Mercer's Theorem: Mathematical Preliminaries

Avishek Sen Gupta on 13 September 2021

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This article lays the ground for taking a second perspective to Kernel Functions using Mercer’s Theorem. We discussed this theorem in Functional Analysis: Norms, Operators, and Some Theorems briefly. We will see that Mercer’s Theorem applies somewhat more directly to the characterisation of Kernel Functions, and there is no need for an elaborate construction, like we do for Reproducing Kernel Hilbert Spaces. Before we do that, this post will lay out the mathematical concepts necessary for understanding the proof behind Mercer’s Theorem.

The specific posts discussing the background are:

• Kernel Functions: Functional Analysis and Linear Algebra Preliminaries
• Functional Analysis: Norms, Linear Functionals, and Operators
• Functional and Real Analysis Notes

It is also advisable (though not necessary) to review Kernel Functions with Reproducing Kernel Hilbert Spaces to contrast and compare that approach with the one shown here.

Mercer’s Theorem Learning Roadmap

Here is the roadmap for understanding the concepts relating to Mercer’s Theorem.

graph TD; sequences[Sequences] function_sequences[Function Sequences] compact_set[Compact Set] compact_operators[Compact Operators] linear_operators[Linear Operators] uniform_convergence[Uniform Convergence] banach_space[Banach Space] hilbert_space[Hilbert Space] lp_space[Lp Space] jordan_canonical_form[Jordan Canonical Form] relatively_compact_subspace[Relatively Compact Subpace] spectral_theorem[Spectral Theorem of Compact Operators] arzela_ascoli_theorem[Arzelà-Ascoli Theorem] mercer_theorem[Mercer's Theorem] sequences-->function_sequences-->uniform_convergence-->banach_space-->hilbert_space compact_set-->relatively_compact_subspace relatively_compact_subspace-->compact_operators linear_operators-->compact_operators hilbert_space-->lp_space-->compact_operators compact_operators-->spectral_theorem jordan_canonical_form-->spectral_theorem spectral_theorem-->mercer_theorem function_sequences-->arzela_ascoli_theorem arzela_ascoli_theorem-->mercer_theorem style compact_set fill:#006f00,stroke:#000,stroke-width:2px,color:#fff style spectral_theorem fill:#006fff,stroke:#000,stroke-width:2px,color:#fff style mercer_theorem fill:#8f0f00,stroke:#000,stroke-width:2px,color:#fff style arzela_ascoli_theorem fill:#8f0ff0,stroke:#000,stroke-width:2px,color:#fff

Sequences and Boundedness

Cauchy Sequences

Function Sequences

Open and Closed Sets

Compact Sets and Relatively Compact Subspaces

Compact Operators

Jordan Canonical Form

Arzelà-Ascoli Theorem

Older Stuff (will be deleted)

Recall what Mercer’s Theorem states:

\[\kappa(x,y)=\sum_{i=1}^\infty \lambda_i \psi_i(x)\psi_i(y)\]

where \(\kappa(x,y)\) is a positive semi-definite function and \(\psi_i(\bullet)\) is the \(i\)th eigenfunction. Note that this implies that there are an infinite number of eigenfunctions.

Evaluation Functionals

The Evaluation Functional is an interesting function: it takes another function as an input, and applies a specific argument to that function. As an example, if we have a function, like so:

\[f(x)=2x+3\]

We can define an evaluation functional called \(\delta_3(f)\) such that:

\[\delta_3(f)=f(3)=2.3+3=9\]

Continuity and Boundedness of Evaluation Functional

Here we will treat the Evaluation Functional in its functional form (the “formula view”, if you like). Is the graph of the Evaluation Functional continuous. We can prove that if a linear functional is bounded, then it is also continuous. In this case, we will prove that the Evaluation Functional is bounded in the function space \(\mathcal{H}\).

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