03-390 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 semi-definite functions $ V_{n} $ of finite range, $ V_{n} (x-y) = 0$ for $|x-y|\ge O(L)^{n}$. 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 $L^{-n(d-2)}\Gamma_{ c,\ast }{\bigl (\frac{x-y}{ L^{n}}\bigr )}$ 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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