English

Does there exist the Lebesgue measure in the infinite-dimensional space?

Mathematical Physics 2008-02-02 v4 math.MP Probability

Abstract

We study the sigma-finite measures in the space of vector-valued distributions on the manifold XX with Laplace transform Ψ(f)=exp{θXlnf(x)dx},θ>0.\Psi(f)=\exp\{-\theta\int_X\ln||f(x)||dx\}, \theta>0. We also consider the weak limit of Haar measures on the Cartan subgroup of the group SL(n,R)SL(n,{\Bbb R}) when nn tends to infinity. The measure in the limit is called {\it infinite dimensional Lebesgue measure}. It is invariant under the linear action of some infinite-dimensional Abelian group which is an analog of Cartan subgroup. The measure also is closely related to the Poisson--Dirichlet measures well known in combinatorics and probability theory. The only known example of the analogous asymptotical behavior of the uniform measure on the homogeneous manifold is {\it classical Maxwell-Poincar\'e lemma} which asserts that the weak limit of uniform measures on the Euclidean sphere of appropriate radius as dimension tends to infinity is the standard infinite-dimensional Gaussian measure and white noise, but in our situation all the measures are no more finite but sigma-finite.

Cite

@article{arxiv.math-ph/0703033,
  title  = {Does there exist the Lebesgue measure in the infinite-dimensional space?},
  author = {Anatoly Vershik},
  journal= {arXiv preprint arXiv:math-ph/0703033},
  year   = {2008}
}

Comments

35 pp. Ref 39

R2 v1 2026-07-22T16:29:20.883Z