An infinite-dimensional analogue of the Lebesgue measure and distinguished properties of the gamma process (Q5949557)
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scientific article; zbMATH DE number 1676014
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English | An infinite-dimensional analogue of the Lebesgue measure and distinguished properties of the gamma process |
scientific article; zbMATH DE number 1676014 |
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An infinite-dimensional analogue of the Lebesgue measure and distinguished properties of the gamma process (English)
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1 August 2002
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The paper considers a one-parameter family \(\mathbb L_{\theta}\) of \(\sigma\)-finite (finite on compact sets) measures in an infinite-dimensional space of distributions. This family of measures was first discovered by \textit{I. M. Gel'fand, M. I. Graev} and \textit{A. M. Vershik} in the context of the representation theory of current groups [in: Representation of Lie groups and Lie algebras. Pt. 2, 121-179 (1985; Zbl 0595.43005)]. Using quasi-invariance of the gamma measures with respect to an infinite-dimensional group \(\mathbb M\) of multiplicators by non-negative functions with summable logarithm the authors present an explicit construction of these measures \(\mathbb L_{\theta}\) which have an exponential density with respect to the laws of gamma processes and which are projectively invariant with respect to the group \(\mathbb M\) and invariant under multiplications by functions with zero integral of logarithm (these measures are called multiplicative). The authors prove that the class of multiplicative measures coincides with the class of zero-stable measures. Note, that the notion of zero-stable measures has been introduced in the paper. The paper gives a new construction of the canonical representation of the current group \(SL(2, R)\). An appendix contains some basic properties of general Lévy processes.
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gamma processes
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infinite-dimensional Lebesgue measure
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zero-stable measures
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