pr.probability - What is known about the Gaussian measure of the unit ball in a Hilbert Space?

You can't talk about "the" Gaussian measure on an infinite-dimensional Hilbert space, for the same reason that you can't talk about a uniform probability distribution over all integers. It doesn't exist; see Richard's answer. However, there are a lot of non-uniform Gaussian measures on infinite dimensional Hilbert spaces.

Consider the measure on $mathbb{R}^infty$ where the $j$th coordinate is a Gaussian with mean 0 and variance $sigma_j^2$, where $sum_{j=1}^{infty} sigma_j^2 < infty$ (and different coordinates are independent). This is almost surely bounded in the $ell_2$ metric, and any projection onto a finite-dimensional space has a Gaussian distribution. The squared length of a vector drawn from this measure is a sum of squares of Gaussians, and so follows some kind of generalized $chi$-square distribution. If I knew more about generalized $chi$-square distributions, I might be able to tell you what the measure of the unit ball was.

This kind of Gaussian distribution is very important in quantum optics. In fact, in quantum optics, a thermal state is Gaussian, so "the" Gaussian measure actually makes some sense.

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