Abstract We provide a method for constructing (possibly non-trivial) measures on non-locally compact Polish subspaces of infinite-dimensional separable Banach spaces which, under suitable assumptions, are minimizers of causal variational principles in the non-locally compact setting. Moreover, for non-trivial minimizers the corresponding Euler–Lagrange equations are derived. The method is to exhaust the underlying Banach space by finite-dimensional subspaces and to prove existence of minimizers of the causal variational principle restricted to these finite-dimensional subsets of the Polish space under suitable assumptions on the Lagrangian. This gives rise to a corresponding sequence of minimizers. Restricting the resulting sequence to countably many compact subsets of the Polish space, by considering the resulting diagonal sequence, we are able to construct a regular measure on the Borel algebra over the whole topological space. For continuous Lagrangians of bounded range, it can be shown that, under suitable assumptions, the obtained measure is a (possibly non-trivial) minimizer under variations of compact support. Under additional assumptions, we prove that the constructed measure is a minimizer under variations of finite volume and solves the corresponding Euler–Lagrange equations. Afterwards, we extend our results to continuous Lagrangians vanishing in entropy. Finally, assuming that the obtained measure is locally finite, topological properties of spacetime are worked out and a connection to dimension theory is established.
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