ON MATRIX VALUED SQUARE INTEGRABLE POSITIVE DEFINITE FUNCTIONS

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1 1 2 3 ON MATRIX VALUED SQUARE INTERABLE POSITIVE DEFINITE FUNCTIONS HONYU HE Abstract. In this paper, we study matrix valued positive definite functions on a unimodular group. We generalize two important results of odement on L 2 positive definite functions. We show that a matrix-valued continuous L 2 positive definite function can always be written as the convolution of an matrix-valued L 2 positive definite function with itself. We also prove that, given two L 2 matrix valued positive definite functions Φ and Ψ, T r(φ(g)ψ(g)t )dg 0. In addition this integral equals zero if and only if Φ Ψ = 0. Our proofs are operator-theoretic and independent of the group. 1. Introduction About 60 years ago, odement published a paper on square integrable positive definite functions on a locally compact group ( [1]). In his paper, odement proved that every continuous square integrable positive definite function has an L 2 -positive definite square root. He also proved, among others, that the inner product between two positive definite L 2 -functions must be nonnegative. odement s results and proofs were quite elegant. The purpose of this paper is to extend odement s theorem to matrix-valued positive definite functions on unimodular groups. Obviously, the diagonal of matrix-valued positive definite functions must all be positive definite. Yet, there is not much to say about the off-diagonal entries and their relationship with diagonal entries. So odement s results do not carry easily to the matrix-valued case. In this paper, we generalize odement s theorems to matrix-valued positive definite functions ([1] and Ch 13.[2]). Our results, we believe, are new. Let M n (C) be the set of n n matrices. For a matrix A, let [A] ij be the (i, j)-th entry of A. Let be a unimodular group. A continuous function Φ : M n (C) is said to be positive definite if for any {C i C n } l i=1 and {x i } l i=1, l (C i ) t Φ(x 1 i x j )C j 0. i,j=1 Take x 1 = e and x 2 = g. The above inequality implies that Φ(g) = Φ(g 1 ) t (See for example, Prop [7]). When n = 1, our definition agrees with the definition of continuous positive definite functions. We denote the set of continuous matrix-valued positive definite functions by P(, M n ). Definition 1.1. Let L 1 loc (, M n) be the set of M n -valued locally integrable functions on. Let Φ L 1 loc (, M n) act on u C c (, C n ) by [λ(φ)(u)(x)] i = n j=1 [Φ(g)]ij [u(g 1 x)] j dg. We write λ(φ)(u)(x) = 1 This research is partially supported by NSF grant DMS AMS Subject Classification: 43A35, 43A15, 22D 3 Key word: Positive definite function, unimodular group, moderated functions, square integrable functions, convolution algebra, unitary representations. 1

2 2 HONYU HE Φ(g)u(g 1 x)dg. Clearly, λ(φ)u is continuous. We say that Φ is positive definite if for all u C c (, C n ). λ(φ)(u), u = n i=1 [λ(φ)u(g)] i [u(g)] i dg 0 We denote the set of matrix-valued positive definite functions by P(, M n ). Clearly, P(, M n ) P(, M n ) (see Prop [2]). Definition 1.2. A matrix-valued function Φ(x) is said to be square integrable, or simply L 2 if [Φ] ij is in L 2 () for all (i, j). We denote the set of matrix-valued square integrable function by L 2 (, M n ). Define Φ, Ψ = T rφψ t dg. Put P 2 (, M n ) = L 2 (, M n ) P(, M n ) and P 2 (, M n ) = L 2 (, M n ) P(, M n ). Let Φ, Ψ L 1 loc (, M n). Define the convolution n [Φ Ψ] ij = [Φ] ik [Ψ] kj whenever the right hand side is well-defined, i.e., the convolution integral converges absolutely. k=1 Theorem [A] Let be a unimodular locally compact group. Let Φ P 2 (, M n ). Then there exists a Ψ P 2 (, M n ) such that Φ = Ψ Ψ. Theorem [B] Let be a unimodular locally compact group. Let Φ, Ψ P 2 (, M n ). Then Φ, Ψ 0. Theorem [C] Let be a unimodular locally compact group. Let Φ, Ψ P 2 (, M n ). Then Φ, Ψ = 0 if and only of Φ Ψ = 0. Our motivation comes from the theory of unitary representations of Lie groups. There are representations that appear as a space of invariant distributions in a unitary representation (π, H π ). To construct a Hilbert inner product for the invariant distributions, one is often led to investigate whether (1) (π(g)u, u)dg 0 when (π(g)u, u) is L 1, u H π and is unimodular ([6] [4]). For = R, the affirmative answer to this question is a direct consequence of Bochner s theorem, namely, the integral of a L 1 positive definite function on R is nonnegative. In his thesis [1], odement raised this question for unimodular. It is known that for amenable, the Inequality (1) is always true (Prop [2]). An amenable group is characterized by the fact that the unitary dual is weakly contained in L 2 (). Therefore for nilpotent, the Inequality (1) holds. Consider the other extreme, namely, semisimple and noncompact. The inequality (1) is false in its full generality. Yet, applying the result of this paper, we show that Inequality (1) holds if H π can be written as a tensor product of two L 2 -representations of and u is finite in the tensor decomposition. See Theorem 7.1. In Cor. 7.1, we give a result about a certain integral related to Howe s correspondence ([5]). It is more general than the results given in [4].

