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Bounded C1C^1 Cylindrical Functions on a Hilbert Space with an Orthonormal Basis

Defines bounded C1C^1 cylindrical functions on a Hilbert space with an orthonormal basis: functions of the first n coordinates through a bounded C1C^1 function with bounded derivatives, together with their representations.

Statement

In the settings of Borel Probability Measures on a Real Hilbert Space with an Orthonormal Basis: Standing Notation and Differential Calculus and Convexity on Euclidean Open Sets: Standing Notation, with the coordinate maps pnp_{n} of Borel Probability Measures on a Real Hilbert Space with an Orthonormal Basis: Standing Notation §coordinates. For n∈Nn\in\mathbb{N}, Cb1(Rn)C^{1}_{b}(\mathbb{R}^{n}) is the set of bounded C1C^{1} functions of Bounded Continuously Differentiable Functions with Bounded Partial Derivatives on Euclidean Space §bounded, taken with q=nq=n.

1. (Cylindrical functions) A function φ:X→R\varphi:X\to\mathbb{R} is a bounded C1C^{1} cylindrical function if there are n∈Nn\in\mathbb{N} and ψ∈Cb1(Rn)\psi\in C^{1}_{b}(\mathbb{R}^{n}) with φ=ψ∘pn\varphi=\psi\circ p_{n}. The set of all bounded C1C^{1} cylindrical functions on XX is denoted FCb1(X)\mathcal{F}C^{1}_{b}(X).

2. (Representations) Let φ∈FCb1(X)\varphi\in\mathcal{F}C^{1}_{b}(X). A pair (n,ψ)(n,\psi) with n∈Nn\in\mathbb{N}, ψ∈Cb1(Rn)\psi\in C^{1}_{b}(\mathbb{R}^{n}) and φ=ψ∘pn\varphi=\psi\circ p_{n} is a representation of φ\varphi.

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