Symmetries of Gaussian measures and operator colligations

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Abstract: Consider an infinite-dimensional linear space equipped with a Gaussian measure and the group GL(infty) of linear transformations that send the measure to equivalent one. Limit points of GL(infty) can be regarded as 'spreading' maps (polymorphisms). We show that the closure of GL(infty) in the semigroup of polymorphisms contains a certain semigroup of operator colligations and write explicit formulas for action of operator colligations by polymorphisms of the space with Gaussian measure.



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