3 ON MATRIX VALUED SQUARE INTERABLE POSITIVE DEFINITE FUNCTIONS 3 2. Convolution Algebras Let be a unimodular locally compact group. A matrix-valued function on is said to be in L p if each entry is in L p (). Let Φ L 1 (, M n ). Define Φ L 1 = [Φ] ij L 1. Then L 1 (, M n ) becomes a Banach algebra. We have L 1 (, M n ) L 1 (, M n ) L 1 (, M n ); C c (, M n ) C c (, M n ) C c (, M n ). L 2 (, M n ) L 2 (, M n ) BC(, M n ). Here BC(, M n ) is the space of bounded continuous functions. For each u, v L 2 (, C n ), define the standard inner product u, v = L 1 (, M n ) acts on L 2 (, C n ) by λ. Then map λ : L 1 (, M n ) B(L 2 (, C n )) i [u(g)] i[v(g)] i dg. Obviously defines a bounded Banach algebra isomorphism. Notice that if Φ L 2 (, M n ) and u L 1 (, C n ), then λ(φ)u L 2 (, C n ). We define the operation on L loc (, M n ) by letting [Φ (g)] ij = [Φ(g 1 )] ji. For u, v C c (, C n ), we have λ(φ)u, v = u, λ(φ )v. If Φ is positive definite in L loc (, M n ), then λ(φ)u, u = λ(φ)u, u = u, λ(φ)u = λ(φ )u, u. Hence λ(φ Φ )u, u = 0. Let u = v + tw (t R). Then 0 = λ(φ Φ )(v + tw), v + tw = λ(φ Φ )v, tw + λ(φ Φ )tw, v. We obtain λ(φ Φ )v, w = λ( Φ + Φ )w, v = w, λ( Φ + Φ)v = λ(φ Φ )v, w. Hence λ(φ Φ )v, w must be real for all v, w C c (, C n ). It follows that Φ = Φ. We have Lemma 2.1. Let Ψ, Φ P 2 (, M n ). Then Φ = Φ, Ψ = Ψ and Φ, Ψ = T r(φ Ψ(e)). Proof: The last statement follows from (2) T r(φ Ψ(e)) = ij (g)[ψ] ji (g i,j [Φ] 1 )dg = i,j [Φ] ij (g)[ψ] ij (g)dg = T rφ(g)ψ(g) t dg = Φ, Ψ. Definition 2.1 (Ch 13. [2]). Let Φ L 2 (, M n ). We say that Φ is moderated if λ(φ) on C c (, C n ) is a bounded operator in the L 2 norm, i.e., there is a M such that for any u C c (, C n ). λ(φ)u M u When Φ is moderated, λ(φ) Cc(,C n ) can be extended to a bounded operator on L 2 (, C n ) which coincides with the operator λ(φ) L2 (,C n ). To see this, let u i u under the L 2 -norm with u i C c (, C n ). Since λ(φ) is bounded on C c (, M n ), {λ(φ)u i } i=1 yields a Cauchy sequence in L2 (, M n ). Therefore λ(φ)u i converges to an L 2 -function v L 2 (, C n ). In particular, (λ(φ)u i )(g) converges in L 2 -norm to v(g) on any compact subset K. On the other hand, (λ(φ)u i )(g) converges to λ(φ)u(g) uniformly on, in particular, on K. Hence (λ(φ)u)(g) = v(g) for g K almost everywhere. It follows that v(g) = λ(φ)u(g) almost everywhere. Therefore λ(φ)u L 2 (, C n ). In short, if Φ is moderated,

