Jacobian X(T) in Shale's Gaussian Setup
The Radon–Nikodym derivative of the transformed Gaussian measure n(T) with respect to n
For , Shale defines a new measure via pullback on , and sets
Remarks
Key properties (paper use):
- and appears in the unitary implementer .
- When , has an explicit "Gaussian quadratic form" formula.
Examples
- In finite dimensions, reduces to times an exponential factor.