Nous montrons que, sous de faibles hypothèses de moment et de continuité, le champ libre gaussien dans le continu à dimensions est le seul processus stochastique satisfaisant à la propriété habituelle de Markov sur le domaine et une propriété d’échelle. Notre preuve est basée sur une décomposition de l’espace fonctionnel sous-jacent en termes de processus radiaux et d’harmoniques sphériques.
We prove that under certain mild moment and continuity assumptions, the -dimensional continuum Gaussian free field is the only stochastic process satisfying the usual domain Markov property and a scaling assumption. Our proof is based on a decomposition of the underlying functional space in terms of radial processes and spherical harmonics.
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Keywords: Gaussian free field, Gaussian fields, Markov property, Brownian motion, characterisation theorem
Mot clés : Champ libre gaussien, champs gaussiens, propriété de Markov, mouvement brownien, théorème de caractérisation
@article{JEP_2022__9__1101_0, author = {Aru, Juhan and Powell, Ellen}, title = {A characterisation of the continuum {Gaussian} free field in arbitrary dimensions}, journal = {Journal de l{\textquoteright}\'Ecole polytechnique {\textemdash} Math\'ematiques}, pages = {1101--1120}, publisher = {Ecole polytechnique}, volume = {9}, year = {2022}, doi = {10.5802/jep.201}, language = {en}, url = {http://www.numdam.org/articles/10.5802/jep.201/} }
TY - JOUR AU - Aru, Juhan AU - Powell, Ellen TI - A characterisation of the continuum Gaussian free field in arbitrary dimensions JO - Journal de l’École polytechnique — Mathématiques PY - 2022 SP - 1101 EP - 1120 VL - 9 PB - Ecole polytechnique UR - http://www.numdam.org/articles/10.5802/jep.201/ DO - 10.5802/jep.201 LA - en ID - JEP_2022__9__1101_0 ER -
%0 Journal Article %A Aru, Juhan %A Powell, Ellen %T A characterisation of the continuum Gaussian free field in arbitrary dimensions %J Journal de l’École polytechnique — Mathématiques %D 2022 %P 1101-1120 %V 9 %I Ecole polytechnique %U http://www.numdam.org/articles/10.5802/jep.201/ %R 10.5802/jep.201 %G en %F JEP_2022__9__1101_0
Aru, Juhan; Powell, Ellen. A characterisation of the continuum Gaussian free field in arbitrary dimensions. Journal de l’École polytechnique — Mathématiques, Tome 9 (2022), pp. 1101-1120. doi : 10.5802/jep.201. http://www.numdam.org/articles/10.5802/jep.201/
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