The book covers theoretical questions including the latest extension of the formalism, and computational issues and focuses on some of the more fruitful and promising applications, including statistical signal processing, nonparametric curve estimation, random measures, limit theorems, learning theory and some applications at the fringe between Statistics and Approximation Theory. It is geared to graduate students in Statistics, Mathematics or Engineering, or to scientists with an equivalent level.

A unique introduction to reproducing kernel Hilbert spaces, covering the fundamental underlying theory as well as a range of applications.

The notions of positive functions and of reproducing kernel Hilbert spaces play an important role in various fields of mathematics, such as stochastic processes, linear systems theory, operator theory, and the theory of analytic functions. Also they are relevant for many applications, for example to statistical learning theory and pattern recognition. The present volume contains a selection of papers which deal with different aspects of reproducing kernel Hilbert spaces. Topics considered include one complex variable theory, differential operators, the theory of self-similar systems, several complex variables, and the non-commutative case. The book is of interest to a wide audience of pure and applied mathematicians, electrical engineers and theoretical physicists.

"We introduce new reproducing kernel Hilbert spaces W2[sup m,n] (D) on unbounded plane regions D. We study linear non-homogeneous hyperbolic partial differential equation problems on D with solutions in various reproducing kernel Hilbert spaces. We establish existence and uniqueness results for such solutions under appropriate hypotheses on the driver. Stability of solutions with respect to the driver is analyzed and local uniform approximation results are obtained which depend on the density of nodes. The local uniform approximation results required a careful determination of the reproducing kernel Hilbert spaces on which the elementary differential operators [delta]/[delta]x and [delta]/[delta]t are bounded. We apply these findings to second order hyperbolic partial differential equations to assist us in demonstrating the aforementioned local uniform approximation results. Finally, we illustrate the efficiency and effectiveness of our theoretical investigations with several numerical examples"--Abstract, page iv.

This book provides a large extension of the general theory of reproducing kernels published by N. Aronszajn in 1950, with many concrete applications.In Chapter 1, many concrete reproducing kernels are first introduced with detailed information. Chapter 2 presents a general and global theory of reproducing kernels with basic applications in a self-contained way. Many fundamental operations among reproducing kernel Hilbert spaces are dealt with. Chapter 2 is the heart of this book.Chapter 3 is devoted to the Tikhonov regularization using the theory of reproducing kernels with applications to numerical and practical solutions of bounded linear operator equations.In Chapter 4, the numerical real inversion formulas of the Laplace transform are presented by applying the Tikhonov regularization, where the reproducing kernels play a key role in the results.Chapter 5 deals with ordinary differential equations; Chapter 6 includes many concrete results for various fundamental partial differential equations. In Chapter 7, typical integral equations are presented with discretization methods. These chapters are applications of the general theories of Chapter 3 with the purpose of practical and numerical constructions of the solutions.In Chapter 8, hot topics on reproducing kernels are presented; namely, norm inequalities, convolution inequalities, inversion of an arbitrary matrix, representations of inverse mappings, identifications of nonlinear systems, sampling theory, statistical learning theory and membership problems. Relationships among eigen-functions, initial value problems for linear partial differential equations, and reproducing kernels are also presented. Further, new fundamental results on generalized reproducing kernels, generalized delta functions, generalized reproducing kernel Hilbert spaces, andas well, a general integral transform theory are introduced.In three Appendices, the deep theory of Akira Yamada discussing the equality problems in nonlinear norm inequalities, Yamada's unified and generalized inequalities for Opial's inequalities and the concrete and explicit integral representation of the implicit functions are presented.

The general theories contained in the text will give rise to new ideas and methods for the natural inversion formulas for general linear mappings in the framework of Hilbert spaces containing the natural solutions for Fredholm integral equations of the first kind.