Limiting Spherical Integrals of Bounded Continuous Functions

Irfan Alam ()
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Irfan Alam: University of Pennsylvania

Journal of Theoretical Probability, 2022, vol. 35, issue 4, 2304-2342

Abstract: Abstract We use nonstandard analysis to study the limiting behavior of spherical integrals in terms of a Gaussian integral. Peterson and Sengupta proved that if a Gaussian measure $$\mu $$ μ has full support on a finite-dimensional Euclidean space, then the expected value of a bounded measurable function on that domain can be expressed as a limit of integrals over spheres $$S^{n-1}(\sqrt{n})$$ S n - 1 ( n ) intersected with certain affine subspaces of $${\mathbb {R}}^n$$ R n . This allows one to realize the Gaussian Radon transform of such functions as a limit of spherical integrals. We study such limits in terms of Loeb integrals over a single hyperfinite-dimensional sphere. This nonstandard geometric approach generalizes the known limiting result for bounded continuous functions to the case when the Gaussian measure is not necessarily fully supported. We also present an asymptotic linear algebra result needed in the above proof.

Keywords: Spherical integrals; Nonstandard analysis; Gaussian Radon transforms; Gaussian measures; Primary 28E05; , Secondary 28C20, 03H05, 26E35, 46S20 (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s10959-021-01147-9

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