Suppose $K:\mathbb{R} \rightarrow \mathbb{R}$ is a nonnegative function satisfying $\int_\mathbb{R}K(x)dx=1$ and $\int_\mathbb{R}K^2(x)dx<\infty$.
I know that if $K:\mathbb{R} \rightarrow \mathbb{R}$ is Riemann-integrable on $[a,b]$, then $K$ is a bounded function on $[a,b]$. But when the interval $[a,b]$ is the entire $\mathbb{R}$, it involves Lebesgue integration, and Lebesgue integrability does not necessarily implies boundness.
From the assumptions above, can I conclude $K$ is a bounded function on $\mathbb{R}$? Can you show me how could I argue that?
Thanks in advance.
No, you cannot. Define$$K(x)=\begin{cases}1&\text{ if }x\in[0,1]\\x&\text{ if }x=n\text{ for some natural }n\\0&\text{ otherwise.}\end{cases}$$Then your conditions hold, but $K$ is unbounded.