In mathematics, Sazonov's theorem, named after Vyacheslav Vasilievich Sazonov (Вячесла́в Васи́льевич Сазо́нов), is a theorem in functional analysis.
It states that a bounded linear operator between two Hilbert spaces is γ-radonifying if it is a Hilbert–Schmidt operator. The result is also important in the study of stochastic processes and the Malliavin calculus, since results concerning probability measures on infinite-dimensional spaces are of central importance in these fields. Sazonov's theorem also has a converse: if the map is not Hilbert–Schmidt, then it is not γ-radonifying.
Statement of the theorem
Let G and H be two Hilbert spaces and let T : G → H be a bounded operator from G to H. Recall that T is said to be γ-radonifying if the push forward of the canonical Gaussian cylinder set measure on G is a bona fide measure on H. Recall also that T is said to be a Hilbert–Schmidt operator if there is an orthonormal basis { ei : i ∈ I } of G such that
\( {\displaystyle \sum _{i\in I}\|T(e_{i})\|_{H}^{2}<+\infty .} \)
Then Sazonov's theorem is that T is γ-radonifying if it is a Hilbert–Schmidt operator.
The proof uses Prokhorov's theorem.
Remarks
The canonical Gaussian cylinder set measure on an infinite-dimensional Hilbert space can never be a bona fide measure; equivalently, the identity function on such a space cannot be γ-radonifying.
References
Schwartz, Laurent (1973), Radon measures on arbitrary topological spaces and cylindrical measures., Tata Institute of Fundamental Research Studies in Mathematics, London: Oxford University Press, pp. xii+393, MR 0426084
vte
Functional analysis (topics – glossary)
Spaces
Hilbert space Banach space Fréchet space topological vector space
Theorems
Hahn–Banach theorem closed graph theorem uniform boundedness principle Kakutani fixed-point theorem Krein–Milman theorem min-max theorem Gelfand–Naimark theorem Banach–Alaoglu theorem
Operators
bounded operator compact operator adjoint operator unitary operator Hilbert–Schmidt operator trace class unbounded operator
Algebras
Banach algebra C*-algebra spectrum of a C*-algebra operator algebra group algebra of a locally compact group von Neumann algebra
Open problems
invariant subspace problem Mahler's conjecture
Applications
Besov space Hardy space spectral theory of ordinary differential equations heat kernel index theorem calculus of variation functional calculus integral operator Jones polynomial topological quantum field theory noncommutative geometry Riemann hypothesis
Advanced topics
locally convex space approximation property balanced set Schwartz space weak topology barrelled space Banach–Mazur distance Tomita–Takesaki theory
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