Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2024/iii/paper-203/4/a/solution

The Zero-boundary Gaussian free field on the unit disc is the centered Gaussian process indexed by finite Borel measures of finite Green energy, with covariance
This covariance determines all its finite-dimensional distributions.
The Domain Markov property of the Gaussian free field says that for every suitable open one can write
where is a zero-boundary Gaussian free field on , independent of , while is harmonic on and carries the information from the field outside .

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