Mercer's theorem

Mercer's theorem In mathematics, specifically functional analysis, Mercer's theorem is a representation of a symmetric positive-definite function on a square as a sum of a convergent sequence of product functions. Ce théorème, presented in (Mercer 1909), is one of the most notable results of the work of James Mercer (1883–1932). It is an important theoretical tool in the theory of integral equations; it is used in the Hilbert space theory of stochastic processes, for example the Karhunen–Loève theorem; and it is also used to characterize a symmetric positive semi-definite kernel.[1] Contenu 1 Introduction 2 Détails 3 Trace 4 Généralisations 5 Mercer's condition 5.1 Discrete analog 5.2 Exemples 6 Voir également 7 Remarques 8 References Introduction To explain Mercer's theorem, we first consider an important special case; see below for a more general formulation. A kernel, in this context, is a symmetric continuous function {style d'affichage K:[un,b]fois [un,b]flèche droite mathbb {R} } where symmetric means that {style d'affichage K(X,y)=K(y,X)} pour tous {style d'affichage x,yin [un,b]} .

K is said to be non-negative definite (or positive semidefinite) si et seulement si {somme de style d'affichage _{je=1}^{n}somme _{j=1}^{n}K(X_{je},X_{j})c_{je}c_{j}gq 0} for all finite sequences of points x1, ..., xn of [un, b] and all choices of real numbers c1, ..., cn (cf. positive-definite kernel).

Associated to K is a linear operator (more specifically a Hilbert–Schmidt integral operator) on functions defined by the integral {style d'affichage [T_{K}varphi ](X)=int _{un}^{b}K(X,s)varphi (s),ds.} For technical considerations we assume {style d'affichage varphi } can range through the space L2[un, b] (see Lp space) of square-integrable real-valued functions. Since TK is a linear operator, we can talk about eigenvalues and eigenfunctions of TK.

Théorème. Suppose K is a continuous symmetric non-negative definite kernel. Then there is an orthonormal basis {ei}i of L2[un, b] consisting of eigenfunctions of TK such that the corresponding sequence of eigenvalues {λi}i is nonnegative. The eigenfunctions corresponding to non-zero eigenvalues are continuous on [un, b] and K has the representation {style d'affichage K(s,t)=somme _{j=1}^{infime }lambda _{j},e_{j}(s),e_{j}(t)} where the convergence is absolute and uniform.

Details We now explain in greater detail the structure of the proof of Mercer's theorem, particularly how it relates to spectral theory of compact operators.

The map K → TK is injective. TK is a non-negative symmetric compact operator on L2[un,b]; moreover K(X, X) ≥ 0.

To show compactness, show that the image of the unit ball of L2[un,b] under TK equicontinuous and apply Ascoli's theorem, to show that the image of the unit ball is relatively compact in C([un,b]) with the uniform norm and a fortiori in L2[un,b].

Now apply the spectral theorem for compact operators on Hilbert spaces to TK to show the existence of the orthonormal basis {ei}i of L2[un,b] {style d'affichage lambda _{je}e_{je}(t)=[T_{K}e_{je}](t)=int _{un}^{b}K(t,s)e_{je}(s),ds.} If λi ≠ 0, the eigenvector (eigenfunction) ei is seen to be continuous on [un,b]. À présent {somme de style d'affichage _{je=1}^{infime }lambda _{je}|e_{je}(t)e_{je}(s)|leq sup _{xin [un,b]}|K(X,X)|,} which shows that the sequence {somme de style d'affichage _{je=1}^{infime }lambda _{je}e_{je}(t)e_{je}(s)} converges absolutely and uniformly to a kernel K0 which is easily seen to define the same operator as the kernel K. Hence K=K0 from which Mercer's theorem follows.

Pour terminer, to show non-negativity of the eigenvalues one can write {displaystyle lambda langle f,frangle =langle f,T_{K}frangle } and expressing the right hand side as an integral well approximated by its Riemann sums, which are non-negative by positive-definiteness of K, implying {displaystyle lambda langle f,frangle geq 0} , implying {displaystyle lambda geq 0} .

Trace The following is immediate: Théorème. Suppose K is a continuous symmetric non-negative definite kernel; TK has a sequence of nonnegative eigenvalues {λi}je. Alors {style d'affichage entier _{un}^{b}K(t,t),dt=sum _{je}lambda _{je}.} This shows that the operator TK is a trace class operator and {nom de l'opérateur de style d'affichage {trace} (T_{K})=int _{un}^{b}K(t,t),dt.} Generalizations Mercer's theorem itself is a generalization of the result that any symmetric positive-semidefinite matrix is the Gramian matrix of a set of vectors.

The first generalization[citation requise] replaces the interval [un, b] with any compact Hausdorff space and Lebesgue measure on [un, b] is replaced by a finite countably additive measure μ on the Borel algebra of X whose support is X. This means that μ(tu) > 0 for any nonempty open subset U of X.

