A Gneiting-Like Method for Constructing Positive Definite Functions on Metric Spaces

Abstract

This paper is concerned with the construction of positive definite functions on a Cartesian product of quasi-metric spaces using generalized Stieltjes and complete Bernstein functions. The results we prove are aligned with a well-established method of T. Gneiting to construct space-time positive definite functions and their many extensions. Necessary and sufficient conditions for the strict positive definiteness of the models are provided when the spaces are metric.