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A general framework for integration over certain infinite dimensional spaces is first developed using projective limits of a projective family of compact Hausdorff spaces. The procedure is then applied to gauge theories to carry out integration over the non-linear, infinite dimensional spaces of connections modulo gauge transformations. This method of evaluating functional integrals can be used either in the Euclidean path integral approach or the Lorentzian canonical approach. A number of measures discussed are diffeomorphism invariant and therefore of interest to (the connection dynamics version of) quantum general relativity. The account is pedagogical; in particular, prior knowledge of projective techniques is not assumed.
Ashtekar et al. (Mon,) studied this question.