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 b Solution Created 2026-09-24 Updated 2026-09-24
The Strong Markov property at the first visit to gives the singleton equilibrium potential from the Green functionLet be an increasing exhaustion of by finite sets containing , and let be the Green function of a transient weighted graph stopped on leaving . Each has finite support. The Green identity and the Markov property give, for ,By the monotone convergence theorem, the right side tends to zero as , while . Thus is an limit of finitely supported functions. Dividing by the positive number proves .
Past exam of the mathematics course of the University of Cambridge 2026 iii Paper 226 2 c Solution Created 2026-09-24 Updated 2026-09-24
For the normalized Green function of a transient weighted graph, the Green identity isTaking and using therefore givesThis is also the capacity of a finite set for a transient random walk .