By the way, my question in the chat regarded a question I asked on SE here -->(
stats.stackexchange.com/a/530541/263915). As mentioned earlier, it concerns kernel density estimation, but my question is purely math related I would say. In the linked answer, I don't understand the use of $\int |k^2(u)u|du \le \int k(u)|u|du<\infty$ or if these inequalities at all are true. They are supposedly used in the calculation of $\mathrm{Var}[f_n(t)]$.