Probability theory and stochastic processes Definition
Gaussian free field
Builds on GraphLaplacianGaussian processCovariance
Definition
Let be a finite connected graph, let be a nonempty set of boundary vertices, and let be nonempty. For , let be the graph Laplacian, and let be its restriction to functions that vanish on , viewed as a matrix. The discrete Gaussian free field on with zero boundary values on is a random function with on . Its values have the following density on : where is the normalising constant.
Remarks
The exponent equals , and is positive definite because is nonempty and is connected. So restricted to is a centred Gaussian process with covariance matrix . This matrix is the Green function of the continuous-time random walk that crosses each edge at rate and is killed on . Example: let with edges and , and . The exponent is , so is normal with mean and variance , and indeed has inverse . Non-example: with empty, the exponent is unchanged when a constant is added to , so no normalising constant exists. The continuum Gaussian free field on a domain is the centred Gaussian random generalised function whose covariance is the Dirichlet Green function of on . It is not a function when .
Reading path
To understand this page from the ground up, read these 59 pages in order. The foundations come first.
- Construction of the reals from Cauchy sequences concept
- Element definition
- Euclidean space object
- Function concept
- Gaussian process concept
- Graph concept
- Integers object
- Ordered field definition
- Proposition concept
- Random experiment concept
- Rational numbers object
- Real numbers object
- Set definition
- Total derivative concept
- Function of several variables concept
- Vector-valued function concept
- Ring of integers statement
- Disjunction definition
- Implication definition
- Predicate definition
- Ordered pair definition
- Differentiable function of several variables concept
- Partial derivative concept
- Union definition
- Vector field concept
- Sample space definition
- Existential quantifier definition
- The rationals form a field statement
- Universal quantifier definition
- Cartesian product definition
- Gradient concept
- Divergence concept
- Subset definition
- The rationals form an ordered field statement
- Uniqueness quantifier definition
- Binary relation definition
- Laplacian concept
- Universal set definition
- Order on the reals definition
- Power set definition
- Complement definition
- Function definition
- Interval definition
- Injective function definition
- Sigma-algebra definition
- Preimage of a set definition
- Countable set definition
- Event definition
- Borel sigma-algebra definition
- Probability axioms concept
- Probability measure definition
- Probability space definition
- Random variable definition
- Discrete random variable definition
- Random variable with a density definition
- Expected value definition
- Variance definition
- Covariance definition
- Gaussian free field definition
Further reading
About this page
| Tag | BE2CBPAZK6 |
|---|---|
| URI | m2://BE2CBPAZK6 |
| Kind | definition |
| Writing | W0 stub |
| MSC | 60G60, 60G15, 81T40 |
| Defines | Gaussian free field |
| Uses | Graph, Laplacian, Gaussian process, Covariance |
| Changed | 2 November 2026 |
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