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A simple method for finite range decomposition of quadratic forms and Gaussian fields. (English) Zbl 1347.60037
Summary: We present a simple method to decompose the Green forms corresponding to a large class of interesting symmetric Dirichlet forms into integrals over symmetric positive semi-definite and finite range (properly supported) forms that are smoother than the original Green form. This result gives rise to multiscale decompositions of the associated Gaussian free fields into sums of independent smoother Gaussian fields with spatially localized correlations. Our method makes use of the finite propagation speed of the wave equation and Chebyshev polynomials. It improves several existing results and also gives simpler proofs.

MSC:
60G15 Gaussian processes
60G60 Random fields
35J08 Green’s functions for elliptic equations
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