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On the speed of uniform convergence in Mercer's theorem

Published 1 May 2022 in cs.LG and math.SP | (2205.00487v2)

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=1<sup>∞</sup>λiϕi(x)ϕi(y)\sum_{i=1}<sup>\infty</sup> \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 $2m$ times differentiable kernels the first NN terms of the series approximate KK as O((∑i=N+1<sup>∞λi)<sup>mm+n)\mathcal{O}\big((\sum_{i=N+1}<sup>\infty\lambda_i)<sup>{\frac{m}{m+n}}\big) or O((∑i=N+1<sup>∞λ<sup>2i)<sup>m2m+n)\mathcal{O}\big((\sum_{i=N+1}<sup>\infty\lambda<sup>2_i)<sup>{\frac{m}{2m+n}}\big). Finally, we demonstrate some applications of our results to a spectral charaterization of integral operators with continuous roots and other powers.

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