A Karhunen-Loève Theorem for Random Flows in Hilbert spaces

03/01/2023

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by   Leonardo V. Santoro, et al.

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We develop a generalisation of Mercer's theorem to operator-valued kernels in infinite dimensional Hilbert spaces. We then apply our result to deduce a Karhunen-Loève theorem, valid for mean-square continuous Hilbertian functional data, i.e. flows in Hilbert spaces. That is, we prove a series expansion with uncorrelated coefficients for square-integrable random flows in a Hilbert space, that holds uniformly over time.