Necessary and sufficient conditions for a family of continuous functions to form a Karhunen-Lo\`eve basis

Publication date 31 August 2022

Abstract: Given an orthonormal system of

L^{2} (D)

consistent of continuous functions

(f_{n})_{n}

, with

D s u b s e t m a t h b b R^{d}

compact, and given a sequence of strictly positive coefficients

(l a m b d a_{n})_{n}

forming a convergent series, we prove that they consist in the eigenfunctions and eigenvectors of a covariance operator associated to a continuous positive-definite Kernel if and only if the sequence of partial sums

s u m_{j l e q n} l a m b d a_{j} f_{j}^{2}

is equicontinuous over

D

.

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