Published online by Cambridge University Press: 22 January 2016
In connection with a Gaussian system X = {X(x); x ∈ M} called Lévy’s Brownian motion (Definition 1), we shall introduce two integral transformations of special type—one is a generalized Radon transform R on a measure space (M, m), and the other is a dual Radon transform R* on another measure space (H, v) such that H ⊂ 2M, the set of all subsets of M (Definition 2). To each Lévy’s Brownian motion X, there is attached a distance d(x, y):= E[(X(x) — X(y)2] on M having a notable property named L1-embeddability. The above measure v on H is then chosen to satisfy
where Δ stands for the symmetric difference.
Contribution to the research project Reconstruction, Ko 506/8-1, of the German Research Council (DFG), directed by Professor D. Kölzow, Erlangen.