On the optimal analytic continuation from discrete data

Abstract

We consider analytic functions from a reproducing kernel Hilbert space. Given that such a function is of order $\epsilon$ on a set of discrete data points, relative to its global size, we ask how large can it be at a fixed point outside of the data set. We obtain optimal bounds on this error of analytic continuation and describe its asymptotic behavior in $\epsilon$. We also describe the maximizer function attaining the optimal error in terms of the resolvent of a positive semidefinite, self-adjoint and finite rank operator.

References in corpus (1)

• On feasibility of extrapolation of the complex electromagnetic permittivity function using Kramer-Kronig relations