Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 226 / 3 / a

The family $(Y_x)$ is a Gaussian random field. For distinct $x,x^{\prime }$ its covariance isTwo distinct vertices of ${\mathbb{Z}}^d$ have a common neighbour exactly when their graph distance, equivalently their ${\ell }^1$ distance, is two. Since jointly Gaussian variables are independent exactly when they are uncorrelated,Thus the field has finite-range dependence, even though nearest-neighbour values are independent.

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