Harmonic analysis in infinite dimension

We study the Hermite transform onL ²() where is a Gaussian measure on a Lusin locally convex spaceE. We are then lead to a Hilbert space () of analytic functions onE which is also a natural range for the Laplace transform. LetB be a convenient Hilbert-Schmidt operator on the Cameron-Martin spaceH of . There exists a natural sequence Cap _n of capacities onE associated toB. This implies the Kondratev-Yokoi theorem about positive linear forms on the Hida test-functions space.