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Heat kernel analysis on semi-infinite Lie groups
Authors:Tai Melcher
Institution:Department of Mathematics, University of Virginia, Charlottesville, VA 22906, United States
Abstract:This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the Lp norms of the Radon-Nikodym derivatives. We also prove that a logarithmic Sobolev inequality holds in this setting.
Keywords:Heat kernel measure  Infinite dimensional Lie group  Quasi-invariance  Logarithmic Sobolev inequality
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