On cylindrical and Borel \(\sigma\)-algebras (Q1820263)

Let E be a topological vector space, \(E^*\) its topological dual space and B(E) the \(\sigma\)-algebra of Borel subsets of E. For \(H\subseteq E^*\) let \(B(E,H)\) denote the least \(\sigma\)-algebra on E such that all functionals from H are measurable. The article contains some remarks on the problem for what spaces E the following does not hold: if \(H\subseteq E^*\) separates points of E, then \(B(E)=B(E,H).\) In examples the spaces \(\ell^{\infty}\), \(c_ 0\), \(R^ N\) are considered. At the end a theorem on some kind of Gaussian measures and Banach limit is presented - definitions and more informations are in \textit{V. V. Buldygin}: ''Convergence of random elements in topological spaces'' (1980; Zbl 0512.60009)].