## Tag: Reproducing kernel Hilbert space

### Advanced Analysis, Notes 17: Hilbert function spaces (Pick’s interpolation theorem)

In this final lecture we will give a proof of Pick’s interpolation theorem that is based on operator theory.

Theorem 1 (Pick’s interpolation theorem): Let $z_1, \ldots, z_n \in D$, and $w_1, \ldots, w_n \in \mathbb{C}$ be given. There exists a function $f \in H^\infty(D)$ satisfying $\|f\|_\infty \leq 1$ and

$f(z_i) = w_i \,\, \,\, i=1, \ldots, n$

if and only if the following matrix inequality holds:

$\big(\frac{1-w_i \overline{w_j}}{1 - z_i \overline{z_j}} \big)_{i,j=1}^n \geq 0 .$

Note that the matrix element $\frac{1-w_i\overline{w_j}}{1-z_i\overline{z_j}}$ appearing in the theorem is equal to $(1-w_i \overline{w_j})k(z_i,z_j)$, where $k(z,w) = \frac{1}{1-z \overline{w}}$ is the reproducing kernel for the Hardy space $H^2$ (this kernel is called the Szego kernel). Given $z_1, \ldots, z_n, w_1, \ldots, w_n$, the matrix

$\big((1-w_i \overline{w_j})k(z_i,z_j)\big)_{i,j=1}^n$

is called the Pick matrix, and it plays a central role in various interpolation problems on various spaces.

I learned this material from Agler and McCarthy’s monograph [AM], so the following is my adaptation of that source.

(A very interesting article by John McCarthy on Pick’s theorem can be found here).

### Advanced Analysis, Notes 16: Hilbert function spaces (basics)

In the final week of the semester we will study Hilbert function spaces (also known as reproducing kernel Hilbert spaces) with the goal of presenting an operator theoretic proof of the classical Pick interpolation theorem. Since time is limited I will present a somewhat unorthodox route, and ignore much of the beautiful function theory involved. BGU students who wish to learn more about this should consider taking Daniel Alpay’s course next semester. Let me also note the helpful lecture notes available from Vern Paulsen’s webpage and also this monograph by Jim Agler and John McCarthy (in this post and the next one I will refer to these as [P] and [AM] below).

(Not directly related to this post, but might be of some interest to students: there is an amusing discussion connected to earlier material in the course (convergence of Fourier series) here).

### The remarkable Hilbert space H^2 (Part I – definition and interpolation theory)

This series of posts is based on the colloquium talk that I was supposed to give on November 20, at our department. As fate had it, that week studies were cancelled.

Several people in our department thought that it would be a nice idea if alongside the usual colloquium talks given by invited speakers which highlight their recent achievements, we would also have some talks by department members that will be more of an exposition to the fields they work in. So my talk was supposed to be an exposition to the setting in which much of the research I do goes on.

The topic of the “talk”  is the Hilbert space $H^2_d$. There will be three parts to this series:

1. Definition and interpolation theory.
2. Multivariate operator theory and model theory
3. Current research problems