Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 35 4 Solution Created 2026-10-03 Updated 2026-10-07
The Gaussian free field is a random distribution, so its purported level curve cannot be defined by evaluating its height at every point. A coupling must instead be stated using conditional means and covariances. The SLE4 coupling with a Gaussian free field does exactly this.
Choose the Green-function normalizationA Zero-boundary Gaussian free field is characterized on real compactly supported smooth test functions byEquivalently its energy normalization is the Dirichlet inner product . This fixes the otherwise convention-dependent height constant.
Set andThe field has prescribed Dirichlet values on the negative half-line and on the positive half-line. Subtracting recovers the zero-Dirichlet field . It is the shifted field , rather than an unshifted zero-boundary field, whose zero-height interface has ordinary chordal law.
Let be chordal from to , with Chordal Loewner equation and . Write and . The coupling statement is:where, conditionally on the curve, is an independent zero-boundary field in the slit domain. The equality is for restrictions to test functions in that domain, and extends to suitable stopping times. Its covariance is by conformal invariance. The two sides of the revealed slit have heights and , in the order specified by their real images under . This is the continuum meaning of a Gaussian free field level line.
The fundamental calculations explain why the parameter is four. For , the Itô formula givesAt the drift vanishes. ThusEach harmonic mean is a bounded martingale before approaching its point. Differentiating the explicit conformally transformed Green function gives the Loewner variation of the Dirichlet Green functionThereforeIn words, the variance learned from the evolving mean exactly equals the covariance lost when the slit is removed. For a Green kernel the same calculation gives ; using a different Green normalization changes the height constant, not the SLE parameter.
To construct the coupling, first sample the SLE curve. In the two components to its left and right, sample independent zero-boundary fields and add the corresponding constant heights. Extend these as distributions to obtain the candidate full field. The following martingale identity proves its marginal law rather than merely matching its first two moments.
For a real test function , put andLocalization permits integration of the pointwise identities. They yield . Henceis a complex local martingale: the drift cancels the Itô correction. Since , , making it a true martingale. At the complete-curve limit, becomes the constant height in each component and the remaining Green kernel becomes that of those components. Thus is the conditional characteristic function of the sampled candidate field. Taking expectations givesApplying this to every linear combination of test functions proves the entire Gaussian law, not only its covariance. The conditional version proves the displayed conditional-field statement. Exhaustion by compact test supports justifies passage across the slit and the limiting distributional extensions.
This revealed curve is a local set of a Gaussian free field: conditionally on it, the remaining field is a zero-boundary field plus a specified harmonic function. The spatial Markov property is thereby preserved at random domains, a property not available for arbitrary field-dependent sets. One can strengthen the coupling to a curve measurable from the field. The proof explores compatible interfaces in small subdomains and uses the conditional boundary heights and monotonicity to show that two such interfaces for the same field cannot separate; a countable exhaustion gives uniqueness. This supplies a rigorous replacement for the informal phrase “draw the zero contour.” It does not assert that the distribution has pointwise values.
The coupling is useful in both directions: SLE martingales give exact conditional Gaussian free field data, while the Gaussian Markov structure explains the SLE domain Markov property and its distinguished parameter. With the above normalization, the height jump is , and the corresponding interface is chordal SLE4.