Abstract
We study the classes C(α, β) and C H(α, β) of logarithmically convex measures that are a natural generalization of the notion of Boltzmann measure to an infinite-dimensional case. We prove a theorem on the characterization of these classes in terms of finite-dimensional projections of measures and describe some applications to the theory of random series.
Similar content being viewed by others
REFERENCES
S. Albeverio, Yu. G. Kondratiev, and M. Röckner, “Dirichlet operators via stochastic analysis,” J. Funct. Anal., 128, No. 1, 102–138 (1995).
A. M. Kulik, “Integral representation for functionals on the space with a smooth measure,” Theory Stochast. Process., 3, No. 1–2, 235–243 (1997).
A. M. Kulik, “Large deviations for smooth measures,” Theory Stochast. Process., 4, No. 1–2, 180–188 (1998).
V. I. Averbukh, O. G. Smolyanov, and S. V. Fomin, “Generalized functions and differential equations in linear spaces. I. Differentiable measures,” Tr. Mosk. Mat. Obshch., 24, 140–184 (1971).
A. V. Skorokhod, Random Linear Operators [in Russian], Naukova Dumka, Kiev (1979).
V. I. Bogachev, “Differentiable measures and the Malliavin calculus,” J. Math. Sci., 87, No. 5, 3577–3731 (1997).
A. V. Skorokhod, Integration in Hilbert Spaces [in Russian], Nauka, Moscow (1975).
V. I. Bogachev and O. G. Smolyanov, “Analytic properties of infinite-dimensional distributions,” Usp. Mat. Nauk, 45, Issue 3, 3–83 (1990).
N. N. Vakhania, V. I. Tarieladze, and S. A. Chobadyan, Probability Distributions in Banach Spaces [in Russian], Nauka, Moscow (1985).
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Kulik, A.M. Filtration and Finite-Dimensional Characterization of Logarithmically Convex Measures. Ukrainian Mathematical Journal 54, 398–408 (2002). https://doi.org/10.1023/A:1020509332219
Issue Date:
DOI: https://doi.org/10.1023/A:1020509332219