Quasi-invariance of measures on an infinite dimensional vector space and the continuity of the characteristic functions (Q1159781)

Since the Bochner theorem was extended to the infinite dimensional case by \textit{R. A. Minlos} [Tr. Mosk. Mat. O.-va 8, 497--518 (1959; Zbl 0103.35901)] and \textit{V. Sazonov} [Teor. Veroyatn. Primen. 3, 201--205 (1958; Zbl 0089.33801)], the continuity of a characteristic function has been discussed mainly in connection with the carrier of the corresponding measure. However, the study of the relation between the continuity of a characteristic function and the quasi-invariance of the corresponding measure has been rather neglected. In this paper we shall discuss this problem. Our main results are as follows. Let \(E\) be a vector space, \(E'\) be its algebraical dual space, \(\mu\) be a finite measure on \(E'\), and \(\chi\) be the characteristic function of \(\mu\) defined on \(E\). Consider the weakest vector topology on \(E\) that makes \(\chi\) continuous, and denote it with \(\tau_\mu\). Let \(T_\mu\) be the set of all translations on \(E'\) under which \(\mu\) is quasi-invariant. \(T_\mu\) is regarded as a subset of \(E'\) by identifying any translation \(x\to x+a\) on \(E'\) with \(a\). Then we have the following Theorem. (1) We have \(T_\mu\subset E_\mu^*\,(\subset E')\), where \(E_\mu^*\) is the topological dual space of \(E\) with respect to \(\tau_\mu\). (2) Let \(E_\tau^*\) be the topological dual space of \(E\) with respect to a locally convex topology \(tau\) on \(E\). Then, \(E_\tau^*\subset T_\mu \, (\subset E')\) implies that \(\tau\) is weaker than \(\tau_\mu\). Especially, if \(\mu\) is \(E_\tau^*\)-quasi-invariant and if \(\chi\) is continuous in \(\tau\), then we have \(T_\mu = E_\tau^*\) and \(\tau = \tau_\mu\). Using these results, we can estimate \(T_\mu\) from the continuity of \(\chi\). Combining this with the relation between the continuity of \(\chi\) and the carrier of \(\mu\), we can establish the relation between the carrier and quasi-invariance of \(\mu\). This fact implies various results. For instance, we can give another proof of the following results due to \textit{Dao-xing Xia} [Measures and integration theory on infinite dimensional spaces. New York etc.: Academic Press (1972; Zbl. 0275.28001)]. 1. Let \(X\) be a separable and metrizable locally convex vector space, and \(Y (\subset X)\) be a complete metrizable topological vector space imbedded continuously in \(X\). If some Borel measure on \(X\) is \(Y\)-quasi-invariant, then \(Y\) has a neighbourhood of 0 which is totally bounded in \(X\). (\S 5.) 2. Let \(X\) be a Hilbert space, and \(Y (\subset X)\) be another Hilbert space imbedded continuously in \(X\). Then, there exists a \(Y\)-quasi-invariant measure on \(X\) if and only if the canonical imbedding \(Y\to X\) is of the Hilbert-Schmidt type. Especially, \(Y\) must be separable even if \(X\) is not. (\S 6.)