4 4 HONYU HE and u L 2 (, C n ), then λ(φ)(u) L 2 (, C n ). We retain λ(φ) to denote the bounded operator on L 2 (, C n ). The following is obvious. Lemma 2.2. Φ is moderated if and only if [Φ] ij are all moderated in L 2 (). Let M(, M n ) be the space of moderated L 2 functions on. Lemma [2] asserts that M() M() M() and λ M() : M() B(L 2 ()) is an algebra homomorphism. Therefore, we obtain Lemma 2.3. Let Φ, Ψ L 2 (, M n ). If Φ and Ψ are moderated, then Φ Ψ is also moderated. In addition λ(φ Ψ) = λ(φ)λ(ψ). 3. Matrix-Valued Positive Definite Functions Let be a unimodular locally compact group. Let us recall some basic result from [2]. Let Φ, Ψ P(, M n ). We define an ordering Φ Ψ if Ψ Φ P(, M n ). An immediate consequence is that T r(φ)(e) T r(ψ)(e). Clearly, Φ Ψ if and only if λ(φ)u, u λ(ψ)u, u ( u C c (, C n )). For two bounded operators X and Y in B(H), we say that X Y if Y X is positive (Ch 2.4 [7]). Y X is positive implies that Y X is self-adjoint (Prop [7]). If Φ and Ψ are moderated, then Φ Ψ if and only if λ(φ) λ(ψ). Theorem 3.1 ( Prop. 16 [1]). Let Φ, Ψ be two moderated elements in P 2 (, M n ). Suppose that Φ Ψ = Ψ Φ. Then Φ, Ψ 0. Let Φ 1 Φ 2... Φ n... be an increasing sequence of moderated positive definite functions in L 2 (, M n ). Suppose that Φ i mutually commute. If sup i Φ i L 2 <, then Φ = lim Φ i exists in P 2 (, M n ). The n = 1 case is proved as Prop. 16 in [1]. See also , [2]. Proof of Theorem 3.1: Φ Ψ = Ψ Φ implies that λ(φ)λ(ψ) = λ(ψ)λ(φ) as bounded operators on L 2 (, C n ). Since λ(φ) and λ(ψ) are both positive, they must be self-adjoint. Hence λ(φ)λ(ψ) must be positive and self-adjoint. In other words, λ(φ Ψ) is positive on L 2 (, C n ). In particular, it is positive with respect to C c (, C n ). Hence Φ Ψ, as a matrix-valued continuous function, is positive definite. Φ Ψ(e) must be a positive semi-definite matrix. By Lemma 2.1 Φ, Ψ = T r(φ Ψ)(e) 0. Let Φ 1 Φ 2... Φ n... be an increasing sequence of moderated positive definite functions in L 2 (, M n ). For j i, notice that Φ j 2 = Φ i 2 + Φ i, Φ j Φ i + Φ j Φ i, Φ i + Φ j Φ i 2 Φ i 2. Since sup i Φ i L 2 <, the sequence { Φ i } is an increasing sequence bounded from above. In particular, it is a Cauchy sequence. Notice that for j i Φ j Φ i 2 = Φ j 2 Φ i 2 Φ i, Φ j Φ i Φ j Φ i, Φ i Φ j 2 Φ i 2. This implies that {Φ i } is a Cauchy sequence in L 2 (, M n ). Let Φ be the L 2 -limit of {Φ i }. For every u = (u p ) C c (, C n ), since λ(u p ) is a bounded operator on L 2 (), we obtain It follows that ([Φ i ] p,q u q, u p ) ([Φ] p,q u q, u p ). 0 λ(φ i )u, u λ(φ)u, u.

