[guided]We finish by showing $\langle h, h\rangle_\phi \geq 0$ for the element $h = \sum_i c_i S(x_i) \in T_\phi((V))$ constructed in the previous step. Why is this immediate?
Write $h = (h_k)_{k \geq 0}$ with each $h_k \in V^{\otimes k}$. By definition of the $\phi$-weighted inner product,
\begin{align*}
\langle h, h\rangle_\phi = \sum_{k=0}^\infty \phi(k)\, \langle h_k, h_k\rangle_{V^{\otimes k}} = \sum_{k=0}^\infty \phi(k)\, \|h_k\|_{V^{\otimes k}}^2.
\end{align*}
Each $\|h_k\|^2_{V^{\otimes k}} \geq 0$ because the Hilbert--Schmidt inner product on $V^{\otimes k}$ is a genuine inner product; each weight $\phi(k) \geq 0$ by the hypothesis $\phi : \mathbb{N} \cup \{0\} \to \mathbb{R}_+$. Hence the sum has all non-negative terms and is bounded below by zero.
A subtlety worth flagging: $\langle \cdot, \cdot\rangle_\phi$ is in general only a *semi*-inner product on $T_\phi((V))$ (not a full inner product) — it can fail to be positive definite if $\phi$ has zeros, since then any element supported on the levels where $\phi$ vanishes has $\phi$-norm zero without being itself zero. The genuine Hilbert-space structure of $T_\phi((V))$ (used in the next theorem on the RKHS isomorphism) requires $\phi(k) > 0$ for every $k$, but here we need only positive *semi*-definiteness, and positive semidefiniteness of the kernel is equivalent to non-negativity of the semi-inner product, which is exactly what we have.
Combining with the identity $\sum_{i,j} c_i c_j\, k_\phi(x_i, x_j) = \langle h, h\rangle_\phi$ from Step 2,
\begin{align*}
\sum_{i,j=1}^n c_i c_j\, k_\phi(x_i, x_j) = \langle h, h\rangle_\phi \geq 0.
\end{align*}
The choice of $n$, points $x_1, \ldots, x_n \in \mathcal{C}_p$, and coefficients $c_1, \ldots, c_n \in \mathbb{R}$ was arbitrary, so $k_\phi$ is positive semidefinite. Combined with the symmetry $k_\phi(x,y) = k_\phi(y,x)$ from Step 1, this finishes the proof.[/guided]