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Differentiable positive definite kernels and Lipschitz continuity

Published online by Cambridge University Press:  24 October 2008

James A. Cochran
Affiliation:
Department of Mathematics, Washington State University, Pullman, Washington 99164–2930, U.S.A.
Mark A. Lukas
Affiliation:
School of Mathematical and Physical Sciences, Murdoch University, Western Australia 6150

Abstract

Reade[11] has shown that positive definite kernels K(x, t) which satisfy a Lipschitz condition of order α on a bounded region have eigenvalues which are asymptotically O(1/n1+α). In this paper we extend this result to positive definite kernels whose symmetric derivative Krr(x, t) = ∂2rK(x, t)/∂xτtτ is in Lipα and establish λn(K) = O(1/n2r+1+α). If ∂Krr/∂t is in Lipα, the anticipated asymptotic estimate is also derived.

The proofs use a well-known result of Chang [2], recently rederived by Ha [5], and estimates based upon finite rank approximations to the kernels in question. In these latter estimates we employ the familiar piecewise linear ‘hat’ basis functions of approximation theory.

Type
Research Article
Copyright
Copyright © Cambridge Philosophical Society 1988

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