Integrability on the abstract Wiener space of double sequences and Fernique theorem (Q2240746)

Summary: The integrability of a function defined on the abstract Wiener space of double Fourier coefficients is explored. The abstract Wiener space is also a Hilbert space. We define an orthonormal system of the Hilbert space to establish a measure and integration on the abstract Wiener space. We examine the integrability of a function \(e^{\alpha \| \cdot\|^2}\) defined on the abstract Wiener space for Fernique theorem. With respect to the abstract Wiener measure, the integral of the function turns out to be convergent for \(\alpha<1/2\). The result provides a wider choice of the constant \(\alpha\) than that of Fernique.