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One strategy is to define a correlation matrix A which is then multiplied by a scalar to give a covariance matrix: this must be positive-definite. Bochner's theorem states that if the correlation between two points is dependent only upon the distance between them (via function f), then function f must be positive-definite to ensure the ...
In mathematics, Bochner's theorem (named for Salomon Bochner) characterizes the Fourier transform of a positive finite Borel measure on the real line. More generally in harmonic analysis, Bochner's theorem asserts that under Fourier transform a continuous positive-definite function on a locally compact abelian group corresponds to a finite positive measure on the Pontryagin dual group.
In operator theory, a branch of mathematics, a positive-definite kernel is a generalization of a positive-definite function or a positive-definite matrix. It was first introduced by James Mercer in the early 20th century, in the context of solving integral operator equations. Since then, positive-definite functions and their various analogues ...
Bochner’s theorem. An arbitrary function φ : R n → C is the characteristic function of some random variable if and only if φ is positive definite, continuous at the origin, and if φ(0) = 1. Khinchine’s criterion.
In mathematics, positive definiteness is a property of any object to which a bilinear form or a sesquilinear form may be naturally associated, which is positive-definite. See, in particular: Positive-definite bilinear form; Positive-definite function; Positive-definite function on a group; Positive-definite functional; Positive-definite kernel
The main difference is that the reproducing kernel is a symmetric function that is now a positive semi-definite matrix for every , in . More formally, we define a vector-valued RKHS (vvRKHS) as a Hilbert space of functions f : X → R T {\displaystyle f:X\to \mathbb {R} ^{T}} such that for all c ∈ R T {\displaystyle c\in \mathbb {R} ^{T}} and ...
Conversely, every operator-valued positive-definite function arises in this way. Recall that every (continuous) scalar-valued positive-definite function on a topological group induces an inner product and group representation φ(g) = 〈U g v, v〉 where U g is a (strongly continuous) unitary representation (see Bochner's theorem).
In mathematics, and specifically in operator theory, a positive-definite function on a group relates the notions of positivity, in the context of Hilbert spaces, and algebraic groups. It can be viewed as a particular type of positive-definite kernel where the underlying set has the additional group structure.