Solution (source code)

= Solution

For fixed $x_1,\ldots,x_n$ and coefficients $c_i$, every $k_m$ satisfies
$$
\sum_{i,j}c_ic_jk_m(x_i,x_j)\geq0.
$$
The sum is finite, so pointwise convergence permits passage to the limit:
$$
\sum_{i,j}c_ic_jk(x_i,x_j)
=\lim_{m\to\infty}\sum_{i,j}c_ic_jk_m(x_i,x_j)
\geq0.
$$
Symmetry also passes to the limit. Hence \b[a pointwise limit of kernels is a kernel].