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Jul 2, 2013 at 6:28 comment added Tom LaGatta @NateEldredge, thanks for the tip of Bogachev's book, it's very relevant. In particular, here is a nice theorem which I had been looking for. Theorem 3.6.5. (p. 121) Let $\mu$ be a Radon measure on a Fréchet space $X$. There exists a linear subspace $E \subseteq X$ of full $\mu$-measure which is a reflexive, separable Banach space, and its unit ball is compact in the topology of $X$.
Jul 2, 2013 at 6:22 comment added Tom LaGatta @NateEldredge, actually the abstract nonsense construction is what I was looking for, except that Jochen's counterexample below means that it won't agree with the subspace topology, so it doesn't really matter.
Jul 2, 2013 at 6:09 vote accept Tom LaGatta
Jun 26, 2013 at 7:34 answer added Jochen Wengenroth timeline score: 4
Jun 26, 2013 at 3:35 comment added Nate Eldredge You should be able to do some abstract nonsense construction with the axiom of choice to achieve 1 and probably 2. But I doubt this is what you want, so maybe you want to add some other conditions. By any chance is the discussion of "linear supports" in section 3.6 of Bogachev's Gaussian Measures relevant?
Jun 26, 2013 at 0:00 history asked Tom LaGatta CC BY-SA 3.0