5 ON MATRIX VALUED SQUARE INTERABLE POSITIVE DEFINITE FUNCTIONS 5 Therefore Φ is positive definite. Theorem 3.2 (Thm. 17 [1]). Suppose that Φ is a moderated element in P 2 (, M n ) such that Φ Θ with Θ a continuous positive definite function. Then there is a unique moderated element Ψ in P 2 (, M n ) such that Φ = Ψ Ψ in L 2. In particular, Φ equals a continuous positive definite function almost everywhere and Ψ 2 T r(θ(e)). In particular, if Φ is continuous and moderated in P 2 (, M n ), its square root Ψ exists and is unique. The n = 1 case is established by odement. Our proof follows from the proof of Theorem in [2] for the scalar-valued positive definite L 2 functions. The original idea of odement is to construct an increasing sequence of positive definite moderated elements Ψ k in L 2 () that approaches the square Φ root. In Dixmier s book, Ψ k = λ(φ) p k ( λ(φ) ). Here {p k(t)} is an increasing sequence of nonnegative polynomials on [0, 1] such that p k (t) t on [0, 1] and p k (0) = 0. We shall supply a proof of this fact before we carry out the proof of Theorem 3.2. Lemma 3.1. There exists a sequence of polynomials such that p k (t) t uniformly on [0, 1]. 0 p 1 (t) p 2 (t)... p k (t)... t (t [0, 1]), Proof: Consider the function t 1 2, (t [0, 1]). Let q k (t) be the k-th Taylor polynomial at t = 1. Clearly q k+1 (t) = q k (t) + ( 1 2 )( 3 2 )... ( 2k+1 2 ) (1 t) k+1. (k + 1)! Let p k (t) = tq k (t). Clearly p k (t) is an increasing sequence of non-negative continuous functions with limit t over the interval [0, 1]. By Taylor s theorem, p k (t) t uniformly on [ɛ, 1]. On [0, ɛ], t pk (t) < t ɛ. Hence p k (t) t uniformly on [0, 1]. Proof of Theorem 3.2: Let Φ be a moderated element in P 2 (, M n ) such that Φ Θ with Θ a continuous positive definite function. Without loss of generality, suppose the operator norm λ(φ) = 1. For any polynomial p(t) = r i=0 a it i, define p(φ) = r i=0 a i i {}}{ Φ Φ... Φ. Let Ψ k = p k (Φ) with p k (t) defined in the last lemma. Essentially by functional calculus, we will have λ(ψ k ) λ(ψ k+1 ), λ(ψ k )λ(ψ k ) λ(φ). It follows that Ψ k Ψ k+1 and Ψ k Ψ k Φ Θ. By taking the value at e, we have T r(ψ k Ψ k (e)) T r(θ(e)). By Lemma 2.1, Ψ k is bounded by T rθ(e). Since {Ψ k } mutually commutes and is an increasing sequence, by Theorem 3.1, the L 2 -limit of Ψ k exists. Put Ψ = lim k Ψ k. By Theorem 3.1, Ψ P 2 (, M n ). We have Ψ Ψ(g) = lim k Ψ k Ψ k (g), pointwise. Since lim k λ(ψ k Ψ k Φ) = 0 in the operator norm, for u C c (, C n ), we have lim λ(ψ k Ψ k )u = λ(φ)u k

6 6 HONYU HE in L 2 (, C n ). However, the pointwise limit of the left hand side is obviously λ(ψ Ψ)u. Hence λ(ψ Ψ Φ)u = 0 for every u C c (, C n ). Hence Ψ Ψ(g) = Φ(g) almost everywhere. In particular, Φ(g) is equal to a continuous positive definite function almost everywhere. Now λ(φ) = λ(ψ) 2 on C c (, C n ). For any u C c (, C n ), we have λ(ψ)u 2 = λ(ψ)u, λ(ψ)u = λ(ψ) 2 u, u = λ(φ)u, u λ(φ) u 2. Hence λ(ψ) is bounded on C c (, C n ) and the function Ψ is moderated. By Lemma 2.3, λ(φ) = λ(ψ) 2, as bounded self-adjoint operators on L 2 (, C n ). Since λ(ψ) is positive, λ(ψ) is unique as a bounded operator on L 2 (, C n ). In particular, λ(ψ) is uniquely defined on C c (, C n ). Then Ψ must be unique. 