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664 S. Albeverio, A. Kosyak / Journal of Functional Analysis 236 (2006) 634–681<br />

Fourier transform for the Gaussian mea<strong>sur</strong>e μC in the space Rm is:<br />

<br />

1<br />

√<br />

(2π) m<br />

Rm <br />

exp i(y,x)dμC(x) = exp − 1<br />

2 (Cy,y)<br />

<br />

, y ∈ R m .<br />

Let p = 1. Using (55)–(57) we have<br />

<br />

φ1(t11) =<br />

R<br />

<br />

exp(it11y1n)dμ(y)= exp − 1<br />

2 c11t 2 <br />

11 ;<br />

<br />

φ1q(t11; tqq) =<br />

R2 <br />

exp i(t11y1n + tqqyqn)dμ(y)= exp − 1<br />

c11t<br />

2<br />

2 11 + 2c1qt11tqq + cqqt 2 <br />

qq<br />

<br />

;<br />

Mξ 1q <br />

(t11) = iyqn exp(it11y1n)dμ(y)=<br />

R<br />

∂φ1q(t11;<br />

<br />

<br />

tqq) <br />

<br />

∂tqq<br />

=−c1qt11 exp −<br />

tqq=0<br />

1<br />

2 c2 11t2 <br />

11 ,<br />

<br />

Mξ 1,q (t11) 2 = c 2 1qt2 11 exp−c11t 2 <br />

11 ;<br />

Ξ 1q <br />

= maxMξ<br />

1q (t11) 2 = c2 1q exp(−1)<br />

= Ψ 1q ,<br />

we have used the obvious result<br />

t11∈R<br />

c11<br />

<br />

1<br />

max f(x)= f =<br />

x∈R a<br />

1<br />

, where f(x)= x exp(−ax), a > 0. (59)<br />

ea<br />

This proves (47) for (p, q) = (1,q).<br />

To prove (44) in the general case we note that<br />

where<br />

p<br />

p<br />

k=1<br />

r=k+1<br />

xkrtrk + tkk<br />

<br />

ykn + tqqyqn = a(x) + T,y <br />

R p+1,<br />

y = (y1n,y2n,...,ypn; yqn), T = (t11,t22,...,tpp; tqq) ∈ R p+1 ,<br />

a(x) = a1(x), a2(x), . . . , ap(x); 0 ∈ R p+1 , ak(x) =<br />

x = <br />

1

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