# Tagged Questions

**2**

votes

**1**answer

66 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 $\{-1,1\}$. ...

**2**

votes

**0**answers

70 views

### 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 ...

**1**

vote

**1**answer

191 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, ...

**6**

votes

**0**answers

369 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 ...

**3**

votes

**1**answer

525 views

### 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 ...