Kernels associated with cylindrical measures on locally convex spaces

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12)

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Let E be a locally convex space, \(E^*\) be its topological dual space, \(\mu\) be a cylindrical measure on E and \(L: E^*\to L^ 0(\Omega,\Sigma,P)\) be a random linear functional associated with \(\mu\). The inverse image of the topology of the convergence in probability on \(L^ 0(\Omega,\Sigma,P)\) under L is called the topology associated with \(\mu\) and denoted by \(\tau_{\mu}\); \(\tau_{\mu}\) is a linear topology on \(E^*\). The topological dual of \((E^*,\tau_{\mu})\) is called the kernel of \(\mu\) and denoted by \(K_{\mu}\). Let \(\tau\) be a linear topology on \(E^*\). The cylindrical measure \(\mu\) is called of type 0 with respect to \(\tau\) if \(L* (E^*,\tau)\to L^ 0(\Omega,\Sigma,P)\) is continuous, and \(\mu\) is called of type p (for \(p>0)\) with respect to \(\tau\) if \(L: (E^*,\tau)\to L^ p(\Omega,\Sigma,P)\) is continuous. Main results: A locally convex space E admits a cylindrical measure \(\mu\) of type 0 with respect to the Mackey topology \(\tau_ k(E^*,E)\) such that \(K_{\mu}\) contains E if and only if \((E^*,\tau_ k)\) is isomorphic to a subspace of \(L^ 0(\Omega,\nu)\) for some probability space \((\Omega,\nu).\) In this case, if E is quasi-complete or barrelled, then \(\tau_ k\) can be replaced by the strong topology \(b(E^*,E).\) For \(p>0\), if a locally convex space E admits a cylindrical measure \(\mu\) of type p with respect to \(\tau_ k\) such that \(K_{\mu}\) contains E, then \((E^*,\tau_ k)\) is isomorphic to a subspace of \(L^ p(\Omega,\nu)\) for some probability space (\(\Omega\),\(\nu)\). Moreover, it is shown that E admits a cylindrical measure \(\mu\) of type 2 with respect to \(\tau_ k\) such that \(K_{\mu}\) contains E if and only if \((E^*,\tau_ k)\) is isomorphic to a pre-Hilbert space.

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