z2Pk +
X4
PE 4PiPk )/2 - > 0

which clearly implies (5) forsmall values of X.

Second proof.Using the formulas

= c(a) (1 e-X2t2)X-1-adX,
(8) 00 -1I

cQ) = [ (- ex2)X-1-adX, 0 < a < 2 t > 0,

which are immediatelyproved by substitutingin the firstintegralXti1forX,

we have

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1938] METRIC SPACES 527

PiPka = c(a) f - exp [- p2PiPk2])c1-adX.

If nowpi are any real numberssatisfying

(6), we get,for0 <a <2,

(9) ,
n

i,kAO
PiPk PPk = - c(ax) f {E
rX

o
n
PiPkexp [- X2P,PkA}] X-1-adX ? 0,

by (7) and the obviousfactthatc(a) >0. Now we get again the desiredin-
equality(5) on allowinga in (9) to approachthelimit2. We have thusproved
thefollowing theorem:
THEOREM1. A necessaryand sufficient conditionthata separable space (E
witha distancefunctionPP' withthepropertiesPP'= P'P > 0, PP = 0, be iso-
imbeddablein &, is thatthefamilyoffunctionse-' t2, (X>0), be posi-
metrically
tivedefinitein '.
Noticethatthecondition
ofthistheorem
maybe restricted
to requirethat
e-t2 be p.d. in e only fora set of positive values of X admittingthe origin
X= 0 as a pointofaccumulation. The properties II and III (?2) willthenim-
plythate- t2is p.d. in e forall positivevaluesofX.
Recallingthatwe denoteby (5(-y), (,y>0), thespace obtainedfrome by
replacing itsmetricPP' byPP'7, it is ofinterest to pointoutthefurther fact,
implicitly containedin theprevioussecondproof,thatif S is imbeddablein
&, thenso is (5(,y)foranyvalue ofy in therange0 <y < 1. Indeed,letae= 2'y;
if i is imbeddablein &, then e-t2, (X>0), is p. d. in 25; hence (9) holds
in virtueof(6), and (-y)is therefore imbeddablein S&on accountoftheform
(5) of the imbeddability condition.Applyingthisconclusionto e = S itself,
we have thefollowing corollary:
COROLLARY1. The space N(^y),(O <,y < 1), obtainedfromHilbertspace ii
byraising its metricto a power y,is imbeddablein 6.
* We may even state the followingmoregeneraltheorem:Let

(8') F(t) = (1-eX-22 2d(X),

wherea(X) is non-decreasing for X> O and is such thatf1 X-2do(X)exists.If we changethemetricof I

fromTPP' to [F(PP ') ] 1/2,thenthenewspace thusarisingis imbeddable in &. Indeed(6), (7), and (8')

f
imply
F(ipk)PiPk = - PiPk exp [_ X2PiPk2]) X-2do(X)< 0,
l o ~~~~~~~i,k=l
and the theoremfollowson accountof theform(5) and (6) of the imbeddabilitycondition.We leave
open thequestionwhetheror not (8') gives themostgeneralfunctionF(t) withthisproperty.
Added in proof,August,1938: Formula (8') gives indeedall functionswiththe propertystated
above. See the followingpaper Metricspaces and completely monotonefunctions,to appear in the
Annals of Mathematics.

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528 I. J. SCHOENBERG [November

We now turnour attentionto a special class of spaces of the type (E which

are definedas follows.Let 4 (xl, , xm)be a continuousfunctiondefinedfor
all real values of its variables with the followingproperties
?'1 m , f(n ,o
(10)
?(-Xi, ...** XM) - X1 ***nXm);
>(xi

and call (5m the space of points P = (xi, , xm)with the distance function

(11) PP' = - X, ** Xm Xm)]

