English

An application of a functional inequality to quasi-invariance in infinite dimensions

Probability 2016-02-04 v1 Differential Geometry Representation Theory

Abstract

One way to interpret smoothness of a measure in infinite dimensions is quasi-invariance of the measure under a class of transformations. Usually such settings lack a reference measure such as the Lebesgue or Haar measure, and therefore we can not use smoothness of a density with respect to such a measure. We describe how a functional inequality can be used to prove quasi-invariance results in several settings. In particular, this gives a different proof of the classical Cameron-Martin (Girsanov) theorem for an abstract Wiener space. In addition, we revisit several more geometric examples, even though the main abstract result concerns quasi-invariance of a measure under a group action on a measure space.

Keywords

Cite

@article{arxiv.1602.01293,
  title  = {An application of a functional inequality to quasi-invariance in infinite dimensions},
  author = {Maria Gordina},
  journal= {arXiv preprint arXiv:1602.01293},
  year   = {2016}
}