Let be a finite measure on with finite Green energy, in the normalization of the Green-kernel expansion in the Dirichlet space. For an orthonormal basis and independent standard Gaussian random variables , defineThe sum converges in L2 space, since the sum of the coefficient squares equals the Green energy. It is centered Gaussian withFor several measures, the same coefficients give their cross-covariances by the corresponding mixed Green integrals.
The joint law is independent of the chosen basis. A stronger pathwise statement needs consistent coefficients: realize the field through one isonormal Gaussian process on the Dirichlet Hilbert space and take for each basis. Then Parseval's identity makes both expansions equal to the same -pairing in L2 space. Drawing a fresh independent coefficient family for a different basis produces another field with the same law, not the same outcome-by-outcome field. This distinguishes basis invariance of a construction from an unspecified coupling of two constructions.[ref]
Gaussian free fields for mathematicians by Scott Sheffield. Sections 2.1–2.3: Gaussian Hilbert spaces and series construction
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