Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-205/1/d/solution

Put
The numerator is the linear kernel, while the reciprocal of the denominator is the kernel from part c applied to and . The product of positive-semidefinite kernels therefore shows that is a positive-semidefinite kernel. The Cauchy-Schwarz inequality and the arithmetic-geometric mean inequality give , so
Each power is positive semidefinite by the Schur product theorem, and the convergent sum is positive semidefinite.
Moreover . If is its canonical feature map, then
The feature-space norm gives symmetry and the triangle inequality. Finally, implies , hence and
which is equivalent to . Thus is a metric rather than merely a pseudometric.

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