Structure groups and holonomy in infinite dimensions

We give a theorem of reduction of the structure group of a principal bundle P with regular structure group G. Then, when G is in the classes of regular Lie groups defined by T. Robart in Can. J. Math. 49 (4) (1997) 820-839], we define the closed holonomy group of a connection as the minimal closed Lie subgroup of G for which the previous theorem of reduction can be applied. We also prove an infinite dimensional version of the Ambrose-Singer theorem: the Lie algebra of the holonomy group is spanned by the curvature elements.