4. Square Roots: Proof of Theorem A Let be a unimodular locally compact group. Let Φ P 2 (, M n ). Now we would like to give a proof of Theorem A. Our proof is somewhat different from the proof of Theorem given in [2]. The basic idea is the same, namely, to construct a sequence of moderated continuous positive definite functions Φ k Φ. Let Ψ k be the square root of Φ k. Then the square root of Φ can be obtained as the L 2 -limit of Ψ k. The construction is canonical. In our proof, the continuity of Φ k is given by Theorem 3.2. We do not use Cor in [2] which requires several more pages of argument. We also wish to point out a major difference. In the scalar case λ(φ k ) acts on L 2 () and in our case λ(φ k ) acts on L 2 (, C n ) not on L 2 (, M n ). Proof of Theorem [A]: Let x. Let ρ(x) act on L 2 (, C n ) by (ρ(x)u)(g) = u(gx). The action ρ is simply the right regular action. Hence ρ(x) is a unitary operator on L 2 (, C n ). If Φ L loc (, M n ), then obviously (3) ρ(x)λ(φ)ρ(x 1 ) = λ(φ) on C c (, C n ). Let Φ P 2 (, M n ). Then λ(φ) Cc(,C n ) is a positive symmetric operator densely define on L 2 (, C n ), by the definition of positive definiteness of Φ. Let Λ(Φ) be the Friedrichs extension of λ(φ) Cc(,C n ). Then Λ(Φ) is an (unbounded) positive and self-adjoint operator (Ch [7]). By Equation (3), we must have ρ(x)λ(φ)ρ(x 1 ) = Λ(Φ). Let Λ(Φ) = tdp be the spectral decomposition. Here P is a projection-valued measure on the Borel 0 subsets of R. In other words, for every B a Borel subset of R, there is a projection P (B) on L 2 (, C n ). Then ρ(x)λ(φ)ρ(x 1 ) = td[ρ(x)p ρ(x 1 )]. Notice here that ρ(x) is unitary. Hence ρ(x)p (B)ρ(x 1 ) 0 remains a projection. The uniqueness of the spectral decomposition of self-adjoint operators implies that ρ(x)p (B)ρ(x 1 ) = P (B). Since P (B) is bounded, we have ρ(x)p (B) = P (B)ρ(x) for any Borel subset B and for any x. Let [Φ] j be the j-th column vector of Φ. Fix a Borel subset B. Define Φ B by letting the j-th column vector to be [Φ B ] j = P (B)[Φ] j. Clearly Φ B L 2 (, M n ). Claim 1: λ(φ B ) = P (B)λ(Φ) on C c (, C n ).

7 ON MATRIX VALUED SQUARE INTERABLE POSITIVE DEFINITE FUNCTIONS 7 Proof: Let u C c (, C n ). Then [λ(φ)u](g) = j (gx j x [Φ] 1 )[u] j (x)dx = j For any x, we have x (ρ(x 1 )[Φ] j )(g)[u] j (x)dx. (P (B)ρ(x 1 )[Φ] j )(g) = (ρ(x 1 )P (B)[Φ] j )(g) = (P (B)[Φ] j )(gx 1 ). Since P (B) is a bounded operator on L 2 (, C n ), [Φ] j L 2 (, C n ) and [u] j (x) L 1 (), we have [P (B)(λ(Φ)u)](g) =P (B) (ρ(x 1 )[Φ] j )(g)[u] j (x)dx (4) j = (P (B)ρ(x 1 )[Φ] j )(g)[u] j (x)dx j = (ρ(x 1 )P (B)[Φ] j )(g)[u] j (x)dx j = (P (B)[Φ] j )(gx 1 )[u] j (x)dx j = ([Φ B ] j )(gx 1 )[u] j (x)dx = j Φ B (gx 1 )u(x)dx Our claim is proved. =(λ(φ B )u)(g) Observe that P (B)λ(Φ) = P (B)Λ(Φ) on C c (, C n ) and P (B)Λ(Φ) is positive and bounded. Therefore λ(φ B ) = P (B)λ(Φ) is bounded on C c (, C n ) and positive with respect to C c (, C n ). Hence Φ B is moderated and positive definite. We must have λ(φ B ) = P (B)Λ(Φ) on L 2 (, C n ). In addition if B 1 B 2 λ(φ B1 Φ B2 ) = (P (B 1) P (B 2 ))Λ(Φ) on C c (, C n ) and the right hand side is positive and self adjoint. Hence Φ B1 Φ B2. Similarly Φ B1 Φ. For each positive integer k, define Φ k = Φ [0,k]. We then obtain an increasing sequence of moderated positive definite functions Φ 1 Φ 2... Φ k... ( Φ). Due to the way [Φ k ] j are defined, Φ k Φ in L 2 -norm. We have Lemma 4.1. Let be a unimodular group. Every Φ P 2 (, M n ) is a L 2 -limit of an increasing sequence of mutually commutative moderated elements in P 2 (, M n ). The n = 1 case was proved by odement as Prop. 14 in [1]. Since Φ k is moderated in P 2 (, M n ) with Φ k Φ, by Theorem 3.2, there is a moderated element Ψ k P 2 (, M n ) such that Φ k = Ψ k Ψ k almost everywhere. Without loss of generality, suppose that

