Hilbert-Schmidt integral operator is compact.
In what follows, we will prove that every Hilbert-Schmidt integral operator is compact. Formally, let k\in L_2([0,1]\times[0,1]) and T:L_2[0,1]\to L_2[0,1] be defined by Tf(x):=\int_0^1k(x,y)f(y)dy. Then T is compact operator. Although the proof may seem a bit long at first sight, it is proceeds naturally, utilizing approximation of k with continuous functions. \textbf{Proof}. We approximate k with a sequence of continuous functions, then prove that each of the corresponding operators has image contained in C[0,1], then show that each of these operators is compact when C[0,1] is equipped with the \sup norm. This will be done via the Arzela-Ascoli theorem. Finally show that these converge uniformly (in the operator norm) to the original operator, and since they are compact, the original must be as well. The Cauchy-Bunyakovsky-Schwartz inequality is used throughout the proof. Thus we start by choosing a sequence (k_n)_{n\ge 1} of continuous functions con...