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Domain Markov property of the Gaussian free field
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Stochastic process
Gaussian process
Gaussian random field
Gaussian free field
Continuum Gaussian free field
Zero-boundary Gaussian free field
2026-09-24
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For an open
U
⊂
D
, the
field
decomposes
as
h
=
h
U
+
h
D
∖
U
, where
h
U
is an independent zero-boundary
Gaussian free field
on
U
and
h
D
∖
U
is
harmonic
on
U
and agrees with the outside
field
in the distributional
sense
.
Ancestors
(11)
Zero-boundary Gaussian free field
Continuum Gaussian free field
Gaussian free field
Gaussian random field
Gaussian process
Stochastic process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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Circle-average process of the Gaussian free field
Past exam of the mathematics course of the University of Cambridge
/
2024
/
iii
/
Paper 203
/
4
/
a
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2024
/
iii
/
Paper 203
/
4
/
b
/
Solution
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