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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) + \...

Most theoretical papers concerning kernels assume that they are given a positive definite kernel. In this question, we want to show that a specific kernel is positive definite. We are interested in ...