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Cauchy-Schwarz inequality for positive-semidefinite kernels (∣k(x,y)∣2≤k(x,x)k(y,y))

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Positive-semidefinite kernel
2026-10-06  0 By others on same topic  0 Discussions Create my own version
A real positive-semidefinite kernel satisfies ∣k(x,y)∣2≤k(x,x)k(y,y). This follows from positivity of its two-point kernel matrix. If a diagonal value is zero, the corresponding off-diagonal values must also vanish.

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  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 205 / 2 / Solution

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