All Questions
18 questions
2
votes
0
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88
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Dependence and $L^2$ projections of functions
tl;dr: Is it possible that the best approximation to a nonnegative function of three variables with a bivariate function is no better than the best univariate function?
Let $w$ be a density on $\...
- 21
3
votes
1
answer
180
views
Are the paths of the Brownian motion contained in a suitable RKHS?
Let $H_B$ be the reproducing kernel Hilbert space (RKHS) of the Brownian Motion $(B_t)$ on $[0,1]$. It is well known that with probability 1 the paths of $(B_t)$ are not contained in $H_B$.
But is ...
- 8,992
1
vote
0
answers
99
views
Density of Lipschitz functions in Bochner space with bounded support
Let $X$ and $Y$ be separable and reflexive Banach spaces with Schauder bases. Let $\mu$ be a non-zero finite Borel measure on $X$ and let $L^p(X,Y;\mu)$ denote the (Boehner) space of strongly p-...
- 63.9k
0
votes
1
answer
2k
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What is the orthonormal basis for the Bergman space on the disk?
[EDIT by YC: the original question's title asked about a basis for the Hardy space on the disk. It is clear from the actual question that what was meant was the Bergman space.]
In arXiv:0310.5297, ...
- 2,821
3
votes
1
answer
159
views
Tight L2 bound on moments approximation and reference
Consider $f\in L^2(I)$, where $I$ is the unit interval and $L^2$ is w.r.t. Lebesgue measure, and consider an approximation of $f$ denoted by $\tilde{f}\in L^2$.
The error in approximated the moments ...
- 18.7k
1
vote
1
answer
161
views
Conditional Gaussians in infinite dimensions
I asked this over on cross validated, but thought it might also get an answer here:
The law of the conditional Gaussian distribution (the mean and covariance) are frequently mentioned to extend to the ...
- 128k
2
votes
1
answer
300
views
Reverse martingale convergence theorem in Banach spaces
In section 1.5 of a course given by Gilles Pisier, the author is claiming that in the excerpt below $\operatorname E[\varphi_i\mid\mathcal A_{-n}]\to\operatorname E[\varphi_i\mid\mathcal A_{-\infty}]$ ...
- 14.2k
1
vote
0
answers
83
views
Embedding random variables in infinite-dimensional spaces
Let $H$ be a reproducing kernel Hilbert space of functions $f:E\to F$ with kernel $k$. A point in $E$ may be embedded into $H$ via the canonical embedding $x\mapsto k(x,\cdot)$. Similarly, a random ...
- 710
8
votes
2
answers
640
views
Does a random sequence of vectors span a Hilbert space?
Let $\mathcal{H}$ be a separable Hilbert space. Let $v$ be a random variable taking values in $\mathcal{H}$ such that $P(v \perp h) < 1$ for all $h \in \mathcal{H}.$ Suppose we sample an infinite ...
- 17.2k
4
votes
1
answer
128
views
Closure of polynomials in $L^2_w$ with log-normal weight function
Consider the Hilbert space $L^2_w$ with scalar product $\langle f,g\rangle_w =\int_0^\infty f(x)g(x)w(x)dx$ where the weight $w$ is the density function of a log-normal distribution
$$ w(x)=\frac{1}{\...
CommunityBot
- 1
13
votes
4
answers
5k
views
What is known about the Gaussian measure of the unit ball in a Hilbert Space?
Let $X$ be an infinite dimensional separable Hilbert Space with norm $||\cdot||$ and let $\mu$ be a Gaussian measure on $X$ such that $\mu(X) = 1$. What do we know about $\mu(B(0,1))$, where $B(0,1)$ ...
- 25.5k
0
votes
1
answer
217
views
Reproducing Kernel Hilbert Spaces with positive kernels
In my research I'm dealing with the following question.
Let $E$ set, $K:E \times E \to \mathbb R$ a positive type function, and $\mathcal H := \mathcal H(1+K)$ (in the sense of the Moore theorem). ...
- 11
0
votes
0
answers
252
views
Hadamard product (Schur product) in $L^2[0,1]$
Let's consider the separable Hilbert space $\mathcal{H} = L^2[0,1]$ of square-integrable functions on the interval $[0,1]$ with orthonormal basis $(e_j)$. For $x,y \in \mathcal{H}$, the Hadamard ...
- 195
3
votes
1
answer
1k
views
If $H$ is a separable Hilbert space, is its dual dense in $L^2(H)$?
Let $H$ be an infinite-dimensional, separable Hilbert space, and let $\gamma$ be a Radon probability measure on $H$ with mean zero and covariance operator the identity $I$.
Let $H^*$ denote the space ...
CommunityBot
- 1
6
votes
1
answer
713
views
Equivalence of Gaussian measures
Let $H$ be a separable Hilbert space and $N(0, C)$ and $N(0, D)$ be Gaussian measures on it. Further, for each $v \in H$, define $R_v = \frac{\left\langle v,Cv \right\rangle}{\left\langle v,Dv \right\...
- 29.8k
2
votes
0
answers
238
views
Examples for Markov generators with pure point spectrum
I'm looking at symmetric diffusion Markov generators $L$ with pure point spectrum, i.e. infinitesimal generators of symmetric diffusion Markov semigroups, which are defined on $L^2(\mu)$ where $\mu$ ...
- 235
3
votes
1
answer
870
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 $\{-1,1\}$. ...
- 34.7k
7
votes
1
answer
1k
views
If $H$ is a separable Hilbert space, is $L^2(H)$ separable?
Let $H$ be a separable Hilbert space, and let $\gamma$ be a Radon probability measure on $H$ with mean zero and covariance operator the identity $I$.
Is the Hilbert space $L^2(H,\gamma)$ separable?
CommunityBot
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