scientific article; zbMATH DE number 1409849
The author considers the probability space \((X,{\mathcal B}(X),P)\) where \(X\) is a complete separable metric space. The collection of transformations \(T=(T_{h},h\in H)\) (\(H\) is a Hilbert space) has the admissible group which acts on the probability space \((X,{\mathcal B}(X),P)\) if the following conditions are fulfilled. The transformation \(T_{h}:X\to X\) is Borel for all fixed \(h\in R^{m}\), \(PT_{h}^{-1}\ll P\), \(h\in R^{m}\), \(T_0\) is identical operator, \(T_{h_1+h_2}=T_{h_1}\circ T_{h_2}\), \(h_1,h_2\in R^{m}\), the transformation \(h\to T_{h}(x)\) is continuous for all fixed \(x.\) A function \(F:X\to R\) is called differentiable in the point \(x\) with respect to the admissible group \(T\) if the transformation \(F(T_{h}(x)):H\to R\) is Gateaux differentiable in the point \(0.\) The following assertion is proved: Let the admissible groups \(T^{(k)}=(T_{h_{k}}\), \(h_{k}\in H_{k}\), \(k\geq 1)\) be acting on the probability space \((X,{\mathcal B}(X),P).\) Let the functional \(F=(F_1,\ldots, F_{n}):X\to R^{n}\) be \(P\)-a.a. differentiable with respect to each group \(T^{(k)}\), \(k\geq 1\), and \[ P\left(x:\exists k\geq 1, \text{det}\bigl\|(D_{k}F_{i}(x), D_{k}F_{j}(x))_{H_{k}}\bigr\|_{i,j=1}^{n} \not=0\right)=1, \] where \(D_{k}\) is the derivative with respect to \(T^{(k)}.\) Then the distribution of the functional \(F\) is absolutely continuous with respect to \(\lambda^{n}\), the Lebesgue measure in \(R^{n}\), i.e. \(P_0F^{-1}\ll \lambda^{n}.\) The author considers some examples. First example: \((X,{\mathcal B}(X))= (R^2,{\mathcal B}(R^2))\), \(P\) is the Lebesgue measure on the unit circle, \((T_{\varphi},\varphi\in R)\) is the group of the \(R^2\) rotation, \(h(x)=f(\varphi)g(r)\), where \(f\in C^1(R)\) is periodic with period \(2\pi.\) Second example: \((W,H,\mu)\) is an abstract Wiener space, \(j^{\ast}:H\to W\) is the canonical enclosure, \(D\) is the stochastic derivative.
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