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On the speed of uniform convergence in Mercer's theorem

Journal of Mathematical Analysis and Applications (JMAA), 2022
Abstract

The classical Mercer's theorem claims that a continuous positive definite kernel K(x,y)K({\mathbf x}, {\mathbf y}) on a compact set can be represented as i=1λiϕi(x)ϕi(y)\sum_{i=1}^\infty \lambda_i\phi_i({\mathbf x})\phi_i({\mathbf y}) where {(λi,ϕi)}\{(\lambda_i,\phi_i)\} are eigenvalue-eigenvector pairs of the corresponding integral operator. This infinite representation is known to converge uniformly to the kernel KK. We estimate the speed of this convergence in terms of the decay rate of eigenvalues and demonstrate that for 3m3m times differentiable kernels the first NN terms of the series approximate KK as O((i=N+1λi)mm+n)\mathcal{O}\big((\sum_{i=N+1}^\infty\lambda_i)^{\frac{m}{m+n}}\big) or O((i=N+1λi2)m2m+n)\mathcal{O}\big((\sum_{i=N+1}^\infty\lambda^2_i)^{\frac{m}{2m+n}}\big).

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