Reproducing Kernel Hilbert Space vs. Frame Estimates

We consider conditions on a given system $\mathcal{F}$ of vectors in Hilbert space $\mathcal{H}$, forming a frame, which turn $\mathcal{H}$ into a reproducing kernel Hilbert space. It is assumed that the vectors in $\mathcal{F}$ are functions on some set $Ω$. We then identify conditions on these functions which automatically give $\mathcal{H}$ the structure of a reproducing kernel Hilbert space of functions on $Ω$. We further give an explicit formula for the kernel, and for the corresponding isometric isomorphism. Applications are given to Hilbert spaces associated to families of Gaussian processes.

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