The kernels tag has no wiki summary.

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### Multiple integral of the resolvent kernel

I am trying to implent Volterra equations using resolvent kernel.To do this, the iterative kernel
$$K_i(x,y) = \int\limits_x^y K_1(y,t)K_{i-1}(t, x)dt. $$
should be calculated. However, it is not ...

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### Measurability for disintegration of a kernel

Let $(x, A) \mapsto P(x, A)$ be a probability kernel whose "target" (wikipedia terminology) is a product space $Y \times Z$, and say both $Y$ and $Z$ are compact metric spaces. For every $x$ there is ...

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### Proving that a specific kernel is positive definite

Most theoretical papers concerning kernels assume that they are given a positive definite kernel. In this question, we want to show that a specific kernel is positive definite.
We are interested in ...

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### Efficient evaluation of multidimensional kernel density estimate

Edit I have copied this discussion to the stats community site here, since I feel it is more relevant. Please feel free to close this in due course.
I've seen a reasonable amount of literature about ...

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141 views

### Karhunen-Loeve expansion for discrete-time process

Is there a Karhunen-Loeve theorem for discrete-time process?
For example, let $\left\{X_i\right\}$ be a sequence of independent random variable which are uniformly distributed on the set $\{-1,1\}$. ...

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### Is every covariance operator the covariance of a measure?

Let $X$ be a topological linear space over $\mathbb R$ which is complete and Hausdorff with a dual space that separates points. Let $k : X^* \to X$ be an arbitrary covariance operator. i.e., any ...

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### Level sets of linear combinations of Gaussians

I am trying to work out whether level sets of linear combinations of Gaussian functions are unique.
For a given integer $n\ge 1$, fix $n$ points $x_i\in\mathbb{R}^d$ and $\sigma>0$. Let ...

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### Kernel of AB if $[A,B]=0$ and $AB\neq0$? [closed]

I have found similar results here and mathematics stack exchange but they all imposed specific conditions that don't suit this problem in particular. The problem is as follows.
Let A,B be square ...

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109 views

### Gaussian upper bounds on Heat kernel

Let $M$ be a complete Riemannian manifold with Ricci curvature bounded below and let $k(t, x, y)$ be the heat kernel of the Laplace-Beltrami operator.
It seems to be standard that for any compact ...

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366 views

### Operators from $L^{\infty}$ to $L^{\infty}$

If $T$ defined as $T(f)(x)=\int K(x,y)f(y)dy$, where $K(x,y)$ is locally integrable, is bounded from $L^{\infty}$ to $L^{\infty}$, how can we show that $\|\int|K(\cdot,y)|dy\|_{L^{\infty}}\le ...

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### Rank of Conjugate Closure of a Subset

How does one find the rank of a conjugate closure of a subset?
In particular, I am studying this group: Let $K_n$ be the group with $n$ generators $x_1,\cdots,x_n$ satisfying the relation that each ...

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### Determining the kernel of a Vandermonde-like matrix

The kernel of a Vandermonde matrix can be determined using >this< formula.
The following type of matrix has a similar structure, and should also have a one-dimensional kernel.
$V=
...

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139 views

### Finite rank free modules over PIDs

I have two finite rank free modules $M,N$ over a principal ideal domain (the ring of formal complex power series to be exact) and a homomorphism between these two modules
$\phi:M\rightarrow N$. Under ...

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218 views

### Do kernels provide a basis for a RKHS?

Let $H$ be a Reproducing Kernel Hilbert Space with elements $f:X\rightarrow \mathbb{C}$, with kernel $K(x, y)$. My question is whether, for some choice of $x_i\in X$, it is the case that $u_i:=K(x_i, ...

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### Eigenfunctions and eigenvalues of the product of two exponential kernels

Consider the following exponential kernel:
$k(x_1, x_2) = \exp\left(\frac{|x_1 - x_2|}{L}\right)$,
which is symmetric and non-negative definite. By virtue of Mercer's theorem, we have
$k(x_1, x_2) ...

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### Cameron-Martin like RKHS

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 ...

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335 views

### Does anybody know an estimation of L4 norm of fejer kernel ?

Hi, I need an estimation or an exact closed form expression for the following integral
$\int_{0}^{2\pi} K_N^4(s) ds $
where $K_N(s)= \frac{1}{N2\pi} (\frac{sin(Ns/2)}{sin(s/2)})^2$, the Fejer ...

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407 views

### The log kernel and Bochner Theorem

I was wondering if it possible to find a measure $\eta$ on $\mathbb{R}$ such that
$$
L(x):=\log\frac{1}{|x|}=\int e^{itx}\;d\eta(t)
$$
for every $x\in [0,1/2]$.
On a structural ground, this ...

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### Doubts on Reproducing Kernel Hilbert Spaces and orthogonal decomposition

I'm a CS student and I'm trying to learn RKHS theory to understand the passages made in this paper .
Among the bibliography I'm using there are "On the mathematical fundamentals of learning" and ...

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381 views

### Integral kernel of form $e^{-<x,y>^2}$

Let $K(x,y): \mathbb{R}^n \times \mathbb{R}^n \to \mathbb{R}$ given by $K(x,y) = e^{-< x,y>^2}$ where $<\cdot,\cdot>$ denote the canonical inner product. Define integral operator ...

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793 views

### Kernel width in Kernel density estimation

Hi,
I am doing some Kernel density estimation, with a weighted points set (ie., each sample has a weight which is not necessary one), in N dimensions.
Also, these samples are just in a metric space ...