Extension of the Cameron-Martin theorem to random translations (Q5907090)

Let \(E\) denote a separable Fréchet space with Gaussian probability \(\gamma\) and corresponding repro\-ducing-kernel Hilbert space \(H\). Theorem 1 generalizes the (classical) Cameron-Martin theorem to random translations taking values in \(H\), characterizing under which conditions a distribution \(\mu = D\cdot \gamma\), i.e. absolutely continuous w.r.t. \(\gamma\), is representable as the distribution of a random variable \(G' + Z\), where \(G'\) has distribution \(\gamma\) and \(Z\) is \(H\)-valued (``random translation''). [For the background see e.g. the author, ``Fonctions aléatoires gaussiens, vecteurs aléatoires gaussiens'' (Les Publications C.R.M. Montréal, 1977)]. The second problem is concerned with a converse problem, to find conditions under which the law of \(G + Z\) is absolutely continuous w.r.t. the law \(\gamma\) of \(G\). The proof relies on properties of the concentration of Gaussian vectors [see e.g. \textit{M. Ledoux} and \textit{M. Talegrand}, ``Probability in Banach spaces. Isoperimetry and processes'' (1991; Zbl 0748.60004)] and the Kantorovich-Rubinstein theorem [see e.g. \textit{S. T. Rachev} and \textit{L. Rüschendorf}, ``Mass transport problems''. Vol. 1 (1998; Zbl 0990.60500)].