[4p(xi

For such a space, which is obviously separable, the conditionof Theorem 1

that e-t2 be p.d. in (Em may be expressed in a more familiarform.Indeed,
on comparingthe formulas(1), (3), and (11), we now obtain fromTheorem 1
the followingtheorem:
THEOREM 2. The space of m real numberswiththemetric(11) is im-
Em

beddablein S& if and onlyif thefunctions

(12) fx = exp [- XP(xi, ..., xm)], X> 0

are positivedefinitein the sense (1) of Mathias and Bochnerfor all positive
valuesofX.
If 4>(xi, x
Xm) is a homogeneous function,*theconditions(12) may be
replacedbythesingleconditionthatthefunction
(13) fi = exp [- O(xi, ..., xm)]
be positivedefinite.
We mentionthe followingcorollary:
COROLLARY 2. If O(x1, * * Xm) is homogeneous
x and such thate-' is posi-
then
tivedefinite,
0 < y <,

is also positivedefinite.
For if e-+ is p.d., then by Theorem 2, Sm is imbeddable in 6& and there-
for Em(zy) is also (Corollary 1). Hence exp [-#r] is seen to be p.d. by
applying Theorem 2 the otherway around.
4. Determinationof certainclasses of positive definitefunctions. In this
sectionwe shall assume m= 1, O (x) being thereforea continuousnon-negative
even functionvanishingat the origin.In thiscase we knowpreciselywhen S,
* We say that4,is homogeneousofdegreeK if )(txl,* - *, txm)=t`4(xi, *.* * xm)holdsidentically
in the xi and fort>0. A continuoushomogeneousfunctionk withtheproperties(10) must,unlessit
vanishesidentically,have a positivedegreeK.

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1938] METRIC SPACES 529

whichis the space of real numberswiththe metric [q(x-x') ]1/2 is imbeddable

in & (von Neumann and Schoenberg [8]). The most general function $(x)
forwhich this is the case is of the form
r sin2 xu
(14) +(x) = 2 do(u),

where -(u) is non-decreasingfor u ?0 such that

(15) exists.

Hence by Theorem 2 we inferthat if

[f(X)]x =e-X()
is p.d. forX>0, then q$(x) is of the form(14) and conversely.If nowf(x) is
any positive functionwhose positive powers [f(x) are all p.d., then consid-
ering
f(x)/f(O) = e-+(x

whereq$(x)is necessarilynon-negative,even, and vanishingat the origin,we

conclude as before that q(x) is of the form (14). We have thus proved the
followingtheorem:
THEOREM 3. The mostgeneralpositivefunctionf(x) whosepositivepowers
[f(x) ], (X>0), are all positivedefiniteis of theform
r 0 sin2 xu
(16) f(x) = exp c 2 do( u)

functionsubjectto therestriction(15), whilec is

whereo-(u) is a non-decreasing
any real constant.
A fewremarksare called forregardingthe conditionof this theoremthat
[(x) ]Xbe p.d. forX> 0. In the firstplace, as remarkedafterthe statementof
Theorem 1, the range of X in this conditionmay be restrictedto a sequence
ofpositive numberstendingto zero.
A second and more importantremarkis that Theorem 3 becomes false if
we assume only that the positive functionf(x) is p.d., or in other words:
formula (16) always representsa positive and p.d. function; it does not,
however,representall such functionsbut only those whose fractionalpowers
are also p. d. To prove this statement it sufficesto exhibit a p.d. function
f(x) >0 such that [f(x) ], (O <X < 1), are not all p.d. Such a functionis

fX(X) = E2 + COS2 X,

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530 I. J. SCHOENBERG [November

small,forit is easy to see that

if e is sufficiently

[fE(X)]112 = (62 + COS2 X)112

is not p.d. forsuch values of E. Indeed, if it were p.d. for arbitrarilysmall E,

it would followthat the limitingfunction
lim [fe(X)]1/2 = COS xl
eQ0

were also p.d. (propertyIII). But this is not the case as is seen from the
fact that the cosine series
2 4 X cos 2nx
cos x I
i-
-+
+ E
n=1
(- 1)n
4 2 1

