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--Migrating from MSE since it might fit better here--

Base result

The following result in Terry Tao's book, 'p. 47, Ky Fan inequality' reads as:

$$\sum_i\lambda_i(A+B) \leq \sum_i \lambda_i(A) + \lambda_i(B)$$

where $A, B$ are Hermitian matrices and $\lambda_i(X)$ with $X$ Hermitian denotes the $i$'th eigenvalue of $X$, such that w.l.o.g. $\lambda_1(X) \geq \dots \geq \lambda_n(X).$


Going from Hermitian matrices to kernel operators

Consider the operator induced by a stationary positive semi-definite kernel $k(x, y) := k(\Vert x - y \Vert)$

$$Tf(x) = \int_0^1 k(x,y) f(y) d\mu$$ with $T \in L^2([0, 1], \mu)$ where $\mu$ is some arbitrary measure. I'm interested in Mercer kernels, i.e. kernels which have an eigenfunction expansion of the form

$$k(x, y) := \sum_i \lambda_i \phi_i(x) \phi_i(y)$$

where $\big \langle \phi_i, \phi_j \big\rangle_{L^2(\mu)} = \delta_{ij}$, and $\big\langle k(x, \cdot), \phi_i \big\rangle_{L^2(\mu)} = \lambda_i \phi_i(x)$, and the eigenvalues $\lambda_i$ decay very fast (i.e. polynomial and exponential decay).


Actual Question

I feel that Ky Fan's inequality should apply directly to kernel operators as well, i.e. considering $k_1(\cdot, \cdot), k_2(\cdot, \cdot)$ as before, under what conditions can we say

$$\sum_i \lambda_i(k_1 + k_2) \leq \sum_i \lambda_i(k_1) + \lambda_i(k_2) $$

as in the Hermitian matrix case?

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    $\begingroup$ If you use that $\sum_{i=1}^k \lambda_i(A)= \max \sum_{i=1}^k (Ax_i,x_i)$, where the maximum is taken over all orthonormnal sets $\{x_1, \dots,x_k\}$, then the inequalities hold whenever $A,B$ are compact self-adjoint operators in a Hilbert space. $\endgroup$ Commented Aug 22, 2021 at 23:16
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    $\begingroup$ @Giorgio, Could you maybe expand on why that's the case? $\endgroup$
    – user43389
    Commented Aug 23, 2021 at 7:21
  • $\begingroup$ Yes, certainly. Assume that the formula with "max" holds. Then apply it to $A+B$ and estimate the max for $A+B$ with the sum of the maxima. You find the formula with max in the original paper by Ky-Fan (On inequalities by Weyl, I) for matrices, but the same fomula holds for compact self-adjoint operators, using the spectral theorem to diagonalyse. Hope now is more clear, if not do not esitate to write again. $\endgroup$ Commented Aug 23, 2021 at 7:49

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