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Characterization of the reproducing structure of the Bessel potential spaces beyond $p=2$

Tjeerd Jan Heeringa

Abstract

Reproducing kernel Hilbert spaces are uniquely characterized by their kernel, but reproducing kernel Banach spaces (RKBS) are not. However, a characterization of which RKBS admit a given kernel as reproducing kernel is lacking. This work provides such a characterization for the well-known Bessel potential / Matèrn kernel, a widely used covariance kernel for Gaussian processes which is the reproducing kernel of the Bessel potential space $H^{s,2}(\mathbb{R}^d)$ when $s>d/2$. Concretely, this work characterizes the pairs of Bessel potential spaces $H^{u,p}(\mathbb{R}^d),H^{v,q}(\mathbb{R}^d)$ which have this kernel.

Characterization of the reproducing structure of the Bessel potential spaces beyond $p=2$

Abstract

Reproducing kernel Hilbert spaces are uniquely characterized by their kernel, but reproducing kernel Banach spaces (RKBS) are not. However, a characterization of which RKBS admit a given kernel as reproducing kernel is lacking. This work provides such a characterization for the well-known Bessel potential / Matèrn kernel, a widely used covariance kernel for Gaussian processes which is the reproducing kernel of the Bessel potential space when . Concretely, this work characterizes the pairs of Bessel potential spaces which have this kernel.

Paper Structure

This paper contains 17 sections, 6 theorems, 60 equations.

Key Result

Theorem 1

Let $d\in \mathbb{N}$, $u,v,s>0$ and $1\leq p,q\leq \infty$. The spaces $H^{u,p}(\mathbb{R}^d),H^{v,q}(\mathbb{R}^d)$ are an RKBS pair with kernel $K_s$ if and only if with the inequality in eq:main_u+v_result being strict when $\min(p,q)=1$ and $\max(p,q)<\infty$, where $p'$ and $q'$ are the Hölder-conjugates of $p$ and $q$.

Theorems & Definitions (18)

  • Theorem 1
  • Definition 1: Reproducing kernel Banach space
  • Definition 2
  • Remark 1
  • Definition 3
  • Remark 2
  • Definition 4
  • Definition 5
  • Definition 6
  • Lemma 1
  • ...and 8 more