On the eigenfunction expansions associated with Fredholm integral equations of first kind in the presence of noise (Q1916707): Difference between revisions

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On the eigenfunction expansions associated with Fredholm integral equations of first kind in the presence of noise
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    On the eigenfunction expansions associated with Fredholm integral equations of first kind in the presence of noise (English)
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    29 August 1996
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    The authors consider the problem of approximately solving an integral equation of the first kind with a selfadjoint integral operator of the Hilbert-Schmidt class by eigenfunction expansion, thereby assuming the noise in the data function to be perturbed in absolute value by at most a (small) number \(\varepsilon\). They construct a continuous mapping from the data space to the solution space, without using any a priori bound or constraint. The crucial point is where to truncate the expansion (gained from the perturbed data), i.e. to identify the ``order-disorder transition'' in the sequence of Fourier coefficients of the data function. Furthermore, they develop a probabilistic version of their result, using the theory of (weak) random variables in Hilbert space and concepts from information theory.
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    regularization
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    ill-posed problems
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    integral equation of the first kind
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    selfadjoint integral operator
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    Hilbert-Schmidt class
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    eigenfunction expansion
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