Spectral representations of interpolation spaces of reproducing kernel Hilbert spaces

In statistical learning theory, interpolation spaces of the form $[\mathrm{L}^2,H]_{θ,r}$, where $H$ is a reproducing kernel Hilbert space, are in widespread use. So far, however, they are only well understood for fine index $r=2$. We generalise existing results from $r=2$ to all possible values of $r$. In particular, we present a spectral decomposition of such spaces, analyse their embedding properties, and describe connections to the theory of Banach spaces of functions. We additionally present example applications of our results to regularisation error estimation in statistical learning.