On the absolute continuity of Gaussian measures on locally compact groups (Q5952047): Difference between revisions

A probability measure \(\mu\) on a locally compact group \(G\) is called Gaussian if there exists a weakly continuous convolution semigroup \((\mu_t)_{t<0}\) such that \(\mu=\mu_1\) and \(\lim_{t\to 0} {1\over t}\mu_t (G \setminus V)=0\) for every open neighborhood \(V\) of the neutral element of \(G\). The authors prove and discuss the following main theorem in the theory of Gaussian measures on locally compact connected groups. Theorem. For any locally compact connected group \(G\) the following two properties are equivalent: (1) \(G\) carries a Gaussian measure which is absolutely continuous with respect to Haar measure; (2) \(G\) is locally connected and has a countable basis for its topology. Moreover, if \(G\) is not locally connected, then any Gaussian measure on \(G\) is singular. This theorem for compact groups was proved by H. Heyer and E. Siebert [see \textit{H. Heyer}, Probability measures on locally compact groups (Berlin etc. 1977; Zbl 0376.60002)]. The last statement for Abelian groups having a countable basis for their topology was proved by the reviewer [Teor. Veroyatn. Primen. 23, 548-563 (1978; Zbl 0388.60012)]. Some interesting open problems are formulated.