Math 2.0

Probability theory and stochastic processes Definition

Gaussian free field

Builds on GraphLaplacianGaussian processCovariance

Definition

Let G=(V,E)G = (V, E) be a finite connected graph, let B⊆VB \subseteq V be a nonempty set of boundary vertices, and let U=V∖BU = V \setminus B be nonempty. For f ⁣:V→ℝf \colon V \to \R, let Δf(x)=∑y:{x,y}∈E(f(y)−f(x))\Delta f(x) = \sum_{y : \set{x, y} \in E} (f(y) - f(x)) be the graph Laplacian, and let ΔU\Delta_U be its restriction to functions that vanish on BB, viewed as a U×UU \times U matrix. The discrete Gaussian free field on GG with zero boundary values on BB is a random function h ⁣:V→ℝh \colon V \to \R with h=0h = 0 on BB. Its values (h(x))x∈U(h(x))_{x \in U} have the following density on ℝU\R^U: 1Zexp⁡(−12∑{x,y}∈E(h(x)−h(y))2),\frac{1}{Z} \exp\Big( -\frac12 \sum_{\set{x, y} \in E} \big(h(x) - h(y)\big)^2 \Big), where ZZ is the normalising constant.

Remarks

The exponent equals −12⟨h,−ΔUh⟩-\frac12 \langle h, -\Delta_U h \rangle, and −ΔU-\Delta_U is positive definite because BB is nonempty and GG is connected. So hh restricted to UU is a centred Gaussian process with covariance matrix (−ΔU)−1(-\Delta_U)^{-1}. This matrix is the Green function of the continuous-time random walk that crosses each edge at rate 11 and is killed on BB. Example: let V={a,x,b}V = \set{a, x, b} with edges {a,x}\set{a, x} and {x,b}\set{x, b}, and B={a,b}B = \set{a, b}. The exponent is −12(h(x)2+h(x)2)=−h(x)2-\frac12 (h(x)^2 + h(x)^2) = -h(x)^2, so h(x)h(x) is normal with mean 00 and variance 1/21/2, and indeed −ΔU=(2)-\Delta_U = (2) has inverse 1/21/2. Non-example: with BB empty, the exponent is unchanged when a constant is added to hh, so no normalising constant ZZ exists. The continuum Gaussian free field on a domain D⊆ℝdD \subseteq \R^d is the centred Gaussian random generalised function whose covariance is the Dirichlet Green function of −Δ-\Delta on DD. It is not a function when d≥2d \ge 2.

Reading path

To understand this page from the ground up, read these 59 pages in order. The foundations come first.

  1. Construction of the reals from Cauchy sequences concept
  2. Element definition
  3. Euclidean space object
  4. Function concept
  5. Gaussian process concept
  6. Graph concept
  7. Integers object
  8. Ordered field definition
  9. Proposition concept
  10. Random experiment concept
  11. Rational numbers object
  12. Real numbers object
  13. Set definition
  14. Total derivative concept
  15. Function of several variables concept
  16. Vector-valued function concept
  17. Ring of integers statement
  18. Disjunction definition
  19. Implication definition
  20. Predicate definition
  21. Ordered pair definition
  22. Differentiable function of several variables concept
  23. Partial derivative concept
  24. Union definition
  25. Vector field concept
  26. Sample space definition
  27. Existential quantifier definition
  28. The rationals form a field statement
  29. Universal quantifier definition
  30. Cartesian product definition
  31. Gradient concept
  32. Divergence concept
  33. Subset definition
  34. The rationals form an ordered field statement
  35. Uniqueness quantifier definition
  36. Binary relation definition
  37. Laplacian concept
  38. Universal set definition
  39. Order on the reals definition
  40. Power set definition
  41. Complement definition
  42. Function definition
  43. Interval definition
  44. Injective function definition
  45. Sigma-algebra definition
  46. Preimage of a set definition
  47. Countable set definition
  48. Event definition
  49. Borel sigma-algebra definition
  50. Probability axioms concept
  51. Probability measure definition
  52. Probability space definition
  53. Random variable definition
  54. Discrete random variable definition
  55. Random variable with a density definition
  56. Expected value definition
  57. Variance definition
  58. Covariance definition
  59. Gaussian free field definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Gaussian_free_field
About this page
TagBE2CBPAZK6
URIm2://BE2CBPAZK6
Kinddefinition
WritingW0 stub
MSC60G60, 60G15, 81T40
DefinesGaussian free field
UsesGraph, Laplacian, Gaussian process, Covariance
Changed2 November 2026

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