Large deviations of U-empirical measures in strong topologies and applications
We study the closures of classes of log-concave measures under taking weak limits, linear transformations and tensor products. We investigate which uniform measures on convex bodies can be obtained starting from some class 𝒦. In particular we prove that if one starts from one-dimensional log-concave measures, one obtains no non-trivial uniform mesures on convex bodies.
An example of a nonzero σ-finite Borel measure μ with everywhere dense linear manifold of admissible (in the sense of invariance) translation vectors is constructed in the Hilbert space ℓ₂ such that μ and any shift of μ by a vector are neither equivalent nor orthogonal. This extends a result established in [7].