Negligible sets in locally convex spaces

Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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The considered space X is a linear locally convex topological space. B(X) denotess the \(\sigma\)-algebra of Borel sets of X. R(X) denote the set of all cylinder sets i.e. the sets of the type \(\{\) \(x\in X:\) \(\ell_ 1(x),...\ell_ n(x))\in E\}\) where \(E\in B(R^ n)\) and \(\ell_ i\) \((i=1,2,...n)\) are continuous linear functionals on X. A measure \(\gamma\) in X is said to be Gaussian if for any linear continuous functional \(\ell\) the measure \(\ell_ 0\gamma\) is a Gaussian measure in \(R^ 1\). A measure \(\mu\) defined on B(X) is said to be differentiable in the direction \(h\in X\) provided that there exists such a measure \(\nu\) that for each bounded continuous real function f on X, we have \[ \lim_{t\to 0}\int_{X}[f(x+th)-f(x)]\mu (dx)=\int_{X}f(x)\nu (dx). \] The measure \(\mu\) is said to be densely differentiable if there exists a sequence \(\{x_ n\}\) lineary dense in X, such that \(\mu\) is differentiable in each of the directions \(x_ n\). Denote \({\mathcal A}\) the collection of such sets which are measurable with respect to any densely differentiable measure \(\mu\). A theorem is proved given a necessary and sufficient condition for vanishing of any measure on each negligible set, where neglibility of a set \(A\in {\mathcal A}\) means that \(\mu (A)=0\) for each densely differentiable measure \(\mu\). The sets, which are null sets with respect to any densely differentiable Gaussian measure are also examined in the paper. A theorem on part by part integration for locally Lipschitzian mappings is given.

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