Limiting processes for measures in a Hilbert space relative to different kinds of convergence (Q5895455)

Let X be a separable Hilbert space; H the linear span of an orthonormal base of X; \({\mathcal B}(X)\) the \(\sigma\)-algebra of all Borel sets of X and \({\mathcal M}(X)\) the set of all \(\sigma\)-additive and finite measures \(\mu: {\mathcal B}(X)\to {\mathbb{R}}_+.\) A measure \(\mu\in {\mathcal M}(X)\) is called H- quasiinvariant iff \[ \mu (B)=0 \Leftrightarrow (\forall h\in H)\mu (B+h)=0. \] The measure \(\mu\) is h-differentiable (in the sense of Fomin) if for every \(B\in {\mathcal B}(X)\) there exists \(\lim_{t\to 0}(1/t)(\mu (B+th)-\mu (B)).\) The n-differentiability is defined by induction. The measure \(\mu\) is infinitely H-differentiable if for every \(n\in {\mathbb{N}}^*\) and \(h\in H\) it is n-differentiable. The main result (Theorem 2) said that every \(\mu\in {\mathcal M}(X)\) is the weak-limit of a sequence of H-quasiinvariant and infinitely H- differentiable measures \(\mu_ n\in {\mathcal M}(X)\) i.e. for every bounded continuous \(f: X\to {\mathbb{R}}:\int_{X}fd\mu =\lim_{n}\int_{X}fd\mu_ n.\) Other types of convergence (such as convergence in variation or convergence on measurable sets) are also considered.