Hello,
I know that $k(x,y)=min(x,y)$ is the reproducing kernel of the Cameron Martin space of all i.i.d. RVs of Brownian motion at different times, with the $cov$ inner product.
What is the RKHS generated by $k(x,y)=min(f(x),f(y))$ for some $f$?
Hello, I know that $k(x,y)=min(x,y)$ is the reproducing kernel of the Cameron Martin space of all i.i.d. RVs of Brownian motion at different times, with the $cov$ inner product. What is the RKHS generated by $k(x,y)=min(f(x),f(y))$ for some $f$? 

