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Justin Moore
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Which $a,b \geq 0$ satisfy that for every $K \subseteq \mathbb{R}^\mathbb{N}$ of positive measure, $a K + b y$ has positive A question on infinite dimensional Gaussian measure for a.eand affine tranformations. $y$?

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Justin Moore
  • 3.5k
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  • 33

Which $a,b \geq 0$ satisfy that for every $K \subseteq \mathbb{R}^\mathbb{N}$ of positive measure, $a K + b y$ has positive measure for a.e. $y$?

Let $\gamma_\infty$ denote the product Gaussian measure on $\mathbb{R}^\mathbb{N}$. Which $a,b \geq 0$ satisfy that for every Borel set $K\subseteq \mathbb{R}^\mathbb{N}$ of positive measure, $a K + b y$ has positive measure for $\gamma_\infty$-a.e. $y$?

The knee-jerk answer is ``only $a = 1$, $b=0$.'' The Cameron-Martin Theorem tells us that $x \mapsto x + y$ is absolutely continuous exactly when $y$ is in $\ell^2$ (a set of $\gamma_\infty$-measure $0$). Similar arguments apply to linear transformations like those above.

This does not answer the question, however. In fact Solecki and I have recently proved that if $a \in \mathbb{R}$ and $K \subseteq \mathbb{R}^\mathbb{N}$ is Borel and of positive measure, then $\gamma_\infty(\sqrt{1+b^2} K + b K) > 0$ for $\gamma_\infty$-a.e. $y$ (i.e. a sufficient conditions is that $a^2 = b^2 +1$). See http://arxiv.org/abs/1201.3947 for the preprint. It is not difficult to prove that a necessary requirement for a positive answer is that $a^2 + b^2 -2ab \leq 1 \leq a^2 + b^2 + 2ab$. This leaves some discrepancy, however, and that is the question at hand.