8 8 HONYU HE Φ k = Ψ k Ψ k pointwise. Notice that both λ(φ k ) and λ(ψ k ) can be regarded as positive bounded selfadjoint operators on the Hilbert space L 2 (, C n ). By Lemma 2.3, as bounded self-adjoint operators on L 2 (, C n ), λ(φ k ) = λ(ψ k ) 2. We have (5) λ(ψ k ) = k 0 tdp (t). In particular, λ(ψ k ) is uniquely defined on C c (, C n ). Therefore Ψ k is unique and satisfies Equation 5. By functional calculus, {λ(ψ k )} mutually commute and yield an increasing sequence of positive bounded self-adjoint operators on L 2 (, C n ). Restricted to C c (, C n ), it is easy to see that {Ψ k } must mutually commute and Ψ 1 Ψ 2... Ψ k.... Observe that Ψ k 2 = T r(ψ k Ψ k (e)) T r(φ(e)). By Theorem 3.1, {Ψ k } converges in L 2 (, M n ). Let Ψ k Ψ in L 2 (, M n ). By Theorem 3.1, Ψ P 2 (, M n ). Notice that Ψ k L 2 (, M n ). Then Φ k = Ψ k Ψ k converges uniformly to Ψ Ψ. Since Φ k K Φ K in L 2 (K, M n ) for any compact set K, Φ K = Ψ Ψ K almost everywhere. Therefore Φ = Ψ Ψ almost everywhere. Since Φ is continuous, Φ = Ψ Ψ. Theorem A is proved. 5. Nonnegative Integral: Proof of Theorem B Let be a unimodular group. Let Φ, Γ P 2 (, M n ). We want to prove that Φ, Γ 0. The main idea of the proof here is essentially due to odement ( Prop.18 [1]). We start with the following lemma. Lemma 5.1. Let be a unimodular group. Every Φ in P 2 (, M n ) is a limit of an increasing sequence of moderated elements in P 2 (, M n ) under the L 2 norm. Proof: By Lemma 4.1, it suffices to show that every moderated element Φ in P 2 (, M n ) is the L 2 limit of an increasing sequence of moderated elements in P 2 (, M n ). Without loss of generality, suppose that λ(φ) = 1. Let r k (t) be the k th Taylor polynomial of 1 t at t = 1. We define q k(t) = t 2 r k (t). Then q k (t) is an increasing sequence of nonnegative polynomial functions on [0, 1] such that q k (t) t uniformly on [0, 1] (c.f. Lemma 3.1). Let Φ k = q k (Φ). Then λ(φ k ) = q k (λ(φ)) is an increasing sequence of positive self-adjoint operators that approaches λ(φ). Obviously, Φ k (g) is positive definite. Since λ(φ) extends to a bounded operator on L 2 (, C n ), λ(φ k ) also extends to a bounded operator on L 2 (, C n ). Hence Φ k is moderated. Since Φ Φ is continuous, Φ k = q k (Φ) is always continuous. Therefore, {Φ k } is an increasing sequence of continuous moderated positive definite functions. Notice that λ(φ k ), λ(φ) all mutually commute. Since λ(φ k ) λ(φ), (λ(φ k )) k (λ(φ)) k. Hence Φ k Φ k Φ Φ. This implies T r(φ k Φ k (e)) T r(φ Φ(e)). By a similar argument in the proof of Theorem 3.1, Φ k Φ. By Theorem 3.1, let Ψ be the L 2 -limit of Φ k. For any u C c (, M n ), λ(ψ)u = lim k λ(φ k )u pointwise, and lim k λ(φ k )u = λ(φ)u in L 2 -norm. It follows that Ψ = Φ almost everywhere. Therefore Φ k Φ in L 2 -norm.

