In the logarithmic normalization of the Circle-average process of the Gaussian free field, the circular averages form standard Brownian motion in logarithmic radius. Let and . Averaging over the two circles gives zero by the mean value property for harmonic functions. The average of is , including equal radii by integrability of the logarithmic singularity. HenceThe pairings are jointly Gaussian and centered. Their increments on disjoint logarithmic-time intervals have zero covariance, hence are independent. Also , so the Kolmogorov continuity theorem supplies a continuous modification. Together with the limiting value , this proves the Brownian motion law.
The result describes one nested family of circle averages about a fixed center, not the field on every spatial curve as a single Brownian path. If the Green kernel is multiplied by , the covariance becomes and is standard Brownian motion.
Articles by others on the same topic
There are currently no matching articles.