Gaussian free field Created 2026-09-24 Updated 2026-09-24
The Gaussian free field on a transient weighted graph is the centered Gaussian random field whose covariance kernel is the random walk Green function of a transient weighted graph.
Past exam of the mathematics course of the University of Cambridge 2026 iii Paper 226 2 d Solution Created 2026-09-24 Updated 2026-09-24
The field is centered and jointly Gaussian. Since the Gaussian free field has covariance and ,Also andJoint Gaussianity turns this zero covariance into independence. Therefore is a Pinned Gaussian free field at , independent of , with covariance equal to the Green function of the walk killed on hitting .
Past exam of the mathematics course of the University of Cambridge 2026 iii Paper 226 3 a Solution Created 2026-09-24 Updated 2026-09-24
The family is a Gaussian random field. For distinct its covariance isTwo distinct vertices of have a common neighbour exactly when their graph distance, equivalently their distance, is two. Since jointly Gaussian variables are independent exactly when they are uncorrelated,Thus the field has finite-range dependence, even though nearest-neighbour values are independent.