or even more directlyfromthe fact that the

has some negative coefficients,
form
4

E |COS (Xi - Xk) I PiPk,

i,k=1

wherexi = 0, x2= 7r/4,x3= ir/2,X4= 37r/4,is not positive. Indeed, its determi-
nant is readily found to be - 1, hence negative. The essence of the matter is
that Schur's theorem,"If Z,aikpipk is positive, then so is Eankpipk for
n=1, 2, 3, ," can not be so extended that we may concludethat
(X>O), is positive.
ZjaikKpipk,
The thirdand lastremark is thatTheorem
3 is nowequivalentto the
theoremthat(14) and (15) givethemostgeneral4(x) suchthatthespace
ofreal numberswiththe metric[+(x-x') ]112 be imbeddablein .$ (see [8]).
Hencea directproof ofTheorem 3 wouldfurnish a newproofofthattheorem.
Whiletheproblem ofdetermining all positiveandpositivedefinite
func-
tionsisyetunsolved, thereis another subclassofthisclassoffunctionswhich
cannowbe readily determined. It willinfactbe a subclassoftheclassdeter-
minedbyTheorem 3.
Let+t(x)be a p.d.function, c a realconstant. Clearly

(17) f(x) = exp [c + V(x)] = ec(i + !{V(x) + -{4,2(x) + )

is also p.d. in virtueof theproperties II and III. It has moreover the

following additional twoproperties: (a) It is boundedawayfrom zero,since
f(x)? exp [c-VI(0)] >0. (j) Allitspositivepowers[f(x)]1",(X>0), arealso
p.d. Let us showthattheconverse is true,thatanyfunction f(x)having
theproperties (a) and(A) is oftheform(17)where is p.d.Nowanf(x)
VIA(x)
withtheproperties (a) and(fi) clearly
belongs totheclassdescribedbyTheo-

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1938] METRIC SPACES 531

rem3, and all we have to do is to decidewhichfunctions

oftheform(16) are
boundedawayfromzero.Now thisis thecaseifandonlyiftheexponent(14),
namely
r sin2xu
(X) =f 2
do(u)

is bounded in - oo <x < o . The characteristicconditionsforthis have like-

wisebeendetermined by von Neumannand the authorin [8] and theyare
as follows:q$(x)is boundedifand onlyifo-(0)= o(+0) and f+u-2dor(u) exists.
But iftheseconditionsare fulfilled,
thenthenon-decreasing function
= fo d(u)

is boundedforu >0, and (14) can be writtenas

+X=
rX sin2
sn 2
Xcu
do(u) = L rX

0
sin2xud-r(u)
(18) 1
1 r00
=(I - cos 2xu)d-r(u)= A1(0)-7(X),
2 +o
where
1 00
A(X) =- cos 2uxd-r(u)
2 +o
is p.d. Hence, by (14), (18), and (16),

f(x) = exp [c - +(x)] = exp [c - A1 (0) + A1(x)]

and is indeedof the desiredform(17). We have thusprovedthe following

theorem:
THEOREM 4. The mostgeneralpositivefunctionf(x) whichis boundedaway
fromzeroand whosepositivepowers[f(x) ]1, (X>0), are positivedefinite
is ofthe
form
f(x) = exp [c + (x) I,
where{1(x) is positivedefiniteand c is a real constant.

EQUIVALENT STATEMENT: If f(x) is a positivefunction,thenlogf(x) differs

bya constantfrom a positivedefinitefunction
if and onlyiff(x) is boundedaway
fromzeroand its powers [f(x)], (X>0), are all positivedefinite.
characterofexp [- x P]. We shallneedin the
5. On thepositivedefinite
nextsectionthefollowingwellknownresult:

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532 I. J. SCHOENBERG [November

