Symmetries of Gaussian measures and operator colligations

Abstract

Consider an infinite-dimensional linear space equipped with a Gaussian measure and the group $GL(\infty)$ of linear transformations that send the measure to equivalent one. Limit points of $GL(\infty)$ can be regarded as 'spreading' maps (polymorphisms). We show that the closure of $GL(\infty)$ in the semigroup of polymorphisms contains a certain semigroup of operator colligations and write explicit formulas for action of operator colligations by polymorphisms of the space with Gaussian measure.