An extension of Mercer theorem to vector-valued measurable kernels

Abstract

We extend the classical Mercer theorem to reproducing kernel Hilbert spaces whose elements are functions from a measurable space $X$into ${\mathbb{C}}^n$. Given a finite measure $\mu$ on $X$, we represent the reproducing kernel $K$ as convergent series in terms of the eigenfunctions of a suitable compact operator depending on $K$ and $\mu$. Our result holds under the mild assumption that $K$ is measurable and the associated Hilbert space is separable. Furthermore, we show that $X$ has a natural second countable topology with respect to which the eigenfunctions are continuous and the series representing $K$ uniformly converges to $K$ on any compact subsets of $X\times X$, provided that the support of $\mu$ is $X$.