- #1
mnb96
- 715
- 5
Hello,
if we consider a [itex]n\times n[/itex] symmetric positive definite matrix, we can prove that it has n positive eigenvalues and n orthogonal eigenvectors, and that such matrix can be expressed as a linear combination [itex]\sum_{i=1}^n \lambda_i e_i\otimes e_i[/itex]
Mercer's theorem extends this result to continuous symmetric positive definite functions [itex]K:[a,b]\times [a,b]\rightarrow \mathbb{R}[/itex] by stating that K(x,y) can be expressed as [itex]\sum_{i=1}^\infty \lambda_i e_i(x)e_i(y)[/itex] where e_i are eigenfunctions of the linear operator associated with K.
My question is: can Mercer's theorem be generalized to square integrable functions K defined on the whole domain [itex]\mathbb{R}^2[/itex] instead of just [itex][a,b]\times[a,b][/itex]?
if we consider a [itex]n\times n[/itex] symmetric positive definite matrix, we can prove that it has n positive eigenvalues and n orthogonal eigenvectors, and that such matrix can be expressed as a linear combination [itex]\sum_{i=1}^n \lambda_i e_i\otimes e_i[/itex]
Mercer's theorem extends this result to continuous symmetric positive definite functions [itex]K:[a,b]\times [a,b]\rightarrow \mathbb{R}[/itex] by stating that K(x,y) can be expressed as [itex]\sum_{i=1}^\infty \lambda_i e_i(x)e_i(y)[/itex] where e_i are eigenfunctions of the linear operator associated with K.
My question is: can Mercer's theorem be generalized to square integrable functions K defined on the whole domain [itex]\mathbb{R}^2[/itex] instead of just [itex][a,b]\times[a,b][/itex]?