9 ON MATRIX VALUED SQUARE INTERABLE POSITIVE DEFINITE FUNCTIONS 9 We have obtained an increasing sequence of moderated elements in P 2 (, M n ) such that Φ k in L 2 -norm. Φ Lemma 5.2. Let Φ 1 be a moderated element in P 2 (, M n ) and Φ 2 P 2 (, M n ). We have Φ 1, Φ 2 0. Proof: Suppose that Φ 2 = Ψ Ψ with Ψ P 2 (, M n ). Then Φ 1, Φ 2 = T r(φ 1 Φ 2 (e)) = T r(φ 1 Ψ Ψ(e)) = λ(φ 1 )Ψ, Ψ = n λ(φ 1 )[Ψ] i, [Ψ] i. Notice that λ(φ 1 ) is a bounded positive self adjoint operator. We have Φ 1, Φ 2 0. Proof of Theorem B: For Φ, Γ P 2 (, M n ), let Φ α be a sequence of moderated element in P 2 (, M n ) with L 2 -limit Φ and Γ β be a sequence of elements in P 2 (, M n ) with L 2 -limit Γ. Then we have Theorem B is proved. Φ, Γ = lim Φ α, Γ β 0. α,β i=1 6. Zero Integral Let Φ, Ψ P 2 (, M n ). If Φ Ψ = 0, we have Φ, Ψ = T r(φ Ψ(e)) = 0. Now we would like to show that the converse is also true. Theorem 6.1. Let be a unimodular locally compact group. Let Φ, Ψ P 2 (, M n ). If Φ, Ψ = 0, then Φ Ψ = 0. Proof: By Lemma 4.1, let Φ m be an increasing sequence of moderated elements in P 2 (, M n ) such that Φ m Φ 1 m. By Lemma 5.1, let Ψ p be an increasing sequence in P 2 (, M n ) such that Ψ p Ψ 1 p. Then 0 = Φ, Ψ = Φ Φ m, Ψ + Φ m, Ψ Φ m, Ψ Φ m, Ψ p 0. Hence all the inequalities here must be equalities. Suppose that Ψ p = Θ p Θ p with Θ p P 2 (, M n ). Then 0 = Φ m, Ψ p = T r(φ m Θ p Θ p (e)) = i λ(φ m )[Θ p ] i, [Θ p ] i. Since λ(φ m ) is a positive operator on L 2 (, C n ), λ(φ m )[Θ p ] i, [Θ p ] i = 0. Thus λ(φ m )[Θ p ] i = 0 in L 2 (, C n ). It follows that Φ m Θ p = 0 in L 2 (, M n ). Since Φ m Θ p (g) is a continuous function, Φ m Θ p (g) = 0 for all g. Hence Φ m Ψ p (g) = Φ m Θ p Θ p (g) = 0. Since Φ m Φ and Ψ p Ψ in L 2 (, M n ), we have Φ m Ψ p (g) Φ Ψ(g). Therefore Φ Ψ(g) = 0 for all g. Corollary 6.1. Let be a locally compact unimodular group. Let Φ, Ψ P 2 (, M n ). Then Φ, Ψ 0 and Φ, Ψ = 0 if and only if Φ Ψ = 0.

