Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 203 / 3 / a

For real test functions $f,g\in C_c^{\infty }(D)$, the Dirichlet inner product in the normalization compatible with the logarithmic Green kernel isIts norm measures gradient energy rather than the values of the functions. A change of variables shows that this energy is invariant under planar conformal maps: the squared derivative in the transformation of the gradient cancels the area Jacobian determinant.

The convention used for planar Gaussian free field theory is the Dirichlet energy space:It is a real Hilbert space with the extended Dirichlet inner product. A conformal map from the unit disc onto $D$ identifies the two energy completions, so local representatives can be understood through the disc's zero-boundary space.

For an arbitrary unbounded domain this is the homogeneous energy completion; it should be distinguished from completion in the inhomogeneous norm $\Vert f{\Vert }_{L^2}+\Vert \nabla f{\Vert }_{L^2}$ used in another standard definition of the zero-boundary Sobolev space. On bounded domains with a Poincaré inequality, the two norms are equivalent.

Choose an orthonormal basis $(e_n)$ of the Dirichlet energy space and independent variables $({\xi }_n)$ with the standard normal distribution. The zero-boundary Gaussian free field is the formal seriesIts precise energy-indexed interpretation is the isonormal Gaussian processFor every fixed $f$, this sum converges in $L^2$ of the probability space by Parseval identity, and it is a centered Gaussian random variable. For $f,g\in H_0^1(D)$,This covariance characterizes its law independently of the chosen basis. The series does not define an $H_0^1$-valued random element: ${\sum }_n{\xi }_n^2=\infty$ almost surely. It is realized as a random distribution, and its pairing with ordinary test functions is constructed in part (b).