Statement

Let GG be an and G^\widehat G its . Bochner's theorem states that a function φ:GC\varphi:G\to\mathbb C is continuous and if and only if there is a unique finite positive regular Borel measure ν\nu on G^\widehat G such that

φ(x)=G^γ(x)dν(γ)(xG).\varphi(x)=\int_{\widehat G}\gamma(x)\,d\nu(\gamma) \qquad (x\in G).

Moreover, ν(G^)=φ(e)\nu(\widehat G)=\varphi(e). The unique ν\nu is called the representing measure of φ\varphi; no Haar normalization is involved. Thus normalized positive-definite functions, characterized by φ(e)=1\varphi(e)=1, correspond exactly to on G^\widehat G.

Why positivity appears

If ν\nu is positive, then for x1,,xnGx_1,\ldots,x_n\in G and c1,,cnCc_1,\ldots,c_n\in\mathbb C,

i,jcicjφ(xj1xi)=G^iciγ(xi)2dν(γ)0.\sum_{i,j}c_i\overline{c_j}\varphi(x_j^{-1}x_i) = \int_{\widehat G}\left|\sum_i c_i\gamma(x_i)\right|^2\,d\nu(\gamma)\geq0.

The converse is deeper: positive definiteness produces a cyclic unitary representation, and abelian spectral theory represents its cyclic coefficient by a measure. The equivalence and uniqueness are proved in Folland, Chapter 4.

Standard examples

The constant function 11 corresponds to the point mass at the trivial character. Every character γ0\gamma_0 corresponds to δγ0\delta_{\gamma_0}. On G=RnG=\mathbb R^n, the theorem is the classical statement that every continuous positive-definite function is the Fourier transform of a finite positive measure.

A continuous function with φ(e)=1\varphi(e)=1 but a non-positive semidefinite coefficient matrix is a near miss: normalization alone does not produce a positive measure.

Conventions and scope
References
  1. Walter Rudin, Fourier Analysis on Groups, Wiley-Interscience, 1962. Wiley DOI record. Relevant: Chapter 1, positive-definite functions and Bochner's theorem.
  2. Gerald B. Folland, A Course in Abstract Harmonic Analysis, 2nd ed., CRC Press, 2016. DOI record. Relevant: Chapter 4, positive-definite functions on locally compact abelian groups.