Circle-average process of the Gaussian free field Created 2026-09-24 Updated 2026-11-05
For the zero-boundary Gaussian free field in the unit disc, choose the logarithmic Green normalizationFor , let be the uniform probability measure on the circle of radius about zero. The Circle-average process of the Gaussian free field is the measure pairing . This is meaningful even though the continuum field has no ordinary pointwise values: the circular measure has finite Green energy, because its diagonal logarithmic singularity is integrable.
Decreasing radius means increasing logarithmic time. Angular averaging of the Green kernel gives . Thus in L2 space as , and define by this limit; it is not a pointwise field restriction to the unit-disc boundary. The Circle-average process of the Gaussian free field is Brownian motion article verifies the covariance and continuity. For another positive Green normalization the same process is rescaled by its square root.[ref]
Gaussian free fields for mathematicians by Scott Sheffield. Section 2.8, Circle averages and thick points; logarithmic normalization specified here
Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 203 4 d Solution Created 2026-09-24 Updated 2026-09-25
Part (c), iterated over disjoint nested annuli, gives independent increments, and the law gives stationary increments. Every finite vector is jointly Gaussian by the definition of the Zero-boundary Gaussian free field, and a continuous version was assumed. Moreover , because the field has zero boundary values.
Thus is a continuous centered Gaussian process with stationary increments and independent increments. Its variance is a continuous additive function on the nonnegative real numbers, so for some . The Gaussian-process characterization of Brownian motion now givesfor standard Brownian motion . This is the Circle-average process of the Gaussian free field is Brownian motion.