Integration on loop groups. I: Quasi invariant measures
actionCameron-Martin theoremcompact connected Lie groupFréchet spacefundamental solutionheat equationhomogeneous spaceisotropy groupLie algebraloop spacemodule of quasi- invarianceWiener measure
Loop groups and related constructions, group-theoretic treatment (22E67) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Harmonic analysis on homogeneous spaces (43A85) Measures (Gaussian, cylindrical, etc.) on manifolds of maps (58D20) Probability theory on linear topological spaces (60B11) Brownian motion (60J65)
Suppose M is a homogeneous space of a compact connected Lie group G, and a Riemannian metric on G and M is induced by an Ad(G)-invariant euclidean metric on the Lie algebra of G. Given \(m\in M\), a Wiener measure \(\mu_ M\) on \[ {\mathbb{L}}_ m(M)=\{\nu: [0,1]\to M\quad continuous| \quad \nu (0)=\nu (1)=m\}, \] the loop space at \(m\in M\), is defined via the fundamental solution of the heat equation \((\partial /\partial t- \Delta_ M)\). Denote by \(K=\{g\in G|\) \(gm=m\}\) the isotropy group of m in G, and put \[ ^ K{\mathbb{P}}(G)=\{\gamma: [0,1]\to G\quad continuous| \quad \gamma (0)=\gamma (1)\in K\}. \] Then \({}^ K{\mathbb{P}}(G)\) acts on \({\mathbb{L}}_ m(M)\). Put \[ ^ K{\mathbb{P}}^ 1(G)=\{\gamma \in^ K{\mathbb{P}}(G)| \quad \int^{1}_{0}\| \gamma^{-1}(\tau){\dot \gamma}(\tau)\|^ 2d\tau <\infty \}. \] The main result of the present paper is the following. Given \(\gamma \in^ K{\mathbb{P}}^ 1(G)\), there exists \(k(\gamma)=k_{\gamma}\) in the Fréchet space \(\cap_{p}L^ p({\mathbb{L}}_ m(M);\mu_ m)\), such that for every \(v\in L^ q({\mathbb{L}}_ m(M);\mu_ m)\) \[ \int_{{\mathbb{L}}_ m(M)}v(\gamma \lambda)d\mu_ m(\lambda)=\int_{{\mathbb{L}}_ m(M)}v(\lambda)k_{\gamma}(\lambda)d\mu_ m(\lambda). \] Thus, in particular, the Wiener measure \(\mu_ m\) on the loop space \({\mathbb{L}}_ m(M)\) is quasi-invariant under the action of \(\gamma \in^ K{\mathbb{P}}^ 1(G)\). Furthermore, the module of quasi-invariance \(\gamma\mapsto k(\gamma)\) is a differentiable map.
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