Measures from infinite-dimensional gauge integration Cyril Levy To cite this version: Cyril Levy. Measures from infinite-dimensional gauge integration. 2019. hal-02308813 HAL Id: hal-02308813 https://hal.archives-ouvertes.fr/hal-02308813 Preprint submitted on 8 Oct 2019 HAL is a multi-disciplinary open access L’archive ouverte pluridisciplinaire HAL, est archive for the deposit and dissemination of sci- destinée au dépôt et à la diffusion de documents entific research documents, whether they are pub- scientifiques de niveau recherche, publiés ou non, lished or not. The documents may come from émanant des établissements d’enseignement et de teaching and research institutions in France or recherche français ou étrangers, des laboratoires abroad, or from public or private research centers. publics ou privés. Measures from infinite-dimensional gauge integration Cyril Levy IMT Toulouse – INUC Albi Email address:
[email protected] January 2019 Abstract We construct and investigate an integration process for infinite products of compact metrizable spaces that generalizes the standard Henstock–Kurzweil gauge integral. The integral we define here relies on gauge functions that are valued in the set of divisions of the space. We show in particular that this integration theory provides a unified setting for the study of non- T absolute infinite-dimensional integrals such as the gauge integrals on R of Muldowney and the con- struction of several type of measures, such as the Lebesgue measure, the Gaussian measures on Hilbert spaces, the Wiener measure, or the Haar measure on the infinite dimensional torus. Furthermore, we characterize Lebesgue-integrable functions for those measures as measurable absolutely gauge inte- grable functions.