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

The expression is a Test-function pairing with a Gaussian free field, rather than the pointwise integral of an ordinary random function. For a real test function $\varphi$, take the Dirichlet solutionusing the Green-kernel identity allowed in the original PDF. In particular, $-\Delta f_{\varphi }=2\pi \varphi$. Integration by parts gives, initially for smooth compactly supported $u$ and then by continuity in the Dirichlet energy space,The integral functional is continuous in the energy norm: pull back to the unit disc, where the transformed test function has compact support, and use the Poincaré inequality. Hence $f_{\varphi }$ is its energy-space representer. DefineBy the isonormal Gaussian process definition, it has mean zero and varianceThe logarithmic singularity is locally integrable, so this variance is finite for smooth compactly supported test functions. ThusThe local TeX corrupted the double integral and the bracketed Green-kernel identity; the PDF supplies the identity above and does not assert an infinite variance.