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(Download PDF) An Introduction To The Theory of Reproducing Kernel Hilbert Spaces 1St Edition Vern I Paulsen 2 Online Ebook All Chapter PDF
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C A M B R I D G E S T U D I E S I N A DVA N C E D M AT H E M AT I C S 1 5 2
Editorial Board
B . B O L L O B Á S , W. F U LTO N , A . K ATO K , F. K I RWA N ,
P. S A R NA K , B . S I M O N , B . TOTA RO
Reproducing kernel Hilbert spaces have developed into an important tool in many areas,
especially statistics and machine learning, and they play a valuable role in complex
analysis, probability, group representation theory, and the theory of integral operators.
This unique text offers a unified overview of the topic, providing detailed examples of
applications, as well as covering the fundamental underlying theory, including chapters
on interpolation and approximation, Cholesky and Schur operations on kernels, and
vector-valued spaces. Self-contained and accessibly written, with exercises at the end
of each chapter, this unrivaled treatment of the topic serves as an ideal introduction for
graduate students across mathematics, computer science, and engineering, as well as a
useful reference for researchers working in functional analysis or its applications.
Vern I. Paulsen held a John and Rebecca Moores Chair in the Department of
Mathematics, University of Houston, 1996–2015. He is currently a Professor in the
Department of Pure Mathematics at the Institute for Quantum Computing at the Uni-
versity of Waterloo. He is the author of four books, over 100 research articles, and the
winner of several teaching awards.
Editorial Board:
B. Bollobás, W. Fulton, A. Katok, F. Kirwan, P. Sarnak, B. Simon, B. Totaro
All the titles listed below can be obtained from good booksellers or from Cambridge University Press. For a
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114 F. Gesztesy et al.Soliton equations and their algebro-geometric solutions, II
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119 C. Perez-Garcia & W. H. Schikhof Locally convex spaces over non-Archimedean valued fields
120 P. K. Friz & N. B. Victoir Multidimensional stochastic processes as rough paths
121 T. Ceccherini-Silberstein, F. Scarabotti & F. Tolli Representation theory of the symmetric groups
122 S. Kalikow & R. McCutcheon An outline of ergodic theory
123 G. F. Lawler & V. Limic Random walk: A modern introduction
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129 D. Goldfeld & J. Hundley Automorphic representations and L-functions for the general linear group, I
130 D. Goldfeld & J. Hundley Automorphic representations and L-functions for the general linear group, II
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132 J.Väänänen Models and games
133 G. Malle & D. Testerman Linear algebraic groups and finite groups of Lie type
134 P. Li Geometric analysis
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137 C. Muscalu & W. Schlag Classical and multilinear harmonic analysis, I
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139 B. Helffer Spectral theory and its applications
140 R. Pemantle & M. C. Wilson Analytic combinatorics in several variables
141 B. Branner & N. Fagella Quasiconformalsurgery in holomorphic dynamics
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152 V. I. Paulsen & M. Raghupathi An introduction to the theory of reproducing kernel Hilbert spaces
An Introduction to the Theory
of Reproducing Kernel
Hilbert Spaces
V E R N I . PAU L S E N
University of Waterloo, Waterloo, Ontario, Canada
M R I NA L R AG H U PAT H I
University Printing House, Cambridge CB2 8BS, United Kingdom
www.cambridge.org
Information on this title: www.cambridge.org/9781107104099
c Vern I. Paulsen and Mrinal Raghupathi 2016
This publication is in copyright. Subject to statutory exception
and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without the written
permission of Cambridge University Press.
First published 2016
Printed in the United Kingdom by Clays, St Ives plc
A catalogue record for this publication is available from the British Library
Library of Congress Cataloguing in Publication data
Names: Paulsen, Vern I., 1951– | Raghupathi, Mrinal.
Title: An introduction to the theory of reproducing kernel Hilbert spaces /
Vern I. Paulsen, Mrinal Raghupathi.
Description: Cambridge : Cambridge University Press, 2016. | Series:
Cambridge studies in advanced mathematics ; 152
Identifiers: LCCN 2015042446 | ISBN 9781107104099
Subjects: LCSH: Hilbert space–Textbooks. | Kernel functions–Textbooks.
Classification: LCC QA322.4 .P38 2016 | DDC 515/.733–dc23
LC record available at http://lccn.loc.gov/2015042446
ISBN 978-1-107-10409-9 Hardback
Cambridge University Press has no responsibility for the persistence or accuracy of
URLs for external or third-party internet websites referred to in this publication,
and does not guarantee that any content on such websites is, or will remain,
accurate or appropriate.