COROLLARY 3. The function

(19) exp [- I XIP]

is positivedefiniteif 0 < p ? 2 and notpositivedefiniteif p >2.
First proof.We knowthat exp [- XI] is p.d. fromthe formulajust preced-
ing (4) and propertyI. Hence exp [-I X 2j], (O <y < 1), is p.d. by Corollary
2, as q$(x) =I XI2 is homogeneous,and the firstpart of the statementis proved.
Suppose now that (19) were p.d. fora value p > 2. By Theorem 2 this would
implythat the space E1(p/2), whichis the real axis withthe metricj x-x' p/2,
were imbeddable in 6&.But this is clearlyimpossible as EI(p/2) is not even a
metricspace since the distancesamong the points x-0, 1, 2 are 01 = 1, 12 - 1,
02=2p12>2, and theyviolate the triangleinequality.
Second directproofforthe case 0 <p ? 2. First we shall prove directlyon
the basis of properties II and III (?2) that the functionf(x) definedby
(16) and (15) is p.d. By propertyIII (T-* co) it sufficesto show that
rT sin' xCu
exp - sin2 dor(u)

is p.d. By the definitionof the Stieltjes integral,this is a limit of functions

ofthe form
exp [- 2A, sin2 xuj, A, >0,

and it sufficesto show that each of the factorsis p.d. Now

exp [- 2A sin2xu]= exp [- A] exp [A cos 2xu],

and this is p.d. because cos 2xu is p.d. and the exponentialseries has posi-
tive coefficientsonly.This point beingdisposed of,it sufficesto show that Ix I P,
(0 <p _ 2), is of the form(14).* This is apparent on account of the formula

IX| = f sin2 xu --1-Pdu J sin2 u*w-1-Pdu,

valid for 0<p<2, which is as easily established as the similar representa-

tion (8). An obvious step-functionforo(u) in (14), withonly one jump at the
origin,settlesthe case p = 2.
6. On the imbeddingofthe spaces EmP,lP,LP, (o <p < 2), in S! by a change
ofmetric.We learned in ?2 that e-t' is p.d. in .& or L2. We shall now show
* It is not by accidentthat the function(19) is of the form(16) if 0<p<2. For if (19) is p.d.,
its positivepowersmustalso be p.d., and thefunctionis necessarilyof the form(16), by Theorem3.
Notice that it is not boundedaway fromzero and henceis not of the form(17).

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1938] METRIC SPACES 533

that e-HtI1 is p.d. in the spaces Em,P,IP, and LP for values of p in the range
O<p<2.
The function exp x| P] was found to be p.d. if O<p?2. Hence the
functions exp [-| xi I ], (i = 1, 2, ,in), are also p.d. when regarded as
functions of the m variables xi, and we may infer, by property II (?2), that
their product

f = exp [ xP
I + + I xmIP)] 0 < <p 2,

is p.d. But this is equivalent to the statement that exp [- tI p] is p.d. in

Em2.As the similarstatementforlP is proved in the same way as forLP, only
requiring less care, we shall limit ourselves to the consideration of LP. Let

Pi = xi (t),

where

|xi (t) Ipdt, i = 1 2, , n,

exists, be n points of LP. For

p
PiPk ( 1 Xi(t) - Xk(t) Pdt)

we have to show that

(20) PiPkexp [- PiPk] > 0

i k=1

for real pi. There is no loss of generality in assuming that the functions xK(t)
are continuous, as continuous functions are everywhere dense in LP. For

xvi = m-l P* xi (/m) = 1, 2, , m; i = 1, 2, ,

we have

(
/m \ /p 1m 1/p

(21) (E xvi - Xvk )P E Xi(PM)- xk(/Pm) )IP

> iPk m -> 0
which proves the inequality (20), for (20) is already known to hold for all
values of m if the PiPk of (20) are replaced by the quantities on the left-hand
side of (21).
The fact that exp [-tI P], (0<p< 2), is p.d. in EMP,lP, LP implies that
exp [-| t 2], and therefore also exp [-X I t 2], (X >0), is p.d. in EmP(p/2),
lP(p/2), and LP(p/2). We have thus proved the following theorem:

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534 I. J. SCHOENBERG [November

THEOREM 5. The spaces Emp,IP, and LPI (O < p _ 2), becomeimbeddablein .

