Sometimes also called Mercer's Theorem.

for arbitrarily large and ``nice'' . Gradshteyn and Ryzhik (1979) state the lemma as follows. If is integrable on , then

and

**References**

Gradshteyn, I. S. and Ryzhik, I. M. *Tables of Integrals, Series, and Products, 5th ed.* San Diego, CA:
Academic Press, p. 1101, 1979.

© 1996-9

1999-05-25