If a measure has finite Green energy, then
converges in for any orthonormal basis of and independent standard normal coefficients . The limit is centered Gaussian with variance equal to the Green energy of and does not depend on the chosen basis.
Choose an orthonormal basis of and write the GFF formally as , where the are independent standard normal variables. The Green-kernel expansion in the Dirichlet space gives
Consequently the series
converges in . Its partial sums are centered Gaussian and their variances converge to the displayed Green energy. The limit is therefore Gaussian with mean zero and variance
This constructs the Finite-Green-energy measure pairing with a Gaussian free field independently of the chosen orthonormal basis.
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 covariance
This covariance determines all its finite-dimensional distributions.
The Domain Markov property of the Gaussian free field says that for every suitable open one can write
where is a zero-boundary Gaussian free field on , independent of , while is harmonic on and carries the information from the field outside .
A finite measure can index the field when its Green energy
is 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.