ifwe raise theirmetricsto thepowerp72 or less. In otherwords,EmJ(Ty),lP('Y),
and LP(,y) are imbeddablein S for values ofPyin therange0 <,y< p/2.*
Note that forp = 2 this resultcoincideswith Corollary1.
The fact that Em"P (O <p <1), which is not a metricspace, may be made
metricby raisingits metricto a suitable power was already knownin a differ-
ent terminology.Indeed, the followingreadily established "substitute" for
Minkowski'sinequality([71,p. 32)
m m
Xi+Yi P< + I yIJP,
m

1 1
I x2iJlp 1
0< p < 1,

means precisely that Em (p), and thereforeEmP (,y), (O <,y < p), is a metric
space. Now Theorem 5 states that ifwe restrictthis range ofryto 0 <,y _ p/2,
then not only can any threepoints of Emp (-y)be imbedded isometricallyin a
euclidean space, but the same is trueforany numberof such points,since the
whole space is imbeddable in Hilbert space.
7. Some unsolved problems. We shall devote thislast sectionto a fewun-
solved analytical problems and to a briefdiscussion of theirgeometricalim-
plications.
PROBLEM1. Let p be a real numberexceeding2, and let m=22 3,. * . Do
thereexistpositiveexponentsK such thatthefunction
(22) exp [- (x,IP+ * +lXI JP)K

is positivedefinite?
If thereare such positive exponents,then Corollary2 impliesthe existence
of a positive numberKmwiththe properties:(22) is p.d. ifO< K _ Km and is not
p.d. if K > Km. FurthermoreCorollary3 impliesthatpKm-< 2 or Km_ 2/p. Theo-
rem 2 furnishesthe followinggeometricalequivalent to Problem 1. The func-
tion (22) is p.d. if and only if Em (pK/2), and therefore also IP(PK/2) and
LP(PK/2), are imbeddable in j$.
Particularlyinterestingis the next problem concerningthe limitingcase
p-oo .

phrasingof the factthat LP(p/2) is imbeddablein LI: If O < p<2,

* The followingis a different
then thereis afunctional y(t) =U[x(t)], definedfor all functions x(t) in LP, with values y(t) in LI such
that the relation

| xi(t) -x2(t) IPdt = A yI(t) - y2(t) I2dt

holdsfor two arbitraryxi(t), x2(t) of LP. This functional y= U[x] is necessarily continuous and univa-
lent. A studyof its furtherpropertiesmightprove to be of interestin the theoryof LP.

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1938] METRIC SPACES 535

PROBLEM2. Do thereexistpositiveexponentsysuch thatthefunction

min . .
(23) exp [- [max (| Xl|, X, )]2-] = (e7lxl"2, , e-IXm127)

is positivedei nite?
Again,if such exponentsexist,therewouldexista positivenumberYm
with the properties:(23) is p.d. if 0<'yy and is not p.d. if y>'ym. More-
overthefunction(23) is p.d. if and onlyifE,c(y) is imbeddablein S.
The particularinterestof this secondproblemis due to the following
lemmawhichis due essentiallyto Frechet([6], pp. 161-162).Let us call a
finitemetricsetand denote by Urn a metricspace composedof exactlym+ 1 dis-
tinctpoints.
LEMMA.Anyfinitemetricset U,, of m+ 1 pointsmay be imbeddedisometri-
cally in Er??.
Proof. Let P0, Pi, , Pmdenote the points of Urmand PiPk their dis-
tances.Considerin E the following
m+1 points:

= (Xli, X2i, ' * Xmi) = (PlPi, P2Pi , PmP...

