2004
DOI: 10.1023/b:joss.0000019818.81237.66
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Finite Range Decomposition of Gaussian Processes

Abstract: Let ∆ be the finite difference Laplacian associated to the lattice Z d . For dimension d ≥ 3, a ≥ 0 and L a sufficiently large positive dyadic integer, we prove that the integral kernel of the resolvent G a := (a − ∆) −1 can be decomposed as an infinite sum of positive semi-definite functions V n of finite range, V n (x−y) = 0 for |x−y| ≥ 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… Show more

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Cited by 54 publications
(104 citation statements)
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“…The coarse scale L independence with respect to the bounds in [3] was found earlier in R. Bauerschmidt (unpublished data) for d ≥ 3 but in d = 2 an additional log L dependence was found.…”
supporting
confidence: 73%
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“…The coarse scale L independence with respect to the bounds in [3] was found earlier in R. Bauerschmidt (unpublished data) for d ≥ 3 but in d = 2 an additional log L dependence was found.…”
supporting
confidence: 73%
“…The references to equations are to those in the above paper. Reference [3] cited in the above paper is cited as Ref. [3] in this erratum.…”
mentioning
confidence: 99%
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