All Questions
19 questions
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Does weak $L^2$ approximation implies $L^2$ approximation under a condition similar to convexity?
(Cross posted from Math StackExchange: Does weak $L^2$ approximation implies $L^2$ approximation under a condition similar to convexity?)
Assume $(\Omega, \mu)$ is a probability space. Consider a ...
- 2,830
1
vote
1
answer
89
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Representing an $L^2$-functional by a non-$L^2$-function on a dense subspace - Part II
This is a follow-up to this previous question, but under stronger assumptions.
Let $(X, \mu)$ be a (say, $\sigma$-finite) measure space, let $g \in L^2$ (say, over the real
scalar field). Let $\tilde ...
- 12.5k
7
votes
2
answers
464
views
Representing an $L^2$-functional by a non-$L^2$-function on a dense subspace
Let $(X, \mu)$ be your favourite measure space (finite or $\sigma$-finite if you like), let $g \in L^2$ (say, the scalar field of $L^2$ is $\mathbb{R}$, though this probably doesn't matter). Let $\...
- 12.5k
1
vote
0
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133
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Subspace of RKHS generated by kernel mean embeddings
Suppose $\mathcal{H_k}$ is a reproducing kernel Hilbert space (RKHS) with reproducing kernel $k: \mathcal{X} \times \mathcal{X} \rightarrow \mathbb{R}$. I am looking for results characterising the ...
- 93
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answers
191
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Dual of union of Reproducing Kernel Hilbert Spaces
I have a union of Reproducing Kernel Hilbert Spaces $\mathcal{B}$. I am interested in finding the dual of $\mathcal{B}$. Knowing what the dual is might help to write an alternate formulation for the ...
- 171
2
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131
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Does a spectral theorem exist for linear operator pencils?
I was wondering if a version of the spectral theorem (the projection valued measure case) holds for linear pencils of the form
$$
A-\lambda B
$$
where $A,B$ are self-adjoint on some Hilbert space $\...
- 223
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107
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Norm equivalences for Gaussian random functions (Cameron-Martin space)
Preliminaries
Consider the Hilbert space $H :={L^2_{\text{per}}(\mathbb{R})}$ of Gaussian random functions, $2\pi$-periodic in $\mathbb{R}$.
These random functions are drawn from a Gaussian measure $\...
- 101
1
vote
0
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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
3
votes
0
answers
225
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Defining a trace-class operator with a Bochner integral
I had asked this question previously on Math.StacheExchange but did not get an answer there in several months. This isn't strictly speaking research level mathematics but I hope it is sufficiently ...
- 131
2
votes
1
answer
651
views
Some integrals with respect to a Gaussian measure on a Hilbert space
Assume that $(H,\langle\cdot,\cdot\rangle)$ is a real separable Hilbert space equipped with a Gaussian measure $\mu$ with a mean $m$ and a covariance operator $C$. Let $x\in H$ be a fixed vector. What ...
- 21
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votes
1
answer
2k
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Definitions of Hilbert Bundles
I have some doubts regarding definitions and conventions on Hilbert Bundles. Some authors like Peter Kuchment (Floquet Theory for Partial Differential Equations) and Serge Lang (Differential and ...
5
votes
2
answers
310
views
Error estimate in the spectral theorem of compact operators on a Hilbert space
Given a compact self-adjoint operator $K$ mapping $L^2(\mathbb{R}^d) \rightarrow L^2(\mathbb{R}^d)$ as $f \rightarrow \int K(x,y) f(y) d\mu(y)$, let us define its eigenvalues $\lambda_i$ and eigen-...
- 2,246
4
votes
0
answers
185
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A strongly open set which is not measurable in the weak operator topology
Let $H$ be a non-separable Hilbert space and $\{e_i\}_{i\in I}$ be an orthonormal basis for $H$. Let $J$ be a uncountable proper subset in $I$.
Let us put $$E=\{x\in B(H): \lVert xe_j\rVert <1: \...
- 4,058
2
votes
1
answer
183
views
Visualizing ANOVA Decomposition [closed]
Let $f \in L^2[0,1]^d$ be a measurable function where $d \in \mathbb{N}$. For a given subset $u \subseteq D := \{1,2,\ldots,d\}$ consider the projections $P_u : L^2[0,1]^d \to L^2[0,1]^{|u|}$ given ...
- 121
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votes
1
answer
517
views
Injective inclusion map from RKHS function space to $L_p(\mu)$
Let $X$ be a measurable space, $\mu$ be a $\sigma$-finite measure on $X$, and $H$ be a separable reproducing kernel Hilbert space over $X$ with a measurable kernel $k$.
At a certain part in a proof I ...
- 103
3
votes
1
answer
1k
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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 ...
- 8,512
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?
- 8,512
0
votes
1
answer
319
views
Hilbert space automorphisms realized as induced by transformations of some base-spaces
Following question may be soft. Fix abstract hilbert space H and consider any automorphism A in banach-spaces sence (i.e. no conditions on metric). Call A is realizable if exist measure space $(X,\mu)$...
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13
votes
4
answers
5k
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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 $B(0,1)$ ...
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