, i = 0,1,* ,m.
FortheirdistanceQiQk in E c wehave
Q1Qkc max Xji - Xj max P Pi - PiPk =PPk
3- * ,__ =1, * * , mn

for certainly IPjiiPiPkP1 PiPk? (j1, .., im), on account of the tri-
angle inequalityin Urm,while the equality sign holds ifj is equal to whichever
ofthenumbersi or k happensto be different
fromzeroand hencewithinthe
range ofj. If both i = k = 0, the result QoQo=0 was clear fromthe start.
On the basis of thislemmait is naturalto classifyfinitemetricsets ac-
cordingto their "dimension" as follows:A set U-n is said to be of dimensionm
(always less thanor equal to n, on accountof thelemma) ifit is imbeddablein
Em??butnotin Em??1. If thelast requirementis removed, thedimensionofo- does
notexceedm.
If Problem2 weresolvedin the affirmative, we wouldget the following
statement: If o-n
is anyfinitemetricset ofdimension less thanor equal to m,
then oJn('y)is imbeddable in En if 0 <y <iym, and ymis the best constant.
This wouldgeneralizein a certainsense the following theoremdue to
L. M. a
Blumenthal([2], p. 402): If 03 is finitemetric setcomposed offour
points,theno-3('y)is imbeddablein E3 if0 <'y < 1/2,and 1/2is thebestconstant.
In conclusionlet us pointout the following perhapsnot trivialremark
concerning Problem2: 'Y2 existsand is greater thanor equal to 1/2. Indeed,
in viewoftheformula

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536 I. J. SCHOENBERG

1 r0 ettx
e-ltl= dx,
r _ 1+ x2

we get by the transformationof variables un(g+?)/2, v = i(7-)/2 in the

double integral
00 00 ~~~~~dndv
exp[i(xU + yv)jI [1 + (H + V)2] (+ -V)2]

= -J exp [it(x + y)/2] 2 J exp [iq(x - y)/2]

2 1 +2 -0 1+172

--exp[- Ix+y |-- x-y1=- exp[-max(Ixi,Iyj)1,

2 2
due to the relation2 max (I xf, | y|) = x+yy + Ix-yy This formulashows
that the function(23) is p.d. if m=2, yy=1/2.Hence this much is proved:
If a-,nis any finite metricset of dimensionnot exceeding2, then a,(Jy),
(0 <y _ 1/2), is imbeddablein En.
If Y3 exists,then it is certainlyless than or equal to 1/2,by Blumenthal's
theorem,and is probably even less than 1/2. A certain special set 0T4shows
that if 'Y4 exists,it must be less than 0.45.
BIBLIOGRAPHY
1. S. Banach, Theoriedes OperationsLineaires,Warsaw, 1932.
2. L. M. Blumenthal,New theoremsand methodsin determinant theory,Duke Mathematical
Journal,vol. 2 (1936), pp. 396-404.
3. S. Bochner,Vorlesungen itberFourierscheIntegrale,Leipzig, 1932.
4. , MonotoneFunktionen, Integraleundharmonische
Stieltjessche Analyse,Mathematische
Annalen,vol. 108 (1933), pp. 378-410.
5. , Stable laws of probabilityand completelymonotone functions,Duke Mathematical
Journal,vol. 3 (1937), pp. 726-728.
6. M. Frechet,Les dimensionsd'un ensembleabstrait,MathematischeAnnalen,vol. 68 (1910),
pp. 145-168.
7. G. H. Hardy, J. E. Littlewood,and G. P61ya,Inequalities,Cambridge,1934.
8. J.von Neumannand I. J.Schoenberg,Fourierintegralsand metricgeometry, to appear in the
Transactionsof the AmericanMathematicalSociety.
9. G. P6lya and G. Szego,Aufgabenund Lehrsdtzeaus derAnalysis,vol. 2, Berlin,1925.
10. I. J. Schoenberg,On certainmetricspaces arisingfromeuclideanspaces bya changeofmetric
and theirimbedding in Hilbertspace,AnnalsofMathematics,(2), vol. 38 (1937), pp. 787-793.
11. I. Schur, Bemerkungen zur Theorieder beschrdnkten Bilinearformen mit unendlichvielen
Verdnderlichen, Journalfurdie reineund angewandteMathematik,vol. 140 (1911), pp. 1-28.
12. W. A. Wilson, On certaintypesof continuoustransformations of metricspaces, American
Journalof Mathematics,vol. 57 (1935), pp. 62-68.

COLBYCOLLEGE,
WATERVILLE,ME.

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