Past exam of the mathematics course of the University of Cambridge 2024 iii Paper 203 4 a Solution Created 2026-09-24 Updated 2026-09-25
The Zero-boundary Gaussian free field on the unit disc is the centered Gaussian process indexed by finite Borel measures of finite Green energy, with covarianceThis covariance determines all its finite-dimensional distributions.
The Domain Markov property of the Gaussian free field says that for every suitable open one can writewhere is a zero-boundary Gaussian free field on , independent of , while is harmonic on and carries the information from the field outside .
Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 209 5 A2 Square Solution Created 2026-09-24 Updated 2026-09-25
A finite measure can index the field when its Green energyis finite. On the two-dimensional square, the singularity is locally integrable because polar area contributes while contributes . The near-diagonal integral is therefore proportional to , and the mean is a well-defined centered Gaussian random variable.