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Optimal estimation of shell thickness in Cutland's construction of Wiener measure
Authors:Bang-He Li   Ya-Qing Li
Affiliation:Institute of Systems Science, Academia Sinica, Beijing 100080, People's Republic of China ; Institute of Systems Science, Academia Sinica, Beijing 100080, People's Republic of China
Abstract:In Cutland's construction of Wiener measure, he used the product of Gaussian measures on $^*R^N$, where $N$ is an infinite integer. It is mentioned by Cutland and Ng that for the product measure $gamma$,

begin{displaymath}gamma({x:R_1le |x|le R_2})simeq 1,end{displaymath}

where $R_1=1-(log N)^{frac 12} N^{-frac 12}$ and $R_2=1+MN^{-frac 12}$ with $M$ any positive infinite number. We prove here that $R_1$ may be replaced by $1-mN^{-frac 12}$ with $m$ any positive infinite number. This is the optimal estimation for the shell thickness. It is also proved that $gamma({x:|x|<1 })simeq gamma ({x:|x|>1})simeq frac 12$. And for the *Lebesgue measure $mu$, $mu({x:|x|le r})$ is finite and not infinitesimal iff $r=(2pi e)^{-frac 12}N^{frac 12(1+frac 1N)}e^{frac aN}$ with $a$ finite, while for the *Lebesgue area of the sphere $S^{N-1}(r)$, $r$ should be $(2pi e)^{-frac 12}N^{frac 12} e^{frac aN}$.

Keywords:Shell thickness   Wiener measure   $*$-finite Euclidean space
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