Reproducing kernel Hilbert space vs. frame estimates

DOI10.3390/MATH3030615MaRDI QIDQ901429zbMATH OpenOpenAlexFDO

Authors Myung-Sin Song, Palle Jorgensen

Publication date 12 January 2016

Published in Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1606.04868

zbMATH Keywords

Hilbert spaceframesreproducing kernelKarhunen-Loève

Mathematics Subject Classification ID

Gaussian processes (60G15) General harmonic expansions, frames (42C15) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

Abstract: We consider conditions on a given system $mathcalF$ of vectors in Hilbert space $mathcalH$, forming a frame, which turn $mathcalH$ into a reproducing kernel Hilbert space. It is assumed that the vectors in $mathcalF$ are functions on some set $Omega$. We then identify conditions on these functions which automatically give $mathcalH$ the structure of a reproducing kernel Hilbert space of functions on $Omega$. We further give an explicit formula for the kernel, and for the corresponding isometric isomorphism. Applications are given to Hilbert spaces associated to families of Gaussian processes.

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(11)

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• On the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions
• Existence of frames based on the Szegö kernel in the Hardy space
• A variational principle in the dual pair of reproducing kernel Hilbert spaces and an application
• Reproducing kernel Hilbert space methods for wide-sense self-similar processes
• On relative reproducing kernel Banach spaces: definitions, semi-inner product and feature maps
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