Sine-Gordon Transformation and Minlos’ Theorem

functional-analysisprobability theorystochastic-processes

I'm currently reading Simon's book on functional integration and there is a section where it discusses the so-called sine Gordon Transformation. We have a symmetric function $V$ satisfying $$\sum_{i,j=1}^{n}z_{i}\bar{z}_{j}V(x_{i}-x_{j})\ge 0$$ for all $z_{1},…,z_{n}\in \mathbb{C}$ and $x_{1},…,x_{n}\in \mathbb{R}^{d}$. This kind of function is called positive-definite. Now, Simon's book states: "Any positive definite function is crying out to be a covariance of a Gaussian process. Thus, we construct a gaussian process $\{q(x)\}_{x\in \mathbb{R}^{n}}$ with covariance $V(x-y)$ and we use $d\mu(q)$ to denote the corresponding measure. (…) If $V$ is Hölder continuous, then one can prove a multidimensional Kolmogorov lemma and realize $d\mu$ on $C(\mathbb{R}^{d})$ and, in any event, by Minlos' Theorem, we can realize $d\mu$ on $\mathcal{S}'(\mathbb{R}^{d})$."

After that, he calculates (Here $\langle \cdot \rangle = \int \cdot d\mu$):
$$\langle \exp (i\sum_{i=1}^{n}a_{i}q(x_{i}))\rangle = \exp(-\frac{1}{2}\sum_{i,j=1}^{n}a_i a_jV(x_{i}-x_{j})) \hspace{3cm} (1)$$

I know hardly anything about gaussian processes, so I don't quite understand what those $\{q(x)\}_{x\in \mathbb{R}^{d}}$ are or how can I write them explicitly but my question is: It seems that Simon's performing the integral on the left hand side of (1) on the space $\mathcal{S}'(\mathbb{R}^{d})$, which is what I want to do too. But how come this integral make sense? I don't understand what it means to integrate this exponential on $\mathcal{S}'(\mathbb{R}^{d})$. Besides, how can we conclude equality (1)? I don't see how it follows.

Best Answer

Simon mentions this in passing, so without details. Justifying this needs some extra assumptions on $V$ and some extra work. A case where this can be done easily is if $$ V(x-y)=\iint \rho(x-u)W(u-v)\rho(y-v)\ du\ dv $$ where the mollifier $\rho$ is in $\mathcal{S}$ and where $W$ is in $\mathcal{S}'$ and satisfies the positivity condition $$ \iint f(u)W(u-v)f(v)\ du\ dv\ \ge 0 $$ for all $f\in\mathcal{S}$. Then you can use the Gaussian measure on $\mathcal{S}'$ with covariance $W$ intead of $V$ to prove the identity. You just need to evaluate the characteristic function on the test function $$ \sum_{i=1}^{n}a_i\rho(x-x_i)\ . $$

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