No label defined (Q4239169)

Let \(E\) be a real separable Banach space and \(E'\) the topological dual of \(E\). Let \(1<p\leq 2\) and \(\mu\) be a \(p\)-stable symmetric cylindrical measure on \(E\). A cylindrical measure \(\nu\) on \(E\) is said to be of type \(q (-\infty<q<\infty, q\neq 0)\) if \[ \|\nu\|^{*}_{q}=\sup_{\|\xi\|\leq 1} \left\{\int_{E}|\langle x,\xi\rangle|^{q}\nu(dx)\right\}^{1/q}<\infty. \] The author defines a new topology \(M_{p}(\mu)\) on \(E'\) as follows: Let \(N\) be the family of all continuous seminorms on \(E'\) that are \(\mu\)-measurable in the sense of Dudley-Feldman-LeCam. Then \(M_{p}(\mu)\) is defined to be the weakest topology such that every seminorm belonging to \(N\) is continuous. Then the author shows that, for any cylindrical measure \(\nu\) on \(E\) which is of type \(q (1\leq q<p)\), \(\nu\) admits a Radon extension if its characteristic functional \(\hat{\nu}\) is continuous in the topology \(M_{p}(\mu)\). This means that \(M_{p}(\mu)\) is a sufficient Sazonov topology on \(E'\) for the set of all cylindrical measures of type \(q\).