Bourbaki

Lemma 4

Tag 09SL, permanent. Cite it as [Bourbaki, Tag 09SL].

Integration, chapter IX, § 6. Promeasures and measures on a locally convex space

— For every integer n⩾0n \geqslant 0,

∫Ω∥Tng∥3 dm(g)⩽1(8π)1/22−n/2. \int_{\Omega} \|T_n g\|^3 \, dm(g) \leqslant \frac{1}{(8\pi)^{1/2}} 2^{-n/2}.

Let g∈Ωg \in \Omega and n∈Nn \in \mathbf{N}. One has En⊂En+1E_n \subset E_{n+1}; consequently, the function TngT_n g belongs to En+1E_{n+1} and is zero at every point of DnD_n; therefore, by (42),

∥Tng∥3=sup⁡1⩽k⩽2n∣Tng(2k−12n+1)∣3⩽∑k=12n∣Tng(2k−12n+1)∣3. \|T_n g\|^3 = \sup_{1 \leqslant k \leqslant 2^n} \left| T_n g\left( \frac{2k-1}{2^{n+1}} \right) \right|^3 \leqslant \sum_{k=1}^{2^n} \left| T_n g\left( \frac{2k-1}{2^{n+1}} \right) \right|^3.

Let us make the convention g(0)=0g(0) = 0. The construction of un(g)u_n(g) by linear interpolation of gg implies the relations

Tng(2k−12n+1)=g(2k−12n+1)−12(g(k−12n)+g(k2n)) T_n g\left( \frac{2k-1}{2^{n+1}} \right) = g\left( \frac{2k-1}{2^{n+1}} \right) - \frac{1}{2} \left( g\left( \frac{k-1}{2^n} \right) + g\left( \frac{k}{2^n} \right) \right)

for 1⩽k⩽2n1 \leqslant k \leqslant 2^n. From this, one deduces, by integration,

∫Ω∣Tng(2k−12n+1)∣3 dm(g)=∫Ω∣X(2k−12n+1)−12(X(k−12n)+X(k2n))∣3 dm; \int_{\Omega} \left| T_n g\left( \frac{2k-1}{2^{n+1}} \right) \right|^3 \, dm(g) = \int_{\Omega} \left| X\left( \frac{2k-1}{2^{n+1}} \right) - \frac{1}{2} \left( X\left( \frac{k-1}{2^n} \right) + X\left( \frac{k}{2^n} \right) \right) \right|^3 \, dm;

!Figure 1

FIGURE 1

one can then apply Lemma 3 with t=k−12nt = \frac{k-1}{2^n}, t′=k2nt' = \frac{k}{2^n}, whence

∫Ω∣Tng(2k−12n+1)∣3dm(g)=1(8π)1/22−3n2. \int_{\Omega} \left| T_n g \left( \frac{2k-1}{2^{n+1}} \right) \right|^3 dm(g) = \frac{1}{(8\pi)^{1/2}} 2^{-\frac{3n}{2}} .

By (44), we then have

∫Ω∥Tng∥3dm(g)≤∑k=12n∫Ω∣Tng(2k−12n+1)∣3dm(g)=1(8π)1/22n⋅2−3n2, \int_{\Omega} \| T_n g \|^3 dm(g) \leq \sum_{k=1}^{2^n} \int_{\Omega} \left| T_n g \left( \frac{2k-1}{2^{n+1}} \right) \right|^3 dm(g) = \frac{1}{(8\pi)^{1/2}} 2^n \cdot 2^{-\frac{3n}{2}} ,

whence the lemma.

By Lemma 4, the mapping TnT_n of Ω\Omega into the Banach space C\mathscr{C} belongs to LC3(Ω,m)L^3_{\mathscr{C}}(\Omega, m) and N3(Tn)≤1(8π)1/6(2−1/6)nN_3(T_n) \leq \frac{1}{(8\pi)^{1/6}} (2^{-1/6})^n, whence ∑n=0∞N3(Tn)<+∞\sum_{n=0}^{\infty} N_3(T_n) < +\infty. By Prop. 6 of Ch. IV, §3, No. 3, there exists a set Ω0⊂Ω\Omega_0 \subset \Omega such that Ω−Ω0\Omega - \Omega_0 is mm-negligible and such that the series ∑n=0∞Tn(g)\sum_{n=0}^{\infty} T_n(g) converges absolutely in C\mathscr{C} for every g∈Ω0g \in \Omega_0. One then defines an mm-measurable mapping uu of Ω\Omega into C\mathscr{C} by

u(g)={∑n=0∞Tng=lim⁡n→∞un(g)for g∈Ω00for g∈Ω−Ω0. u(g) = \begin{cases} \sum_{n=0}^{\infty} T_n g = \lim_{n \to \infty} u_n(g) & \text{for } g \in \Omega_0 \\ 0 & \text{for } g \in \Omega - \Omega_0 . \end{cases}

Since un(g)u_n(g) and gg coincide on Dm⊂DnD_m \subset D_n for 0≤m≤n0 \leq m \leq n, it is immediate that the restriction of u(g)u(g) to DD is equal to gg for every g∈Ω0g \in \Omega_0.

C) Construction of a Gaussian measure on C\mathscr{C}: Let w′w' be the bounded measure on C\mathscr{C} that is the image of mm under the mm-measurable mapping u:Ω→Cu : \Omega \to \mathscr{C}. We are going to show that w′w' is a Gaussian measure on C\mathscr{C}, with variance WW, whence w=w′w = w'. Denote by D\mathscr{D} the linear subspace of M1\mathscr{M}^1 generated by the measures εt\varepsilon_t for tt running over DD.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Cites

Transcribed from the printed volume. Not translated.