Dear MOs,
I am now considering the following norm:
$$ ||f||_{H}^2 := \iint f(x) H(x,y) f(y) d x d y\:. $$
where the integral is over the whole space $R^{2d}$ and $H(x,y)$ is some non-negative definite kernel. Denote the space of functions with finite $||\cdot ||_{H}^2$ norm to be $L_H^2(R^d)$. If $H(x,y)=\delta_0(x-y)$, then the above norm reduces to the standard $L^2(R^d)$ norm and in this case $L^2(R^d)=L_{H}^2(R^d)$. For convenience, you can also assume that $H(x,y)$ is non-negative.
First question
Is there a general theory on this space? What are the weakest assumptions we need to put on the kernel $H(x,y)$?
Clearly, it can be more than functions, say measure (Dirac delta). I think that (if you assume that $H$ is non-negative)
$H(x,y)$ cannot go beyond measures.
$H(x,y)$ should be locally integrable. (Recall Dirac $\delta$ is locally integrable.)
When $H(x,y)$ has the form $H(x,y) =h(x-y)$ for some function or measure $h$, then there are theories by Gel'fand and Vilenkin (Generalized functions, Vol.4) that uses the Fourier transform to find the spectral measure $\mu$ corresponding to $h$:
$$ ||f||_{h}^2 = \int \widehat{f}(\xi) \overline{\widehat{f}(\xi)} \mu(d \xi)\;, $$
where $\widehat{f}$ is the Fourier transform of $f$ and the overline is the complex conjugate.
Second question
My second question is closely related to my motivation of this post. As we know that, if $f\in L^2(R^d)$,then $f*J_\epsilon\in L^2(R^d)$ and also
$$ ||J_\epsilon * f|| \le ||f||,\quad\text{and}\quad \lim_{\epsilon\rightarrow 0_+}||J_\epsilon*f-f||=0\;, $$
where $J$ is a molifier ($J$ is nonnegative, real-valued, belonging to $C^\infty(R^d)$ with compact support, $\int J(x) d x=1$, $J(x)=0$ if $|x|\ge 1$), $J_\epsilon(x)=\epsilon^{-d}J(x/\epsilon)$ and * denotes the convolution. The question is whether this result can be extended to the case of $L_H^2(R^d)$. More precisely, whether the following statement is true:
If $f\in L^2_H(R^d)$,then $f*J_\epsilon\in L^2_H(R^d)$ and also
$$ \lim_{\epsilon\rightarrow 0_+}||J_\epsilon*f-f||_H = 0\;. $$
Certainly, we need to put appropriate assumptions on $H$, which is related to the first question.
Thank you very much for any hints and help! :-)
Anand