Integral Kernels and Invariant Measures for Markoff Transition Functions

Integral Properties of Zonal Spherical Functions, Hypergeometric Functions and Invariant

Some integral properties of zonal spherical functions, hypergeometric functions and invariant polynomials are studied for real normed division algebras.

Optimal measures and transition kernels

Argumentwise invariant kernels for the approximation of invariant functions

We consider the problem of designing adapted kernels for approximating functions invariant under a known finite group action. We introduce the class of argumentwise invariant kernels, and show that they characterize centered square-integrable random fields with invariant paths, as well as Reproducing Kernel Hilbert Spaces of invariant functions. Two subclasses of argumentwise kernels are consid...

On Translation Invariant Kernels and Screw Functions

We explore the connection between Hilbertian metrics and positive definite kernels on the real line. In particular, we look at a well-known characterization of translation invariant Hilbertian metrics on the real line by von Neumann and Schoenberg (1941). Using this result we are able to give an alternate proof of Bochner’s theorem for translation invariant positive definite kernels on the real...

Optimal measures and Markov transition kernels ∗ Roman

We study optimal solutions to an abstract optimization problem for measures, which is a generalization of classical variational problems in information theory and statistical physics. In the classical problems, information and relative entropy are defined using the Kullback-Leibler divergence, and for this reason optimal measures belong to a oneparameter exponential family. Measures within such...