Convergence of finite dimensional distributions of heat kernel measures on loop groups (Q1868683)

Let \(G\) be a compact Lie group, with Lie algebra \(\mathcal G\) equipped with an Ad-invariant inner product, and let \({\mathcal L}(G)={\mathcal C}(\mathbb{S}^1,G)\) be the free loop group on \(G\). The \(H^s\)-norm of a distribution \(\varphi\in{\mathcal S}'(\mathbb{S}^1,{\mathcal G})\) is defined by \(\|\varphi\|_{H^s}:=\sum_{n\in\mathbb{Z}}(1+n^2)^s\|\widehat\varphi(n)\|^2_{{\mathcal G}\otimes\mathbb{C}}\). For any Hölder continuous mapping \(\Lambda\) from \(\mathbb{S}^1\) into \(H^{1/2}(\mathbb{R})\), consider the \(G\)-valued two-parameter process \(X^\Lambda(t,\tau)\) solving \[ X^\Lambda (0,\tau)=e(\text{unit of }G)\quad\text{ and } \quad X^\Lambda(dt,\tau)=\sum_j A_j(X^\Lambda(t,\tau))W(odt,\Lambda_\tau \otimes A_j), \] where \((A_j)\) is any orthonormal basis of \({\mathcal G}\) and \(W\) is an \({\mathcal S}'(\mathbb{S}^1,{\mathcal G})\)-valued Brownian motion associated with \(H^{-1/2}({\mathcal G})\). The process \(X^\Lambda\) is shown to have a bicontinuous version. The heat kernel measure \(\xi^\Lambda_T(d\ell)\) associated with the covariance \(G^\Lambda(\tau,\sigma):=\langle \Lambda_\tau,\Lambda_\sigma\rangle\) and \(T>0\) is the law of the \({\mathcal L}(G)\)-valued random variable \(X^\Lambda(T,\cdot)\). An analogous construction yields a heat kernel measure \(\mathring\xi^\Lambda_T(d\ell)\) on the pinned loop group \({\mathcal L}_0(G)\). The aim of this work is to get some information on a possible heat kernel measure on loop groups associated with the \(H^{1/2}\)-metric. So fix some sequence \((f_k)\) in \(\bigcup_{\alpha>0}H^{-1/2+\alpha}(\mathbb{R})\) converging to the Dirac mass \(\delta_0\) and satisfying some technical assumption, and consider \(\Lambda_k(\tau):=f_k(\cdot - \tau)\) for the free loop group case, and \(\Lambda_k(\tau)=f_k(\cdot-\tau)-f_k(\tau)\) for the pinned loop group case. Then the two main results assert that for any \(0\leq \tau_1<\cdots<\tau_n<1\) the law of \((\ell(\tau_1),\dots,\ell(\tau_n))\) under \(\xi^{\Lambda_k}_T(d\ell)\) or under \(\mathring \xi^{\Lambda_k}_T(d\ell)\) goes (as \(k\to\infty\)) to the product law \(dg_1\otimes\cdots\otimes dg_n\) of the normalized Haar measure on \(G\).