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\medskip
{\bf Proof.}
Just observe that
$$
|F_N^*(x)|^2 \le \Vert F\Vert_{H_\infty}^2 \Vert K_N(\cdot,x) \Vert_{H_\infty}^2
$$
$$
\le \Vert F \Vert_{H_\infty}^2 \Vert K_N(\cdot,x) \Vert_{H_{K_N}(E)}^2
$$
$$
= \Vert F \Vert_{H_\infty}^2 K_N(x,x).
$$
Therefore, we see that
$F_N^* \in H_{K_N}(E)$
and that
$\|F_N^*\|_{H_{K_N}(E)} \le \|F\|_{H_\infty}$.
The mapping
$F \mapsto F^*_N$
being uniformly bounded, and so,
we can assume that
$F \in H_{K_L}(E)$ for any fixed $L $.
However,
in this case,
the result is clear, since, $F \in H_{K_N}(E)$ for $ L< N$
$$
\lim_{N \to \infty} F_N^*(x) = \lim_{N \to \infty} \langle F,K_N(\cdot,x) \rangle_{ H_\infty}= \lim_{N \to \infty} \langle F,K_N(\cdot,x) \rangle_{H_{K_N}(E) } =F(x).
$$
\medskip
The Theorem may be looked as a reproducing kernel in the natural topology and by the sense of the Theorem, the reproducing property may be written as follows:
\[
F(x)=\langle F,K_\infty(\cdot,x) \rangle_{ H_\infty},
\]
with
\begin{equation}
K_\infty(\cdot,x) \equiv \lim_{N \to \infty}K_N(\cdot,x) = \sum_{n=0}^\infty U_n(\cdot) \overline{U_n(x)}.
\end{equation}
Here {\bf the limit does, in general, not need to exist}, however, the series are non-decreasing, in the sense: for any $N>M$, $K_N(y,x) - K_M(y,x)$ is a poisitive definite quadratic form function.
\bigskip
\section{Conclusion}
Any reproducing kernel (separable case) may be considered as the form (3.1) by arbitrary linear independent functions $\{U_n(x)\}$ on an abstract set $E$, here, the sum does not need to converge. Furthermore, the property of linear independent is not essential.
Recall the {\bf double helix structure of gene} for the form (3.1).
The completion $H_\infty$ may be found, in concrete cases, from the realization of the spaces
$H_{K_N}(E)$.
The typical case is that the family $\{U_n(x)\}_{n=0}^\infty$ is a complete orthonormal system in a Hilbert space with the norm
\begin{equation}
\Vert F \Vert^2 = \int _E |F(x)|^2 dm(x)
\end{equation}
with a $dm$ measurable set $E$ in the usual form $L_2(E,dm)$. Then, the functions (2.2) and the norm (2.3) are realized by this norm and the completion of the space $H_{K_\infty}(E)$ is given by this Hilbert space with the norm (4.1).
The complete version of the contents, see \cite{ss} and the fundamental application to initial value problems using eigenfunctions and reproducing kernels, see \cite{ss2}.
\bigskip
\section{Remarks}
The common fundamental definitions and results on reproducing kernels are given as follows:
\medskip
{\bf Definition:}
Let $E$ be an arbitrary abstract (non-void) set.
Denote by ${\mathcal F}(E)$ \index{${\mathcal F}(E)$}
the set of all complex-valued functions on $E$.
A reproducing kernel Hilbert spaces \index{reproducing kernel Hilbert space}
on the set $E$
is a Hilbert space ${\mathcal H} \subset {\mathcal F}(E)$
coming with a function $K:E \times E \to {\mathcal H}$,
which is called the reproducing kernel, \index{reproducing kernel}
having {\bf the reproducing property} that \index{reproducing property}
\begin{equation}\label{eq:110213-14011}
K_p\equiv K(\cdot,p) \in {\mathcal H}\mbox{ for all }p \in E
\end{equation}
and that
\begin{equation}\label{eq:110213-140}
f(p)=\langle f,K_p \rangle_{\mathcal H}
\end{equation}
holds for all $p \in E$ and all $f \in {\mathcal H}$.
\medskip
{\bf Definition:}
A complex-valued function $k:E \times E \to {\mathbb C}$
is called a
{\bf positive definite quadratic form function}
\index{positive definite quadratic form function}
on the set $E$,
or shortly,
{\bf positive definite function},
\index{positive definite function}
when it satisfies the property that,
for an arbitrary function $X:E \to {\mathbb C}$ and for any finite
subset $F$ of $E$,
\begin{equation}\label{eq:101124-26100}
\sum_{p,q \in F} \overline{X(p)} X(q) k(p,q) \geq 0.
\end{equation}
\medskip
Then, the fundamental result is given by: {\bf a reproducing kernel and a positive definite quadratic form function are the same and are one to one correspondence} with the reproducing kernel Hilbert space.
\bibliographystyle{plain}
\begin{thebibliography}{10}
\bibitem{ss}
Saburou Saitoh and Yoshihiro Sawano,
Generalized delta functions as generalized reproducing kernels.
\bibitem{ss2}
Saburou Saitoh and Yoshihiro Sawano,
General initial value problems using eigenfunctions and reproducing kernels.
\bigskip
(S. Saitoh + Y. Sawano, at the Insititute of Reproducing Kernels, 2015.2.25)
\end{thebibliography}
\end{document}