10 10 HONYU HE 7. Applications in Representation Theory Let be a unimodular group. We call a unitary representation (π, H) of L p if there is a cyclic vector u in H such that (π(g)u, u) is L p. A L p unitary representation has a -invariant dense subspace with L p -matrix coefficients. Theorem 7.1. Let be a unimodular locally compact group and (π, H) be a unitary representation of. Suppose that (π 1, H 1 ) and (π 2, H 2 ) are two L 2 -unitary representations of such that Let u = n i=1 u(i) 1 u(i) (π, H) = (π 1 π 2, H 1 ˆ H 2 ). 2 such that matrix coefficients with respect to {u (i) 1 } and {u(i) 2 } are all L2. Then n (π(g)u, u)dg = (π 1 (g)u (i) 1, u(j) 1 )(π 2(g)u (i) 2, u(j) 2 )dg 0. i,j=1 Proof: Observe that Φ 1 defined by [Φ 1 ] ij = (π 1 (g)u (i) 1, u(j) 1 ) is square integrable and positive definite. Similarly, Φ 2 L 2 (, M n ) defined by [Φ 2 ] ij = (u (i) 2, π 2(g)u (j) 2 ) is square integrable and positive definite. This theorem follows easily from Theorem B. Now we shall apply our result to Howe s correspondence ([5]). Let ((m), (n)) be a dual reductive pair in Sp. Let ( (n 1 ), (n 2 )) be two -groups diagonally embedded in (n) with n 1 + n 2 = n. Then ((m), (n i )) is a dual reductive pair in some Sp (i) such that (Sp (1), Sp (2) ) are diagonally embedded in Sp. Let ω i be the oscillator representation of Sp (i). Let ω be the oscillator representation of Sp. Then ω can be identified with ω 1 ω 2. This identification preserves that actions of (m) and (n i ). Now suppose that the matrix coefficients of ω 1 (m) with respect to the Schwartz space are L 2. Let π be an irreducible unitary representation of (m). Suppose that the matrix coefficients for ω 2 (m) π are all square integrable. Then for any v π, u (j) 1 ω1, u (j) 2 ω2 with j [1, N], we have (ω(g)( u (j) 1 u (j) 2 ), ( u (k) 1 u (k) 2 ))(π(g)v, v)dg (m) (6) = (ω 1 (g)u (j) 1, u(k) 1 )(ω 2(g)u (j) 2, u(k) 2 )(π(g)v, v)dg. j,k (m) By Theorem 7.1, this integral must be nonnegative. Corollary 7.1. Consider a dual reductive pair ((m), (n)) in Sp. Let n = n 1 +n 2. Let ((m), (n i )) be a dual reductive pair in Sp (i). Let ω i be the oscillator representation of Sp (i). Let π be an irreducible unitary representation of (m). Suppose that the matrix coefficients with respect to ω 1 (m) and ω2 (m) π are square integrable. Let ξ ω1 ω2 and u π, then (ω(g)ξ, ξ)(π(g)u, u)dg 0. (m) This Corollary holds for both p-adic groups and real groups. See [6] [3] [4] for the importance of this integral in Howe s correspondence ([5]). In particular, under the hypothesis of the Corollary, Howe s correspondence preserves unitarity.

11 ON MATRIX VALUED SQUARE INTERABLE POSITIVE DEFINITE FUNCTIONS 11 References [1] R. odement, Les fonctions de type positif et la thorie des groupes, Trans. Amer. Math. Soc. 63, (1948) [2] J. Dixmier, C -Algebra, North-Holland Publishing Company, [3] H. He, Theta Correspondence I-Semistable Range: Construction and Irreducibility, Communications in Contemporary Mathematics (Vol 2), 2000, ( ). [4] H. He, Unitary representations and theta correspondence for type I classical groups, J. Funct. Anal. 199 (2003), no. 1, [5] R. Howe, Transcending Classical Invariant Theory, Journal of Amer. Math. Soc.(Vol. 2), 1989 ( ). [6] J-S. Li, Singular Unitary Representation of Classical roups Inventiones Mathematicae (V. 97),1989 ( ). [7] R. Kadison and Ringrose, Fundamentals of the Theory of Operator Algebras, Academic Press, Department of Mathematics, Louisiana State University, Baton Rouge, LA address: livingstone@alum.mit.edu