Quasi-invariant measure
A measure on a space that is equivalent to
itself under
"translations"
of this space. More precisely: Let
be a
measurable space
(that is, a set
with a distinguished
-algebra
of subsets of it) and let
be a group of automorphisms of it (that is, one-to-one transformations
that are measurable together with their inverses
with respect to the
-algebra
).
A measure
on
is said to be
quasi-invariant
(with respect to
)
if for any
the transformed measure
,
,
is equivalent to the measure
(that is, these measures are absolutely continuous with respect to each other, cf.
Absolute continuity).
If
is a topological
homogeneous space
with a continuous locally compact group of automorphisms
(that is,
acts transitively on
and is endowed with a topology such that the mapping
,
,
is continuous with respect to the product topology on
)
and
is the Borel
-algebra
with respect to the topology on
,
then there exists a quasi-invariant measure that is unique up to equivalence
[1].
In particular, a measure on
is quasi-invariant with respect to all shifts
,
,
if and only if it is equivalent to
Lebesgue measure.
If the group of transformations is not locally compact, there need not be
a quasi-invariant measure; this is the case, for example,
in a wide class of infinite-dimensional topological vector spaces
[2].
References| [1] |
N. Bourbaki,
"Elements of mathematics. Integration"
, Addison-Wesley
(1975)
pp. Chapt.6;7;8
(Translated from French) | | [2] |
I.M. Gel'fand,
N.Ya. Vilenkin,
"Generalized functions. Applications of harmonic analysis"
, 4
, Acad. Press
(1964)
(Translated from Russian) |
R.A. Minlos
CommentsThus, a quasi-invariant measure is a generalization of a
Haar measure
on a topological group. On a locally compact group with left Haar measure
a measure is left quasi-invariant (quasi-invariant under left translations)
if and only if it is equivalent to
.
There exists no quasi-invariant measure on an infinite-dimensional Hilbert
space with respect to the group of all translations
(and so, in particular, no Haar measure). Let
be a
rigged Hilbert space,
with
a nuclear space with inner product
,
the completion of
,
and
the dual of
.
Each
defines an element
in
,
the functional
.
A measure
on
is quasi-invariant if
for all
and
with
,
i.e. if it is quasi-invariant with respect to the group of translations
.
There exist quasi-invariant measures on such dual spaces of nuclear spaces,
[2],
Chapt. IV, §5.2.
This text originally appeared in Encyclopaedia of Mathematics
- ISBN 1402006098
|