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arxiv: 1602.01293 · v1 · pith:BJJIEJ4Knew · submitted 2016-02-03 · 🧮 math.PR · math.DG· math.RT

An application of a functional inequality to quasi-invariance in infinite dimensions

classification 🧮 math.PR math.DGmath.RT
keywords measurequasi-invarianceabstractdimensionsfunctionalinequalityinfinitesettings
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One way to interpret smoothness of a measure in infinite dimensions is quasi-invariance of the measure under a class of transformations. Usually such settings lack a reference measure such as the Lebesgue or Haar measure, and therefore we can not use smoothness of a density with respect to such a measure. We describe how a functional inequality can be used to prove quasi-invariance results in several settings. In particular, this gives a different proof of the classical Cameron-Martin (Girsanov) theorem for an abstract Wiener space. In addition, we revisit several more geometric examples, even though the main abstract result concerns quasi-invariance of a measure under a group action on a measure space.

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