A Karhunen-Loève Theorem for Random Flows in Hilbert spaces

Abstract: We develop a generalisation of Mercer's theorem to operator-valued kernels in infinite dimensional Hilbert spaces. We then apply our result to deduce a Karhunen-Lo`eve theorem, valid for mean-square continuous Hilbertian functional data, i.e. flows in Hilbert spaces. That is, we prove a series expansion with uncorrelated coefficients for square-integrable random flows in a Hilbert space, that holds uniformly over time.