Contents
Preface page ix
PART I G E N E R A L T H E O RY
1 Introduction 3
1.1 Definition 3
1.2 Basic examples 4
1.2.1 Cn as an RKHS 4
1.2.2 A non-example 5
1.3 Examples from analysis 6
1.3.1 Sobolev spaces on [0,1] 6
1.3.2 The Paley-Wiener spaces: an example from
signal processing 9
1.4 Function theoretic examples 11
1.4.1 The Hardy space of the unit disk H 2 (D) 11
1.4.2 Bergman spaces on complex domains 13
1.4.3 Two multivariable examples 15
1.5 Exercises 15
2 Fundamental results 17
2.1 Hilbert space structure 17
2.2 Characterization of reproducing kernels 23
2.3 The Reconstruction Problem 27
2.3.1 The RKHS induced by a function 30
2.3.2 The RKHS of the Min function 30
2.3.3 The RKHS induced by a positive matrix 32
2.3.4 The RKHS induced by the inner product 33
2.4 Exercises 35
v
vi Contents
5 Operations on kernels 65
5.1 Complexification 65
5.2 Differences and sums 66
5.3 Finite-dimensional RKHSs 68
5.4 Pull-backs, restrictions and composition operators 69
5.4.1 Composition operators 71
5.5 Products of kernels and tensor products of spaces 72
5.6 Push-outs of RKHSs 75
5.7 Multipliers of a RKHS 77
5.8 Exercises 80
6 Vector-valued spaces 82
6.1 Basic theory 82
6.1.1 Matrices of operators 86
6.2 A Vector-valued version of Moore’s theorem 88
6.3 Interpolation 90
6.4 Operations on kernels 97
6.5 Multiplier algebras 98
6.6 Exercises 99
Contents vii
PART II A P P L I C AT I O N S A N D E X A M P L E S
Bibliography 180
Index 181
Preface
This book grew out of notes for seminars and courses on reproducing kernel
Hilbert spaces taught at the University of Houston beginning in the 1990s.
The study of reproducing kernel Hilbert spaces grew out of work on integral
operators by J. Mercer in 1909 and S. Bergman’s [4] work in complex analysis
on various domains. It was an idea that quickly grew and found applications in
many areas.
The basic theory of reproducing kernel Hilbert spaces (RKHS) goes back
to the seminal paper of Aronszajn [2]. In his paper, Aronszajn laid out the
fundamental results in the general theory of RKHS. Much of the early part of
this book is an expansion of his work.
The fascination with the subject of RKHS stems from the intrinsic beauty
of the field together with the remarkable number of areas in which they play
a role. The theory of RKHS appears in complex analysis, group represen-
tation theory, metric embedding theory, statistics, probability, the study of
integral operators, and many other areas of analysis. It is for this reason that in
our book the theory is complemented by numerous and varied examples and
applications.
In this book we attempt to present this beautiful theory to as wide an audi-
ence as possible. For this reason we have tried to keep much of the book as
self-contained as we could. This led us to rewrite considerable parts of the
theory, and experts will recognize that many proofs that appear here are novel.
Our book is composed of two parts.
In Part I we present the fundamental theory of RKHS. We have attempted
to make the theory accessible to anyone with a basic knowledge of Hilbert
spaces. However, many interesting examples require some background in com-
plex variables and measure theory, so the reader might find that they can follow
the theory, but then need further knowledge for the details of some examples.
ix
x Preface
1.1 Definition
We will consider Hilbert spaces over the field of either real numbers, R, or
complex numbers, C. We will use F to denote either R or C, so that when
we wish to state a definition or result that is true for either real or complex
numbers, we will use F.
Let X be a set. We denote by F(X, F) the set of functions from X to F. The
set F(X, F) is a vector space over the field F with the operations of addition,
( f + g)(x) = f (x) + g(x), and scalar multiplication, (λ · f )(x) = λ · ( f (x)).
3
4 Introduction
K (x, y) = k y (x)
so that
K (x, y) = k y , k x = k x , k y = K (y, x)
in the complex case and K (x, y) = K (y, x) in the real case. Also,
2 2
E y = k y = k y , k y = K (y, y).
1, x = y
y ∈ X , we let e y ∈ 2 (X ) denote the function given by e y (x) = ,
0, x = y
then
it is easily seen that {e y } y∈X is an orthonormal basis for 2 (X ) and that
f, e y = f (y), so that these functions are also the reproducing kernels and as
before
1, x = y
K (x, y) = e y , ex = .
0, x = y
1.2.2 A non-example
Sometimes to fix ideas it helps to look at a non-example. Suppose that we
take the continuous functions
1 on [0,1], C([0, 1]), define the usual 2-norm on
this space, i.e. f 2 = 0 | f (t)|2 dt, and complete to get the Hilbert space,
L 2 [0, 1]. Given any point x ∈ [0, 1], every function in the original space
C([0, 1]) has a value at this point, so point evaluation is well-defined on this
dense subspace. Is it possible that it extends to give a bounded linear functional
6 Introduction
on L 2 [0, 1]? Not surprisingly, the answer is no. Keeping 0 < x < 1 fixed, the
sequence
( t )n 0≤t ≤x
f n (t) = x1−t n
( 1−x ) x < t ≤ 1
is in C([0, 1]), satisfies f n (x) = 1 for all n and limn f n L 2 [0,1] = 0. This
shows that the evaluation functional, although defined on this dense subspace,
is unbounded for each 0 < x < 1 and hence has no bounded extension to all
of L 2 [0, 1]. It is easy to see how to define an analogous sequence of functions
for the case x = 0 and x = 1.
Thus, there is no bounded way to extend the values of functions in C([0, 1])
at points to regard elements in the completion L 2 [0, 1] as having values at
points. In particular, we cannot give L 2 [0, 1] the structure of an RKHS on
[0,1]. One of the remarkable successes of measure theory is showing that this
completion can be regarded as equivalence classes of functions, modulo sets of
measure 0, but this of course makes it difficult to talk about values at all points,
since elements are not actual functions.
Thus, reproducing kernel Hilbert spaces are, generally, quite different from
2
L -spaces.
converge. In fact, for complex numbers, one can show that n∈N z n converges
∞
if and only if n=1 |z n | converges. Thus, this convergence is equivalent to
absolute convergence in the complex case.
∞
1
en (z)en (w) = (zw)n = .
1 − zw
n∈Z+ n=0