Skip to main content

Integration on Infinite-Dimensional Spaces

  • Chapter
  • First Online:
Functional Analysis and the Feynman Operator Calculus

Abstract

This chapter is required for the foundations of infinite-dimensional analysis. It is assumed that the reader is conversant with Lebesgue measure on \(\mathbb{R}^{n}\), including the standard limit theorems, inequalities, convolution, Fourier transform theory, and Fubini’s theorem. With this in mind, we offer a parallel treatment on infinite-dimensional spaces, with a theorem proof protocol. The proof of any theorem that is the same as on \(\mathbb{R}^{n}\) is omitted. We have also added a few interesting topics, which are discussed more fully below. We do not include any exercises, however, any serious question could lead to a research problem. (This statement applies to all chapters except Chaps. 1 and 4.)

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 99.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 129.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 129.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. R. Baker, “Lebesgue measure” on \(\mathbb{R}^{\infty }\). Proc. Am. Math. Soc. 113, 1023–1029 (1991)

    MathSciNet  MATH  Google Scholar 

  2. R. Baker, “Lebesgue measure” on \(\mathbb{R}^{\infty }\), II. Proc. Am. Math. Soc. 132, 2577–2591 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  3. W. Beckner, Inequalities in Fourier analysis. Ann. Math. 102, 159–182 (1975)

    Article  MathSciNet  MATH  Google Scholar 

  4. H.J. Brascamp, E.H. Lieb, Best constants in Young’s inequality, its converse, and its generalization to more than three functions. Adv. Math. 20, 151–173 (1976)

    Article  MathSciNet  MATH  Google Scholar 

  5. V.I. Bogachev, Differentiable Measures and the Malliavin Calculus. Mathematical Surveys and Monographs, vol. 164 (American Mathematical Society, Providence, 2010)

    Google Scholar 

  6. G. Da Prato, Kolmogorov Equations for Stochastic PDEs. Advanced Courses in Mathematics - CRM (Barcelona) (Birkhäuser, Boston, 2004)

    Google Scholar 

  7. N. Dunford, J.T. Schwartz, Linear Operators Part I: General Theory. Wiley Classics Edition (Wiley, New York, 1988)

    MATH  Google Scholar 

  8. L.C. Evans, Partial Differential Equations. Graduate Studies in Mathematics, vol. 18 (American Mathematical Society, Providence, 1998)

    Google Scholar 

  9. A. Haar, Der Massbegriff in der Theorie der kontinuierlichen Gruppe. Ann. Math. 34, 147–169 (1933)

    Article  MathSciNet  MATH  Google Scholar 

  10. D. Hill, \(\sigma\)-Finite invariant measures on infinite product spaces. Trans. Am. Math. Soc. 153, 347–370 (1971)

    Google Scholar 

  11. S. Kaplan, Extensions of Pontjagin duality I: infinite products. Duke Math. J. 15, 649–659 (1948)

    Article  MathSciNet  MATH  Google Scholar 

  12. S. Kaplan, Extensions of Pontjagin duality II: direct and inverse sequences. Duke Math. J. 17, 419–435 (1950)

    Article  MathSciNet  MATH  Google Scholar 

  13. A.P. Kirtadze, G.R. Pantsulaia, Invariant measures in the space \(<Emphasis Type="Bold">\text{R}</Emphasis>^{N}\). Soobshch. Akad. Nauk Gruzii 141, 273–276 (1991) [in Russian]

    MathSciNet  MATH  Google Scholar 

  14. A.P. Kirtadze, G.R. Pantsulaia, Lebesgue nonmeasurable sets and the uniqueness of invariant measures in infinite-dimensional vector spaces. Proc. A. Razmadze Math. Inst. 143, 95–101 (2007)

    MathSciNet  MATH  Google Scholar 

  15. K. Kodaira, S. Kakutani, A nonseparable translation-invariant extension of Lebesgue measure space. Ann. Math. 52, 574–579 (1950)

    Article  MathSciNet  MATH  Google Scholar 

  16. A.N. Kolmogorov, Grundbegriffe der Wahrscheinlichkeitsrechnung (Springer, Vienna, 1933)

    Book  MATH  Google Scholar 

  17. G. Leoni, A First Course in Sobolev Spaces. Graduate Studies in Mathematics, vol. 105 (American Mathematical Society, Providence, 2009)

    Google Scholar 

  18. J.C. Oxtoby, Invariant measures in groups which are not locally compact. Trans. Am. Math. Soc. 60, 215–237 (1946)

    Article  MathSciNet  MATH  Google Scholar 

  19. G. Pantsulaia, Invariant and Quasiinvariant Measures in Infinite-Dimensional Topological Vector Spaces (Nova Science Publishers, New York, 2007)

    MATH  Google Scholar 

  20. L. Pontryagin, Topological Groups (Princeton University Press, Princeton, 1946)

    MATH  Google Scholar 

  21. G.E. Ritter, E. Hewitt, Elliott-Morse measures and Kakutani’s dichotomy theorem. Math. Z. 211, 247–263 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  22. H.L. Royden, Real Analysis, 2nd edn. (Macmillan Press, New York, 1968)

    MATH  Google Scholar 

  23. W. Rudin, Fourier Analysis on Groups (Wiley, New York, 1990)

    Book  MATH  Google Scholar 

  24. V.N. Sudakov, Linear sets with quasi-invariant measure. Dokl. Akad. Nauk SSSR 127, 524–525 (1959) [in Russian]

    MathSciNet  MATH  Google Scholar 

  25. Y. Umemura, On the infinite dimensional Laplacian operator. J. Math. Kyoto Univ. 4, 477–492 (1964/1965)

    MathSciNet  MATH  Google Scholar 

  26. A.M. Vershik, Duality in the theory of measure in linear spaces. Sov. Math. Dokl. 7, 1210–1214 (1967) [English translation]

    Google Scholar 

  27. A.M. Vershik, Does there exist the Lebesgue measure in the infinite-dimensional space? Proc. Steklov Inst. Math. 259, 248–272 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  28. A.M. Vershik, The behavior of Laplace transform of the invariant measure on the hyperspace of high dimension. J. Fixed Point Theory Appl. 3, 317–329 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  29. J. von Neumann, The uniqueness of Haar’s measure. Rec. Math. Mat. Sbornik N.S. 1, 721–734 (1936)

    Google Scholar 

  30. A. Weil, L’intégration dans les groupes topologiques et ses applications. Actualités Scientifiques et Industrielles, vol. 869, Paris (1940)

    Google Scholar 

  31. N. Wiener, A. Siegel, W. Rankin, W.T. Martin, Differential Space, Quantum Systems, and Prediction (MIT Press, Cambridge, 1966)

    MATH  Google Scholar 

  32. Y. Yamasaki, Translationally invariant measure on the infinite-dimensional vector space. Publ. Res. Inst. Math. Sci. 16(3), 693–720 (1980)

    Article  MathSciNet  MATH  Google Scholar 

  33. Y. Yamasaki, Measures on Infinite-Dimensional Spaces (World Scientific, Singapore, 1985)

    Book  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 2016 Springer International Publishing Switzerland

About this chapter

Cite this chapter

Gill, T.L., Zachary, W. (2016). Integration on Infinite-Dimensional Spaces. In: Functional Analysis and the Feynman Operator Calculus. Springer, Cham. https://doi.org/10.1007/978-3-319-27595-6_2

Download citation

Publish with us

Policies and ethics