Extensions of spaces with cylindrical measures and supports of measures determined by the Lévy Laplacian (Q1290785)

Let \(E\) be a vector space and \(G\) be a vector space of linear functionals on \(E\). \({\mathfrak A} (E,G)\) denotes the algebra of \(G\)-cylindrical subsets of \(E\). Here the authors show that if \(G\) separates points in \(E\) and \(E_0\) is a linearly independent subset of \(E\) such that \(g_1=g_2\) whenever \(g_1,g_2\in G\) and \(g_1(x)= g_2(x)\) for all \(x\in E_0\) then the vector space \(G_0\) of all real-valued functions \(f\) on \(E_0\) for which the sets \(\{x\in E_0; f(x)\neq 0\}\) are at most countable is a support of any \(E_0\)-cylindrical measure on \(G\). Moreover some extensions of noncountably additive cylindrical measures are described and examples of Hilbert supports for the Lévy-Gauss measure are given.