A recent generalization[citation requise] replaces these conditions by the following: the set X is a first-countable topological space endowed with a Borel (Achevée) measure μ. X is the support of μ and, for all x in X, there is an open set U containing x and having finite measure. Then essentially the same result holds: Théorème. Suppose K is a continuous symmetric positive-definite kernel on X. If the function κ is L1μ(X), where κ(X)=K(X,X), for all x in X, then there is an orthonormal set {ei}i of L2μ(X) consisting of eigenfunctions of TK such that corresponding sequence of eigenvalues {λi}i is nonnegative. The eigenfunctions corresponding to non-zero eigenvalues are continuous on X and K has the representation {style d'affichage K(s,t)=somme _{j=1}^{infime }lambda _{j},e_{j}(s),e_{j}(t)} where the convergence is absolute and uniform on compact subsets of X.

The next generalization[citation requise] deals with representations of measurable kernels.

Laisser (X, M, m) be a σ-finite measure space. An L2 (or square-integrable) kernel on X is a function {displaystyle Kin L_{mu otimes mu }^{2}(Xtimes X).} L2 kernels define a bounded operator TK by the formula {displaystyle langle T_{K}varphi ,psi rangle =int _{Xtimes X}K(y,X)varphi (y)psi (X),ré[mu otimes mu ](y,X).} TK is a compact operator (actually it is even a Hilbert–Schmidt operator). If the kernel K is symmetric, by the spectral theorem, TK has an orthonormal basis of eigenvectors. Those eigenvectors that correspond to non-zero eigenvalues can be arranged in a sequence {ei}je (regardless of separability).

Théorème. If K is a symmetric positive-definite kernel on (X, M, m), alors {style d'affichage K(y,X)=somme _{iin mathbb {N} }lambda _{je}e_{je}(y)e_{je}(X)} where the convergence in the L2 norm. Note that when continuity of the kernel is not assumed, the expansion no longer converges uniformly.

Mercer's condition In mathematics, a real-valued function K(X,y) is said to fulfill Mercer's condition if for all square-integrable functions g(X) on a {displaystyle iint g(X)K(X,y)g(y),dx,dygeq 0.} Discrete analog This is analogous to the definition of a positive-semidefinite matrix. This is a matrix {style d'affichage K} of dimension {displaystyle N} , which satisfies, for all vectors {style d'affichage g} , the property {style d'affichage (g,Kg)=g^{J}{cdot }Kg=sum _{je=1}^{N}somme _{j=1}^{N},g_{je},K_{ij},g_{j}gq 0} . Examples A positive constant function {style d'affichage K(X,y)=c,} satisfies Mercer's condition, as then the integral becomes by Fubini's theorem {displaystyle iint g(X),c,g(y),dxdy=cint !g(X),dxint !g(y),dy=cleft(entier !g(X),dxright)^{2}} which is indeed non-negative.

See also Kernel trick Representer theorem Spectral theory Notes ^ http://www.cs.berkeley.edu/~bartlett/courses/281b-sp08/7.pdf[URL nue PDF] References Adriaan Zaanen, Linear Analysis, North Holland Publishing Co., 1960, Ferreira, J. C, Menegatto, V. UN., Eigenvalues of integral operators defined by smooth positive definite kernels, Integral equation and Operator Theory, 64 (2009), non. 1, 61–81. (Gives the generalization of Mercer's theorem for metric spaces. The result is easily adapted to first countable topological spaces) Konrad Jörgens, Linear integral operators, Pitman, Boston, 1982, Richard Courant and David Hilbert, Méthodes de physique mathématique, volume 1, Interscience 1953, Robert Ash, Théorie de l'information, Publications de Douvres, 1990, Mercer, J. (1909), "Functions of positive and negative type and their connection with the theory of integral equations", Philosophical Transactions of the Royal Society A, 209 (441–458): 415–446, Code bib:1909RSPTA.209..415M, est ce que je:10.1098/rsta.1909.0016, "Mercer theorem", Encyclopédie des mathématiques, Presse EMS, 2001 [1994] H. König, Eigenvalue distribution of compact operators, Birkhäuser Verlag, 1986. (Gives the generalization of Mercer's theorem for finite measures μ.) cacher vte Analyse fonctionnelle (sujets – glossaire) Espaces BanachBesovFréchetHilbertHölderNucléaireOrliczSchwartzSobolevvecteur topologique Propriétés tonneaucomplètedouble (algébrique/topologique)localement convexe réflexif séparable Théorèmes Hahn–Banach Représentation de Riesz graphe fermé principe de délimitation uniforme Kakutani virgule fixeKrein–Milmanmin–maxGelfand–NaimarkBanach–Alaoglu Opérateurs adjointlimitécompactHilbert–Schmidtnormalnucléairetraceclasstransposéillimitéunitaire problème de sous-espaceconjecture de MahlerApplicationsespace de Hardythéorie spectrale des équations différentielles ordinairesnoyau de chaleurthéorème d'indexcalcul des variationscalcul fonctionnelopérateur intégralpolynôme de Jonesthéorie des champs quantiques topologiquesgéométrie non commutativehypothèse de Riemanndistribution (ou fonctions généralisées) Sujets avancés propriété d'approximationensemble équilibréThéorie de Choquettopologie faibleDistance de Banach–MazurThéorie de Tomita–Takesaki Catégories: Théorèmes en analyse fonctionnelle