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204 views

### 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=
\begin{...

**6**

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465 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 ...

**4**

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73 views

### 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 $\mathcal{...

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81 views

### Spectrum of Kernel - Discrete orthogonal polynomials

Trying to solve a problem, I encounter a Kernel of the form
$$K(m,n)= e^{-\frac{\beta}{4} (m+n+1)} \frac{2^{2+\frac{m+n}{2}}}{\sqrt{m! n!}} \frac{\sqrt{\pi}}{n-m} \left[ \frac{1}{\Gamma(-m/2)\Gamma(...

**3**

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80 views

### 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 ...

**2**

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104 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 ...

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161 views

### 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 ...

**1**

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89 views

### Solving Fredholm Integral Equations of the first kind

I am looking to solve a Fredholm Integral Equation of 1st kind of the form:
$\int_{a}^b h(u-u')g(u')du' = f(u)$
where $h$ is a general function.
I know from the Hilbert-Schmidt theorem that all I ...

**1**

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55 views

### 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 ...

**0**

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56 views

### On the positive definiteness of RBF kernel with DTW distance

Consider an RBF kernel that is defined as $K(\mathbf{x},\mathbf{y}) = \exp\left(-\dfrac{d^2(\mathbf{x},\mathbf{y})}{2\sigma^2}\right)$, where $d(\mathbf{x},\mathbf{y})$ is usually chosen as the ...

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115 views

### 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 $...

**0**

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169 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 ...