# Tagged Questions

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### 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(...
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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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### 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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### 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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### 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 ...
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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 ...
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 ...