 03390 David C. Brydges, G.Guadagni, P.K.Mitter
 Finite Range Decomposition of Gaussian Processes
(82K, latex)
Aug 28, 03

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Abstract. Let $\D$ be the finite difference Laplacian associated to the
lattice $\bZ^{d}$. For dimension $d\ge 3$, $a\ge 0$ and $L$ a
sufficiently large positive dyadic integer, we prove that
the integral kernel of the resolvent $G^{a}:=(a\D)^{1}$ can be
decomposed as an infinite sum of positive semidefinite functions $
V_{n} $ of finite range, $ V_{n} (xy) = 0$ for $xy\ge
O(L)^{n}$. Equivalently, the Gaussian process on the
lattice with covariance $G^{a}$ admits a decomposition into
independent Gaussian processes with finite range covariances. For
$a=0$, $ V_{n} $ has a limiting scaling form $L^{n(d2)}\Gamma_{
c,\ast }{\bigl (\frac{xy}{ L^{n}}\bigr )}$ as $n\rightarrow
\infty$. As a corollary, such decompositions also exist for fractional
powers $(\D)^{\alpha/2}$, $0<\alpha \leq 2$.
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