Let $I$ be a locally compact Hausdorff (LCH) topological space. Let $c : I \times I \to \mathbb R$ be a covariance kernel, that is, a symmetric, nonnegative-definite function.
Does it follow that $c$ must be continuous?
2026-04-06 01:10:14.1775437814
Continuity of covariance kernels
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